2017-2016

Title

Journal

BCBS Author

Jointly with

Capital flows and the international credit channel Journal of International Economics ( Forthcoming) Julian di Giovanni and José-Luis Peydró Yusuf 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 2016 Andrea Polo Becht, M. and Rossi, S.
Securities trading by banks and credit supply: micro-evidence Journal of Financial Economics    121(3), 569–594, September 2016 José-Luis Peydró Abbassi, P., Iyer,R., and Tous, F.
Double bank runs and liquidity risk management. Journal of Financial Economics    122(1), 135–154,October 2016 Filippo IppolitoJosé-Luis Peydró and  Andrea Polo Enrico Sette
Information and investment under uncertainty. Economic Letters  148, 17–22, November 2016 Javier Gil-Bazo Dumitrescu, A.
Relationship and transaction lending in a crisis. Review of Financial Studies  29(10), 2643–2676, October 2016 Xavier 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 2016 Albert 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 2015 José-Luis Peydró Geršl, 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 2015 Albert Banal-Estañol Massol, 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 2015 Albert Banal-Estañol Jofre-Bonet, M. and Lawson, C.
Merger Failures. Journal of Economics & Management Strategy. Albert Banal-Estañol Jo Seldeslachts (Amsterdam)
Screening and Merger Activity. Journal of Industrial Economics. Albert Banal-Estañol Paul Heidhues (Bonn), Rainer Nitsche (ESMT) and Jo Seldeslachts
Empirical risk minimization for heavy-tailed losses:  Annals of Statistics 43(6), 2507-2536, 2015 Christian Brownlees Lugosi, G. and Joly, E.
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures Journal of Financial Econometrics 182(2), 364-382, 2014. Christian Brownlees Barigozzi, 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 outlook Spanish Economic and Financial Outlook 4(5), 53-69, 2015. José García-Montalvo
The real estate and credit bubble: Evidence from Spain SERIEs: 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 Ippolito V. Acharya, H. Almeida and A. Perez
Export diversification and resource-based industrialization: the case of natural gas European 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 Peydró Gabriel Jiménez, Steven Ongena and Jesús Saurina
The impact of industry collaboration on academic research: Evidence from UK Research Policy (forthcoming) Albert Banal-Estañol Jofre-Bonet, M. and Meissner, C.
Back to boring banking in the age of deleveraging and new regulation Spanish Economic and Financial Outlook 3(1), 47-59, 2014. José García-Montalvo
Regression-based analysis of cointegration systems Journal of Econometrics 186, 32-50, 2015 Javier Gómez Biscarri J.Hualde
A residual-based ADF test for stationary cointegration in I(2) systems Journal of Econometrics 184, 280-294, 2015 Javier Gómez Biscarri J.Hualde
Shocks abroad, pain at home? Bank-firm level evidence on financial contagion during the 2007-2009 crisis IMF Economic Review (forthcoming) José-Luis Peydró Ongena, S. and van Horen, N.
Trusting the bankers: Another look at the credit channel of monetary policy Review of Economic Dynamics 18(4), 979–1002, October 2015 José-Luis Peydró Ciccarelli, M. and Maddaloni, A.
Monetary policy, risk-taking and pricing: Evience from a quasi-natural experiment Review of Finance 19(1), 95-144, 2015 José-Luis Peydró Ioannidou, V. and Ongena, S.
Hazardous times for monetary policy: what do 23 million loans say about the impact of monetary policy on credit-risk taking Econometrica 82(2), 463-505, 2014 José-Luis Peydró Jimenez, G., Ongena, S., and Saurina, J.
The interbank liquidity crunch and firm credit crunch: Evidence from the 2007-2009 crisis Review of Financial Studies, 27(1): 347-372, 2014. José-Luis Peydró Iyer, 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 Ippolito S. Caselli and M. Garcia
“The credit ratings game.” Journal of Finance, 67(1): 85-112, February 2012. Xavier Freixas P. Bolton and J. Shapiro
