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Sónia Costa

Personal Details

First Name:Sónia
Middle Name:
Last Name:Costa
Suffix:
RePEc Short-ID:pco533
[This author has chosen not to make the email address public]

Affiliation

Banco de Portugal

Lisboa, Portugal
http://www.bportugal.pt/

: 21 321 32 00
21 346 48 43
R. do Ouro, 27, 1100 LISBOA
RePEc:edi:bdpgvpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mary Everett & Diana Bonfim & Luciana Barbosa & Sónia Costa, 2018. "Cross-border spillovers of monetary policy: what changes during a financial crisis?," Working Papers w201815, Banco de Portugal, Economics and Research Department.
  2. Diana Bonfim & Sónia Costa, 2017. "International Banking and Cross-border Effects of Regulation: Lessons from Portugal," Working Papers w201705, Banco de Portugal, Economics and Research Department.
  3. Rodriguez-Palenzuela, Diego & Dées, Stéphane & Andersson, Malin & Bijsterbosch, Martin & Forster, Katrin & Zorell, Nico & Audoly, Richard & Buelens, Christian & Compeyron, Guillaume & Ferrando, Annali, 2016. "Savings and investment behaviour in the euro area," Occasional Paper Series 167, European Central Bank.
  4. Bover, Olympia & Du Caju, Philip & Tzamourani, Panagiota & Villanueva, Ernesto & Sierminska, Eva & McCarthy, Yvonne & Casado, Jose Maria & Costa, Sonia & Zavadil, Tibor, 2014. "The distribution of debt across euro area countries: the role of individual characteristics, institutions and credit conditions," Working Paper Series 1639, European Central Bank.
  5. Luciana Barbosa & Sónia Costa, 2010. "Determinants of sovereign bond yield spreads in the euro area in," Working Papers w201022, Banco de Portugal, Economics and Research Department.
  6. Ana Beatriz Galvão & Sónia Costa, 2007. "The Forward Premium of Euro Interest Rates," Working Papers w200702, Banco de Portugal, Economics and Research Department.

Articles

  1. Barbosa, Luciana & Bonfim, Diana & Costa, Sónia & Everett, Mary, 2018. "Cross-border spillovers of monetary policy: What changes during a financial crisis?," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 154-174.
  2. Diana Bonfim & Sónia Costa, 2017. "International Banking and Cross-Border Effects of Regulation: Lessons from Portugal," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 341-377, March.
  3. Diana Bonfim & Sónia Costa, 2017. "Spillovers of prudential policy across borders: evidence for Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  4. Olympia Bover & Jose Maria Casado & Sonia Costa & Philip Du Caju & Yvonne McCarthy & Eva Sierminska & Panagiota Tzamourani & Ernesto Villanueva & Tibor Zavadil, 2016. "The Distribution of Debt across Euro-Area Countries: The Role of Individual Characteristics, Institutions, and Credit Conditions," International Journal of Central Banking, International Journal of Central Banking, vol. 12(2), pages 71-128, June.
  5. Sónia Costa, 2016. "Financial situation of the households in Portugal: an analysis based on the HFCS 2013," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  6. Galvao, Ana Beatriz & Costa, Sonia, 2013. "Does the euro area forward rate provide accurate forecasts of the short rate?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 131-141.
  7. Sónia Costa, 2012. "Households’ Default Probability: An Analysis Based on the Results of the HFCS," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  8. Luísa Farinha & Sónia Costa, 2012. "Households’ indebtedness: a microeconomic analysis based on the results of the households’ financial," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  9. Luísa Farinha & Sónia Costa, 2011. "The Behaviour of Domestic and non Domestic Banks in the Housing Credit Market: an Analysis Based on Microeconomic Data," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  10. Luciana Barbosa & Sónia Costa, 2010. "Determinants of sovereign bond yield spreads in the euro area in the context of the economic and financial crisis," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  11. Sónia Costa & Ana Beatriz Galvão, 2006. "The Forward Premium of Euro Interest Rates," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  12. Sónia Costa, 2005. "A survey of literature on the equilibrium real exchange rate. An application to the euro exchange rate," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  13. Sónia Costa, 2000. "Monetary conditions index," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  14. Sónia Costa, 2000. "Inflation differential between Portugal and Germany," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  15. Sónia Costa, 1998. "Determination of the equilibrium real exchange rate for the Portuguese economy using the FEER," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.

