Jose L. Fillat
Personal Details
First Name: | Jose |
Middle Name: | L. |
Last Name: | Fillat |
Suffix: | |
RePEc Short-ID: | pfi69 |
http://www.bos.frb.org/economic/econbios/fillat.htm | |
Terminal Degree: | Department of Economics; University of Chicago (from RePEc Genealogy) |
Affiliation
Quantitative Analysis Unit
Federal Reserve Bank of Boston
Boston, Massachusetts (United States)http://www.bos.frb.org/bankinfo/qau/
617-973-3397
617-973-4221
600 Atlantic Avenue, Boston, Massachusetts 02210
RePEc:edi:qfrbous (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Falk Bräuning & Jose Fillat, 2020. "The Impact of Regulatory Stress Tests on Bank Lending and Its Macroeconomic Consequences," Working Papers 20-12, Federal Reserve Bank of Boston.
- Falk Bräuning & Jose Fillat & J. Christina Wang, 2020. "Corporate Debt Maturity and Monetary Policy," Current Policy Perspectives 88967, Federal Reserve Bank of Boston.
- Falk Bräuning & Jose Fillat, 2019. "Stress testing effects on portfolio similarities among large US Banks," Current Policy Perspectives 19-1, Federal Reserve Bank of Boston.
- José L. Fillat & Stefania Garetto & Arthur V. Smith, 2018.
"What are the Consequences of Global Banking for the International Transmission of Shocks? A Quantitative Analysis,"
NBER Working Papers
25203, National Bureau of Economic Research, Inc.
- Jose Fillat & Stefania Garetto & Arthur V. Smith, 2018. "What are the consequences of global banking for the international transmission of shocks?: a quantitative analysis," Working Papers 18-11, Federal Reserve Bank of Boston.
- Stefano Corradin & Jose Fillat & Carles Vergara-Alert, 2017. "Portfolio choice with house value misperception," Working Papers 17-16, Federal Reserve Bank of Boston.
- Zhongjun Qu & Denis Tkachenko, 2015.
"Global Identification in DSGE Models Allowing for Indeterminacy,"
Boston University - Department of Economics - Working Papers Series
wp2015-001, Boston University - Department of Economics.
- Zhongjun Qu & Denis Tkachenko, 2017. "Global Identification in DSGE Models Allowing for Indeterminacy," Review of Economic Studies, Oxford University Press, vol. 84(3), pages 1306-1345.
- Stefania Garetto & Martin Goetz & Jose Fillat, 2014. "Global Banks' Dynamics and the International Transmission of Shocks," 2014 Meeting Papers 1333, Society for Economic Dynamics.
- Jose L. Fillat & STEFANIA GARETTO & Lindsay Oldenski, 2014.
"Diversification, Cost Structure, and the Risk Premium of Multinational Corporations,"
Boston University - Department of Economics - Working Papers Series
WP2014-007, Boston University - Department of Economics.
- Fillat, José L. & Garetto, Stefania & Oldenski, Lindsay, 2015. "Diversification, cost structure, and the risk premium of multinational corporations," Journal of International Economics, Elsevier, vol. 96(1), pages 37-54.
- Stefania Garetto & Lindsay Oldenski & Jose Fillat, 2013. "Diversification, Cost Structure, and the Stock Returns of Multinational Corporations," 2013 Meeting Papers 1179, Society for Economic Dynamics.
- Stefania Garetto & Martin Goetz & Jose Fillat, 2012.
"Multinational Banks,"
2012 Meeting Papers
898, Society for Economic Dynamics.
- Stefania Garetto & Martin Goetz & Jose Fillat, 2015. "Multinational Banks," 2015 Meeting Papers 1256, Society for Economic Dynamics.
- Jose Fillat & Stefania Garetto, 2010.
"Risk, returns, and multinational production,"
Supervisory Research and Analysis Working Papers
QAU10-5, Federal Reserve Bank of Boston.
- José L. Fillat & Stefania Garetto, 2015. "Risk, Returns, and Multinational Production," The Quarterly Journal of Economics, Oxford University Press, vol. 130(4), pages 2027-2073.
- Stefania Garetto & Jose Luis Fillat, 2010. "Risk, Returns, and Multinational Production," 2010 Meeting Papers 777, Society for Economic Dynamics.
- Jose L. Fillat & Stefania Garetto, 2014. "Risk, Returns, and Multinational Production," Boston University - Department of Economics - Working Papers Series wp2014-008, Boston University - Department of Economics.
- Jose Fillat & Judit Montoriol-Garriga, 2010. "Addressing the pro-cyclicality of capital requirements with a dynamic loan loss provision system," Supervisory Research and Analysis Working Papers QAU10-4, Federal Reserve Bank of Boston.
- Stefano Corradin & Jose Fillat & Carles Vergara-Alert, 2010.
"Optimal portfolio choice with predictability in house prices and transaction costs,"
Supervisory Research and Analysis Working Papers
QAU10-2, Federal Reserve Bank of Boston.
- Stefano Corradin & José L. Fillat & Carles Vergara-Alert, 2014. "Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs," Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 823-880.
- Corradin, Stefano & Fillat, Jose L. & Vergara, Carles, 2012. "Optimal portfolio choice with predictability in house prices and transaction costs," IESE Research Papers D/948, IESE Business School.
- Corradin, Stefano & Fillat, José L. & Vergara-Alert, Carles, 2012. "Optimal portfolio choice with predictability in house prices and transaction costs," Working Paper Series 1470, European Central Bank.
- University of Chicago & Jose L. Fillat, 2008. "Housing as a Measure for the Long Run Risk in Asset Pricing," 2008 Meeting Papers 483, Society for Economic Dynamics.
- Ethan Cohen-Cole & Burcu Duygan-Bump & Jose Fillat & Judit Montoriol-Garriga, 2008. "Looking behind the aggregates: a reply to “Facts and Myths about the Financial Crisis of 2008”," Supervisory Research and Analysis Working Papers QAU08-5, Federal Reserve Bank of Boston.
Articles
- Fillat, José L. & Garetto, Stefania & Oldenski, Lindsay, 2015.
"Diversification, cost structure, and the risk premium of multinational corporations,"
Journal of International Economics, Elsevier, vol. 96(1), pages 37-54.
- Jose L. Fillat & STEFANIA GARETTO & Lindsay Oldenski, 2014. "Diversification, Cost Structure, and the Risk Premium of Multinational Corporations," Boston University - Department of Economics - Working Papers Series WP2014-007, Boston University - Department of Economics.
- José L. Fillat & Stefania Garetto, 2015.
"Risk, Returns, and Multinational Production,"
The Quarterly Journal of Economics, Oxford University Press, vol. 130(4), pages 2027-2073.
- Stefania Garetto & Jose Luis Fillat, 2010. "Risk, Returns, and Multinational Production," 2010 Meeting Papers 777, Society for Economic Dynamics.
- Jose L. Fillat & Stefania Garetto, 2014. "Risk, Returns, and Multinational Production," Boston University - Department of Economics - Working Papers Series wp2014-008, Boston University - Department of Economics.
- Jose Fillat & Stefania Garetto, 2010. "Risk, returns, and multinational production," Supervisory Research and Analysis Working Papers QAU10-5, Federal Reserve Bank of Boston.
- Stefano Corradin & José L. Fillat & Carles Vergara-Alert, 2014.
"Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs,"
Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 823-880.
- Stefano Corradin & Jose Fillat & Carles Vergara-Alert, 2010. "Optimal portfolio choice with predictability in house prices and transaction costs," Supervisory Research and Analysis Working Papers QAU10-2, Federal Reserve Bank of Boston.
- Corradin, Stefano & Fillat, Jose L. & Vergara, Carles, 2012. "Optimal portfolio choice with predictability in house prices and transaction costs," IESE Research Papers D/948, IESE Business School.
- Corradin, Stefano & Fillat, José L. & Vergara-Alert, Carles, 2012. "Optimal portfolio choice with predictability in house prices and transaction costs," Working Paper Series 1470, European Central Bank.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Stefano Corradin & Jose Fillat & Carles Vergara-Alert, 2017.
"Portfolio choice with house value misperception,"
Working Papers
17-16, Federal Reserve Bank of Boston.
Cited by:
- IWAISAKO Tokuo & ONO Arito & SAITO Amane & TOKUDA Hidenobu, 2019.
"Disentangling the Effect of Home Ownership on Household Stock-holdings: Evidence from Japanese microdata,"
Discussion papers
19007, Research Institute of Economy, Trade and Industry (RIETI).
- Iwaisako, Tokuo & Ono, Arito & Saito, Amane & Tokuda, Hidenobu, 2018. "Disentangling the Effect of Home Ownership on Household Stock-holdings: Evidence from Japanese micro data," HIT-REFINED Working Paper Series 77, Institute of Economic Research, Hitotsubashi University.
