IDEAS home Printed from https://ideas.repec.org/f/pro638.html
   My authors  Follow this author

Jessica Roldan Peña
(Jessica Roldan-Pena)

Personal Details

First Name:Jessica
Middle Name:
Last Name:Roldan Peña
Suffix:
RePEc Short-ID:pro638
Terminal Degree:2011 Department of Economics; University of California-Los Angeles (UCLA) (from RePEc Genealogy)

Affiliation

Banco de México

México, Mexico
http://www.banxico.org.mx/




RePEc:edi:bangvmx (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Nuguer, Victoria & González Gómez, Andrés & Finkelstein-Shapiro, Alan & Roldán-Peña, Jessica, 2018. "Price Dynamics and the Financing Structure of Firms in Emerging Economies," IDB Publications (Working Papers) 9061, Inter-American Development Bank.
  2. Jessica Roldán-Peña & Mauricio Torres-Ferro & Alberto Torres, 2017. "Trade-offs between Inflation Targeting and Financial Stability Objectives: Drivers of Gains from Coordinating Monetary and Macroprudential Policies," Working Papers 2017-22, Banco de México.
  3. Julio A. Carrillo & Enrique G. Mendoza & Victoria Nuguer & Jessica Roldán-Peña, 2017. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," NBER Working Papers 23151, National Bureau of Economic Research, Inc.
  4. Bernardo Morais & José-Luis Peydró & Jessica Roldán-Peña & Claudia Ruiz, 2017. "The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach-for-Yield, and Real Effects," Working Papers 2017-15, Banco de México.
  5. Ana María Aguilar-Argaez & Rocio Elizondo & Jessica Roldán-Peña, 2016. "Break-Even-Inflation's Decomposition in Mexico," Working Papers 2016-22, Banco de México.
  6. Jessica Roldán-Peña, 2012. "Default Risk and Economic Activity: A Small Open Economy Model with Sovereign Debt and Default," Working Papers 2012-16, Banco de México.
  7. Jessica Roldan Pena & Virginia Olivella, 2010. "Re-examining the role of financial constraints in business cycles: is something wrong with the credit multiplier?," 2010 Meeting Papers 377, Society for Economic Dynamics.

Articles

  1. Bernardo Morais & José‐Luis Peydró & Jessica Roldán‐Peña & Claudia Ruiz‐Ortega, 2019. "The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach‐for‐Yield, and Real Effects," Journal of Finance, American Finance Association, vol. 74(1), pages 55-90, February.

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. Nuguer, Victoria & González Gómez, Andrés & Finkelstein-Shapiro, Alan & Roldán-Peña, Jessica, 2018. "Price Dynamics and the Financing Structure of Firms in Emerging Economies," IDB Publications (Working Papers) 9061, Inter-American Development Bank.

    Cited by:

    1. Bryan Hardy & Felipe Saffie, 2019. "From carry trades to trade credit: financial intermediation by non-financial corporations," BIS Working Papers 773, Bank for International Settlements.

  2. Julio A. Carrillo & Enrique G. Mendoza & Victoria Nuguer & Jessica Roldán-Peña, 2017. "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," NBER Working Papers 23151, National Bureau of Economic Research, Inc.

    Cited by:

    1. Mendicino, Caterina & Nikolov, Kalin & Suarez, Javier & Supera, Dominik, 2020. "Bank capital in the short and in the long run," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 64-79.
    2. Paola D'Orazio & Lilit Popoyan, 2020. "Taking up the climate change challenge: a new perspective on central banking," LEM Papers Series 2020/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    3. Itai Agur & Maria Demertzis, 2015. "Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?," IMF Working Papers 2015/283, International Monetary Fund.
    4. Shigenori Shiratsuka & Nao Sudo & Shingo Watanabe, 2019. "Central Bank Design under a Continued Low Inflation and Interest Rate Environment Summary of the 2019 BOJ-IMES Conference," IMES Discussion Paper Series 19-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
    5. Itai Agur, 2018. "Monetary and Macroprudential Policy Coordination Among Multiple Equilibria," IMF Working Papers 2018/235, International Monetary Fund.
    6. Lama, Ruy & Medina, Juan Pablo, 2020. "Mundell meets Poole: Managing capital flows with multiple instruments in emerging economies," Journal of International Money and Finance, Elsevier, vol. 109(C).
    7. Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2018. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," BIS Papers, Bank for International Settlements, number 97, July.
    8. Hiebert, Paul & Jaccard, Ivan & Schüler, Yves, 2018. "Contrasting financial and business cycles: Stylized facts and candidate explanations," Journal of Financial Stability, Elsevier, vol. 38(C), pages 72-80.
    9. Rochelle M. Edge & J. Nellie Liang, 2019. "New Financial Stability Governance Structures and Central Banks," Finance and Economics Discussion Series 2019-019, Board of Governors of the Federal Reserve System (U.S.).