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. Mary Everett & Diana Bonfim & Luciana Barbosa & Sónia Costa, 2018. "Cross-border spillovers of monetary policy: what changes during a financial crisis?," Working Papers w201815, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Claudia M. Buch & Matthieu Bussière & Linda Goldberg & Robert Hills, 2018. "The International Transmission of Monetary Policy," CESifo Working Paper Series 7155, CESifo Group Munich.

  2. Diana Bonfim & Sónia Costa, 2017. "International Banking and Cross-border Effects of Regulation: Lessons from Portugal," Working Papers w201705, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Buch, Claudia M. & Goldberg, Linda S., 2016. "Cross-border prudential policy spillovers: how much? How important? Evidence from the International Banking Research Network," Staff Reports 801, Federal Reserve Bank of New York.
    2. Jose M Berrospide & Ricardo Correa & Linda S Goldberg & Friederike Niepmann, 2017. "International Banking and Cross-Border Effects of Regulation: Lessons from the United States," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 435-476, March.
    3. Stefan Avdjiev & Catherine Koch & Patrick McGuire & Goetz von Peter, 2016. "International prudential policy spillovers: a global perspective," BIS Working Papers 589, Bank for International Settlements.
    4. Luis Cabezas & Alejandro Jara, 2016. "International Banking and Cross-Border Effects of Regulation: Lessons from Chile," Working Papers Central Bank of Chile 790, Central Bank of Chile.
    5. Diana Bonfim & Sónia Costa, 2017. "Spillovers of prudential policy across borders: evidence for Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.

  3. Rodriguez-Palenzuela, Diego & Dées, Stéphane & Andersson, Malin & Bijsterbosch, Martin & Forster, Katrin & Zorell, Nico & Audoly, Richard & Buelens, Christian & Compeyron, Guillaume & Ferrando, Annali, 2016. "Savings and investment behaviour in the euro area," Occasional Paper Series 167, European Central Bank.

    Cited by:

    1. Merike Kukk & Karsten Staehr, 2017. "Macroeconomic Factors in the Dynamics of Corporate and Household Saving: Evidence from Central and Eastern Europe," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(11), pages 2585-2608, November.
    2. World Bank, 2017. "Demystifying Forest Bonds," World Bank Other Operational Studies 28587, The World Bank.
    3. Brunella Bruno & Alexandra D’Onofrio & Immacolata Marino, 2017. "Financial Frictions and Corporate Investment in Bad Times. Who Cut Back Most?," CSEF Working Papers 463, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 02 May 2017.
    4. Federico Gobbo, 2017. "Beyond the Nation-State? The Ideology of the Esperanto Movement between Neutralism and Multilingualism," Social Inclusion, Cogitatio Press, vol. 5(4), pages 38-47.
    5. Ana Martinis & Igor Ljubaj, 2017. "Corporate Debt Overhang in Croatia: Micro Assessment and Macro Implications," Working Papers 51, The Croatian National Bank, Croatia.
    6. Yuichiro Ito & Yasutaka Takizuka & Shigeaki Fujiwara, 2017. "Portfolio Selection by Households: An Empirical Analysis Using Dynamic Panel Data Models," Bank of Japan Working Paper Series 17-E-6, Bank of Japan.

  4. Bover, Olympia & Du Caju, Philip & Tzamourani, Panagiota & Villanueva, Ernesto & Sierminska, Eva & McCarthy, Yvonne & Casado, Jose Maria & Costa, Sonia & Zavadil, Tibor, 2014. "The distribution of debt across euro area countries: the role of individual characteristics, institutions and credit conditions," Working Paper Series 1639, European Central Bank.

    Cited by:

    1. Luc Arrondel & Laura Bartiloro & Pirmin Fessler & Peter Lindner & Thomas Y. Mathä & Cristiana Rampazzi & Frederique Savignac & Tobias Schmidt & Martin Schürz & Philip Vermeulen, 2014. "How do households allocate their assets? Stylised facts from the Eurosystem Household Finance and Consumption Survey," BCL working papers 94, Central Bank of Luxembourg.
    2. Thomas Hintermaier & Winfried Koeniger, 2018. "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," CESifo Working Paper Series 7088, CESifo Group Munich.
    3. Olympia Bover & Jose Maria Casado & Sonia Costa & Philip Du Caju & Yvonne McCarthy & Eva Sierminska & Panagiota Tzamourani & Ernesto Villanueva & Tibor Zavadil, 2016. "The Distribution of Debt across Euro-Area Countries: The Role of Individual Characteristics, Institutions, and Credit Conditions," International Journal of Central Banking, International Journal of Central Banking, vol. 12(2), pages 71-128, June.
    4. Núria Rodríguez‐Planas, 2018. "Mortgage finance and culture," Journal of Regional Science, Wiley Blackwell, vol. 58(4), pages 786-821, September.
    5. Michael Ehrmann & Michael Ziegelmeyer, 2014. "Household Risk Management and Actual Mortgage Choice in the Euro Area," Staff Working Papers 14-1, Bank of Canada.
    6. Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos, 2015. "Exploring Differences in Household Debt Across Euro Area Countries and the United States," Staff Working Papers 15-16, Bank of Canada.
    7. Ph. Du Caju, 2016. "The distribution of household wealth in Belgium : initial findings of the second wave of the Household Finance and Consumption Survey (HFCS)," Economic Review, National Bank of Belgium, issue ii, pages 27-43, september.
    8. Le Blanc, Julia & Porpiglia, Alessandro & Teppa, Federica & Zhu, Junyi & Ziegelmeyer, Michael, 2014. "Household saving behavior and credit constraints in the Euro area," Discussion Papers 16/2014, Deutsche Bundesbank.
    9. Fessler, Pirmin & Schürz, Martin, 2015. "Private wealth across European countries: the role of income, inheritance and the welfare state," Working Paper Series 1847, European Central Bank.
    10. Juan F. Jimeno, 2015. "Long-lasting consequences of the European crisis," Working Papers 1522, Banco de España;Working Papers Homepage.
    11. Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos, 2017. "Exploring Differences in Household Debt Across the United States and Euro Area Countries," CSEF Working Papers 465, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    12. Rodriguez-Palenzuela, Diego & Dées, Stéphane & Andersson, Malin & Bijsterbosch, Martin & Forster, Katrin & Zorell, Nico & Audoly, Richard & Buelens, Christian & Compeyron, Guillaume & Ferrando, Annali, 2016. "Savings and investment behaviour in the euro area," Occasional Paper Series 167, European Central Bank.
    13. Pirmin Fessler & Emanuel List & Teresa Messner, 2017. "How financially vulnerable are CESEE households? An Austrian perspective on its neighbors," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 58-79.
    14. Ozlem Akin & José García-Montalvo & Jaume Garcia-Villar & José-Luis Peydró & Josep M. Raya, 2014. "The Real Estate and Credit Bubble: Evidence from Spain," Working Papers 772, Barcelona Graduate School of Economics.
    15. Mario Holzner & Stefan Jestl, 2015. "Of proprietors and proletarians," Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft 141, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik.
    16. Żochowski, Dawid & Ampudia, Miguel & van Vlokhoven, Has, 2014. "Financial fragility of euro area households," Working Paper Series 1737, European Central Bank.
    17. Jean-Francois Carpantier & Javier Olivera & Philippe Van Kerm, 2018. "Macroprudential policy and household wealth inequality," Post-Print hal-01795052, HAL.
    18. Ph. Du Caju & Th. Roelandt & Chr. Van Nieuwenhuyze & M.-D. Zachary, 2014. "Household indebtedness : evolution and distribution," Economic Review, National Bank of Belgium, issue ii, pages 61-81, September.
    19. Badarinza, Cristian & Ramadorai, Tarun & Campbell, John Y., 2016. "International Comparative Household Finance," Scholarly Articles 27535132, Harvard University Department of Economics.
    20. Timm Bönke & Markus Grabka & Carsten Schröder & Edward N. Wolff, 2017. "A Head-to-Head Comparison of Augmented Wealth in Germany and the United States," NBER Working Papers 23244, National Bureau of Economic Research, Inc.
    21. Philip Du Caju & François Rycx & Ilan Tojerow, 2016. "Unemployment risk and over-indebtedness : A micro-econometric perspective," Working Paper Research 294, National Bank of Belgium.
    22. Guin, Benjamin, 2017. "Culture and household saving," Working Paper Series 2069, European Central Bank.
    23. Francisco ALVAREZ-CUADRADO & Irakli JAPARIDZE, 2015. "Trickle-Down Consumption, Financial Deregulation, Inequality, and Indebtedness," Cahiers de recherche 10-2015, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    24. Gregory Bauer & Eleonora Granziera, 2016. "Monetary Policy, Private Debt and Financial Stability Risks," Staff Working Papers 16-59, Bank of Canada.
    25. Katarzyna Bankowska & Pierre Lamarche & Guillaume Osier & Sébastien Pérez-Duarte, 2015. "Measuring household debt vulnerability in the euro area," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39 Bank for International Settlements.
    26. Stefan Jestl & Mario Holzner & Sebastian Leitner, 2015. "Immobilienvermögen und Hypothekarverschuldung der Haushalte im Europavergleich," Wirtschaft und Gesellschaft - WuG, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik, vol. 41(1), pages 49-70.
    27. Merike Kukk, 2014. "Distinguishing the Components of Household Financial Wealth: the Impact of Liabilities on Assets in Euro Area Countries," Proceedings of International Academic Conferences 0100418, International Institute of Social and Economic Sciences.
    28. Kacper Grejcz & Zbigniew Żółkiewski, 2017. "Household wealth in Poland: the results of a new survey of household finance," Bank i Kredyt, Narodowy Bank Polski, vol. 48(3), pages 295-326.
    29. Philip Du Caju, 2017. "Pockets of risk in the Belgian mortgage market - Evidence from the Household Finance and Consumption survey," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46 Bank for International Settlements.
    30. Philip Du Caju, 2017. "Pockets of risk in the Belgian mortgage market : Evidence from the Household Finance and Consumption Survey (HFCS)," Working Paper Research 332, National Bank of Belgium.
    31. Chichaibelu, Bezawit Beyene & Waibel, Hermann, 2017. "Explaining differences in rural household debt between Thailand and Vietnam: Economic environment versus household characteristics," TVSEP Working Papers wp-002, Leibniz Universitaet Hannover, Institute of Development and Agricultural Economics, Project TVSEP.
    32. Eva Sierminska & Karina Doorley, 2013. "To Own or Not to Own?: Household Portfolios, Demographics and Institutions in a Cross-National Perspective," SOEPpapers on Multidisciplinary Panel Data Research 611, DIW Berlin, The German Socio-Economic Panel (SOEP).
    33. McCarthy, Yvonne & McQuinn, Kieran, 2017. "Credit conditions in a boom and bust property market: Insights for macro-prudential policy," The Quarterly Review of Economics and Finance, Elsevier, vol. 64(C), pages 171-182.
    34. Julia Le Blanc & Alessandro Porpiglia & Federica Teppa & Junyi Zhu & Michael Ziegelmeyer, 2016. "Household Saving Behavior in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 12(2), pages 15-69, June.
    35. Du Caju, Philip & Rycx, François & Tojerow, Ilan, 2016. "Unemployment risk and over-indebtedness," Working Paper Series 1908, European Central Bank.
    36. Weiou Wu & Apostolos Fasianos & Stephen Kinsella, 2015. "Differences in Borrowing Behaviour between Core and Peripheral Economies — Economic Environment versus Financial Perceptions," Working Papers 201516, Geary Institute, University College Dublin.
    37. Waibel, H. & Chichaibelu, B.B., 2018. "Exploring Differences in Rural Household Debt between Thailand and Vietnam: Economic Environment versus Household Characteristics," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277520, International Association of Agricultural Economists.
    38. Aller, Carlos & Grant, Charles, 2018. "The effect of the financial crisis on default by Spanish households," Journal of Financial Stability, Elsevier, vol. 36(C), pages 39-52.