- IWAISAKO Tokuo & ONO Arito & SAITO Amane & TOKUDA Hidenobu, 2019.
"Disentangling the Effect of Home Ownership on Household Stock-holdings: Evidence from Japanese microdata,"
Discussion papers
19007, Research Institute of Economy, Trade and Industry (RIETI).
- Zhongjun Qu & Denis Tkachenko, 2015.
"Global Identification in DSGE Models Allowing for Indeterminacy,"
Boston University - Department of Economics - Working Papers Series
wp2015-001, Boston University - Department of Economics.
- Zhongjun Qu & Denis Tkachenko, 2017. "Global Identification in DSGE Models Allowing for Indeterminacy," Review of Economic Studies, Oxford University Press, vol. 84(3), pages 1306-1345.
Cited by:
- Majid Al-Sadoon & Piotr Zwiernik, 2019.
"The identification problem for linear rational expectations models,"
Economics Working Papers
1669, Department of Economics and Business, Universitat Pompeu Fabra.
- Majid M. Al-Sadoon & Piotr Zwiernik, 2019. "The Identification Problem for Linear Rational Expectations Models," Working Papers 1114, Barcelona Graduate School of Economics.
- Jose L. Fillat & STEFANIA GARETTO & Lindsay Oldenski, 2014.
"Diversification, Cost Structure, and the Risk Premium of Multinational Corporations,"
Boston University - Department of Economics - Working Papers Series
WP2014-007, Boston University - Department of Economics.
- Fillat, José L. & Garetto, Stefania & Oldenski, Lindsay, 2015. "Diversification, cost structure, and the risk premium of multinational corporations," Journal of International Economics, Elsevier, vol. 96(1), pages 37-54.
- Giovanni Nicolo, 2020. "Monetary Policy, Self-Fulfilling Expectations and the U.S. Business Cycle," Finance and Economics Discussion Series 2020-035, Board of Governors of the Federal Reserve System (U.S.).
- Timothy Uy, 2015. "Zeros and the Gains from Openness," 2015 Meeting Papers 1158, Society for Economic Dynamics.
- George Alessandria & Horag Choi & Joseph P. Kaboski & Virgiliu Midrigan, 2014.
"Microeconomic uncertainty, international trade, and aggregate fluctuations,"
Working Papers
14-30, Federal Reserve Bank of Philadelphia.
- George Alessandria & Horag Choi & Joseph P. Kaboski & Virgiliu Midrigan, 2014. "Microeconomic Uncertainty, International Trade, and Aggregate Fluctuations," NBER Working Papers 20616, National Bureau of Economic Research, Inc.
- Alessandria, George & Choi, Horag & Kaboski, Joseph P. & Midrigan, Virgiliu, 2015. "Microeconomic uncertainty, international trade, and aggregate fluctuations," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 20-38.
- Ivashchenko, Sergey & Mutschler, Willi, 2020.
"The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models,"
Economic Modelling, Elsevier, vol. 88(C), pages 280-292.
- Sergey Ivashchenko & Willi Mutschler, 2019. "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models," CQE Working Papers 8319, Center for Quantitative Economics (CQE), University of Muenster.
- Majid M. Al-Sadoon, 2020. "Regularized Solutions to Linear Rational Expectations Models," Papers 2009.05875, arXiv.org, revised Oct 2020.
- Majid M. Al-Sadoon, 2020. "The Spectral Approach to Linear Rational Expectations Models," Papers 2007.13804, arXiv.org, revised Aug 2020.
- Jose L. Fillat & STEFANIA GARETTO & Lindsay Oldenski, 2014.
"Diversification, Cost Structure, and the Risk Premium of Multinational Corporations,"
Boston University - Department of Economics - Working Papers Series
WP2014-007, Boston University - Department of Economics.
- Fillat, José L. & Garetto, Stefania & Oldenski, Lindsay, 2015. "Diversification, cost structure, and the risk premium of multinational corporations," Journal of International Economics, Elsevier, vol. 96(1), pages 37-54.
Cited by:
- Zhongjun Qu & Denis Tkachenko, 2017.
"Global Identification in DSGE Models Allowing for Indeterminacy,"
Review of Economic Studies, Oxford University Press, vol. 84(3), pages 1306-1345.
- Zhongjun Qu & Denis Tkachenko, 2015. "Global Identification in DSGE Models Allowing for Indeterminacy," Boston University - Department of Economics - Working Papers Series wp2015-001, Boston University - Department of Economics.
- Gumpert, Anna & Li, Haishi & Moxnes, Andreas & Ramondo, Natalia & Tintelnot, Felix, 2020.
"The life-cycle dynamics of exporters and multinational firms,"
Journal of International Economics, Elsevier, vol. 126(C).
- Anna Gumpert & Andreas Moxnes & Natalia Ramondo & Felix Tintelnot, 2017. "The Life-Cycle Dynamics of Exporters and Multinational Firms," CESifo Working Paper Series 6758, CESifo.
- Anna Gumpert & Haishi Li & Andreas Moxnes & Natalia Ramondo & Felix Tintelnot, 2017. "The Life-Cycle Dynamics of Exporters and Multinational Firms," NBER Working Papers 24013, National Bureau of Economic Research, Inc.
- Gumpert, Anna & Moxnes, Andreas & Ramondo, Natalia & Tintelnot, Felix, 2017. "The Life-Cycle Dynamics of Exporters and Multinational Firms," Rationality and Competition Discussion Paper Series 55, CRC TRR 190 Rationality and Competition.
- Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana , 2018. "Future directions in international financial integration research - A crowdsourced perspective," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 35-49.
- Stefania Garetto & Lindsay Oldenski & Natalia Ramondo, 2019.
"Multinational Expansion in Time and Space,"
NBER Working Papers
25804, National Bureau of Economic Research, Inc.
- Garetto, Stefania & Oldenski, Lindsay & Ramondo, Natalia, 2019. "Multinational Expansion in Time and Space," CEPR Discussion Papers 13704, C.E.P.R. Discussion Papers.
- Stefania Garetto & Lindsay Oldenski & Natalia Ramondo, 2019. "Multinational Expansion in Time and Space," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-308, Boston University - Department of Economics.
- Stefania Garetto & Lindsay Oldenski & Natalia Ramondo, 2019. "Multinational Expansion in Time and Space," Boston University - Department of Economics - Working Papers Series WP2019-08, Boston University - Department of Economics.
- Javier Cravino & Andrei A. Levchenko, 2017.
"Multinational Firms and International Business Cycle Transmission,"
The Quarterly Journal of Economics, Oxford University Press, vol. 132(2), pages 921-962.
- Javier Cravino & Andrei A. Levchenko, 2015. "Multinational Firms and International Business Cycle Transmission," Working Papers 643, Research Seminar in International Economics, University of Michigan.
- Cravino, Javier & Levchenko, Andrei A., 2016. "Multinational Firms and International Business Cycle Transmission," CEPR Discussion Papers 11454, C.E.P.R. Discussion Papers.
- Javier Cravino & Andrei A. Levchenko, 2016. "Multinational Firms and International Business Cycle Transmission," NBER Working Papers 22498, National Bureau of Economic Research, Inc.
- Kamran Bilir & Davin Chor & Kalina Manova, 2014.
"Host-Country Financial Development and Multinational Activity,"
NBER Working Papers
20046, National Bureau of Economic Research, Inc.
- Bilir, Kamran & Chor, Davin & Manova, Kalina, 2019. "Host-Country Financial Development and Multinational Activity," CEPR Discussion Papers 13557, C.E.P.R. Discussion Papers.
- Bilir, L. Kamran & Chor, Davin & Manova, Kalina, 2019. "Host-country financial development and multinational activity," European Economic Review, Elsevier, vol. 115(C), pages 192-220.
- Andrei Zlate, 2016.
"Offshore Production and Business Cycle Dynamics with Heterogeneous Firms,"
Supervisory Research and Analysis Working Papers
RPA 16-1, Federal Reserve Bank of Boston.
- Zlate, Andrei, 2016. "Offshore production and business cycle dynamics with heterogeneous firms," Journal of International Economics, Elsevier, vol. 100(C), pages 34-49.
- Andrei Zlate, 2010. "Offshore production and business cycle dynamics with heterogeneous firms," International Finance Discussion Papers 995, Board of Governors of the Federal Reserve System (U.S.).
- Bai, Y. & Girma, S. & Riaño, A., 2020.
"Corporate Acquisitions and Firm-level Uncertainty: Domestic versus Cross-Border Deals,"
Working Papers
20/09, Department of Economics, City University London.
