Filippo Ippolito

Personal Details

First Name:	Filippo
Middle Name:
Last Name:	Ippolito
Suffix:
RePEc Short-ID:	pip9
	http://sites.google.com/site/filippoippolito/

Affiliation

Departament d'Economia i Empresa
Universitat Pompeu Fabra
Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain
http://www.econ.upf.edu/

: (34) 935 42 1766
(34)935 42 17 46
Ramon Trias Fargas 25-27, 08005 Barcelona
RePEc:edi:deupfes (more details at EDIRC)

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

1. Filippo Ippolito & Ali K. Ozdagli & Ander Perez, 2017. "The Transmission of Monetary Policy through Bank Lending : The Floating Rate Channel," Finance and Economics Discussion Series 2017-026, Board of Governors of the Federal Reserve System (U.S.).

   Cited by:

   1. Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," Working Papers 2017-07, Becker Friedman Institute for Research In Economics.
      • Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," NBER Working Papers 23424, National Bureau of Economic Research, Inc.
      • Ozdagli, Ali K. & Weber, Michael, 2017. "Monetary policy through production networks: evidence from the stock market," Working Papers 17-15, Federal Reserve Bank of Boston.
      • Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," CESifo Working Paper Series 6486, CESifo Group Munich.
      • Michael Weber & Ali Ozdagli, 2016. "Monetary Policy Through Production Networks: Evidence from the Stock Market," 2016 Meeting Papers 148, Society for Economic Dynamics.
   2. Ozdagli, Ali K. & Velikov, Mihail, 2016. "Show me the money: the monetary policy risk premium," Working Papers 16-27, Federal Reserve Bank of Boston.
   3. Ozdagli, Ali K., 2015. "The final countdown: the effect of monetary policy during "Wait-for-It" and reversal periods," Working Papers 15-15, Federal Reserve Bank of Boston.
   4. Adriana Lojschova, 2017. "Did quantitative easing boost bank lending? The Slovak experience," Working and Discussion Papers WP 1/2017, Research Department, National Bank of Slovakia.
   5. Lojschova, Adriana, 2017. "Did quantitative easing boost bank lending? The Slovak experience," MPRA Paper 79567, University Library of Munich, Germany.
   6. Mariusz Kapuściński, 2015. "Monetary policy and financial asset prices in Poland," NBP Working Papers 216, Narodowy Bank Polski, Economic Research Department.
      • Mariusz Kapuściński, 2017. "Monetary policy and financial asset prices in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 48(3), pages 263-294.

2. Filippo Ippolito & José-Luis Peydró & Andrea Polo & Enrico Sette, 2015. "Double bank runs and liquidity risk management," Economics Working Papers 1497, Department of Economics and Business, Universitat Pompeu Fabra.
   • Ippolito, Filippo & Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2016. "Double bank runs and liquidity risk management," Journal of Financial Economics, Elsevier, vol. 122(1), pages 135-154.
   • Ippolito, Filippo & Peydró, José Luis & Polo, Andrea & Sette, Enrico, 2015. "Double Bank Runs and Liquidity Risk Management," CEPR Discussion Papers 10948, C.E.P.R. Discussion Papers.
   • Filippo Ippolito & José-Luis Peydró & Andrea Polo & Enrico Sette, 2016. "Double bank runs and liquidity risk management," ESRB Working Paper Series 08, European Systemic Risk Board.
   • Filippo Ippolito & José-Luis Peydró & Andrea Polo & Enrico Sette, 2015. "Double Bank Runs and Liquidity Risk Management," Working Papers 855, Barcelona Graduate School of Economics.

   Cited by:

