IDEAS home Printed from https://ideas.repec.org/f/pva874.html
   My authors  Follow this author

Victoria Vanasco

Personal Details

First Name:Victoria
Middle Name:
Last Name:Vanasco
Suffix:
RePEc Short-ID:pva874
https://sites.google.com/site/vicovanasco
CREI RAMON TRIAS FARGAS 25-27 Barcelona 08005 Spain

Affiliation

(90%) Centre de Recerca en Economia Internacional (CREI)
Barcelona School of Economics (BSE)

Barcelona, Spain
http://www.crei.cat/
RePEc:edi:eiupfes (more details at EDIRC)

(10%) Departament d'Economia i Empresa
Universitat Pompeu Fabra
Barcelona School of Economics (BSE)

Barcelona, Spain
http://www.econ.upf.edu/
RePEc:edi:deupfes (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Vladimir Asriyan & Victoria Vanasco, 2019. "Security Design in Non-Exclusive Markets with Asymmetric Information," Working Papers 1164, Barcelona School of Economics.
  2. Ulrike Malmendier & Demien Pouzo & Victoria Vanasco, 2019. "Investor Experiences and International Capital Flows," Working Papers 1163, Barcelona School of Economics.
  3. Asriyan, Vladimir & Foarta, Dana & Vanasco, Victoria, 2018. "Strategic Complexity When Seeking Approval," Research Papers 3615, Stanford University, Graduate School of Business.
  4. Victoria Vanasco, 2018. "Security Design in Opaque Markets: The Role of Exclusivity and Commitment," 2018 Meeting Papers 238, Society for Economic Dynamics.
  5. Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria, 2016. "Asset Pricing with Experience Effects," Research Papers 3425, Stanford University, Graduate School of Business.
  6. Vanasco, Victoria, 2016. "The Downside of Asset Screening for Market Liquidity," Research Papers 3424, Stanford University, Graduate School of Business.
  7. Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2016. "Investor Experiences and Financial Market Dynamics," Papers 1612.09553, arXiv.org, revised Feb 2019.
  8. Botsch, Matthew & Vanasco, Victoria, 2015. "Relationship Lending: Do Banks Learn?," Research Papers 3239, Stanford University, Graduate School of Business.
  9. Vanasco, Victoria & Asriyan, Vladimir, 2014. "Informed Intermediation over the Cycle," Research Papers 3235, Stanford University, Graduate School of Business.
  10. Vanasco, Victoria, 2014. "Information Acquisition vs. Liquidity in Financial Markets," Research Papers 3248, Stanford University, Graduate School of Business.
  11. Augusto de la Torre & María Soledad Martínez Pería & María Mercedes Politi & Sergio L. Schmukler & Victoria Vanasco, 2008. "How Do Banks Serve SMEs? Business and Risk Management Models," World Bank Publications - Reports 12959, The World Bank Group.

Articles

  1. Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria, 2020. "Investor experiences and financial market dynamics," Journal of Financial Economics, Elsevier, vol. 136(3), pages 597-622.
  2. Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria, 2020. "Investor experiences and international capital flows," Journal of International Economics, Elsevier, vol. 124(C).
  3. Brendan Daley & Brett Green & Victoria Vanasco, 2020. "Securitization, Ratings, and Credit Supply," Journal of Finance, American Finance Association, vol. 75(2), pages 1037-1082, April.
  4. Botsch, Matthew & Vanasco, Victoria, 2019. "Learning by lending," Journal of Financial Intermediation, Elsevier, vol. 37(C), pages 1-14.
  5. Victoria Vanasco, 2017. "The Downside of Asset Screening for Market Liquidity," Journal of Finance, American Finance Association, vol. 72(5), pages 1937-1982, October.

Chapters

  1. Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2019. "Investor Experiences and International Capital Flows," NBER Chapters, in: NBER International Seminar on Macroeconomics 2019, National Bureau of Economic Research, Inc.