- Ye Bai & Sourafel Girma & Alejandro Riaño, 2020. "Corporate Acquisitions and Firm-Level Uncertainty: Domestic Versus Cross-Border Deals," CESifo Working Paper Series 8079, CESifo.
- Ye Bai & Sourafel Girma & Alejandro Riano, 2020. "Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals," Discussion Papers 2020/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Ye Bai & Sourafel Girma & Alejandro Riano, 2020. "Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals," Discussion Papers 2020-01, University of Nottingham, GEP.
- Le, Thai-Ha & Nguyen, Canh Phuc & Su, Thanh Dinh & Tran-Nam, Binh, 2020. "The Kuznets curve for export diversification and income inequality: Evidence from a global sample," Economic Analysis and Policy, Elsevier, vol. 65(C), pages 21-39.
- Gervais, Antoine, 2020. "Global Sourcing under Uncertainty," MPRA Paper 102285, University Library of Munich, Germany.
- Isil Erel & Yeejin Jang & Michael S. Weisbach, 2020.
"The Corporate Finance of Multinational Firms,"
NBER Working Papers
26762, National Bureau of Economic Research, Inc.
- Erel, Isil & Jang, Yeejin & Weisbach, Michael S., 2020. "The Corporate Finance of Multinational Firms," Working Paper Series 2020-01, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Anderson, James E. & Larch, Mario & Yotov, Yoto V., 2019. "Trade and investment in the global economy: A multi-country dynamic analysis," European Economic Review, Elsevier, vol. 120(C).
- Harms, Philipp & Wacker, Konstantin M., 2019.
"The special issue on FDI and multinational corporations: An introduction,"
Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 13, pages 1-7.
- Harms, Philipp & Wacker, Konstantin, 2019. "The special issue on FDI and multinational corporations: An introduction," Economics Discussion Papers 2019-15, Kiel Institute for the World Economy (IfW).
- Stefania Garetto & Jose Luis Fillat, 2010.
"Risk, Returns, and Multinational Production,"
2010 Meeting Papers
777, Society for Economic Dynamics.
- José L. Fillat & Stefania Garetto, 2015. "Risk, Returns, and Multinational Production," The Quarterly Journal of Economics, Oxford University Press, vol. 130(4), pages 2027-2073.
- Jose L. Fillat & Stefania Garetto, 2014. "Risk, Returns, and Multinational Production," Boston University - Department of Economics - Working Papers Series wp2014-008, Boston University - Department of Economics.
- Jose Fillat & Stefania Garetto, 2010. "Risk, returns, and multinational production," Supervisory Research and Analysis Working Papers QAU10-5, Federal Reserve Bank of Boston.
- Inga Heiland, 2017. "Five Essays on International Trade, Factor Flows and the Gains from Globalization," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 74, November.
- Heiland, Inga, 2019.
"Global Risk Sharing through Trade in Goods and Assets: Theory and Evidence,"
CEPR Discussion Papers
14230, C.E.P.R. Discussion Papers.
- Heiland, Inga, 2016. "Global Risk Sharing Through Trade in Goods and Assets: Theory and Evidence," VfS Annual Conference 2016 (Augsburg): Demographic Change 145821, Verein für Socialpolitik / German Economic Association.
- Gervais, Antoine, 2018. "Uncertainty, risk aversion and international trade," Journal of International Economics, Elsevier, vol. 115(C), pages 145-158.
- Mine Senses & Andrei Zlate & Christopher Kurz, 2017. "All Shook Up: International Trade and Firm-level Volatility," 2017 Meeting Papers 851, Society for Economic Dynamics.
- Chakraborty, Indraneel & Hai, Rong & Holter, Hans A. & Stepanchuk, Serhiy, 2017. "The real effects of financial (dis)integration: A multi-country equilibrium analysis of Europe," Journal of Monetary Economics, Elsevier, vol. 85(C), pages 28-45.
- Natalia Ramondo & Lindsay Oldenski & Stefania Garetto, 2016. "The Dynamics of Multinational Activity: Evidence from U.S. Firms," 2016 Meeting Papers 1431, Society for Economic Dynamics.
- Stefania Garetto & Lindsay Oldenski & Jose Fillat, 2013.
"Diversification, Cost Structure, and the Stock Returns of Multinational Corporations,"
2013 Meeting Papers
1179, Society for Economic Dynamics.
Cited by:
- Federico J. Díez & Alan C. Spearot, 2014. "Core competencies, matching and the structure of foreign direct investment," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 47(3), pages 813-855, August.
- Stefania Garetto & Martin Goetz & Jose Fillat, 2012.
"Multinational Banks,"
2012 Meeting Papers
898, Society for Economic Dynamics.
- Stefania Garetto & Martin Goetz & Jose Fillat, 2015. "Multinational Banks," 2015 Meeting Papers 1256, Society for Economic Dynamics.
Cited by:
- Sebastian Doerr & Philipp Schaz, 2018.
"Bank loan supply during crises: the importance of geographic diversification,"
ECON - Working Papers
288, Department of Economics - University of Zurich, revised Mar 2019.
- Sebastian Doerr & Philipp Schaz, 2019. "Bank loan supply during crises: the importance of geographic diversification," BIS Working Papers 827, Bank for International Settlements.
- Temesvary, Judit, 2018. "The transmission of foreign monetary policy shocks into the United States through foreign banks," Journal of Financial Stability, Elsevier, vol. 39(C), pages 104-124.
- Jose Fillat & Stefania Garetto, 2010.
"Risk, returns, and multinational production,"
Supervisory Research and Analysis Working Papers
QAU10-5, Federal Reserve Bank of Boston.
- José L. Fillat & Stefania Garetto, 2015. "Risk, Returns, and Multinational Production," The Quarterly Journal of Economics, Oxford University Press, vol. 130(4), pages 2027-2073.
- Stefania Garetto & Jose Luis Fillat, 2010. "Risk, Returns, and Multinational Production," 2010 Meeting Papers 777, Society for Economic Dynamics.
- Jose L. Fillat & Stefania Garetto, 2014. "Risk, Returns, and Multinational Production," Boston University - Department of Economics - Working Papers Series wp2014-008, Boston University - Department of Economics.
Cited by:
- Sourafel Girma & Sandra Lancheros & Alejandro Riaño, 2015.
"Global Engagement and Returns Volatility,"
CESifo Working Paper Series
5650, CESifo.
- Sourafel Girma & Sandra Lancheros & Alejandro Riaño, 2016. "Global Engagement and Returns Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(6), pages 814-833, December.
- Sourafel Girma & Sandra Lancheros & Alejandro Riano, 2015. "Global Engagement and Returns Volatility," Discussion Papers 2015/12, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Lewis, Logan T., 2014.
"Exports versus multinational production under nominal uncertainty,"
Journal of International Economics, Elsevier, vol. 94(2), pages 371-386.
- Logan T. Lewis, 2011. "Exports versus multinational production under nominal uncertainty," International Finance Discussion Papers 1038, Board of Governors of the Federal Reserve System (U.S.).
- Logan Lewis, 2011. "Exports versus Multinational Production under Nominal Uncertainty," 2011 Meeting Papers 223, Society for Economic Dynamics.
- Zhongjun Qu & Denis Tkachenko, 2017.
"Global Identification in DSGE Models Allowing for Indeterminacy,"
Review of Economic Studies, Oxford University Press, vol. 84(3), pages 1306-1345.
- Zhongjun Qu & Denis Tkachenko, 2015. "Global Identification in DSGE Models Allowing for Indeterminacy," Boston University - Department of Economics - Working Papers Series wp2015-001, Boston University - Department of Economics.
- Gumpert, Anna & Li, Haishi & Moxnes, Andreas & Ramondo, Natalia & Tintelnot, Felix, 2020.
"The life-cycle dynamics of exporters and multinational firms,"
Journal of International Economics, Elsevier, vol. 126(C).
- Anna Gumpert & Andreas Moxnes & Natalia Ramondo & Felix Tintelnot, 2017. "The Life-Cycle Dynamics of Exporters and Multinational Firms," CESifo Working Paper Series 6758, CESifo.
- Anna Gumpert & Haishi Li & Andreas Moxnes & Natalia Ramondo & Felix Tintelnot, 2017. "The Life-Cycle Dynamics of Exporters and Multinational Firms," NBER Working Papers 24013, National Bureau of Economic Research, Inc.
- Gumpert, Anna & Moxnes, Andreas & Ramondo, Natalia & Tintelnot, Felix, 2017. "The Life-Cycle Dynamics of Exporters and Multinational Firms," Rationality and Competition Discussion Paper Series 55, CRC TRR 190 Rationality and Competition.
- Dudley Cooke & Tatiana Damjanovic, 2016.