   1. Pérignon, Christophe & Thesmar, David & Vuillemey, Guillaume, 2017. "Wholesale funding dry-ups," ESRB Working Paper Series 49, European Systemic Risk Board.
      • Perignon, Christophe & Thesmar, David & Vuillemey, Guillaume, 2017. "Wholesale Funding Dry-Ups," Les Cahiers de Recherche 1144, HEC Paris.
   2. Giuseppe Cappelletti & Paolo Emilio Mistrulli, 2017. "Multiple lending, credit lines, and financial contagion," Temi di discussione (Economic working papers) 1123, Bank of Italy, Economic Research and International Relations Area.
   3. Piergiorgio Alessandri & Margherita Bottero, 2017. "Bank lending in uncertain times," BCAM Working Papers 1703, Birkbeck Centre for Applied Macroeconomics.
      • Piergiorgio Alessandri & Margherita Bottero, 2017. "Bank lending in uncertain times," Temi di discussione (Economic working papers) 1109, Bank of Italy, Economic Research and International Relations Area.
   4. Nuno Alves & Diana Bonfim & Carla Soares, 2016. "Surviving the perfect storm: the role of the lender of last resort," Working Papers w201617, Banco de Portugal, Economics and Research Department.
   5. José-Luis Peydró & Andrea Polo & Sette Enrico, 2017. "Monetary policy at work: Security and credit application registers evidence," Economics Working Papers 1565, Department of Economics and Business, Universitat Pompeu Fabra.
      • José-Luis Peydró & Andrea Polo & Enrico Sette, 2017. "Monetary policy at work: Security and credit application registers evidence," Working Papers 964, Barcelona Graduate School of Economics.
      • Peydr�, Jos� Luis & Polo, Andrea & Sette, Enrico, 2017. "Monetary Policy at Work: Security and Credit Application Registers Evidence," CEPR Discussion Papers 12011, C.E.P.R. Discussion Papers.
   6. Oana Peia, 2017. "Banking Crises and Investments in Innovation," Working Papers 201727, School of Economics, University College Dublin.
   7. Madalina-Gabriela ANGHEL & Marian SFETCU & Gyorgy BODO & Doina BUREA, 2017. "Bank Risk Management," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(11), pages 87-94, November.
   8. Fabio Schiantarelli & Massimiliano Stacchini & Philip Strahan, 2016. "Bank quality, judicial efficiency and borrower runs: loan repayment delays in Italy," Temi di discussione (Economic working papers) 1072, Bank of Italy, Economic Research and International Relations Area.
      • Fabio Schiantarelli & Massimiliano Stacchini & Philip E. Strahan, 2016. "Bank Quality, Judicial Efficiency and Borrower Runs: Loan Repayment Delays in Italy," Boston College Working Papers in Economics 901, Boston College Department of Economics, revised 12 Aug 2016.
      • Fabio Schiantarelli & Massimiliano Stacchini & Philip E. Strahan, 2016. "Bank Quality, Judicial Efficiency and Borrower Runs: Loan Repayment Delays in Italy," NBER Working Papers 22034, National Bureau of Economic Research, Inc.
      • Fabio Schiantarelli & Massimiliano Stacchini & Philip E. Strahan, 2017. "Bank quality, judicial efficiency and borrower runs: loan repayment delays in Italy," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Uses of central balance sheet data offices' information, volume 45 Bank for International Settlements.
   9. Cappelletti, Giuseppe & Mistrulli, Paolo Emilio, 2017. "Multiple lending, credit lines and financial contagion," Working Paper Series 2089, European Central Bank.
   10. Nicola Limodio & Francesco Strobbe, 2017. "Bank Deposits and Liquidity Regulation: Evidence from Ethiopia," Working Papers 612, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
   11. Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2016. "Credit risk interconnectedness: What does the market really know?," Discussion Papers 09/2016, Deutsche Bundesbank.
       • Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2017. "Credit risk interconnectedness: What does the market really know?," Journal of Financial Stability, Elsevier, vol. 29(C), pages 1-12.
   12. Beck, Thorsten & Da-Rocha-Lopes, Samuel & Silva, Andre, 2017. "Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins," CEPR Discussion Papers 12058, C.E.P.R. Discussion Papers.
   13. Drozd, Lukasz A. & Serrano-Padial, Ricardo, 2017. "Credit Enforcement Cycles," Working Papers 17-27, Federal Reserve Bank of Philadelphia.
   14. Bacchetta, Philippe, 2017. "The Sovereign Money Initiative in Switzerland: An Economic Assessment," CEPR Discussion Papers 12349, C.E.P.R. Discussion Papers.
       • Philippe Bacchetta, 2017. "The Sovereign Money Initiative in Switzerland: An Economic Assessment," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 17.16, Université de Lausanne, Faculté des HEC, DEEP.
   15. Philippe Bacchetta, 2018. "The sovereign money initiative in Switzerland: an economic assessment," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 154(1), pages 1-16, December.
   16. Kristian Blickle, 2017. "Local Banks, Credit Supply, and House Prices," Working Papers on Finance 1811, University of St. Gallen, School of Finance.
   17. Teodora Paligorova & João A. C. Santos, 2017. "Banks’ Exposure to Rollover Risk and the Maturity of Corporate Loans," Review of Finance, European Finance Association, vol. 21(4), pages 1739-1765.

3. Acharya, Viral & Almeida, Heitor & Ippolito, Filippo & Perez, Ander, 2014. "Bank lines of credit as contingent liquidity: A study of covenant violations and their implications," Working Paper Series 1702, European Central Bank.

   Cited by:

   1. Devos, Erik & Rahman, Shofiqur & Tsang, Desmond, 2017. "Debt covenants and the speed of capital structure adjustment," Journal of Corporate Finance, Elsevier, vol. 45(C), pages 1-18.
   2. Filippo Ippolito & Ali K. Ozdagli & Ander Perez, 2017. "The Transmission of Monetary Policy through Bank Lending : The Floating Rate Channel," Finance and Economics Discussion Series 2017-026, Board of Governors of the Federal Reserve System (U.S.).