Leverage and the Pricing of Debt in LBOs. Journal of Corporate Finance, 18, 124–137, 2012. Filippo Ippolito P. Colla and H. Wagner
The flip side of financial synergies: Coinsurance versus risk contamination Review of Financial Studies, 26(12): 3142-3181, 2013. Albert Banal-Estañol M.Ottaviani and A.Winton
Financial crises and the transfer of risk between the private and public sectors: Evidence from European financial markets The Spanish Review of Financial Economics, 2013. Javier Gómez Biscarri Corzo Santamaria M.T. and Lazcano Benito L.
Debt Specialization. Journal of Finance 68(5), 2117-2141, 2013 Filippo Ippolito  P. Colla and K. Li
Taming Systematically Important Financial Institutions. Journal of Money, Credit, and Banking, 45(s1): 37-58, 2013. Xavier Freixas Rochet, J.C
Heterogeneous transmission mechanism: monetary policy and financial fragility in the eurozone Economic Policy 28(75), 459-512, 2013. José-Luis Peydró Ciccarelli, M. and Maddaloni, A.
Research output from university-industry collaborative projects Economic Development Quarterly 27(1), 71-81, 2013. Albert Banal-Estañol Macho-Stadler, I. and Perez-Castrillo, D.
Financial constraints, firm dynamics, export decisions, and aggregate productivity Review of Economic Dynamics 16(1), 177-193, 2013. Andrea Caggese Cunat, V.
A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series Studies in Nonlinear Dynamics and Econometrics 17(1), 21-46, 2013. Christian Brownlees Vannucci, M.
Contractual characteristics and the returns of private equity investments Journal of Financial Intermediation, 22 (2013), 201-217 Filippo Ippolito Stefano Caselli and Emilia Garcia Appendini
Monetary policy, macroprudential policy, and banking stability: Evidence from the Euro area International Journal of Central Banking 9(1), 121-169, 2013 José-Luis Peydró Maddaloni, A.
Financial regulation, financial globalization, and the synchronization of economic activity Journal of Finance 68(3), 1179-1228, 2013 José-Luis Peydró Kalemli-Ozcan, S. and Papaioannou, E.
Interbank liquidity crunch and the firm credit crunch: Evidence from the 2007-2009 crisis Review of Financial Studies 27(1): 347-372, 2013. José-Luis Peydró Iyer, R., Da-Rocha-Lopes, S., and Schoar, A.
Entrepreneurial risk, investment and innovation Journal 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-Estañol Ines 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-Estañol A. Ruperez-Micola
Shrinkage Estimation of Semi-Parametric Multiplicative Error Models. International Journal of Forecasting, 2011 27(1): 365-378. Christian Brownlees Giampiero M. Gallo
“Financing Constraints and Fixed Term Employment Contracts.” The Economic Journal, n.118, 2013-2046, October 2008. Andrea Caggese Vicente 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 Freixas J. Jorge
“Corporate Finance and the Monetary Transmission Mechanism.” Review of Financial Studies, 19: 829-870, 2006. Xavier Freixas P. Bolton
“A finite mixture analysis of beauty-contest data using generalized beta distributions.” Experimental Economics, 13 (4), 461-475, 2010. José García-Montalvo Bosch, 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-Bazo Pablo 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-Bazo Pablo 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-Bazo Pablo Ruiz-Verdú
“Exchange rate and inflation dynamics in dollarized economies.”  Journal of Development Economics (2009).  Javier Gómez Biscarri Jose 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 Biscarri Fernando 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), 1265-1279 Javier Gómez Biscarri Luis 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 Peydró Sebnem Kalemli-Ozcan and Elias Papaioannou
“Syndication and Second Loan Sales” Theoretical Economic Letters, 1(3):81-87, 2011 Filippo Ippolito Paolo Colla
“The Banking Sector Rescue in Russia” Institute for Economies in Transition, BOFIT, Bank of Finland, No.12, 2002 Filippo Ippolito