PUBLICATIONS ---

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2017-2016

Title

Journal

BCBS Author

Jointly with

Capital flows and the international credit channelJournal of International Economics ( Forthcoming)Julian di Giovanni and José-Luis PeydróYusuf Soner Baskaya,Sebnem Kalemli-Özcan, and Mehmet Fatih Ulu
Does mandatory shareholder voting prevent bad acquisitions?Review of Financial Studies 29(11), 3035–3067,November 2016Andrea PoloBecht, M. and Rossi, S.
Securities trading by banks and credit supply: micro-evidenceJournal of Financial Economics 121(3), 569–594, September 2016José-Luis PeydróAbbassi, P., Iyer,R., and Tous, F.
Double bank runs and liquidity risk management.Journal of Financial Economics 122(1), 135–154,October 2016Filippo IppolitoJosé-Luis Peydró and Andrea PoloEnrico Sette
Information and investment under uncertainty.Economic Letters 148, 17–22, November 2016Javier Gil-BazoDumitrescu, A.
Relationship and transaction lending in a crisis.Review of Financial Studies 29(10), 2643–2676, October 2016Xavier Freixas Bolton, P., Gambacorta, L.and Mistrulli, P.E
Incentives for early adoption of carbon capture technology:Further considerations from a European perspective.Energy Policy 90, 246–252, March 2016Albert Banal-Estañol Eckhause, J. and Massol, O.

 

2015-2014

Title

Journal

BCBS Author

Jointly with

Monetary conditions and banks’ behaviour in the Czech Republic.Open Economies Review 26(3), 407–445, May 2015José-Luis PeydróGeršl, A., Jakubik, P., Kowalczyk, D.and Ongena, S.
Joining the CCS club! The economics of CO2 pipeline projects.Research Policy 44(6), 1160–1175, July 2015Albert Banal-EstañolMassol, O. and Tchung-Ming, S.
The double-edged sword of industry collaboration: Evidence from engineering academics in the UK.European Journal of Operational Research 247(1), 259–275, November 2015Albert Banal-EstañolJofre-Bonet, M. and Lawson, C.
Merger Failures.Journal of Economics & Management Strategy.Albert Banal-EstañolJo Seldeslachts (Amsterdam)
Screening and Merger Activity.Journal of Industrial Economics.Albert Banal-EstañolPaul Heidhues (Bonn), Rainer Nitsche (ESMT) and Jo Seldeslachts
Empirical risk minimization for heavy-tailed losses: Annals of Statistics 43(6), 2507-2536, 2015Christian BrownleesLugosi, G. and Joly, E.
Disentangling systematic and idiosyncratic dynamics in panels of volatility measuresJournal of Financial Econometrics 182(2), 364-382, 2014.Christian BrownleesBarigozzi, M., Gallo G.M, and Veredas D.
Entrepreneurial Risk, Investment and Innovation.Journal of Financial Economics.Andrea Caggese
Cleaning up the Spanish financial sector's real estate risk exposure: situation and outlookSpanish Economic and Financial Outlook 4(5), 53-69, 2015.José García-Montalvo
The real estate and credit bubble: Evidence from SpainSERIEs: Journal of the Spanish Economic Association, 223-243, 2014.José García-Montalvo with Akin, Garcia, Peydro and Raya
Lines of Credit as Monitored Liquidity Insurance.Journal of Financial Economics 112(3), 287-319, 2014.Filippo IppolitoV. Acharya, H. Almeida and A. Perez
Export diversification and resource-based industrialization: the case of natural gasEuropean Journal of Operational Research 237(3), 1067-1082, 2014.Albert Banal-Estañol Massol, O.
Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications.American Economic Review.José-Luis PeydróGabriel Jiménez, Steven Ongena and Jesús Saurina
The impact of industry collaboration on academic research: Evidence from UKResearch Policy (forthcoming)Albert Banal-EstañolJofre-Bonet, M. and Meissner, C.
Back to boring banking in the age of deleveraging and new regulationSpanish Economic and Financial Outlook 3(1), 47-59, 2014.José García-Montalvo
Regression-based analysis of cointegration systemsJournal of Econometrics 186, 32-50, 2015Javier Gómez BiscarriJ.Hualde
A residual-based ADF test for stationary cointegration in I(2) systemsJournal of Econometrics 184, 280-294, 2015Javier Gómez BiscarriJ.Hualde
Shocks abroad, pain at home? Bank-firm level evidence on financial contagion during the 2007-2009 crisisIMF Economic Review (forthcoming)José-Luis PeydróOngena, S. and van Horen, N.
Trusting the bankers: Another look at the credit channel of monetary policyReview of Economic Dynamics 18(4), 979–1002, October 2015José-Luis PeydróCiccarelli, M. and Maddaloni, A.
Monetary policy, risk-taking and pricing: Evience from a quasi-natural experimentReview of Finance 19(1), 95-144, 2015José-Luis PeydróIoannidou, V. and Ongena, S.
Hazardous times for monetary policy: what do 23 million loans say about the impact of monetary policy on credit-risk takingEconometrica 82(2), 463-505, 2014José-Luis PeydróJimenez, G., Ongena, S., and Saurina, J.
The interbank liquidity crunch and firm credit crunch: Evidence from the 2007-2009 crisisReview of Financial Studies, 27(1): 347-372, 2014.José-Luis PeydróIyer, R., Lopes, S. and Schoar, A.