  3. Bernardo Morais & José-Luis Peydró & Jessica Roldán-Peña & Claudia Ruiz, 2017. "The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach-for-Yield, and Real Effects," Working Papers 2017-15, Banco de México.

    Cited by:

    1. Fritz Breuss, 2016. "The Crisis Management of the ECB," WIFO Working Papers 507, WIFO.
    2. Rodrigo Barbone Gonzalez & Dmitry Khametshin & José-Luis Peydró & Andrea Polo, 2018. "Hedger of last resort: evidence from Brazilian FX interventions, local credit, and global financial cycles," Economics Working Papers 1648, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2019.
    3. Asli Demirguc-Kunt & Balint Horvath & Harry Huizinga, 2017. "Foreign Banks and International Transmission of Monetary Policy: Evidence from the Syndicated Loan Market," Bristol Accounting and Finance Discussion Papers 17/6, School of Accounting and Finance, University of Bristol, UK.
    4. Baskaya, Yusuf Soner & di Giovanni, Julian & Kalemli-Ozcan, Sebnem & Peydr�, Jos� Luis & Ulu, Mehmet Fatih, 2017. "Capital Flows and the International Credit Channel," CEPR Discussion Papers 11827, C.E.P.R. Discussion Papers.
    5. Temesvary, Judit & Ongena, Steven & Owen, Ann L., 2018. "A global lending channel unplugged? Does U.S. monetary policy affect cross-border and affiliate lending by global U.S. banks?," Journal of International Economics, Elsevier, vol. 112(C), pages 50-69.
    6. João Barata R. B. Barroso & Rodrigo Barbone Gonzalez & Bernardus F. Nazar Van Doornik, 2017. "Credit Supply Responses to Reserve Requirement: loan-level evidence from macroprudential policy," Working Papers Series 467, Central Bank of Brazil, Research Department.
    7. Carla Soares & Diana Bonfim, 2014. "The risk-taking channel of monetary policy – exploring all avenues," Working Papers w201402, Banco de Portugal, Economics and Research Department.
    8. Georgia Bush & Tomás Gómez & Alejandro Jara & David Moreno & Konstantin Styrin & Yulia Ushakova, 2020. "Macroprudential Policy and the Inward Transmission of Monetary Policy: the case of Chile, Mexico, and Russia," Working Papers Central Bank of Chile 893, Central Bank of Chile.
    9. Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019. "Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register," Working Papers 1128, Barcelona Graduate School of Economics.
    10. Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
    11. Falk Bräuning & Victoria Ivashina, 2018. "U.S. Monetary Policy and Emerging Market Credit Cycles," NBER Working Papers 25185, National Bureau of Economic Research, Inc.
    12. Salih Fendo?lu & Eda Gül?en & José-Luis Peydró, 2019. "Global Liquidity and Impairment of Local Monetary Policy," Working Papers 1131, Barcelona Graduate School of Economics.
    13. Sumit Agarwal & Ricardo Correa & Bernardo Morais & Jessica Roldán & Claudia Ruiz-Ortega, 2020. "Owe a Bank Millions, the Bank Has a Problem: Credit Concentration in Bad Times," International Finance Discussion Papers 1288, Board of Governors of the Federal Reserve System (U.S.).
    14. Mircea Epure & Irina Mihai & Camelia Minoiu & José-Luis Peydró, 2018. "Household Credit, Global Financial Cycle, and Macroprudential Policies; Credit Register Evidence from an Emerging Country," IMF Working Papers 2018/013, International Monetary Fund.
    15. Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas.
    16. Bersch, Johannes & Degryse, Hans & Kick, Thomas & Stein, Ingrid, 2019. "The real effects of bank distress: Evidence from bank bailouts in Germany," ZEW Discussion Papers 19-041, ZEW - Leibniz Centre for European Economic Research.
    17. Koray Alper & Fatih Altunok & Tanju Çapacıoğlu & Steven Ongena, 2019. "The Effect of Unconventional Monetary Policy on Cross‐Border Bank Loans: Evidence from an Emerging Market," Swiss Finance Institute Research Paper Series 19-38, Swiss Finance Institute.
    18. , 2020. "Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from China's Loan-Level Data," FRB Atlanta Working Paper 2020-16, Federal Reserve Bank of Atlanta.
    19. Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens, 2020. "Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation [A theory of systemic risk and design of prudential bank regulation]," Review of Finance, European Finance Association, vol. 24(1), pages 1-43.
    20. Luisa Carpinelli & Matteo Crosignani, 2017. "The Effect of Central Bank Liquidity Injections on Bank Credit Supply," Finance and Economics Discussion Series 2017-038, Board of Governors of the Federal Reserve System (U.S.).
    21. Gourinchas, Pierre-Olivier & Rey, Hélène & Sauzet, Maxime, 2019. "The International Monetary and Financial System," CEPR Discussion Papers 13714, C.E.P.R. Discussion Papers.
    22. Jin Cao & Valeriya Dinger, 2018. "Financial Globalization and Bank Lending: The Limits of Domestic Monetary Policy?," Working Paper 2018/4, Norges Bank.
    23. Claudia M. Buch & Matthieu Bussière & Linda Goldberg & Robert Hills, 2018. "The International Transmission of Monetary Policy," CESifo Working Paper Series 7155, CESifo.
    24. Charles Abuka & Ronnie K. Alinda & Camelia Minoiu & Jose-Luis Peydro & Andrea Filippo Presbitero, 2015. "Monetary Policy in a Developing Country: Loan Applications and Real Effects," Mo.Fi.R. Working Papers 114, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    25. Takáts, Előd & Temesvary, Judit, 2020. "The currency dimension of the bank lending channel in international monetary transmission," Journal of International Economics, Elsevier, vol. 125(C).
    26. José Bustamante & Walter Cuba & Rafael Nivin, 2019. "Determinants of credit growth and the bank-lending channel in Peru: A loan level analysis," BIS Working Papers 803, Bank for International Settlements.