4. Filippo Ippolito & Ali K. Ozdagli & Ander Pérez Orive, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," Working Papers 721, Barcelona Graduate School of Economics.
   • Ippolito, Filippo & Ozdagli, Ali K. & Perez, Ander, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Working Papers 13-17, Federal Reserve Bank of Boston.
   • Ippolito, Filippo & Ozdagli, Ali & Perez Orive, Ander, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," CEPR Discussion Papers 9696, C.E.P.R. Discussion Papers.
   • Filippo Ippolito & Ali K. Ozdagli & Ander Pérez Orive, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Economics Working Papers 1384, Department of Economics and Business, Universitat Pompeu Fabra.
   • Ander Perez & Ali Ozdagli & Filippo Ippolito, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," 2013 Meeting Papers 1219, Society for Economic Dynamics.

   Cited by:

   1. Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," Working Papers 2017-07, Becker Friedman Institute for Research In Economics.
      • Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," NBER Working Papers 23424, National Bureau of Economic Research, Inc.
      • Ozdagli, Ali K. & Weber, Michael, 2017. "Monetary policy through production networks: evidence from the stock market," Working Papers 17-15, Federal Reserve Bank of Boston.
      • Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," CESifo Working Paper Series 6486, CESifo Group Munich.
      • Michael Weber & Ali Ozdagli, 2016. "Monetary Policy Through Production Networks: Evidence from the Stock Market," 2016 Meeting Papers 148, Society for Economic Dynamics.
   2. Ofer Setty & David Weiss & Zvi Eckstein, 2014. "Financial Risk and Unemployment," 2014 Meeting Papers 517, Society for Economic Dynamics.
      • Eckstein, Zvi & Setty, Ofer & Weiss, David, 2015. "Financial Risk and Unemployment," CEPR Discussion Papers 10596, C.E.P.R. Discussion Papers.
   3. Andreas Neuhierl & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," NBER Working Papers 22831, National Bureau of Economic Research, Inc.
      • Michael Weber & Andreas Neuhierl, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," Working Papers 2016-26, Becker Friedman Institute for Research In Economics.
      • Michael Weber & Andreas Neuhierl, 2017. "Monetary Policy and the Stock Market: Time Series Evidence," 2017 Meeting Papers 304, Society for Economic Dynamics.
      • Andreas Neuhierl & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," CESifo Working Paper Series 6199, CESifo Group Munich.
   4. Lagos, Ricardo & Zhang, Shengxing, 2016. "Turnover Liquidity and the Transmission of Monetary Policy," Working Papers 734, Federal Reserve Bank of Minneapolis.
      • Shengxing Zhang & Ricardo Lagos, 2016. "Turnover Liquidity and the Transmission of Monetary Policy," 2016 Meeting Papers 1569, Society for Economic Dynamics.
   5. Ken Kuttner & James Yetman, 2016. "A comparison of liquidity management tools in seven Asian economies," BIS Papers chapters,in: Bank for International Settlements (ed.), Expanding the boundaries of monetary policy in Asia and the Pacific, volume 88, pages 33-58 Bank for International Settlements.
   6. Acharya, Viral & Almeida, Heitor & Ippolito, Filippo & Perez, Ander, 2014. "Bank lines of credit as contingent liquidity: A study of covenant violations and their implications," Working Paper Series 1702, European Central Bank.
   7. Andreas Neuhierl & Michael Weber, 2017. "Monetary Momentum," CESifo Working Paper Series 6648, CESifo Group Munich.

5. Viral V. Acharya & Heitor Almeida & Filippo Ippolito & Ander Perez, 2013. "Credit Lines as Monitored Liquidity Insurance: Theory and Evidence," NBER Working Papers 18892, National Bureau of Economic Research, Inc.
   • Acharya, Viral & Almeida, Heitor & Ippolito, Filippo & Perez, Ander, 2014. "Credit lines as monitored liquidity insurance: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 112(3), pages 287-319.
   • Heitor Almeida & Filippo Ippolito & Ander Perez & Viral Acharya, 2012. "Credit Lines as Monitored Liquidity Insurance: Theory and Evidence," 2012 Meeting Papers 823, Society for Economic Dynamics.