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. Vladimir Asriyan & Victoria Vanasco, 2019. "Security Design in Non-Exclusive Markets with Asymmetric Information," Working Papers 1164, Barcelona School of Economics.

    Cited by:

    1. Brendan Daley & Brett Green & Victoria Vanasco, 2016. "Designing securities for scrutiny," Economics Working Papers 1818, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2021.
    2. Jin-Wook Chang & Matt Darst, 2022. "Moldy Lemons and Market Shutdowns," Finance and Economics Discussion Series 2022-013, Board of Governors of the Federal Reserve System (U.S.).
    3. Li, Qi, 2022. "Security design without verifiable retention," Journal of Economic Theory, Elsevier, vol. 200(C).

  2. Ulrike Malmendier & Demien Pouzo & Victoria Vanasco, 2019. "Investor Experiences and International Capital Flows," Working Papers 1163, Barcelona School of Economics.

    Cited by:

    1. Kristin J. Forbes & Francis E. Warnock, 2020. "Capital Flow Waves—or Ripples? Extreme Capital Flow Movements Since the Crisis," NBER Working Papers 26851, National Bureau of Economic Research, Inc.
    2. Lin, Anchor Y. & Lin, Yueh-Neng, 2021. "Market similarity and cross-border investment performance," Finance Research Letters, Elsevier, vol. 40(C).

  3. Asriyan, Vladimir & Foarta, Dana & Vanasco, Victoria, 2018. "Strategic Complexity When Seeking Approval," Research Papers 3615, Stanford University, Graduate School of Business.

    Cited by:

    1. Ana Babus & Maryam farboodi, 2019. "The Hidden Costs of Strategic Opacity," 2019 Meeting Papers 1508, Society for Economic Dynamics.
    2. Foarta, Dana & Morelli, Massimo, 2020. "Complexity and the Reform Process," Research Papers 3891, Stanford University, Graduate School of Business.

  4. Vanasco, Victoria, 2016. "The Downside of Asset Screening for Market Liquidity," Research Papers 3424, Stanford University, Graduate School of Business.

    Cited by:

    1. Ping-Lun Tseng & Wen-Chung Guo, 2022. "Fintech, Credit Market Competition, and Bank Asset Quality," Journal of Financial Services Research, Springer;Western Finance Association, vol. 61(3), pages 285-318, June.
    2. Salomón García, 2022. "Mortgage securitization and information frictions in general equilibrium," Working Papers 2221, Banco de España.
    3. Osano, Hiroshi, 2020. "Credit default swaps and market information," Journal of Financial Markets, Elsevier, vol. 48(C).
    4. Heinsalu, Sander, 2020. "Investing to access an adverse selection market," International Journal of Industrial Organization, Elsevier, vol. 72(C).
    5. Anastasios Dosis, 2019. "Interest Rates and Investment Under Competitive Screening and Moral Hazard," Working Papers hal-02130434, HAL.
    6. Gottardi, Piero & Maurin, Vincent & Monnet, Cyril, 2021. "Financial Fragility with Collateral Circulation," CEPR Discussion Papers 15757, C.E.P.R. Discussion Papers.
    7. Deeksha Gupta, 2018. "Too Much Skin-in-the-Game? The Effect of Mortgage Market Concentration on Credit and House Prices," 2018 Meeting Papers 512, Society for Economic Dynamics.
    8. Toni Ahnert & Martin Kuncl, 2019. "Loan Insurance, Market Liquidity, and Lending Standards," Staff Working Papers 19-47, Bank of Canada.
    9. Nicolas Caramp, 2021. "Sowing the Seeds of Financial Crises: Endogenous Asset Creation and Adverse Selection," Working Papers 342, University of California, Davis, Department of Economics.
    10. Segura, Anatoli & Zeng, Jing, 2020. "Off-balance sheet funding, voluntary support and investment efficiency," Journal of Financial Economics, Elsevier, vol. 137(1), pages 90-107.
    11. Hong, Jengei & Ahn, Seryoong, 2022. "Penalty interest rates, LTV constraints, and screening laxity in mortgage markets," Journal of Banking & Finance, Elsevier, vol. 138(C).
    12. Manuel Adelino & Kristopher S. Gerardi & Barney Hartman-Glaser, 2016. "Are Lemons Sold First? Dynamic Signaling in the Mortgage Market," FRB Atlanta Working Paper 2016-8, Federal Reserve Bank of Atlanta.
    13. Matthew J. Botsch, 2022. "Public and Private Benefits of Information in Markets for Securitized Assets," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 48(3), pages 319-365, June.
    14. Donaldson, Jason Roderick & Piacentino, Giorgia, 2019. "Money Runs," CEPR Discussion Papers 13955, C.E.P.R. Discussion Papers.
    15. Ana Babus & Maryam farboodi, 2019. "The Hidden Costs of Strategic Opacity," 2019 Meeting Papers 1508, Society for Economic Dynamics.
    16. Kuncl, Martin & Ahnert, Toni, 2019. "Loan Insurance, Adverse Selection and Screening," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203565, Verein für Socialpolitik / German Economic Association.
    17. Fjesme, Sturla L. & Galpin, Neal E. & Moore, Lyndon, 2021. "Rejected stock exchange applicants," Journal of Financial Economics, Elsevier, vol. 139(2), pages 502-521.
    18. Kuong, John Chi-Fong & Zeng, Jing, 2021. "Securitization and optimal foreclosure," Journal of Financial Intermediation, Elsevier, vol. 48(C).
    19. Jason R. Donaldson & Giorgia Piacentino, 2019. "Money Runs," NBER Working Papers 26298, National Bureau of Economic Research, Inc.
    20. Hebert, Benjamin, 2015. "Moral Hazard and the Optimality of Debt," Research Papers 3455, Stanford University, Graduate School of Business.
    21. Kinda Hachem, 2014. "Inefficiently Low Screening with Walrasian Markets," NBER Working Papers 20365, National Bureau of Economic Research, Inc.
    22. Michael Junho Lee & Daniel Neuhann, 2019. "A Dynamic Theory of Collateral Quality and Long-Term Interventions," Staff Reports 894, Federal Reserve Bank of New York.
    23. Chen, Rongda & Zhou, Hanxian & Jin, Chenglu & Liu, Jia, 2020. "Discount or premium? Pricing of structured products: An analysis of Chinese market," International Review of Financial Analysis, Elsevier, vol. 70(C).
    24. Gürtler, Marc & Koch, Florian, 2021. "Multidimensional skin in the game," Journal of Mathematical Economics, Elsevier, vol. 97(C).
    25. Jang, Inkee & Kang, Kee-Youn, 2021. "Adverse selection and costly information acquisition in asset markets," Journal of Mathematical Economics, Elsevier, vol. 97(C).
    26. Adelino, Manuel & Gerardi, Kristopher & Hartman-Glaser, Barney, 2019. "Are lemons sold first? Dynamic signaling in the mortgage market," Journal of Financial Economics, Elsevier, vol. 132(1), pages 1-25.

  5. Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2016. "Investor Experiences and Financial Market Dynamics," Papers 1612.09553, arXiv.org, revised Feb 2019.