"Optimal Fiscal Policy in a Model of Firm Entry and Financial Frictions,"
Discussion Papers
1606, University of Exeter, Department of Economics.
- Dudley Cooke & Tatiana Damjanovic, 2016. "Optimal Fiscal Policy in a Model of Firm Entry and Financial Frictions," CEGAP Working Papers 2016_02, Durham University Business School.
- Natalia Ramondo & Felix Tintelnot & Andreas Moxnes & Anna Gumpert, 2016. "Multinational Firms and Export Dynamics," 2016 Meeting Papers 124, Society for Economic Dynamics.
- Rafael Cezar & Timothée Gigout & Fabien Tripier, 2020.
"Cross-border Investments and Uncertainty Firm-level Evidence,"
Working Papers
2020-03, CEPII research center.
- Cezar, Rafael & Gigout, Timothée & Tripier, Fabien, 2020. "Cross-border investments and uncertainty: Firm-level evidence," Journal of International Money and Finance, Elsevier, vol. 108(C).
- Rafael Cezar & Timothée Gigout & Fabien Tripier, 2020. "Cross-border Investments and Uncertainty: Firm-level Evidence," Working papers 766, Banque de France.
- R. Cezar & T. Gigout & F. Tripier, 2020. "Cross-border investments and uncertainty: Firm-level evidence," Post-Print hal-02877942, HAL.
- Stefania Garetto & Lindsay Oldenski & Natalia Ramondo, 2019.
"Multinational Expansion in Time and Space,"
NBER Working Papers
25804, National Bureau of Economic Research, Inc.
- Garetto, Stefania & Oldenski, Lindsay & Ramondo, Natalia, 2019. "Multinational Expansion in Time and Space," CEPR Discussion Papers 13704, C.E.P.R. Discussion Papers.
- Stefania Garetto & Lindsay Oldenski & Natalia Ramondo, 2019. "Multinational Expansion in Time and Space," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-308, Boston University - Department of Economics.
- Stefania Garetto & Lindsay Oldenski & Natalia Ramondo, 2019. "Multinational Expansion in Time and Space," Boston University - Department of Economics - Working Papers Series WP2019-08, Boston University - Department of Economics.
- Stephanie E. Curcuru & Charles P. Thomas, 2014.
"The Return on U.S. Direct Investment at Home and Abroad,"
NBER Chapters, in: Measuring Wealth and Financial Intermediation and Their Links to the Real Economy, pages 205-230,
National Bureau of Economic Research, Inc.
- Stephanie E. Curcuru & Charles P. Thomas, 2012. "The return on U.S. direct investment at home and abroad," International Finance Discussion Papers 1057, Board of Governors of the Federal Reserve System (U.S.).
- José Claude de Sousa & Anne-Célia Disdier & Carl Gaigné, 2020.
"Export decision under risk [Décision d’exportation en environnement risqué],"
PSE-Ecole d'économie de Paris (Postprint)
hal-02624746, HAL.
- José de Sousa & Anne-Célia Disdier & Carl Gaigné, 2019. "Export Decision under Risk," Working Papers halshs-02332958, HAL.
- De Sousa, José & Disdier, Anne-Célia & Gaigné, Carl, 2017. "Export Decision under Risk," Working Papers 265728, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
- José Claude de Sousa & Anne-Célia Disdier & Carl Gaigné, 2020. "Export decision under risk [Décision d’exportation en environnement risqué]," Post-Print hal-02624746, HAL.
- de Sousa, José & Disdier, Anne-Célia & Gaigné, Carl, 2015. "Export decision under risk," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205584, Agricultural and Applied Economics Association.
- Carl Gaigne & Anne-Celia Disdier & Jose de Sousa, 2015. "Export Decision under Risk," 2015 Meeting Papers 1272, Society for Economic Dynamics.
- José De Sousa & Anne-Célia Disdier & Carl Gaigné, 2016. "Export Decision under Risk," CESifo Working Paper Series 6134, CESifo.
- José De Sousa & Anne-Célia Disdier & Carl Gaigné, 2017. "Export Decision under Risk," Working Papers SMART - LERECO 17-10, INRAE UMR SMART-LERECO.
- José de Sousa & Anne-Célia Disdier & Carl Gaigné, 2019. "Export Decision under Risk," PSE Working Papers halshs-02332958, HAL.
- De Sousa, José & Disdier, Anne-Célia & Gaigné, Carl, 2020. "Export decision under risk," European Economic Review, Elsevier, vol. 121(C).
- Esposito, Federico, 2019.
"Demand Risk and Diversification through Trade,"
MPRA Paper
99875, University Library of Munich, Germany.
- Federico Esposito, 2019. "Demand Risk and Diversification through Trade," Discussion Papers Series, Department of Economics, Tufts University 0833, Department of Economics, Tufts University.
- Esposito, Federico, 2020. "Demand Risk and Diversification through Trade," MPRA Paper 100511, University Library of Munich, Germany.
- Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock, 2013.
"On returns differentials,"
International Finance Discussion Papers
1077, Board of Governors of the Federal Reserve System (U.S.).
- Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock, 2013. "On Returns Differentials," NBER Working Papers 18866, National Bureau of Economic Research, Inc.
- Curcuru, Stephanie E. & Thomas, Charles P. & Warnock, Francis E., 2013. "On returns differentials," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 1-25.
- Jose L. Fillat & STEFANIA GARETTO & Lindsay Oldenski, 2014.
"Diversification, Cost Structure, and the Risk Premium of Multinational Corporations,"
Boston University - Department of Economics - Working Papers Series
WP2014-007, Boston University - Department of Economics.
- Fillat, José L. & Garetto, Stefania & Oldenski, Lindsay, 2015. "Diversification, cost structure, and the risk premium of multinational corporations," Journal of International Economics, Elsevier, vol. 96(1), pages 37-54.
- Esposito, Federico, 2020. "Demand Risk and Diversification through International Trade," MPRA Paper 100865, University Library of Munich, Germany.
- Federico Esposito & Marcelo Bianconi & Marco Sammon, 2020. "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University 0834, Department of Economics, Tufts University.
- Mankan M. Koné & Carl Gaigné & Lota Tamini, 2017.
"Supply Uncertainty and Foreign Direct Investments in Agri-food Industry,"
CIRANO Working Papers
2017s-22, CIRANO.
- Mankan M. Koné & Carl Gaigné & Lota D. Tamini, 2017. "Supply Uncertainty and Foreign Direct Investment in Agri-food Industry," Cahiers de recherche CREATE 2017-04, CREATE.
- Andrei Zlate, 2016.
"Offshore Production and Business Cycle Dynamics with Heterogeneous Firms,"
Supervisory Research and Analysis Working Papers
RPA 16-1, Federal Reserve Bank of Boston.
- Zlate, Andrei, 2016. "Offshore production and business cycle dynamics with heterogeneous firms," Journal of International Economics, Elsevier, vol. 100(C), pages 34-49.
- Andrei Zlate, 2010. "Offshore production and business cycle dynamics with heterogeneous firms," International Finance Discussion Papers 995, Board of Governors of the Federal Reserve System (U.S.).
- Alessandra Bonfiglioli & Rosario Crinò & Gino Gancia, 2014.
"Betting on exports: Trade and endogenous heterogeneity,"
Economics Working Papers
1460, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2016.
- Alessandra Bonfiglioli & Rosario Crinò & Gino Gancia, 2015. "Betting on Exports: Trade and Endogenous Heterogeneity," CESifo Working Paper Series 5597, CESifo.
- Alessandra Bonfiglioli & Rosario Crinò & Gino Gancia, 2015. "Betting on Exports: Trade and Endogenous Heterogeneity," Working Papers 800, Barcelona Graduate School of Economics.
- Rosario Crino & Gino Gancia & Alessandra Bonfiglioli, 2016. "Betting on Exports: Trade and Endogenous Heterogeneity," 2016 Meeting Papers 327, Society for Economic Dynamics.
- Bonfiglioli, Alessandra & Crinò, Rosario & Gancia, Gino A, 2015. "Betting on Exports: Trade and Endogenous Heterogeneity," CEPR Discussion Papers 10938, C.E.P.R. Discussion Papers.
- Alessandra Bonfiglioli & Rosario Crinò & Gino Gancia, 2018. "Betting on Exports: Trade and Endogenous Heterogeneity," Economic Journal, Royal Economic Society, vol. 128(609), pages 612-651, March.
- Timothy Uy, 2015. "Zeros and the Gains from Openness," 2015 Meeting Papers 1158, Society for Economic Dynamics.
- Gervais, Antoine, 2020. "Global Sourcing under Uncertainty," MPRA Paper 102285, University Library of Munich, Germany.
- Katheryn N. Russ & Diego Valderrama, 2009.