  5. Luciana Barbosa & Sónia Costa, 2010. "Determinants of sovereign bond yield spreads in the euro area in," Working Papers w201022, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Pusch, Toralf, 2012. "The role of uncertainty in the euro crisis: A reconsideration of liquidity preference theory," Discussion Papers 31, University of Hamburg, Centre for Economic and Sociological Studies (CESS/ZÖSS).
    2. Iuliana Matei & Angela Cheptea, 2013. "Sovereign bond spread drivers in the EU market in the aftermath of the global financial crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00845660, HAL.
    3. Proksová Denisa & Bohdalová Mária, 2015. "Bond Yield Spreads in the Eurozone," Scientific Annals of Economics and Business, Sciendo, vol. 62(2), pages 222-240, July.
    4. Xisong Jin & Francisco Nadal De Simone, 2017. "Systemic Financial Sector and Sovereign Risks," BCL working papers 109, Central Bank of Luxembourg.
    5. Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi, 2015. "Measuring the effect of government ESG performance on sovereign borrowing cost," Working Papers hal-00951304, HAL.
    6. Adina Criste, 2013. "Issues Regarding the Conducting of the Euro Area Monetary Policy during the European Debt Crisis," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 9(2), pages 96-106, April.
    7. Torój, Andrzej & Bednarek, Elżbieta & Bęza-Bojanowska, Joanna & Osińska, Joanna & Waćko, Katarzyna & Witkowski, Dariusz, 2012. "EMU: the (post-)crisis perspective. Literature survey and implications for the euro-candidates," MF Working Papers 12, Ministry of Finance in Poland, revised 06 Mar 2012.
    8. Juha Kilponen & Helinä Laakkonen & Jouko Vilmunen, 2015. "Sovereign Risk, European Crisis-Resolution Policies, and Bond Spreads," International Journal of Central Banking, International Journal of Central Banking, vol. 11(2), pages 285-323, March.
    9. Maria do Rosario CORREIA & Christian GOKUS & Andrew Hughes HALLETT & Christian R. RICHTER, 2016. "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Journal of Economics and Political Economy, KSP Journals, vol. 3(2), pages 350-376, June.
    10. Iuliana Matei & Angela Cheptea, 2013. "Sovereign bond spread drivers in the EU market in the aftermath of the global financial crisis," Working Papers hal-00845660, HAL.
    11. Radulescu, Andrei, 2012. "The Public Debt Of Countries From Euro Zone. The Snowball Effect," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 16(3), pages 95-103.