 

2013-2012

Title

Journal

BCBS Author

Jointly with

Contractual Characteristics and the Returns of Private Equity Investments.Journal of Financial Intermediation, 22, 201–217, 2013.Filippo IppolitoS. Caselli and M. Garcia
"The credit ratings game."Journal of Finance, 67(1): 85-112, February 2012.Xavier FreixasP. Bolton and J. Shapiro
Leverage and the Pricing of Debt in LBOs.Journal of Corporate Finance, 18, 124–137, 2012.Filippo IppolitoP. Colla and H. Wagner
The flip side of financial synergies: Coinsurance versus risk contaminationReview of Financial Studies, 26(12): 3142-3181, 2013.Albert Banal-EstañolM.Ottaviani and A.Winton
Financial crises and the transfer of risk between the private and public sectors: Evidence from European financial marketsThe Spanish Review of Financial Economics, 2013.Javier Gómez BiscarriCorzo Santamaria M.T. and Lazcano Benito L.
Debt Specialization.Journal of Finance 68(5), 2117-2141, 2013Filippo Ippolito P. Colla and K. Li
Taming Systematically Important Financial Institutions.Journal of Money, Credit, and Banking, 45(s1): 37-58, 2013.Xavier FreixasRochet, J.C
Heterogeneous transmission mechanism: monetary policy and financial fragility in the eurozoneEconomic Policy 28(75), 459-512, 2013.José-Luis PeydróCiccarelli, M. and Maddaloni, A.
Research output from university-industry collaborative projectsEconomic Development Quarterly 27(1), 71-81, 2013.Albert Banal-EstañolMacho-Stadler, I. and Perez-Castrillo, D.
Financial constraints, firm dynamics, export decisions, and aggregate productivityReview of Economic Dynamics 16(1), 177-193, 2013.Andrea CaggeseCunat, V.
A Bayesian approach for capturing daily heterogeneity in intra-daily durations time seriesStudies in Nonlinear Dynamics and Econometrics 17(1), 21-46, 2013.Christian BrownleesVannucci, M.
Contractual characteristics and the returns of private equity investmentsJournal of Financial Intermediation, 22 (2013), 201-217Filippo IppolitoStefano Caselli and Emilia Garcia Appendini
Monetary policy, macroprudential policy, and banking stability: Evidence from the Euro areaInternational Journal of Central Banking 9(1), 121-169, 2013José-Luis PeydróMaddaloni, A.
Financial regulation, financial globalization, and the synchronization of economic activityJournal of Finance 68(3), 1179-1228, 2013José-Luis PeydróKalemli-Ozcan, S. and Papaioannou, E.
Interbank liquidity crunch and the firm credit crunch: Evidence from the 2007-2009 crisisReview of Financial Studies 27(1): 347-372, 2013.José-Luis PeydróIyer, R., Da-Rocha-Lopes, S., and Schoar, A.
Entrepreneurial risk, investment and innovationJournal of Financial Economics 106, 287-307, 2012.Andrea Caggese