"Financial choice in a non-Ricardian model of trade,"
Working Paper Series
2009-27, Federal Reserve Bank of San Francisco.
- Diego Valderrama & Katheryn Russ, 2010. "Financial Choice in a Non-Ricardian Model of Trade," Working Papers 27, University of California, Davis, Department of Economics.
- Katheryn N. Russ & Diego Valderrama, 2009. "Financial Choice in a Non-Ricardian Model of Trade," NBER Working Papers 15528, National Bureau of Economic Research, Inc.
- George Alessandria & Horag Choi & Joseph P. Kaboski & Virgiliu Midrigan, 2014.
"Microeconomic uncertainty, international trade, and aggregate fluctuations,"
Working Papers
14-30, Federal Reserve Bank of Philadelphia.
- George Alessandria & Horag Choi & Joseph P. Kaboski & Virgiliu Midrigan, 2014. "Microeconomic Uncertainty, International Trade, and Aggregate Fluctuations," NBER Working Papers 20616, National Bureau of Economic Research, Inc.
- Alessandria, George & Choi, Horag & Kaboski, Joseph P. & Midrigan, Virgiliu, 2015. "Microeconomic uncertainty, international trade, and aggregate fluctuations," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 20-38.
- Anderson, James E. & Larch, Mario & Yotov, Yoto V., 2019. "Trade and investment in the global economy: A multi-country dynamic analysis," European Economic Review, Elsevier, vol. 120(C).
- Gigout, Timothee, 2019. "Firm dynamics in an global and uncertain economy," MPRA Paper 96569, University Library of Munich, Germany, revised 16 Oct 2019.
- Gerard Hoberg & S. Katie Moon, 2019. "The Offshoring Return Premium," Management Science, INFORMS, vol. 67(6), pages 2876-2899, June.
- Stefania Garetto & Jose Luis Fillat, 2010.
"Risk, Returns, and Multinational Production,"
2010 Meeting Papers
777, Society for Economic Dynamics.
- José L. Fillat & Stefania Garetto, 2015. "Risk, Returns, and Multinational Production," The Quarterly Journal of Economics, Oxford University Press, vol. 130(4), pages 2027-2073.
- Jose L. Fillat & Stefania Garetto, 2014. "Risk, Returns, and Multinational Production," Boston University - Department of Economics - Working Papers Series wp2014-008, Boston University - Department of Economics.
- Jose Fillat & Stefania Garetto, 2010. "Risk, returns, and multinational production," Supervisory Research and Analysis Working Papers QAU10-5, Federal Reserve Bank of Boston.
- Mankan M. Koné & Lota D.Tamini & Carl Gaigné, 2017.
"Duopolistic Competition and Optimal Switching Time from Export to FDI in Uncertainty,"
Cahiers de recherche CREATE
2017-03, CREATE.
- Mankan M. Koné & Carl Gaigné & Lota Tamini, 2017. "Duopolistic Competition and Optimal Switching Time from Export to FDI in Uncertainty," CIRANO Working Papers 2017s-23, CIRANO.
- Morales, Eduardo & Sheu, Gloria & Zahler, Andrés, 2011. "Gravity and extended gravity: estimating a structural model of export entry," MPRA Paper 30311, University Library of Munich, Germany.
- Thomas A. Lubik & Katheryn N. Russ, 2012. "Exchange rate volatility in a simple model of firm entry and FDI," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 98(1Q), pages 51-76.
- Eduardo Morales & Gloria Sheu & Andrés Zahler, 2014. "Gravity and Extended Gravity: Using Moment Inequalities to Estimate a Model of Export Entry," NBER Working Papers 19916, National Bureau of Economic Research, Inc.
- Inga Heiland, 2017. "Five Essays on International Trade, Factor Flows and the Gains from Globalization," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 74, November.
- Marcelo Bianconi & Federico Esposito & Marco Sammon, 2019.
"Trade Policy Uncertainty and Stock Returns,"
Discussion Papers Series, Department of Economics, Tufts University
0830, Department of Economics, Tufts University.
- Esposito, Federico & Bianconi, Marcelo & Sammon, Marco, 2020. "Trade Policy Uncertainty and Stock Returns," MPRA Paper 99874, University Library of Munich, Germany.
- Heiland, Inga, 2019.
"Global Risk Sharing through Trade in Goods and Assets: Theory and Evidence,"
CEPR Discussion Papers
14230, C.E.P.R. Discussion Papers.
- Heiland, Inga, 2016. "Global Risk Sharing Through Trade in Goods and Assets: Theory and Evidence," VfS Annual Conference 2016 (Augsburg): Demographic Change 145821, Verein für Socialpolitik / German Economic Association.
- Cho, Ilhyun & Contessi, Silvio & Russ, Katheryn N. & Valderrama, Diego, 2019. "Financial choice and international trade," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 297-319.
- Gervais, Antoine, 2018. "Uncertainty, risk aversion and international trade," Journal of International Economics, Elsevier, vol. 115(C), pages 145-158.
- Federico Esposito, 2016. "Risk Diversification and International Trade," 2016 Meeting Papers 302, Society for Economic Dynamics.
- Adam Hal Spencer, 2020. "Policy effects of international taxation on firm dynamics and capital structure," Discussion Papers 2020-25, University of Nottingham, GEP.
- Naudé, Wim & Cameron, Martin, 2020. "Export-Led Growth after COVID-19: The Case of Portugal," IZA Discussion Papers 13875, Institute of Labor Economics (IZA).
- Mine Senses & Andrei Zlate & Christopher Kurz, 2017. "All Shook Up: International Trade and Firm-level Volatility," 2017 Meeting Papers 851, Society for Economic Dynamics.
- Udo Broll & Peter Welzel & Kit Wong, 2015. "Exchange Rate Risk and the Impact of Regret on Trade," Open Economies Review, Springer, vol. 26(1), pages 109-119, February.
- Stefania Garetto & Martin Goetz & Jose Fillat, 2014. "Global Banks' Dynamics and the International Transmission of Shocks," 2014 Meeting Papers 1333, Society for Economic Dynamics.
- Jose Fillat & Judit Montoriol-Garriga, 2010.
"Addressing the pro-cyclicality of capital requirements with a dynamic loan loss provision system,"
Supervisory Research and Analysis Working Papers
QAU10-4, Federal Reserve Bank of Boston.
Cited by:
- Jiménez, G. & Ongena, S. & Peydro, J.L. & Saurina, J., 2012.
"Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply : Evidence from the Spanish Dynamic Provisioning Experiments,"
Other publications TiSEM
ea797f30-d12c-4450-8352-9, Tilburg University, School of Economics and Management.
- Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2012. "Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments," Economics Working Papers 1315, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2015.
- Jiménez, G. & Ongena, S. & Peydro, J.L. & Saurina, J., 2012. "Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply : Evidence from the Spanish Dynamic Provisioning Experiments," Discussion Paper 2012-036, Tilburg University, Center for Economic Research.
- Jiménez, Gabriel & Ongena, Steven & Peydró, José-Luis & Saurina, Jesús, 2017. "Macroprudential policy, countercyclical bank capital buffers and credit supply: evidence from the spanish dynamic provisioning experiments," EconStor Open Access Articles, ZBW - Leibniz Information Centre for Economics, pages 2126-2177.
- Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2017. "Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments," Journal of Political Economy, University of Chicago Press, vol. 125(6), pages 2126-2177.
- Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2012. "Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments," Working Papers 628, Barcelona Graduate School of Economics.
- Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2012. "Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments," Working Paper Research 231, National Bank of Belgium.
- Jiménez, G. & Ongena, S. & Peydro, J.L. & Saurina, J., 2012. "Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply : Evidence from the Spanish Dynamic Provisioning Experiments," Other publications TiSEM d7c251ef-f04d-43d2-a395-e, Tilburg University, School of Economics and Management.
- Repullo, Rafael & Saurina, Jesús, 2011.
"The Countercyclical Capital Buffer of Basel III: A Critical Assessment,"
CEPR Discussion Papers
8304, C.E.P.R. Discussion Papers.
- Rafael Repullo & Jesús Saurina, 2011. "The Countercyclical Capital Buffer of Basel III: A Critical Assessment," Working Papers wp2011_1102, CEMFI, revised Jun 2011.
- Delis, Manthos D. & Hasan, Iftekhar & Iosifidi, Maria & Li, Lingxiang, 2018. "Accounting quality in banking: The role of regulatory interventions," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 297-317.
- Vlasta Kašparovská & Jana Gláserová, 2011. "Methodological aspects of journaling a dynamic adjusting entry model," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 59(7), pages 187-194.
- Beatty, Anne & Liao, Scott, 2014. "Financial accounting in the banking industry: A review of the empirical literature," Journal of Accounting and Economics, Elsevier, vol. 58(2), pages 339-383.