    Cited by:

    1. Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2019. "Investor experiences and international capital flows," Economics Working Papers 1710, Department of Economics and Business, Universitat Pompeu Fabra.
    2. Stefan Nagel & Zhengyang Xu, 2019. "Asset Pricing with Fading Memory," NBER Working Papers 26255, National Bureau of Economic Research, Inc.
    3. Chien-Wen Yang & Fang-Ni Chu & Wan-I Chen & Ming-Chi Chen, 2022. "Willingness to Purchase a House during Economic Lost Decades in Japanese Urban Housing Market," International Real Estate Review, Global Social Science Institute, vol. 25(3), pages 333-370.
    4. Li, Jie & An, Yahui & Wang, Lidan & Zhang, Yongjie, 2022. "Combating the COVID-19 pandemic: The role of disaster experience," Research in International Business and Finance, Elsevier, vol. 60(C).
    5. Velásquez, Jorge Sepúlveda & Griñen, Pablo Tapia & Henríquez, Boris Pastén, 2022. "Emerging market dynamics in H1N1 and COVID-19 pandemics," Economics Letters, Elsevier, vol. 218(C).
    6. Malmendier, Ulrike M. & Shen, Leslie Sheng, 2020. "Scarred Consumption," CEPR Discussion Papers 14937, C.E.P.R. Discussion Papers.
    7. Briggs, Joseph & Cesarini, David & Lindqvist, Erik & Östling, Robert, 2015. "Windfall Gains and Stock Market Participation," Working Paper Series 1092, Research Institute of Industrial Economics.
    8. Robin Greenwood & Samuel G. Hanson & Lawrence J. Jin, 2019. "Reflexivity in Credit Markets," NBER Working Papers 25747, National Bureau of Economic Research, Inc.
    9. Alessandro Bucciol & Alessio Hu & Luca Zarri, 2017. "The Effects of Prior Shocks on Managerial Risk Taking: Evidence from Italian Professional Soccer," Working Papers 17/2017, University of Verona, Department of Economics.
    10. Shin, Michael, 2021. "Subjective expectations, experiences, and stock market participation: Evidence from the lab," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 672-689.
    11. Ulrike Malmendier & Leslie Sheng Shen, 2018. "Scarred Consumption," NBER Working Papers 24696, National Bureau of Economic Research, Inc.
    12. Gagnon-Bartsch, Tristan & Bushong, Benjamin, 2022. "Learning with misattribution of reference dependence," Journal of Economic Theory, Elsevier, vol. 203(C).
    13. Svetlana Bender & James J. Choi & Danielle Dyson & Adriana Z. Robertson, 2020. "Millionaires Speak: What Drives Their Personal Investment Decisions?," NBER Working Papers 27969, National Bureau of Economic Research, Inc.
    14. Botsch, Matthew J. & Malmendier, Ulrike M., 2020. "The Long Shadows of the Great Inflation: Evidence from Residential Mortgages," CEPR Discussion Papers 14934, C.E.P.R. Discussion Papers.
    15. Wang, Hailong & Hu, Duni, 2020. "Disagreement with procyclical beliefs and asset pricing," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    16. Costa Sperb, L.F. & Sung, M.-C. & Ma, T. & Johnson, J.E.V., 2022. "Turning the heat on financial decisions: Examining the role temperature plays in the incidence of bias in a time-limited financial market," European Journal of Operational Research, Elsevier, vol. 299(3), pages 1142-1157.
    17. Buss, Adrian & Uppal, Raman & Vilkov, Grigory, 2020. "Investor Sophistication and Portfolio Dynamics," CEPR Discussion Papers 15116, C.E.P.R. Discussion Papers.
    18. Klaus Gründler & Armin Hackenberger & Anina Harter & Niklas Potrafke, 2021. "Covid-19 Vaccination: The Role of Crisis Experience," CESifo Working Paper Series 9096, CESifo.
    19. Ulrike Malmendier, 2018. "Behavioral Corporate Finance," NBER Working Papers 25162, National Bureau of Economic Research, Inc.
    20. Dan Li & Geng Li, 2021. "Whose Disagreement Matters? Household Belief Dispersion and Stock Trading Volume [Belief dispersion in the stock market]," Review of Finance, European Finance Association, vol. 25(6), pages 1859-1900.
    21. Lena Dräger & Klaus Gründler & Niklas Potrafke, 2022. "Political Shocks and Inflation Expectations: Evidence from the 2022 Russian Invasion of Ukraine," ifo Working Paper Series 371, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    22. Radke, Lucas & Wicknig, Florian, 2021. "Experience-Based Heterogeneity in Expectations and Monetary Policy," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242414, Verein für Socialpolitik / German Economic Association.

