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David Alejandro Perez-Reyna

Personal Details

First Name:David
Middle Name:Alejandro
Last Name:Perez-Reyna
Suffix:
RePEc Short-ID:ppr162
https://sites.google.com/site/davidperezreyna/
Terminal Degree:2014 Department of Economics; University of Minnesota (from RePEc Genealogy)

Affiliation

Facultad de Economía
Universidad de los Andes

Bogotá, Colombia
http://economia.uniandes.edu.co/

: 339-4949
332-4492
Carrera 1 No 18A-70, Bloque C, Bogota
RePEc:edi:feandco (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Xavier Freixas & David Perez-Reyna, 2017. "The Gilded Bubble Buffer," DOCUMENTOS CEDE 015789, UNIVERSIDAD DE LOS ANDES-CEDE.
  2. David Perez-Reyna & Xavier Freixas, 2017. "Gilded Bubbles," 2017 Meeting Papers 1482, Society for Economic Dynamics.
  3. Enoch Hill & David Perez-Reyna, 2017. "Managing skill premium through firm structure," DOCUMENTOS CEDE 015626, UNIVERSIDAD DE LOS ANDES-CEDE.
  4. David Perez-Reyna, 2016. "El rol del Banco de la República en la crisis de 1999," DOCUMENTOS CEDE 014574, UNIVERSIDAD DE LOS ANDES-CEDE.
  5. Pamela Cardozo & Fredy Gamboa & David Perez-Reyna & Mauricio Villamizar-Villegas, 2016. "Banking Limits on Foreign Holdings: Disentangling the Portfolio Balance Channel," Borradores de Economia 934, Banco de la Republica de Colombia.
  6. Enoch Hill & David Perez-Reyna, 2016. "Macroprudential Regulation and Misallocation," DOCUMENTOS CEDE 014974, UNIVERSIDAD DE LOS ANDES-CEDE.
  7. Enoch Hill & David Perez-Reyna, 2016. "Leverage away your wedge: An analysis of banks' impact on output," DOCUMENTOS CEDE 014586, UNIVERSIDAD DE LOS ANDES-CEDE.
  8. Mauricio Villamizar-Villegas & David Perez-Reyna, 2015. "A Survey on the Effects of Sterilized Foreign Exchange Intervention," BORRADORES DE ECONOMIA 012424, BANCO DE LA REPÚBLICA.
  9. Motohiro Yogo & David Perez-Reyna & Guillermo Ordonez, 2013. "Debt: Deleveraging or Default," 2013 Meeting Papers 139, Society for Economic Dynamics.
  10. Mauricio Arias & Juan Carlos Mendoza & David Pérez-Reyna, 2010. "Applying CoV aR to Measure Systemic Market Risk: the Colombian Case," Temas de Estabilidad Financiera 047, Banco de la Republica de Colombia.
  11. Santiago Caicedo & David Pérez-Reyna, 2010. "Implications on Households of Bank's Asset Substitution," Temas de Estabilidad Financiera 053, Banco de la Republica de Colombia.

Articles

  1. Hill, Enoch & Perez-Reyna, David, 2017. "Financial development and occupational choice," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 393-409.
  2. Mauricio Villamizar-Villegas & David Perez-Reyna, 2017. "A Theoretical Approach To Sterilized Foreign Exchange Intervention," Journal of Economic Surveys, Wiley Blackwell, vol. 31(1), pages 343-365, February.

Chapters

  1. Mauricio Arias & Juan Carlos Mendoza & David Perez-Reyna, 2011. "Applying CoVaR to measure systemic market risk: the Colombian case," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 351-364 Bank for International Settlements.

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. Pamela Cardozo & Fredy Gamboa & David Perez-Reyna & Mauricio Villamizar-Villegas, 2016. "Banking Limits on Foreign Holdings: Disentangling the Portfolio Balance Channel," Borradores de Economia 934, Banco de la Republica de Colombia.

    Cited by:

    1. Mauricio Villamizar-Villegas & David Perez-Reyna, 2015. "A Survey on the Effects of Sterilized Foreign Exchange Intervention," BORRADORES DE ECONOMIA 012424, BANCO DE LA REPÚBLICA.

  2. Enoch Hill & David Perez-Reyna, 2016. "Leverage away your wedge: An analysis of banks' impact on output," DOCUMENTOS CEDE 014586, UNIVERSIDAD DE LOS ANDES-CEDE.

    Cited by:

    1. Jeremy Greenwood & Juan M. Sanchez & Cheng Wang, 2009. "Financing development : the role of information costs," Working Paper 08-08, Federal Reserve Bank of Richmond.
    2. Jeremy Greenwood & Juan M. Sanchez & Cheng Wang, 2010. "Quantifying the Impact of Financial Development on Economic Development," Economie d'Avant Garde Research Reports 17, Economie d'Avant Garde.
    3. Enoch Hill & David Perez-Reyna, 2016. "Macroprudential Regulation and Misallocation," DOCUMENTOS CEDE 014974, UNIVERSIDAD DE LOS ANDES-CEDE.