- Studener, Werner & Merriman, Niall & Schwarz, Claudia & Karakitsos, Polychronis, 2014.
"Why accounting matters: a central bank perspective,"
Occasional Paper Series
153, European Central Bank.
- Schwarz Claudia & Karakitsos Polychronis & Merriman Niall & Studener Werner, 2015. "Why Accounting Matters: A Central Bank Perspective," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 5(1), pages 1-42, March.
- Malgorzata Olszak, 2012. "Macroprudential policy - aim, instruments and institutional architecture (Polityka ostroznosciowa w ujêciu makro - cel, instrumenty i architektura instytucjonalna)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 10(39), pages 7-32.
- Vasiliki MAKRI & Konstantinos PAPADATOS, 2016. "Determinants Of Loan Quality: Lessons From Greek Cooperative Banks," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 17, pages 115-140, June.
- Ozili, Peterson K, 2017. "Bank Loan Loss Provisions Research: A Review," MPRA Paper 76495, University Library of Munich, Germany.
- Elnahass, Marwa & Izzeldin, Marwan & Steele, Gerald, 2018. "Capital and Earnings Management: Evidence from Alternative Banking Business Models," The International Journal of Accounting, Elsevier, vol. 53(1), pages 20-32.
- Lakshmi Balasubramanyan & James B. Thomson & Saeed Zaman, 2017. "Evidence of Forward-Looking Loan Loss Provisioning with Credit Market Information," Journal of Financial Services Research, Springer;Western Finance Association, vol. 52(3), pages 191-223, December.
- Lakshmi Balasubramanyan & James B. Thomson & Saeed Zaman, 2013. "Are banks forward-looking in their loan loss provisioning? Evidence from the Senior Loan Officer Opinion Survey (SLOOS)," Working Papers (Old Series) 1313, Federal Reserve Bank of Cleveland.
- Malgorzata Olszak & Patrycja Chodnicka-Jaworska & Iwona Kowalska & Filip Œwita³a, 2017. "The effect of capital ratio on lending: Do loan-loss provisioning practices matter?," Faculty of Management Working Paper Series 22017, University of Warsaw, Faculty of Management.
- Office of Financial Research (ed.), 2013. "Office of Financial Research 2013 Annual Report," Reports, Office of Financial Research, US Department of the Treasury, number 13-2.
- Jiménez, G. & Ongena, S. & Peydro, J.L. & Saurina, J., 2012.
"Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply : Evidence from the Spanish Dynamic Provisioning Experiments,"
Other publications TiSEM
ea797f30-d12c-4450-8352-9, Tilburg University, School of Economics and Management.
- Stefano Corradin & Jose Fillat & Carles Vergara-Alert, 2010.
"Optimal portfolio choice with predictability in house prices and transaction costs,"
Supervisory Research and Analysis Working Papers
QAU10-2, Federal Reserve Bank of Boston.
- Stefano Corradin & José L. Fillat & Carles Vergara-Alert, 2014. "Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs," Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 823-880.
- Corradin, Stefano & Fillat, Jose L. & Vergara, Carles, 2012. "Optimal portfolio choice with predictability in house prices and transaction costs," IESE Research Papers D/948, IESE Business School.
- Corradin, Stefano & Fillat, José L. & Vergara-Alert, Carles, 2012. "Optimal portfolio choice with predictability in house prices and transaction costs," Working Paper Series 1470, European Central Bank.
Cited by:
- Maj-Britt Nordfang & Mogens Steffensen, 2017. "Portfolio Optimization and Mortgage Choice," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 10(1), pages 1-21, January.
- Kraft, Holger & Munk, Claus & Weiss, Farina, 2019. "Predictors and portfolios over the life cycle," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 1-27.
- Fontana, Alessandro & Corradin, Stefano, 2013. "House price cycles in Europe," Working Paper Series 1613, European Central Bank.
- European Central Bank & Stefano Corradin, 2009.
"Household Leverage,"
2009 Meeting Papers
906, Society for Economic Dynamics.
- Corradin, Stefano, 2012. "Household leverage," Working Paper Series 1452, European Central Bank.
- Popov, Alexander & Corradin, Stefano, 2013. "House prices, home equity and entrepreneurships," Working Paper Series 1544, European Central Bank.
- Corradin, Stefano & Gropp, Reint & Huizinga, Harry & Laeven, Luc, 2016. "The effect of personal bankruptcy exemptions on investment in home equity," Journal of Financial Intermediation, Elsevier, vol. 25(C), pages 77-98.
- Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010.
"Who Invests in Home Equity to Exempt Wealth from Bankruptcy?,"
Other publications TiSEM
1af9bcc0-1fae-4575-8bad-8, Tilburg University, School of Economics and Management.
- Corradin, Stefano & Gropp, Reint E. & Huizinga, Harry & Laeven, Luc, 2013. "Who invests in home equity to exempt wealth from bankruptcy?," SAFE Working Paper Series 21, Leibniz Institute for Financial Research SAFE.
- Gropp, Reint & Corradin, Stefano & Huizinga, Harry & Laeven, Luc, 2011. "Who invests in home equity to exempt wealth from bankruptcy?," Working Paper Series 1337, European Central Bank.
- Corradin, Stefano & Gropp, Reint & Huizinga, Harry & Laeven, Luc, 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," CEPR Discussion Papers 8097, C.E.P.R. Discussion Papers.
- Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Other publications TiSEM 876e53a4-bd96-4516-8f9f-1, Tilburg University, School of Economics and Management.
- Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Discussion Paper 2010-118, Tilburg University, Center for Economic Research.
- Kraft, Holger & Munk, Claus & Wagner, Sebastian, 2015. "Housing habits and their implications for life-cycle consumption and investment," SAFE Working Paper Series 85, Leibniz Institute for Financial Research SAFE.
- Stefano Corradin & Carles Vergara-Alert & Jose Fillat, 2019. "Household Choices with House Value Misperception," 2019 Meeting Papers 1247, Society for Economic Dynamics.
- Imran Hussain Shaha & Simón Sosvilla-Rivero, 2017.
"Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices,"
Working Papers del Instituto Complutense de Estudios Internacionales
1707, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
- Imran Hussain Shah & Simón Sosvilla-Rivero, 2017. "Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices," IREA Working Papers 201710, University of Barcelona, Research Institute of Applied Economics, revised May 2017.
- Caterina Mendicino, 2014. "House prices and expectations," Research Bulletin, European Central Bank, vol. 21, pages 12-15.
- Stefano Corradin, 2013. "House Prices, Household Leverage, and Entrepreneurship," 2013 Meeting Papers 631, Society for Economic Dynamics.
- Stefano Corradin & Jose Fillat & Carles Vergara-Alert, 2017. "Portfolio choice with house value misperception," Working Papers 17-16, Federal Reserve Bank of Boston.
- Leonardo Martinez & Juan Carlos Hatchondo & Juan M. Sanchez, 2012.
"Mortgage Defaults,"
IMF Working Papers
2012/026, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Papers 2011-019, Federal Reserve Bank of St. Louis.
- Carlos Hatchondo, Juan & Martinez, Leonardo & Sánchez, Juan M., 2015. "Mortgage defaults," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 173-190.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Paper 11-05, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2015. "Mortgage Defaults," CAEPR Working Papers 2015-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Munk, Claus, 2020. "A mean-variance benchmark for household portfolios over the life cycle," Journal of Banking & Finance, Elsevier, vol. 116(C).
- Paloma Lopez-Garcia & Filippo di Mauro, 2014. "Assessing competitiveness: initial results from the new compnet micro-based database," Research Bulletin, European Central Bank, vol. 21, pages 2-7.
- Morris A. Davis & Stijn Van Nieuwerburgh, 2014.
"Housing, Finance and the Macroeconomy,"
NBER Working Papers
20287, National Bureau of Economic Research, Inc.
- Davis, Morris A. & Van Nieuwerburgh, Stijn, 2015. "Housing, Finance, and the Macroeconomy," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 753-811, Elsevier.
- Dreger, Christian & Gerdesmeier, Dieter & Roffia, Barbara, 2020. "The impact of credit for house price overvaluations in the euro area: Evidence from threshold models," MPRA Paper 99523, University Library of Munich, Germany.
- Stefano Corradin, 2014. "Household Leverage," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 567-613, June.
- Gomes, Francisco J. & Haliassos, Michael & Ramadorai, Tarun, 2020.
"Household finance,"
IMFS Working Paper Series
138, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Gomes, Francisco J & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household Finance," CEPR Discussion Papers 14502, C.E.P.R. Discussion Papers.