  6. Botsch, Matthew & Vanasco, Victoria, 2015. "Relationship Lending: Do Banks Learn?," Research Papers 3239, Stanford University, Graduate School of Business.

    Cited by:

    1. Suarez, Javier & Sánchez Serrano, Antonio, 2018. "Approaching non-performing loans from a macroprudential angle," Report of the Advisory Scientific Committee 7, European Systemic Risk Board.
    2. Simone Lenzu & Francesco Manaresi, 2019. "Sources and implications of resource misallocation: new evidence from firm-level marginal products and user costs," Questioni di Economia e Finanza (Occasional Papers) 485, Bank of Italy, Economic Research and International Relations Area.
    3. William Mullins & Patricio Toro, 2018. "Credit Guarantees and New Bank Relationships," Working Papers Central Bank of Chile 820, Central Bank of Chile.

  7. Vanasco, Victoria & Asriyan, Vladimir, 2014. "Informed Intermediation over the Cycle," Research Papers 3235, Stanford University, Graduate School of Business.

    Cited by:

    1. Maryam Farboodi & Laura Veldkamp, 2017. "Long Run Growth of Financial Technology," NBER Working Papers 23457, National Bureau of Economic Research, Inc.
    2. Farboodi, Maryam & Veldkamp, Laura, 2018. "Long Run Growth of Financial Data Technology," CEPR Discussion Papers 13278, C.E.P.R. Discussion Papers.
    3. Juliane Begenau & Laura Veldkamp & Maryam Farboodi, 2018. "Big Data in Finance and the Growth of Large Firms," 2018 Meeting Papers 155, Society for Economic Dynamics.
    4. Begenau, Juliane & Farboodi, Maryam & Veldkamp, Laura, 2018. "Big data in finance and the growth of large firms," Journal of Monetary Economics, Elsevier, vol. 97(C), pages 71-87.
    5. Maryam Farboodi & Laura Veldkamp, 2018. "Long Run Growth of Financial Data Technology," Working Papers 18-09, New York University, Leonard N. Stern School of Business, Department of Economics.
    6. Jianxing Wei & Tong Xu, 2018. "A Model of Bank Credit Cycles," 2018 Meeting Papers 610, Society for Economic Dynamics.
    7. Juliane Begenau & Maryam Farboodi & Laura Veldkamp, 2018. "Big Data in Finance and the Growth of Large Firms," NBER Working Papers 24550, National Bureau of Economic Research, Inc.
    8. Juliane Begenau & Maryam Farboodi & Laura Veldkamp, 2018. "Big Data in Finance and the Growth of Large Firms," Working Papers 18-08, New York University, Leonard N. Stern School of Business, Department of Economics.

  8. Vanasco, Victoria, 2014. "Information Acquisition vs. Liquidity in Financial Markets," Research Papers 3248, Stanford University, Graduate School of Business.

    Cited by:

    1. Neuhann, Daniel, 2016. "Macroeconomic effects of secondary market trading," ESRB Working Paper Series 25, European Systemic Risk Board.
    2. Marco Di Maggio & Amir Kermani & Christopher Palmer, 2016. "How Quantitative Easing Works: Evidence on the Refinancing Channel," NBER Working Papers 22638, National Bureau of Economic Research, Inc.
    3. Kempf, Elisabeth & Manconi, Alberto & Massa, Massimo, 2017. "Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds," CEPR Discussion Papers 11993, C.E.P.R. Discussion Papers.
    4. Kang, Kee-Youn, 2021. "Optimal contract for asset trades: Collateralizing or selling?," Journal of Financial Markets, Elsevier, vol. 56(C).
    5. Judy Qiu & Leilei Tang & Ingo Walter, 2018. "Hedge fund incentives, management commitment and survivorship," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(2), pages 115-142, May.
    6. Neuhann, Daniel, 2017. "Macroeconomic effects of secondary market trading," Working Paper Series 2039, European Central Bank.