   Cited by:

   1. Berrospide, Jose M. & Meisenzahl, Ralf R., 2015. "The Real Effects of Credit Line Drawdowns," Finance and Economics Discussion Series 2015-7, Board of Governors of the Federal Reserve System (U.S.).
   2. Martin, Xiumin & Roychowdhury, Sugata, 2015. "Do financial market developments influence accounting practices? Credit default swaps and borrowers׳ reporting conservatism," Journal of Accounting and Economics, Elsevier, vol. 59(1), pages 80-104.
   3. Ruprecht, Benedikt & Entrop, Oliver & Kick, Thomas & Wilkens, Marco, 2013. "Market Timing, Maturity Mismatch, and Risk Management: Evidence from the Banking Industry," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79733, Verein für Socialpolitik / German Economic Association.
      • Ruprecht, Benedikt & Entrop, Oliver & Kick, Thomas & Wilkens, Marco, 2013. "Market timing, maturity mismatch, and risk management: Evidence from the banking industry," Discussion Papers 56/2013, Deutsche Bundesbank.
   4. Filippo Ippolito & José-Luis Peydró & Andrea Polo & Enrico Sette, 2015. "Double Bank Runs and Liquidity Risk Management," Working Papers 855, Barcelona Graduate School of Economics.
      • Ippolito, Filippo & Peydró, José Luis & Polo, Andrea & Sette, Enrico, 2015. "Double Bank Runs and Liquidity Risk Management," CEPR Discussion Papers 10948, C.E.P.R. Discussion Papers.
      • Filippo Ippolito & José-Luis Peydró & Andrea Polo & Enrico Sette, 2016. "Double bank runs and liquidity risk management," ESRB Working Paper Series 08, European Systemic Risk Board.
      • Ippolito, Filippo & Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2016. "Double bank runs and liquidity risk management," Journal of Financial Economics, Elsevier, vol. 122(1), pages 135-154.
      • Filippo Ippolito & José-Luis Peydró & Andrea Polo & Enrico Sette, 2015. "Double bank runs and liquidity risk management," Economics Working Papers 1497, Department of Economics and Business, Universitat Pompeu Fabra.
   5. Giuseppe Cappelletti & Paolo Emilio Mistrulli, 2017. "Multiple lending, credit lines, and financial contagion," Temi di discussione (Economic working papers) 1123, Bank of Italy, Economic Research and International Relations Area.
   6. Jie Chen & Woon Sau Leung & Wei Song & Davide Avino, 2018. "Does CDS trading affect risk-taking incentives in managerial compensation?," Working Papers 2018-19, Swansea University, School of Management.
   7. Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit default swaps and corporate cash holdings," CFS Working Paper Series 462, Center for Financial Studies (CFS).
   8. Heitor Almeida & Murillo Campello & Igor Cunha & Michael S. Weisbach, 2014. "Corporate Liquidity Management: A Conceptual Framework and Survey," Annual Review of Financial Economics, Annual Reviews, vol. 6(1), pages 135-162, December.
      • Almeida, Heitor & Campello, Murillo & Cunha, Igor & Weisbach, Michael S., 2013. "Corporate Liquidity Management: A Conceptual Framework and Survey," Working Paper Series 2013-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
      • Heitor Almeida & Murillo Campello & Igor Cunha & Michael S. Weisbach, 2013. "Corporate Liquidity Management: A Conceptual Framework and Survey," NBER Working Papers 19502, National Bureau of Economic Research, Inc.
   9. Andrea Attar & Catherine Casamatta & Arnold Chassagnon & Jean Paul Décamps, 2013. "Multiple Lenders, Strategic Default and Covenants," CEIS Research Paper 261, Tor Vergata University, CEIS, revised 08 Aug 2014.
      • Jean Paul Decamps & Catherine Casamatta & Arnold Chassagnon & Andrea Attar, 2016. "Multiple Lenders, Strategic Default and Covenants," 2016 Meeting Papers 701, Society for Economic Dynamics.
   10. Acharya, Viral & Almeida, Heitor & Ippolito, Filippo & Perez, Ander, 2014. "Bank lines of credit as contingent liquidity: A study of covenant violations and their implications," Working Paper Series 1702, European Central Bank.
   11. Cappelletti, Giuseppe & Mistrulli, Paolo Emilio, 2017. "Multiple lending, credit lines and financial contagion," Working Paper Series 2089, European Central Bank.
   12. Tatyana Marchuk & Christian Schlag & Mariano Croce, 2017. "The Leading Premium," 2017 Meeting Papers 1251, Society for Economic Dynamics.
   13. Berlin, Mitchell & Nini, Gregory P. & Yu, Edison, 2017. "Concentration of Control Rights in Leveraged Loan Syndicates," Working Papers 17-22, Federal Reserve Bank of Philadelphia.
   14. Shenoy, Jaideep & Williams, Ryan, 2017. "Trade credit and the joint effects of supplier and customer financial characteristics," Journal of Financial Intermediation, Elsevier, vol. 29(C), pages 68-80.
   15. Acharya, Viral V & Eisert, Tim & Eufinger, Christian & Hirsch, Christian, 2014. "Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans," CEPR Discussion Papers 10108, C.E.P.R. Discussion Papers.
   16. Duran, Miguel A., 2017. "Pricing and usage: An empirical analysis of lines of credit," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 219-234.

6. Filippo Ippolito & Ander Perez, 2012. "Credit Lines: The Other Side of Corporate Liquidity," Working Papers 618, Barcelona Graduate School of Economics.
   • Filippo Ippolito & Ander Pérez Orive, 2012. "Credit lines: The other side of corporate liquidity," Economics Working Papers 1311, Department of Economics and Business, Universitat Pompeu Fabra.