- Prodosh Simlai, 2018. "Spatial Dependence, Idiosyncratic Risk, and the Valuation of Disaggregated Housing Data," The Journal of Real Estate Finance and Economics, Springer, vol. 57(2), pages 192-230, August.
- Simlai, Prodosh, 2019. "Subprime credit, idiosyncratic risk, and foreclosures," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 175-189.
- Kraft, Holger & Munk, Claus & Weiss, Farina, 2017. "Predictors and portfolios over the life cycle: Skill vs. luck," SAFE Working Paper Series 139, Leibniz Institute for Financial Research SAFE.
- Cao, Yujin & Chen, Jidong & Zhang, Qinghua, 2018. "Housing investment in urban China," Journal of Comparative Economics, Elsevier, vol. 46(1), pages 212-247.
- Torben Klarl, 2016. "The nexus between housing and GDP re-visited: A wavelet coherence view on housing and GDP for the U.S," Economics Bulletin, AccessEcon, vol. 36(2), pages 704-720.
- Marekwica, Marcel & Stamos, Michael Z., 2010. "Optimal life cycle portfolio choice with housing market cycles," CFS Working Paper Series 2010/21, Center for Financial Studies (CFS).
- Sebastian Schmidt, 2014. "Dealing with a liquidity trap when government debt matters," Research Bulletin, European Central Bank, vol. 21, pages 8-11.
- University of Chicago & Jose L. Fillat, 2008.
"Housing as a Measure for the Long Run Risk in Asset Pricing,"
2008 Meeting Papers
483, Society for Economic Dynamics.
Cited by:
- Stefano Corradin & Jose Fillat & Carles Vergara-Alert, 2010.
"Optimal portfolio choice with predictability in house prices and transaction costs,"
Supervisory Research and Analysis Working Papers
QAU10-2, Federal Reserve Bank of Boston.
- Corradin, Stefano & Fillat, Jose L. & Vergara, Carles, 2012. "Optimal portfolio choice with predictability in house prices and transaction costs," IESE Research Papers D/948, IESE Business School.
- Stefano Corradin & José L. Fillat & Carles Vergara-Alert, 2014. "Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs," Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 823-880.
- Corradin, Stefano & Fillat, José L. & Vergara-Alert, Carles, 2012. "Optimal portfolio choice with predictability in house prices and transaction costs," Working Paper Series 1470, European Central Bank.
- Jaccard Ivan, 2011.
"Asset Pricing and Housing Supply in a Production Economy,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-40, October.
- Jaccard, Ivan, 2012. "Asset pricing and housing supply in a production economy," Working Paper Series 1454, European Central Bank.
- Kwan, Yum K. & Leung, Charles Ka Yui & Dong, Jinyue, 2015.
"Comparing consumption-based asset pricing models: The case of an Asian city,"
Journal of Housing Economics, Elsevier, vol. 28(C), pages 18-41.
- Kwan, Yum K. & Leung, Charles Ka Yui & Dong, Jinyue, 2014. "Comparing Consumption-based Asset Pricing Models: The Case of an Asian City," MPRA Paper 60513, University Library of Munich, Germany.
- Stefano Corradin & Jose Fillat & Carles Vergara-Alert, 2010.
"Optimal portfolio choice with predictability in house prices and transaction costs,"
Supervisory Research and Analysis Working Papers
QAU10-2, Federal Reserve Bank of Boston.
- Ethan Cohen-Cole & Burcu Duygan-Bump & Jose Fillat & Judit Montoriol-Garriga, 2008.
"Looking behind the aggregates: a reply to “Facts and Myths about the Financial Crisis of 2008”,"
Supervisory Research and Analysis Working Papers
QAU08-5, Federal Reserve Bank of Boston.
Cited by:
- Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco E., 2012.
"How do business and financial cycles interact?,"
Journal of International Economics, Elsevier, vol. 87(1), pages 178-190.
- Claessens, Stijn & Kose, Ayhan & Terrones, Marco E, 2011. "How Do Business and Financial Cycles Interact?," CEPR Discussion Papers 8396, C.E.P.R. Discussion Papers.
- Marco Terrones & Ayhan Kose & Stijn Claessens, 2011. "How Do Business and Financial Cycles Interact?," IMF Working Papers 2011/088, International Monetary Fund.
- Silvio Contessi & Johanna L. Francis, 2009.
"U.S. commercial bank lending through 2008:Q4: new evidence from gross credit flows,"
Working Papers
2009-011, Federal Reserve Bank of St. Louis.
- Silvio Contessi & Johanna L. Francis, 2013. "U.S. Commercial Bank Lending Through 2008:Q4: New Evidence From Gross Credit Flows," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 428-444, January.
- Silvio Contessi & Johanna Francis, 2009. "U.S. Commercial Bank Lending through 2008:Q4: New Evidence from Gross Credit Flows," Fordham Economics Discussion Paper Series dp2009-04, Fordham University, Department of Economics.
- Leonardo Gambacorta & David Marques-Ibanez, 2011.
"The bank lending channel: lessons from the crisis [Financial intermediaries and monetary economics],"
Economic Policy, CEPR;CES;MSH, vol. 26(66), pages 135-182.
- Leonardo Gambacorta & David Marques-Ibanez, 2011. "The bank lending channel: lessons from the crisis," BIS Working Papers 345, Bank for International Settlements.
- Gambacorta, Leonardo & Marqués-Ibáñez, David, 2011. "The bank lending channel: lessons from the crisis," Working Paper Series 1335, European Central Bank.
- Gianni De Nicolò & Marcella Lucchetta, 2011.
"Systemic Risks and the Macroeconomy,"
NBER Chapters, in: Quantifying Systemic Risk, pages 113-148,
National Bureau of Economic Research, Inc.
- Gianni De Nicolò & Marcella Lucchetta, 2011. "Systemic Risks and the Macroeconomy," NBER Working Papers 16998, National Bureau of Economic Research, Inc.
- Brei, Michael & Gambacorta, Leonardo & von Peter, Goetz, 2013.
"Rescue packages and bank lending,"
Journal of Banking & Finance, Elsevier, vol. 37(2), pages 490-505.
- Michael Brei & Leonardo Gambacorta & Goetz von Peter, 2013. "Rescue packages and bank lending," Post-Print hal-01410576, HAL.
- Michael Brei & Leonardo Gambacorta & Goetz von Peter, 2011. "Rescue packages and bank lending," BIS Working Papers 357, Bank for International Settlements.
- Cassola, Nuno & Hortacsu, Ali & Kastl, Jakub, 2011.
"The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds,"
Working Paper Series
1374, European Central Bank.
- Nuno Cassola & Ali Hortaçsu & Jakub Kastl, 2013. "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short‐Term Funds," Econometrica, Econometric Society, vol. 81(4), pages 1309-1345, July.
- Nuno Cassola & Ali Hortacsu & Jakub Kastl, 2009. "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds," NBER Working Papers 15158, National Bureau of Economic Research, Inc.
- Nuno Cassola & Ali Hortacsu & Jakub Kastl, 2009. "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds," Discussion Papers 08-039, Stanford Institute for Economic Policy Research.
- Ari Aisen & Michael Franken, 2015. "Bank credit during the 2008 financial crisis: a cross-country comparison," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 18(1), pages 26-49, April.
- Morten Bech & Leonardo Gambacorta, 2012.
"Monetary policy in a downturn: Are financial crises special?,"
BIS Working Papers
388, Bank for International Settlements.
- Morten L. Bech & Leonardo Gambacorta & Enisse Kharroubi, 2014. "Monetary Policy in a Downturn: Are Financial Crises Special?," International Finance, Wiley Blackwell, vol. 17(1), pages 99-119, March.
- John Harding & Xiaozhong Liang & Stephen Ross, 2013. "Bank Capital Requirements, Capital Structure and Regulation," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(2), pages 127-148, April.
- Marco Terrones & Ayhan Kose & Stijn Claessens, 2011.
"Financial Cycles; What? How? When?,"
IMF Working Papers
2011/076, International Monetary Fund.
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2011. "Financial Cycles: What? How? When?," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 303-344.
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2010. "Financial Cycles: What? How? When?," NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 303-343, National Bureau of Economic Research, Inc.
- Claessens, Stijn & Kose, Ayhan & Terrones, Marco E, 2011. "Financial Cycles: What? How? When?," CEPR Discussion Papers 8379, C.E.P.R. Discussion Papers.
- Gibson, Heather D. & Hall, Stephen G. & Petroulas, Pavlos & Spiliotopoulos, Vassilis & Tavlas, George S., 2020.
"The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis,"
Journal of International Money and Finance, Elsevier, vol. 108(C).
- Heather D. Gibson & Stephen G. Hall & Pavlos Petroulas & Vassilis Spiliotopoulos & George S. Tavlas, 2020. "The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis," Working Papers 278, Bank of Greece.