  3. Mauricio Villamizar-Villegas & David Perez-Reyna, 2015. "A Survey on the Effects of Sterilized Foreign Exchange Intervention," BORRADORES DE ECONOMIA 012424, BANCO DE LA REPÚBLICA.

    Cited by:

    1. Mauricio Villamizar, 2014. "Identifying the Effects of Simultaneous Monetary Policy Shocks. Fear of Floating under Inflation targeting," BORRADORES DE ECONOMIA 012010, BANCO DE LA REPÚBLICA.
    2. Yasin Kursat Onder & Mauricio Villamizar-Villegas, 2015. "Simultaneous Monetary Policies in the Context of the Trilemma: Evidence from the Central Bank of Turkey," Borradores de Economia 893, Banco de la Republica de Colombia.
    3. Eduardo Levy Yeyati & Jimena Zúñiga, 2015. "Varieties of capital flows: What do we know," Business School Working Papers 2015-01, Universidad Torcuato Di Tella.
    4. Mauricio Villamizar-Villegas, 2016. "Identifying The Effects Of Simultaneous Monetary Policy Shocks," Contemporary Economic Policy, Western Economic Association International, vol. 34(2), pages 268-296, April.

  4. Motohiro Yogo & David Perez-Reyna & Guillermo Ordonez, 2013. "Debt: Deleveraging or Default," 2013 Meeting Papers 139, Society for Economic Dynamics.

    Cited by:

    1. Bond, Philip & Zhong, Hongda, 2016. "Buying high and selling low: stock repurchases and persistent asymmetric information," LSE Research Online Documents on Economics 67011, London School of Economics and Political Science, LSE Library.

  5. Mauricio Arias & Juan Carlos Mendoza & David Pérez-Reyna, 2010. "Applying CoV aR to Measure Systemic Market Risk: the Colombian Case," Temas de Estabilidad Financiera 047, Banco de la Republica de Colombia.

    Cited by:

    1. Zevallos, Mauricio & Villarreal, Fernanda & Del Carpio, Carlos & Abbara, Omar, 2014. "Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano," Working Papers 2014-023, Banco Central de Reserva del Perú.
    2. Mariana Laverde & Javier Gutiérrez Rueda, 2012. "¿Cómo caracterizar entidades sistémicas?: Medidas de impacto sistémico para el sistema financiero colombiano," Temas de Estabilidad Financiera 065, Banco de la Republica de Colombia.
    3. Natasha Agarwal et al, 2013. "A Systematic approach to identify systemically important firms," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2013-021, Indira Gandhi Institute of Development Research, Mumbai, India.
    4. Liu, Xiaochun, 2013. "Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach," MPRA Paper 55801, University Library of Munich, Germany.
    5. Jacob Kleinow & Andreas Horsch & Mario Garcia-Molina, 2017. "Factors driving systemic risk of banks in Latin America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(2), pages 211-234, April.

Articles

  1. Mauricio Villamizar-Villegas & David Perez-Reyna, 2017. "A Theoretical Approach To Sterilized Foreign Exchange Intervention," Journal of Economic Surveys, Wiley Blackwell, vol. 31(1), pages 343-365, February.

    Cited by:

    1. Laura Andrade-Pardo & Oscar Valencia-Arana & Diego Vásquez-Escobar & Mauricio Villamizar-Villegas, 2016. "Uncovering the portfolio balance channel with the use of sovereign credit ratings," Revista Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 34(81), pages 191-205, December.
    2. Yasin Kursat Onder & Mauricio Villamizar-Villegas, 2018. "The Effects of Monetary and Exchange Rate Policy Shocks: Evidence from an Emerging Market Economy," International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 159-199, January.
    3. Pamela Cardozo & Fredy Gamboa & David Perez-Reyna & Mauricio Villamizar-Villegas, 2016. "Banking Limits on Foreign Holdings: Disentangling the Portfolio Balance Channel," Borradores de Economia 934, Banco de la Republica de Colombia.
    4. Daniel Ordoñez-Callamand & Mauricio Villamizar-Villegas & Luis F. Melo-Velandia, 2016. "Foreign Exchange Intervention Revisited: A New Way of Estimating Censored Models," Borradores de Economia 972, Banco de la Republica de Colombia.

Chapters

  1. Mauricio Arias & Juan Carlos Mendoza & David Perez-Reyna, 2011. "Applying CoVaR to measure systemic market risk: the Colombian case," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 351-364 Bank for International Settlements.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 2 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-CBA: Central Banking (3) 2015-01-31 2015-02-16 2018-03-19. Author is listed
  2. NEP-MON: Monetary Economics (3) 2015-01-31 2015-02-16 2016-04-09. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (2) 2016-04-09 2018-03-19. Author is listed
  4. NEP-IFN: International Finance (2) 2015-01-31 2015-02-16. Author is listed
  5. NEP-MAC: Macroeconomics (2) 2015-02-16 2018-03-19. Author is listed
  6. NEP-BAN: Banking (1) 2018-03-19. Author is listed

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