Articles

  1. Barbosa, Luciana & Bonfim, Diana & Costa, Sónia & Everett, Mary, 2018. "Cross-border spillovers of monetary policy: What changes during a financial crisis?," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 154-174.

    Cited by:

    1. Claudia M. Buch & Matthieu Bussière & Linda Goldberg & Robert Hills, 2018. "The International Transmission of Monetary Policy," CESifo Working Paper Series 7155, CESifo Group Munich.

  2. Diana Bonfim & Sónia Costa, 2017. "International Banking and Cross-Border Effects of Regulation: Lessons from Portugal," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 341-377, March.
    See citations under working paper version above.
  3. Olympia Bover & Jose Maria Casado & Sonia Costa & Philip Du Caju & Yvonne McCarthy & Eva Sierminska & Panagiota Tzamourani & Ernesto Villanueva & Tibor Zavadil, 2016. "The Distribution of Debt across Euro-Area Countries: The Role of Individual Characteristics, Institutions, and Credit Conditions," International Journal of Central Banking, International Journal of Central Banking, vol. 12(2), pages 71-128, June.
    See citations under working paper version above.
  4. Galvao, Ana Beatriz & Costa, Sonia, 2013. "Does the euro area forward rate provide accurate forecasts of the short rate?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 131-141.

    Cited by:

    1. Giuseppe Arbia & Michele Di Marcantonio, 2015. "Forecasting Interest Rates Using Geostatistical Techniques," Econometrics, MDPI, Open Access Journal, vol. 3(4), pages 1-28, November.

  5. Sónia Costa, 2012. "Households’ Default Probability: An Analysis Based on the Results of the HFCS," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. María Victoria Landaberry, 2018. "Determinants of Households’ Default Probability in Uruguay," Investigación Conjunta-Joint Research,in: María José Roa García & Diana Mejía (ed.), Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean, edition 1, chapter 14, pages 463-506 Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    2. José Alves & Rita Pereira, 2017. "The Portuguese Households' Indebtedness," Working Papers Department of Economics 2017/07, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    3. Andrew Lynn & Ronan C Lyons, 2018. "The Triple Trigger? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default," Trinity Economics Papers tep0718, Trinity College Dublin, Department of Economics.
    4. María José Roa García & Diana Mejía (ed.), 2018. "Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, edition 1, volume 1, number 7en, octubre-d.
    5. María Victoria Landaberry, 2018. "Factores determinantes de la probabilidad de no pago de deudas de los hogares uruguayos," Investigación Conjunta-Joint Research,in: María José Roa García & Diana Mejía (ed.), Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe, edition 1, chapter 14, pages 483-528 Centro de Estudios Monetarios Latinoamericanos, CEMLA.