   Cited by:

   1. John D. Tsoukalas & Serafeim Tsoukas & Alessandra Guariglia, 2017. "To What Extent Are Savings–Cash Flow Sensitivities Informative to Test for Capital Market Imperfections?," Review of Finance, European Finance Association, vol. 21(3), pages 1251-1285.
   2. Memmel, Christoph & Gündüz, Yalin & Raupach, Peter, 2012. "The common drivers of default risk," Discussion Papers 36/2012, Deutsche Bundesbank.
      • Memmel, Christoph & Gündüz, Yalin & Raupach, Peter, 2015. "The common drivers of default risk," Journal of Financial Stability, Elsevier, vol. 16(C), pages 232-247.
   3. Vincenzo Quadrini, 2016. "Credit and Firm-Level Volatility of Employment," 2016 Meeting Papers 1254, Society for Economic Dynamics.

7. Filippo Ippolito & Roberto Steri & Claudio Tebaldi, 2011. "The Relative Leverage Premium," Working Papers 398, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

   Cited by:

   1. Emanuela Giacomini & David Ling & Andy Naranjo, 2015. "Leverage and Returns: A Cross-Country Analysis of Public Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 51(2), pages 125-159, August.

8. Filippo Ippolito, 2005. "Takeover Defenses, Firm-Specific Skills and Managerial Entrenchment," OFRC Working Papers Series 2005fe13, Oxford Financial Research Centre.

   Cited by:

   1. Burkart, Mike & Lee, Samuel, 2008. "One share - one vote: the theory," LSE Research Online Documents on Economics 69545, London School of Economics and Political Science, LSE Library.
      • Mike Burkart & Samuel Lee, 2008. "One Share - One Vote: the Theory," Review of Finance, European Finance Association, vol. 12(1), pages 1-49.
      • Burkart, Mike & Lee, Samuel, 2007. "One Share - One Vote: The Theory," SIFR Research Report Series 57, Institute for Financial Research.

Articles

1. Ippolito, Filippo & Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2016. "Double bank runs and liquidity risk management," Journal of Financial Economics, Elsevier, vol. 122(1), pages 135-154.
   • Ippolito, Filippo & Peydró, José Luis & Polo, Andrea & Sette, Enrico, 2015. "Double Bank Runs and Liquidity Risk Management," CEPR Discussion Papers 10948, C.E.P.R. Discussion Papers.
   • Filippo Ippolito & José-Luis Peydró & Andrea Polo & Enrico Sette, 2016. "Double bank runs and liquidity risk management," ESRB Working Paper Series 08, European Systemic Risk Board.
   • Filippo Ippolito & José-Luis Peydró & Andrea Polo & Enrico Sette, 2015. "Double Bank Runs and Liquidity Risk Management," Working Papers 855, Barcelona Graduate School of Economics.
   • Filippo Ippolito & José-Luis Peydró & Andrea Polo & Enrico Sette, 2015. "Double bank runs and liquidity risk management," Economics Working Papers 1497, Department of Economics and Business, Universitat Pompeu Fabra.
   See citations under working paper version above.
2. Acharya, Viral & Almeida, Heitor & Ippolito, Filippo & Perez, Ander, 2014. "Credit lines as monitored liquidity insurance: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 112(3), pages 287-319.
   • Viral V. Acharya & Heitor Almeida & Filippo Ippolito & Ander Perez, 2013. "Credit Lines as Monitored Liquidity Insurance: Theory and Evidence," NBER Working Papers 18892, National Bureau of Economic Research, Inc.
   • Heitor Almeida & Filippo Ippolito & Ander Perez & Viral Acharya, 2012. "Credit Lines as Monitored Liquidity Insurance: Theory and Evidence," 2012 Meeting Papers 823, Society for Economic Dynamics.
   See citations under working paper version above.
3. Paolo Colla & Filippo Ippolito & Kai Li, 2013. "Debt Specialization," Journal of Finance, American Finance Association, vol. 68(5), pages 2117-2141, October.