  9. Augusto de la Torre & María Soledad Martínez Pería & María Mercedes Politi & Sergio L. Schmukler & Victoria Vanasco, 2008. "How Do Banks Serve SMEs? Business and Risk Management Models," World Bank Publications - Reports 12959, The World Bank Group.

    Cited by:

    1. Augusto de la Torre & María Soledad Martínez Pería & Sergio L. Schmukler, 2009. "Drivers and Obstacles to Banking SMEs: The Role of Competition and the Institutional Framework," CESifo Working Paper Series 2651, CESifo.

Articles

  1. Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria, 2020. "Investor experiences and financial market dynamics," Journal of Financial Economics, Elsevier, vol. 136(3), pages 597-622.
    See citations under working paper version above.
  2. Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria, 2020. "Investor experiences and international capital flows," Journal of International Economics, Elsevier, vol. 124(C).
    See citations under working paper version above.
  3. Brendan Daley & Brett Green & Victoria Vanasco, 2020. "Securitization, Ratings, and Credit Supply," Journal of Finance, American Finance Association, vol. 75(2), pages 1037-1082, April.

    Cited by:

    1. Hu, Yunzhi, 2022. "A dynamic theory of bank lending, firm entry, and investment fluctuations," Journal of Economic Theory, Elsevier, vol. 204(C).
    2. Serena Gallo, 2021. "Fintech platforms: Lax or careful borrowers’ screening?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-33, December.
    3. Toni Ahnert & Martin Kuncl, 2019. "Loan Insurance, Market Liquidity, and Lending Standards," Staff Working Papers 19-47, Bank of Canada.
    4. Manuel Adelino & Kristopher S. Gerardi & Barney Hartman-Glaser, 2016. "Are Lemons Sold First? Dynamic Signaling in the Mortgage Market," FRB Atlanta Working Paper 2016-8, Federal Reserve Bank of Atlanta.
    5. Matthew J. Botsch, 2022. "Public and Private Benefits of Information in Markets for Securitized Assets," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 48(3), pages 319-365, June.
    6. Itay Goldstein & Chong Huang, 2020. "Credit Rating Inflation and Firms' Investments," Journal of Finance, American Finance Association, vol. 75(6), pages 2929-2972, December.
    7. Josephson, Jens & Shapiro, Joel, 2020. "Credit ratings and structured finance," Journal of Financial Intermediation, Elsevier, vol. 41(C).
    8. Bayeh, Antonio & Bitar, Mohammad & Burlacu, Radu & Walker, Thomas, 2021. "Competition, securitization, and efficiency in US banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 553-576.

  4. Botsch, Matthew & Vanasco, Victoria, 2019. "Learning by lending," Journal of Financial Intermediation, Elsevier, vol. 37(C), pages 1-14.

    Cited by:

    1. Isaac Baley & Laura Veldkamp, 2021. "Bayesian Learning," Working Papers 1287, Barcelona School of Economics.
    2. Degryse, Hans & Kokas, Sotirios & Minetti, Raoul & Peruzzi, Valentina, 2022. "Bank Information and Firm Growth. Microeconomic Evidence from the US Credit Market," Working Papers 2022-3, Michigan State University, Department of Economics.
    3. Pankaj C. Patel & Mike G. Tsionas, 2022. "Learning‐by‐lending and learning‐by‐repaying: A two‐sided learning model for defaults on Small Business Administration loans," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(4), pages 906-919, June.
    4. Brendan Daley & Brett Green & Victoria Vanasco, 2020. "Securitization, Ratings, and Credit Supply," Journal of Finance, American Finance Association, vol. 75(2), pages 1037-1082, April.
    5. Demiroglu, Cem & James, Christopher & Velioglu, Guner, 2022. "Why are commercial loan rates so sticky? The effect of private information on loan spreads," Journal of Financial Economics, Elsevier, vol. 143(2), pages 959-972.
    6. Yunzhi Hu & Felipe Varas, 2021. "A Theory of Zombie Lending," Journal of Finance, American Finance Association, vol. 76(4), pages 1813-1867, August.
    7. Zhao, Yijia (Eddie), 2021. "Does credit type matter for relationship lending? The special role of bank credit lines," Finance Research Letters, Elsevier, vol. 38(C).
    8. Jason Roderick Donaldson & Giorgia Piacentino & Anjan Thakor, 2021. "Intermediation Variety," Journal of Finance, American Finance Association, vol. 76(6), pages 3103-3152, December.
    9. Ambrocio, Gene & Hasan, Iftekhar, 2018. "Private information and lender discretion across time and institutions," Research Discussion Papers 17/2018, Bank of Finland.
    10. Falko Fecht & José-Luis Peydró & Günseli Tümer-Alkan & Yuejuan Yu, 2021. "Banks’ Equity Stakes in Firms: A Blessing or Curse in Credit Markets?," Working Papers 1306, Barcelona School of Economics.
    11. Michael Schwert, 2020. "Does Borrowing from Banks Cost More than Borrowing from the Market?," Journal of Finance, American Finance Association, vol. 75(2), pages 905-947, April.
    12. Karolis Liaudinskas & Kristina Grigaitė, 2021. "Estimating firms’ bank-switching costs," Working Paper 2021/4, Norges Bank.
    13. Olivier Darmouni, 2020. "Informational Frictions and the Credit Crunch," Journal of Finance, American Finance Association, vol. 75(4), pages 2055-2094, August.
    14. Boot, Arnoud & Hoffmann, Peter & Laeven, Luc & Ratnovski, Lev, 2021. "Fintech: what’s old, what’s new?," Journal of Financial Stability, Elsevier, vol. 53(C).
    15. Ambrocio, Gene & Hasan, Iftekhar, 2019. "What drives discretion in bank lending? Some evidence and a link to private information," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 323-340.

  5. Victoria Vanasco, 2017. "The Downside of Asset Screening for Market Liquidity," Journal of Finance, American Finance Association, vol. 72(5), pages 1937-1982, October.
    See citations under working paper version above.

Chapters

  1. Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2019. "Investor Experiences and International Capital Flows," NBER Chapters, in: NBER International Seminar on Macroeconomics 2019, National Bureau of Economic Research, Inc.
    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 16 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-MIC: Microeconomics (9) 2015-03-05 2015-03-05 2016-10-02 2018-09-10 2019-03-25 2019-04-08 2020-04-06 2020-05-11 2020-07-20. Author is listed
  2. NEP-BAN: Banking (3) 2015-03-05 2015-03-05 2015-06-13
  3. NEP-DGE: Dynamic General Equilibrium (3) 2016-10-02 2017-01-08 2018-09-03
  4. NEP-IFN: International Finance (3) 2020-02-10 2020-04-06 2020-05-11
  5. NEP-GEN: Gender (2) 2020-05-11 2020-05-11
  6. NEP-MFD: Microfinance (2) 2015-03-05 2015-03-05
  7. NEP-MST: Market Microstructure (2) 2015-03-05 2016-10-02
  8. NEP-COM: Industrial Competition (1) 2020-07-20
  9. NEP-OPM: Open Economy Macroeconomics (1) 2020-02-10
  10. NEP-ORE: Operations Research (1) 2020-05-11
  11. NEP-UPT: Utility Models & Prospect Theory (1) 2017-01-08

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, Victoria Vanasco 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.