  6. Luísa Farinha & Sónia Costa, 2012. "Households’ indebtedness: a microeconomic analysis based on the results of the households’ financial," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. José Alves & Rita Pereira, 2017. "The Portuguese Households' Indebtedness," Working Papers Department of Economics 2017/07, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    2. Gross, Marco & Población García, Francisco Javier, 2016. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Working Paper Series 1881, European Central Bank.
    3. Nicolas Albacete & Judith Eidenberger & Gerald Krenn & Peter Lindner & Michael Sigmund, 2014. "Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 27, pages 95-110.
    4. Nicolas Albacete & Peter Lindner, 2013. "Household Vulnerability in Austria – A Microeconomic Analysis Based on the Household Finance and Consumption Survey," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 25, pages 57-73.
    5. Katarzyna Bankowska & Pierre Lamarche & Guillaume Osier & Sébastien Pérez-Duarte, 2015. "Measuring household debt vulnerability in the euro area," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39 Bank for International Settlements.
    6. Merike Kukk, 2014. "Distinguishing the Components of Household Financial Wealth: the Impact of Liabilities on Assets in Euro Area Countries," Proceedings of International Academic Conferences 0100418, International Institute of Social and Economic Sciences.
    7. Ana María Iregui-Bohórquez & Ligia Alba Melo-Becerra & María Teresa Ramírez-Giraldo & Ana María Tribín-Uribe, 2018. "Crédito formal e informal de los hogares en Colombia," Investigación Conjunta-Joint Research,in: María José Roa García & Diana Mejía (ed.), Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe, edition 1, chapter 5, pages 133-166 Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    8. Kelly, Jane & Le Blanc, Julia & Lydon, Reamonn, 2018. "Pockets of risk in European Housing Markets: then and now," Research Technical Papers 12/RT/18, Central Bank of Ireland.
    9. Ana María Iregui-Bohórquez & Ligia Alba Melo-Becerra & María Teresa Ramírez-Giraldo & Ana María Tribín-Uribe, 2016. "Determinantes del acceso al crédito formal e informal: Evidencia de los hogares de ingresos medios y bajos en Colombia," Borradores de Economia 956, Banco de la Republica de Colombia.
    10. Sónia Costa, 2012. "Households’ Default Probability: An Analysis Based on the Results of the HFCS," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    11. Anna Boldizsár & Zsuzsa Kékesi & Balázs Kóczián & Balázs Sisak, 2016. "The Wealth Position of Hungarian Households based on HFCS," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(4), pages 115-150.
    12. Gross, Marco & Población, Javier, 2017. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Economic Modelling, Elsevier, vol. 61(C), pages 510-528.
    13. Simona Malovaná & Michal Hlavácek & Kamil Galušcák, 2017. "Stress testing the Czech household sector using microdata - practical applications in the policy-making process," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46 Bank for International Settlements.

  7. Luísa Farinha & Sónia Costa, 2011. "The Behaviour of Domestic and non Domestic Banks in the Housing Credit Market: an Analysis Based on Microeconomic Data," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Diana Bonfim & Sónia Costa, 2017. "International Banking and Cross-border Effects of Regulation: Lessons from Portugal," Working Papers w201705, Banco de Portugal, Economics and Research Department.