   Cited by:

   1. Dilek Bülbül & Felix Noth & Marcel Tyrell, 2014. "Why Do Banks Provide Leasing?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 46(2), pages 137-175, October.
   2. Hasan, Iftekhar & O Brien, Jonathan & Ye, Pengfei, 2013. "What types of bondholders impede corporate innovative activities?," Research Discussion Papers 23/2013, Bank of Finland.
   3. Colla, Paolo & Ippolito, Filippo & Wagner, Hannes F., 2012. "Leverage and pricing of debt in LBOs," Journal of Corporate Finance, Elsevier, vol. 18(1), pages 124-137.
   4. Yi Wen & Leo Kaas & Costas Azariadis, 2014. "Self-Fulfilling Credit Cycles," 2014 Meeting Papers 1169, Society for Economic Dynamics.
      • Costas Azariadis & Leo Kaas & Yi Wen, 2016. "Self-Fulfilling Credit Cycles," Review of Economic Studies, Oxford University Press, vol. 83(4), pages 1364-1405.
      • Costas Azariadis & Leo Kaas, 2012. "Self-Fulfilling Credit Cycles," Working Paper Series of the Department of Economics, University of Konstanz 2012-16, Department of Economics, University of Konstanz.
      • Costas Azariadis & Leo Kaas, 2012. "Self-fulfilling credit cycles," Working Papers 2012-047, Federal Reserve Bank of St. Louis.
      • Costas Azariadis & Leo Kaas & Yi Wen, 2015. "Self-Fulfilling Credit Cycles," CESifo Working Paper Series 5289, CESifo Group Munich.
      • Azariadis, Costas & Kaas, Leo & Wen, Yi, 2015. "Self-Fulfilling Credit Cycles," Working Papers 2015-5, Federal Reserve Bank of St. Louis, revised 01 Nov 2015.
      • Costas Azariadis & Leo Kaas & Yi Wen, 2015. "Self-Fulfilling Credit Cycles," Working Paper Series of the Department of Economics, University of Konstanz 2015-07, Department of Economics, University of Konstanz.
   5. Ippolito, Filippo & Ozdagli, Ali & Perez Orive, Ander, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," CEPR Discussion Papers 9696, C.E.P.R. Discussion Papers.
      • Ippolito, Filippo & Ozdagli, Ali K. & Perez, Ander, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Working Papers 13-17, Federal Reserve Bank of Boston.
      • Filippo Ippolito & Ali K. Ozdagli & Ander Pérez Orive, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Economics Working Papers 1384, Department of Economics and Business, Universitat Pompeu Fabra.
      • Ander Perez & Ali Ozdagli & Filippo Ippolito, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," 2013 Meeting Papers 1219, Society for Economic Dynamics.
      • Filippo Ippolito & Ali K. Ozdagli & Ander Pérez Orive, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," Working Papers 721, Barcelona Graduate School of Economics.
   6. Hanssens, Jürgen & Deloof, Marc & Vanacker, Tom, 2016. "The evolution of debt policies: New evidence from business startups," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 120-133.
   7. Liu, Liang-Chih & Dai, Tian-Shyr & Wang, Chuan-Ju, 2016. "Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 151-174.
   8. Fiorella De Fiore & Harald Uhlig, 2014. "Corporate Debt Structure and the Financial Crisis," NBER Working Papers 20730, National Bureau of Economic Research, Inc.
      • De Fiore, Fiorella & Uhlig, Harald, 2015. "Corporate Debt Structure and the Financial Crisis," Working Paper Series 1759, European Central Bank.
      • Fiorella De Fiore & Harald Uhlig, 2015. "Corporate Debt Structure and the Financial Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(8), pages 1571-1598, December.
      • Harald Uhlig & Fiorella De Fiore, 2012. "Corporate Debt Structure and the Financial Crisis," 2012 Meeting Papers 429, Society for Economic Dynamics.
   9. Mircea Epure & Martí Guasch, 2016. "Information Asymmetry Reduction in Opaque Contexts: Evidence From Debt and Outside Equity Financing in Early Stage Firms," Working Papers 941, Barcelona Graduate School of Economics.
      • Mircea Epure & Martí Guasch, 2015. "Information asymmetry reduction in opaque contexts: Evidence from debt and outside equity financing in early stage firms," Economics Working Papers 1546, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2017.
   10. Guney, Yilmaz & Karpuz, Ahmet & Ozkan, Neslihan, 2017. "R&D investments and credit lines," Journal of Corporate Finance, Elsevier, vol. 46(C), pages 261-283.
   11. Falato, Antonio & Sim, Jae W., 2014. "Why Do Innovative Firms Hold So Much Cash? Evidence from Changes in State R&D Tax Credits," Finance and Economics Discussion Series 2014-72, Board of Governors of the Federal Reserve System (U.S.).
   12. Haltenhof, Samuel & Lee, Seung Jung & Stebunovs, Viktors, 2013. "The Credit Crunch and Fall in Employment during the Great Recession," Finance and Economics Discussion Series 2014-6, Board of Governors of the Federal Reserve System (U.S.).
       • Haltenhof, Samuel & Jung Lee, Seung & Stebunovs, Viktors, 2014. "The credit crunch and fall in employment during the Great Recession," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 31-57.
   13. Giannetti, Caterina, 2015. "Debt concentration of European Firms," MPRA Paper 63002, University Library of Munich, Germany.