2011-

Title

Journal

BCBS Author

Jointly with

“Scientific and Commercial Incentives in R&D: Research versus Development.”Journal of Economics & Management Strategy, Vol. 19 (1), Spring 2010, pp. 185–221.Albert Banal-EstañolInes Macho-Stadler (UAB)
“Composition of Electricity Generation Portfolios, Pivotal Dynamics and Market Power.”Management Science, Vol. 55 (11), November 2009, pp. 1813-1831.Albert Banal-EstañolA. Ruperez-Micola
Shrinkage Estimation of Semi-Parametric Multiplicative Error Models.International Journal of Forecasting, 2011 27(1): 365-378.Christian BrownleesGiampiero M. Gallo
"Financing Constraints and Fixed Term Employment Contracts."The Economic Journal, n.118, 2013-2046, October 2008.Andrea CaggeseVicente Cuñat
"Testing Financing Constraints on Firm Investment Using Variable Capital."Journal of Financial Economics n.86, 683-723, December 2007.Andrea Caggese
"The role of interbank markets in monetary policy: A model with rationing."Journal of Money, Credit, and Banking, 40(6): 115-1176, 2008.Xavier FreixasJ. Jorge
"Corporate Finance and the Monetary Transmission Mechanism."Review of Financial Studies, 19: 829-870, 2006.Xavier FreixasP. Bolton
“A finite mixture analysis of beauty-contest data using generalized beta distributions.”Experimental Economics, 13 (4), 461-475, 2010.José García-MontalvoBosch, Nagel and Satorra
“The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies.”Journal of Business Ethics, 94 (2), 243-263, 2010.Javier Gil-BazoPablo Ruiz-Verdú and Andre A. P. Santos
“The Relation between Price and Performance in the Mutual Fund Industry.”Journal of Finance, 64 (5), 2153-2183, 2009.Javier Gil-BazoPablo Ruiz-Verdú
“When Cheaper is Better: Fee Determination in the Market for Equity Mutual Funds.”Journal of Economic Behavior and Organization, 67 (3-4), 871-885, 2008.Javier Gil-BazoPablo Ruiz-Verdú
“Exchange rate and inflation dynamics in dollarized economies.” Journal of Development Economics (2009). Javier Gómez BiscarriJose E.Galdon-Sanchez and Luis Carranza
“Accounting measures and international pricing models: justifying accounting homogeneity.” Journal of Accounting and Public Policy (2008). Javier Gómez Biscarri German Lopez Espinosa
"Structural Changes in Volatility and Stock Market Development: Evidence for Spain." Journal of Banking and Finance (2004). Javier Gómez BiscarriFernando Perez de Gracia and Juncal Cunado
"The relationship between investment and large exchange rate depreciations in dollarized economies"Journal of International Money and Finance 30 (2011), 1265-1279Javier Gómez BiscarriLuis Carranza and Jose E.Galdon-Sanchez
“Financial Innovation, Macroeconomic Stability and Systemic Crises” Economic Journal, 2008.Ander Pérez Orive P. Gai, S.Kapadia and S. Millard
"Bank Risk-Taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro Area and U.S. Lending Standards."Review of Financial Studies, 24, 2121-65, 2011.José-Luis Peydró Angela Maddaloni
“Interbank Contagion at Work: Evidence from a Natural Experiment.” Review of Financial Studies, 24, 1337-77, 2011. José-Luis Peydró Rajkamal Iyer
"What Lies Beneath the Euro's Effect on Financial Integration? Currency Risk, Legal Harmonization, or Trade."Journal of International Economics, 81, 75–88, 2010. José-Luis PeydróSebnem Kalemli-Ozcan and Elias Papaioannou
"Syndication and Second Loan Sales"Theoretical Economic Letters, 1(3):81-87, 2011Filippo IppolitoPaolo Colla
"The Banking Sector Rescue in Russia"Institute for Economies in Transition, BOFIT, Bank of Finland, No.12, 2002Filippo Ippolito

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