  8. Luciana Barbosa & Sónia Costa, 2010. "Determinants of sovereign bond yield spreads in the euro area in the context of the economic and financial crisis," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Szczypińska, Agnieszka, 2012. "Does the halo effect still hold? Implications for the euro-candidates from the analysis of the EA bond market - the crisis perspective," MF Working Papers 15, Ministry of Finance in Poland, revised 29 Aug 2012.
    2. Dimitris Vas. Seremetis & Anastasios P. Pappas, 2013. "Government bond yield spreads determination: a matter of fundamentals or market overreaction? Evidence from over-borrowed European countries," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 10(3), pages 342-358, December.
    3. Crifo, Patricia & Diaye, Marc-Arthur & Oueghlissi, Rim, 2017. "The effect of countries’ ESG ratings on their sovereign borrowing costs," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 13-20.
    4. Barbosa, Luciana & Bonfim, Diana & Costa, Sónia & Everett, Mary, 2018. "Cross-border spillovers of monetary policy: What changes during a financial crisis?," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 154-174.
    5. Emilios C. Galariotis & Panagiota Makrichoriti & Spyros Spyrou, 2016. "Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach," Post-Print hal-01358715, HAL.
    6. Benedetta Bianchi, 2016. "Sovereign Risk Premia and the International Balance Sheet: Lessons from the European Crisis," Open Economies Review, Springer, vol. 27(3), pages 471-493, July.
    7. Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2017. "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," EconomiX Working Papers 2017-7, University of Paris Nanterre, EconomiX.
    8. Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2016. "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01401718, HAL.
    9. Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I., 2016. "Bond market investor herding: Evidence from the European financial crisis," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 367-375.
    10. Szczypińska, Agnieszka, 2014. "Does the halo effect still hold? The (post-) crisis perspective for the euro candidates," MF Working Papers 18, Ministry of Finance in Poland, revised 30 Jan 2014.
    11. Capelle-Blancard, Gunther & Crifo, Patricia & Diaye, Marc-Arthur & Oueghlissi, Rim & Scholtens, Bert, 2019. "Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries," Journal of Banking & Finance, Elsevier, vol. 98(C), pages 156-169.
    12. Odermann, Alexander & Cremers, Heinz, 2013. "Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress," Frankfurt School - Working Paper Series 204, Frankfurt School of Finance and Management.

  9. Sónia Costa, 2005. "A survey of literature on the equilibrium real exchange rate. An application to the euro exchange rate," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Jhon Edwar Torres & Juan Pablo Cote, 2017. "Un nuevo cálculo de la tasa de cambio real de equilibrio para Colombia: Enfoque de Balance Macroeconómico," Borradores de Economia 1030, Banco de la Republica de Colombia.

  10. Sónia Costa, 2000. "Monetary conditions index," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Osborne-Kinch, Jenny & Holton, Sarah, 2010. "A Discussion of the Monetary Condition Index," Quarterly Bulletin Articles, Central Bank of Ireland, pages 68-80, January.
    2. Valdivia, Daney, 2014. "Posición fiscal, monetaria y control de la brecha inflacionaria y del producto: Evidencia empírica para Bolivia
      [Fiscal - monetary stance and inflation - output gap control: evidence for Bolivia]
      ," MPRA Paper 60713, University Library of Munich, Germany.
    3. Ndiaye, Ndeye Djiba & Masih, Mansur, 2017. "Is inflation targeting the proper monetary policy regime in a dual banking system? new evidence from ARDL bounds test," MPRA Paper 79420, University Library of Munich, Germany.
    4. Lukáš Pfeifer & Zdeněk Pikhart, 2015. "Vliv měnových podmínek na jednotlivé kategorie cen v České Republice v kontextu měnové a makroobezřetnostní politiky
      [The Effect of Monetary Conditions on Individual Categories of Prices in the Cze
      ," Politická ekonomie, University of Economics, Prague, vol. 2015(8), pages 948-966.
    5. Manamani SAHOO, 2017. "Financial conditions index (FCI), inflation and growth: Some evidence," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(612), A), pages 147-172, Autumn.

  11. Sónia Costa, 1998. "Determination of the equilibrium real exchange rate for the Portuguese economy using the FEER," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Jovanovic, Branimir, 2007. "Calculating the Fundamental Equilibrium Exchange Rate of the Macedonian Denar," MPRA Paper 43161, University Library of Munich, Germany.

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  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 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 (5) 2010-11-06 2014-03-15 2014-04-05 2018-08-20 2018-12-10. Author is listed
  2. NEP-EEC: European Economics (5) 2010-11-06 2013-12-06 2014-03-15 2014-06-22 2015-11-21. Author is listed
  3. NEP-IFN: International Finance (3) 2010-11-06 2018-08-20 2018-12-10
  4. NEP-MAC: Macroeconomics (2) 2010-11-06 2016-02-23
  5. NEP-MON: Monetary Economics (2) 2018-08-20 2018-12-10
  6. NEP-ACC: Accounting & Auditing (1) 2014-04-05
  7. NEP-BAN: Banking (1) 2018-08-27
  8. NEP-EUR: Microeconomic European Issues (1) 2014-04-05
  9. NEP-FMK: Financial Markets (1) 2010-11-06
  10. NEP-LAW: Law & Economics (1) 2013-12-29
  11. NEP-URE: Urban & Real Estate Economics (1) 2015-11-21

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