    27. Karlye Dilts Stedman, 2020. "Unconventional Monetary Policy and International Interest Rate Spillovers," Economic Review, Federal Reserve Bank of Kansas City, vol. 105(no.2), pages 5-18, October.
    28. Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International Bank Lending Channel of Monetary Policy," Working papers 2019rwp-145, Yonsei University, Yonsei Economics Research Institute.
    29. Agarwal, Isha & Duttagupta, Rupa & Presbitero, Andrea F., 2018. "International Commodity Prices and Domestic Bank Lending in Developing Countries," ADBI Working Papers 807, Asian Development Bank Institute.
    30. Caccavaio, Marianna & Carpinelli, Luisa & Marinelli, Giuseppe & Schmidt, Julia, 2018. "International spillovers of monetary policy: evidence from France and Italy," Working Paper Series 2216, European Central Bank.
    31. Alexander Raabe & Christiane Kneer, 2019. "Tracking Foreign Capital: The Effect of Capital Inflows on Bank Lending in the UK," IHEID Working Papers 10-2019, Economics Section, The Graduate Institute of International Studies.
    32. Armelius, Hanna & Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2020. "Spread the Word: International spillovers from central bank communication," Journal of International Money and Finance, Elsevier, vol. 103(C).
    33. Argimon, Isabel & Bonner, Clemens & Correa, Ricardo & Duijm, Patty & Frost, Jon & de Haan, Jakob & de Haan, Leo & Stebunovs, Viktors, 2019. "Financial institutions’ business models and the global transmission of monetary policy," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 99-117.
    34. Bustamante, José & Cuba, Walter & Nivín, Rafael, 2019. "Determinantes del crecimiento del crédito y el canal de préstamo bancario en el Perú: Un análisis a nivel de préstamos," Working Papers 2019-007, Banco Central de Reserva del Perú.
    35. Rodrigo Barbone Gonzalez, 2020. "Monetary Policy Surprises and Employment: evidence from matched bank-firm loan data on the bank lending-channel," Working Papers Series 518, Central Bank of Brazil, Research Department.
    36. D'Avino, Carmela, 2018. "Quantitative easing, global banks and the international bank lending channel," Economic Modelling, Elsevier, vol. 71(C), pages 234-246.
    37. Teodora Paligorova & Horacio Sapriza & Andrei Zlate & Ricardo Correa, 2017. "Cross-border Flows and Monetary Policy," 2017 Meeting Papers 335, Society for Economic Dynamics.
    38. Gräb, Johannes & Żochowski, Dawid, 2017. "The international bank lending channel of unconventional monetary policy," Working Paper Series 2109, European Central Bank.
    39. Shikimi, Masayo, 2020. "Bank loan supply shocks and leverage adjustment," Economic Modelling, Elsevier, vol. 87(C), pages 447-460.
    40. Puriya Abbassi & Falk Bräuning, 2020. "Real Effects of Foreign Exchange Risk Migration: Evidence from Matched Firm-Bank Microdata," Working Papers 20-8, Federal Reserve Bank of Boston.
    41. 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.
    42. De Jonghe, Olivier & Dewachter, Hans & Ongena, Steven, 2020. "Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions," Journal of Corporate Finance, Elsevier, vol. 60(C).
    43. Lin, Shu & Xiao, Jinchuan & Ye, Haichun, 2020. "Disguised carry trade and the transmission of global liquidity shocks: Evidence from China’s goods trade data," Journal of International Money and Finance, Elsevier, vol. 104(C).
    44. Itai Agur, 2018. "Monetary and Macroprudential Policy Coordination Among Multiple Equilibria," IMF Working Papers 2018/235, International Monetary Fund.
    45. Guler, Ozan & Mariathasan, Mike & Mulier, Klaas & Okatan, Nejat G., 2019. "The Real Effects of Credit Supply: Review, Synthesis, and Future Directions," MPRA Paper 96542, University Library of Munich, Germany.
    46. Diana Bonfim & Luísa Farinha & Sónia Félix, 2019. "Credit and the economy: lessons from a decade of research at Banco de Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    47. 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.
    48. Zoe Venter, 2019. "The Interaction Between ConventionalMonetary Policy and Financial Stability: Chile, Colombia, Japan, Portugal and the UK," Working Papers REM 2019/96, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    49. Eric Fischer, 2020. "Monetary Surprises and Global Financial Flows: A Case Study of Latin America," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(2), pages 189-225, August.
    50. Li Liu & Yumin Liu & Jong-Min Kim, 2019. "Sustainable Visual Analysis for Bank Non-Performing Loans and Government Debt Distress," Sustainability, MDPI, Open Access Journal, vol. 12(1), pages 1-1, December.
    51. Valentina Bruno & Hyun Song Shin, 2019. "Dollar exchange rate as a credit supply factor - evidence from firm-level exports," BIS Working Papers 819, Bank for International Settlements.
    52. Paola Morales-Acevedo, 2019. "Spillover Effects of Foreign Monetary Policy on the Foreign Indebtedness of Banks and Corporations," IHEID Working Papers 17-2019, Economics Section, The Graduate Institute of International Studies, revised 05 Nov 2019.
    53. Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate, 2018. "Cross-Border Bank Flows and Monetary Policy," International Finance Discussion Papers 1241, Board of Governors of the Federal Reserve System (U.S.).
    54. Seung Jung Lee & Lucy Qian Liu & Viktors Stebunovs, 2019. "Risk-Taking Spillovers of U.S. Monetary Policy in the Global Market for U.S. Dollar Corporate Loans," International Finance Discussion Papers 1251, Board of Governors of the Federal Reserve System (U.S.).