- Stephen G. Hall & Heather D. Gibson & Pavlos Petroulas & George S. Tavlas, 2019. "The Effect of Emergency Liquidity Assistance (ELA) on Bank Lending during the Euro Area Crisis," Discussion Papers in Economics 19/01, Division of Economics, School of Business, University of Leicester.
- Leonardo Gambacorta & Paolo Emilio Mistrulli, 2011.
"Bank heterogeneity and interest rate setting: What lessons have we learned since Lehman Brothers?,"
BIS Working Papers
359, Bank for International Settlements.
- Leonardo Gambacorta & Paolo Emilio Mistrulli, 2014. "Bank Heterogeneity and Interest Rate Setting: What Lessons Have We Learned since Lehman Brothers?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 753-778, June.
- Leonardo Gambacorta & Paolo Emilio Mistrulli, 2011. "Bank heterogeneity and interest rate setting: what lessons have we learned since Lehman Brothers?," Temi di discussione (Economic working papers) 829, Bank of Italy, Economic Research and International Relations Area.
- Leonardo Gambacorta & Anamaria Illes & Marco Jacopo Lombardi, 2014. "Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis?," BIS Working Papers 477, Bank for International Settlements.
- Gern, Klaus-Jürgen & Jannsen, Nils, 2009.
"Do we face a credit crunch?,"
Open Access Publications from Kiel Institute for the World Economy
32979, Kiel Institute for the World Economy (IfW).
- Gern, Klaus-Jürgen & Jannsen, Nils, 2009. "Do we face a credit crunch?," Open Access Publications from Kiel Institute for the World Economy 32839, Kiel Institute for the World Economy (IfW).
- Gern, Klaus-Jürgen & Jannsen, Nils, 2009. "Do we face a credit crunch?," Kiel Policy Brief 15, Kiel Institute for the World Economy (IfW).
- Gibson, Heather D. & Hall, Stephen G. & Petroulas, Pavlos & Tavlas, George S., 2020. "On the effects of the ECB’s funding policies on bank lending," Journal of International Money and Finance, Elsevier, vol. 102(C).
- H. Evren Damar & Reint Gropp & Adi Mordel, 2014.
"Banks’ Financial Distress, Lending Supply and Consumption Expenditure,"
Staff Working Papers
14-7, Bank of Canada.
- Gropp, Reint & Damar, H. Evren & Mordel, Adi, 2014. "Banks' financial distress, lending supply and consumption expenditure," Working Paper Series 1687, European Central Bank.
- Damar, H. Evren & Gropp, Reint E. & Mordel, Adi, 2014. "Banks' financial distress, lending supply and consumption expenditure," SAFE Working Paper Series 39, Leibniz Institute for Financial Research SAFE.
- Bank for International Settlements, 2009.
"An assessment of financial sector rescue programmes,"
BIS Papers,
Bank for International Settlements, number 48, July.
- Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael King & Aviram Levy & Federico M. Signoretti & Marco Taboga & Andrea Zaghini, 2009. "An assessment of financial sector rescue programmes," Questioni di Economia e Finanza (Occasional Papers) 47, Bank of Italy, Economic Research and International Relations Area.
- Tong, Hui & Wei, Shang-Jin, 2009.
"The Misfortune of Non-financial Firms in a Financial Crisis: Disentangling Finance and Demand Shocks,"
CEPR Discussion Papers
7208, C.E.P.R. Discussion Papers.
- Hui Tong & Shang-Jin Wei, 2014. "The Misfortune of Nonfinancial Firms in a Financial Crisis: Disentangling Finance and Demand Shocks," NBER Chapters, in: Measuring Wealth and Financial Intermediation and Their Links to the Real Economy, pages 349-376, National Bureau of Economic Research, Inc.
- Popov, Alexander & Udell, Gregory F., 2012. "Cross-border banking, credit access, and the financial crisis," Journal of International Economics, Elsevier, vol. 87(1), pages 147-161.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95, July.
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2011.
"Recessions and Financial Disruptions in Emerging Markets: A Bird’s Eye View,"
Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia (ed.),Monetary Policy under Financial Turbulence, edition 1, volume 16, chapter 4, pages 059-104,
Central Bank of Chile.
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2010. "Recessions and Financial Disruptions in Emerging Marketes: A Bird's Eye View," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(2), pages 55-84, August.
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2010. "Recessions and Financial Disruptions in Emerging Markets: A Bird´s Eye View," Working Papers Central Bank of Chile 585, Central Bank of Chile.
- Serena Ng & Jonathan H. Wright, 2013.
"Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling,"
NBER Working Papers
19469, National Bureau of Economic Research, Inc.
- Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1120-1154, December.
- Jiménez, Gabriel & Ongena, Steven & Peydró, José Luis & Saurina, Jesús, 2010.
"Credit Supply: Identifying Balance-Sheet Channels with Loan Applications and Granted Loans,"
CEPR Discussion Papers
7655, C.E.P.R. Discussion Papers.
- Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2010. "Credit supply: identifying balance-sheet channels with loan applications and granted loans," Working Papers 1030, Banco de España;Working Papers Homepage.
- Jiménez, Gabriel & Ongena, Steven & Peydró, José-Luis & Saurina, Jesús, 2010. "Credit supply - Identifying balance-sheet channels with loan applications and granted loans," Working Paper Series 1179, European Central Bank.
- Felipe Iachan, 2012. "Liquidity Scarcity, Project Selection, and Volatility," 2012 Meeting Papers 480, Society for Economic Dynamics.
- Leonardo Gambacorta, 2009. "Monetary policy and the risk-taking channel," BIS Quarterly Review, Bank for International Settlements, December.
- Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco E., 2012.
"How do business and financial cycles interact?,"
Journal of International Economics, Elsevier, vol. 87(1), pages 178-190.
Articles
- Fillat, José L. & Garetto, Stefania & Oldenski, Lindsay, 2015.
"Diversification, cost structure, and the risk premium of multinational corporations,"
Journal of International Economics, Elsevier, vol. 96(1), pages 37-54.
See citations under working paper version above.
- Jose L. Fillat & STEFANIA GARETTO & Lindsay Oldenski, 2014. "Diversification, Cost Structure, and the Risk Premium of Multinational Corporations," Boston University - Department of Economics - Working Papers Series WP2014-007, Boston University - Department of Economics.
- José L. Fillat & Stefania Garetto, 2015.
"Risk, Returns, and Multinational Production,"
The Quarterly Journal of Economics, Oxford University Press, vol. 130(4), pages 2027-2073.
See citations under working paper version above.
- Stefania Garetto & Jose Luis Fillat, 2010. "Risk, Returns, and Multinational Production," 2010 Meeting Papers 777, Society for Economic Dynamics.
- Jose L. Fillat & Stefania Garetto, 2014. "Risk, Returns, and Multinational Production," Boston University - Department of Economics - Working Papers Series wp2014-008, Boston University - Department of Economics.
- Jose Fillat & Stefania Garetto, 2010. "Risk, returns, and multinational production," Supervisory Research and Analysis Working Papers QAU10-5, Federal Reserve Bank of Boston.
- Stefano Corradin & José L. Fillat & Carles Vergara-Alert, 2014.
"Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs,"
Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 823-880.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Stefano Corradin & Jose Fillat & Carles Vergara-Alert, 2010. "Optimal portfolio choice with predictability in house prices and transaction costs," Supervisory Research and Analysis Working Papers QAU10-2, Federal Reserve Bank of Boston.
- Corradin, Stefano & Fillat, Jose L. & Vergara, Carles, 2012. "Optimal portfolio choice with predictability in house prices and transaction costs," IESE Research Papers D/948, IESE Business School.
- Corradin, Stefano & Fillat, José L. & Vergara-Alert, Carles, 2012. "Optimal portfolio choice with predictability in house prices and transaction costs," Working Paper Series 1470, European Central Bank.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (6) 2010-10-30 2015-03-22 2015-11-15 2018-12-24 2019-07-15 2021-01-04. Author is listed
- NEP-URE: Urban & Real Estate Economics (5) 2008-12-14 2010-05-15 2012-04-03 2012-11-03 2018-01-15. Author is listed
- NEP-RMG: Risk Management (3) 2018-12-24 2019-07-15 2021-01-04
- NEP-IFN: International Finance (2) 2015-03-22 2015-11-15
- NEP-MON: Monetary Economics (2) 2018-11-12 2020-11-09
- NEP-CBA: Central Banking (1) 2018-11-12
- NEP-FDG: Financial Development & Growth (1) 2021-01-04
- NEP-INT: International Trade (1) 2015-02-22
- NEP-MAC: Macroeconomics (1) 2020-11-09
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