   14. Franceso D'Acunto & Ryan Liu & Carolin Pflueger & Michael Weber, 2017. "Flexible Prices and Leverage," Working Papers 2017-02, Becker Friedman Institute for Research In Economics.
       • Francesco D’Acunto & Ryan Liu & Carolin Pflueger & Michael Weber, 2017. "Flexible Prices and Leverage," NBER Working Papers 23066, National Bureau of Economic Research, Inc.
       • Francesco D'Acunto & Ryan Liu & Carolin Pflueger & Michael Weber, 2017. "Flexible Prices and Leverage," CESifo Working Paper Series 6317, CESifo Group Munich.
   15. Boesel, Nils & Kool, Clemens & Lugo, Stefano, 2018. "Do European banks with a covered bond program issue asset-backed securities for funding?," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 76-87.
   16. Mario Fischer, 2015. "Challenging the payment effect in bank-financed takeovers," Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, Springer, vol. 26(4), pages 347-376, October.
   17. Gianpaolo Parise, 2016. "Threat of entry and debt maturity: evidence from airlines," BIS Working Papers 556, Bank for International Settlements.
   18. Chen, Jun & King, Tao-Hsien Dolly, 2014. "Corporate hedging and the cost of debt," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 221-245.
   19. Boubaker, Sabri & Saffar, Walid & Sassi, Syrine, 2018. "Product market competition and debt choice," Journal of Corporate Finance, Elsevier, vol. 49(C), pages 204-224.
   20. Gormley, Todd A. & Matsa, David A., 2016. "Playing it safe? Managerial preferences, risk, and agency conflicts," Journal of Financial Economics, Elsevier, vol. 122(3), pages 431-455.
   21. Izabela Karpowicz & Fabian Lipinsky & Jongho Park, 2016. "A Closer Look at Sectoral Financial Linkages in Brazil I; Corporations’ Financial Statements," IMF Working Papers 16/45, International Monetary Fund.
   22. Choi, Jaewon & Hackbarth, Dirk & Zechner, Josef, 2013. "Granularity of corporate debt," CFS Working Paper Series 2013/26, Center for Financial Studies (CFS).
   23. Marti G. Subrahmanyam & Dragon Yongjun Tang & Sarah Qian Wang, 2016. "Credit Default Swaps, Exacting Creditors and Corporate Liquidity Management," Working Papers 202016, Hong Kong Institute for Monetary Research.
   24. Abdulla, Yomna & Dang, Viet Anh & Khurshed, Arif, 2017. "Stock market listing and the use of trade credit: Evidence from public and private firms," Journal of Corporate Finance, Elsevier, vol. 46(C), pages 391-410.
   25. Bodnaruk, Andriy & Rossi, Marco, 2016. "Dual ownership, returns, and voting in mergers," Journal of Financial Economics, Elsevier, vol. 120(1), pages 58-80.
   26. Mascia Bedendo & Linus Siming, 2018. "The mitigating effect of bank financing on shareholder value and firm policies following rating downgrades," Post-Print hal-01636854, HAL.
   27. Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2017. "Credit default swaps, exacting creditors and corporate liquidity management," Journal of Financial Economics, Elsevier, vol. 124(2), pages 395-414.
   28. Beyhaghi, Mehdi & Mahmoudi, Babak & Mohammadi, Ali, 2014. "Adverse Selection and Search Frictions in Corporate Loan Contracts," Working Paper Series in Economics and Institutions of Innovation 350, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
       • Beyhaghi, Mehdi & Mahmoudi, Babak & Mohammadi, Ali, 2013. "Adverse Selection and Search Frictions in Corporate Loan Contracts," MPRA Paper 49780, University Library of Munich, Germany.
   29. Giannetti, Caterina, 2015. "Debt Concentration of European Firms," SEP Working Papers 2015/3, LUISS School of European Political Economy.
   30. Parise, Gianpaolo, 2018. "Threat of entry and debt maturity: Evidence from airlines," Journal of Financial Economics, Elsevier, vol. 127(2), pages 226-247.
   31. Ozdagli, Ali K., 2014. "Financial frictions and the reaction of stock prices to monetary policy shocks," Working Papers 14-6, Federal Reserve Bank of Boston.
   32. Isin, Adnan Anil, 2018. "Tax avoidance and cost of debt: The case for loan-specific risk mitigation and public debt financing," Journal of Corporate Finance, Elsevier, vol. 49(C), pages 344-378.
   33. Derrien, François & Kecskés, Ambrus & Mansi, Sattar A., 2016. "Information asymmetry, the cost of debt, and credit events: Evidence from quasi-random analyst disappearances," Journal of Corporate Finance, Elsevier, vol. 39(C), pages 295-311.
   34. Nils Boesel & C.J.M. Kool & S. Lugo, 2016. "Do European Banks with a Covered Bond Program still issue Asset-Backed Securities for funding?," Working Papers 16-03, Utrecht School of Economics.
   35. Yomna Abdulla & Viet Anh Dang & Arif Khurshed, 2016. "Debt maturity and initial public offerings," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1129-1165, November.
   36. Roberto Steri, 2015. "Collateral-Based Asset Pricing," 2015 Meeting Papers 293, Society for Economic Dynamics.
   37. Mariya Letdin, 2017. "Under the Lender’s Looking Glass," The Journal of Real Estate Finance and Economics, Springer, vol. 55(4), pages 435-456, November.
   38. Mascia Bedendo & Linus Siming, 2016. "Debt Structure and Credit Ratings," BAFFI CAREFIN Working Papers 1622, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.