  4. Jessica Roldán-Peña, 2012. "Default Risk and Economic Activity: A Small Open Economy Model with Sovereign Debt and Default," Working Papers 2012-16, Banco de México.

    Cited by:

    1. Park, JungJae, 2017. "Sovereign default and capital accumulation," Journal of International Economics, Elsevier, vol. 106(C), pages 119-133.
    2. Grey Gordon & Pablo Guerron-Quintana, 2013. "Dynamics of investment, debt, and default," Working Papers 13-18, Federal Reserve Bank of Philadelphia.

  5. Jessica Roldan Pena & Virginia Olivella, 2010. "Re-examining the role of financial constraints in business cycles: is something wrong with the credit multiplier?," 2010 Meeting Papers 377, Society for Economic Dynamics.

    Cited by:

    1. Gomez-Ruano, Gerardo, 2014. "Should Central Banks Take On Credit-Risk?," MPRA Paper 93633, University Library of Munich, Germany.
    2. Jose Ignacio Lopez & Virginia Olivella, 2018. "The importance of intangible capital for the transmission of financial shocks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 223-238, October.
    3. J.I.Lopez & V. Olivella Moppett, 2014. "Financial Shocks and the Cyclical Behavior of Skilled and Unskilled Unemployment," Working papers 496, Banque de France.

Articles

  1. Bernardo Morais & José‐Luis Peydró & Jessica Roldán‐Peña & Claudia Ruiz‐Ortega, 2019. "The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach‐for‐Yield, and Real Effects," Journal of Finance, American Finance Association, vol. 74(1), pages 55-90, February.
    See citations under working paper version above.Sorry, no citations of articles 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 9 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-MAC: Macroeconomics (8) 2013-01-19 2017-01-15 2017-02-26 2017-07-02 2017-09-17 2018-02-19 2018-09-03 2019-04-22. Author is listed
  2. NEP-CBA: Central Banking (7) 2017-01-15 2017-02-26 2017-07-02 2017-09-17 2018-02-19 2018-09-03 2019-04-22. Author is listed
  3. NEP-MON: Monetary Economics (7) 2016-11-27 2017-02-26 2017-07-02 2017-09-17 2018-02-19 2018-09-03 2019-04-22. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (5) 2013-01-19 2016-11-27 2017-02-26 2017-07-02 2018-09-03. Author is listed
  5. NEP-BAN: Banking (2) 2017-09-17 2019-04-22
  6. NEP-IFN: International Finance (1) 2017-09-17
  7. NEP-OPM: Open Economy Macroeconomics (1) 2013-01-19

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jessica Roldan Peña
(Jessica Roldan-Pena) should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.