4. Caselli, Stefano & Garcia-Appendini, Emilia & Ippolito, Filippo, 2013. "Contracts and returns in private equity investments," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 201-217.

   Cited by:

   1. Tereza Tykvová, 2018. "Venture capital and private equity financing: an overview of recent literature and an agenda for future research," Journal of Business Economics, Springer, vol. 88(3), pages 325-362, May.
   2. Korteweg, Arthur & Sorensen, Morten, 2017. "Skill and luck in private equity performance," Journal of Financial Economics, Elsevier, vol. 124(3), pages 535-562.
   3. Rin, Marco Da & Hellmann, Thomas & Puri, Manju, 2013. "A Survey of Venture Capital Research," Handbook of the Economics of Finance, Elsevier.
      • Marco Da Rin & Thomas F. Hellmann & Manju Puri, 2011. "A survey of venture capital research," NBER Working Papers 17523, National Bureau of Economic Research, Inc.
      • Da Rin, M. & Hellmann, T. & Puri, M.L., 2011. "A Survey of Venture Capital Research," Discussion Paper 2011-111, Tilburg University, Center for Economic Research.
   4. Anita Lovas & János Pereczes & Viktória Rába, 2015. "Incentives and restrictions in venture capital contracts," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(3), pages 106-121.

5. Colla, Paolo & Ippolito, Filippo & Wagner, Hannes F., 2012. "Leverage and pricing of debt in LBOs," Journal of Corporate Finance, Elsevier, vol. 18(1), pages 124-137.

   Cited by:

   1. Huang, Ronghong & Tan, Kelvin Jui Keng & Faff, Robert W., 2016. "CEO overconfidence and corporate debt maturity," Journal of Corporate Finance, Elsevier, vol. 36(C), pages 93-110.
   2. João Pinto & Luís Pacheco & Paulo Alves & M. Ricardo Cunha, 2016. "How banks price loans in leveraged buy-outs: an empirical analysis of spreads determinants," Working Papers de Economia (Economics Working Papers) 04, Católica Porto Business School, Universidade Católica Portuguesa.
   3. Al-Shboul, Mohammad & Anwar, Sajid, 2014. "Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market," Economic Modelling, Elsevier, vol. 37(C), pages 451-463.
   4. Troy D. Smith, 2015. "Private Equity Investment in India: Efficiency vs Expansion," Discussion Papers 15-011, Stanford Institute for Economic Policy Research.
   5. Bienz, Carsten & Thorburn, Karin & Walz, Uwe, 2016. "Coinvestment and risk taking in private equity funds," SAFE Working Paper Series 126, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
   6. Morkoetter, Stefan & Wetzer, Thomas, 2015. "Do Private Equity Funds Always Pay Less? A Synergy-Related Explanation Based on Add-on Acquisitions," Working Papers on Finance 1522, University of St. Gallen, School of Finance, revised Sep 2016.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 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.

1. NEP-BAN: Banking (9) 2012-05-15 2013-03-23 2013-10-05 2013-10-11 2014-03-30 2014-06-02 2014-11-28 2015-12-01 2017-04-09. Author is listed
2. NEP-CFN: Corporate Finance (7) 2005-11-05 2005-11-05 2013-06-09 2015-12-01 2015-12-01 2015-12-01 2017-03-26. Author is listed
3. NEP-MAC: Macroeconomics (6) 2013-03-23 2013-10-05 2013-10-11 2014-03-30 2014-06-02 2017-03-26. Author is listed
4. NEP-CBA: Central Banking (5) 2013-10-05 2013-10-11 2014-03-30 2014-06-02 2017-03-26. Author is listed
5. NEP-MON: Monetary Economics (5) 2013-10-05 2013-10-11 2014-03-30 2014-06-02 2017-03-26. Author is listed
6. NEP-BEC: Business Economics (4) 2005-11-05 2005-11-05 2015-12-01 2017-04-09
7. NEP-FIN: Finance (2) 2005-11-05 2005-11-05
8. NEP-IAS: Insurance Economics (2) 2013-03-23 2013-06-09
9. NEP-RMG: Risk Management (2) 2015-12-01 2017-04-09
10. NEP-CTA: Contract Theory & Applications (1) 2013-06-09
11. NEP-ENT: Entrepreneurship (1) 2005-11-05

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