Recent Publications

Recent Publications by BCBS Members

Credit Growth, Rational Bubbles and Economic Efficiency
Comparative Economic Studies

Xavier Freixas

Evaluating the accuracy of tail risk forecasts for systemic risk measurement
Annals of Financial Economics
Christian Brownlees, Guiseppe Cavaliere and Alice Monti

Constraints on LTV as a macroprudential tool: a precautionary tale
Oxford Economic Papers
Jose G Montalvo and Josep M Raya

Regulatory Sanctions and Reputational Damage in Financial Markets
Journal of Financial and Quantitative Analysis
John Armour, Colin Mayer and Andrea Polo

Bank earnings and regulatory capital management using available for sale securities
Review of Accounting Studies
Mary E. Barth, Javier Gomez-Biscarri, Ron Kasznik and Germán López-Espinosa

Recent Working Papers by BCBS Members

Andrea Caggese and Christoph Albert: Financial Frictions, Cyclical Fluctuations and the Growth Potential of New Firms. Noviembre 2018

José Luis Peydró, Rodrigo Gonzalez, Dmitry Khametshin, Jose-Luis Peydro y Andrea Polo: Hedger of Last Resort: Evidence from Brazilian FX Interventions, Local Credit and Global Financial Cycles. Noviembre , 2018

Xavier Freixas and David Perez-Reyna
:
The Gilded Bubble Buffer. Noviembre , 2018

Filippo Ippolito, Stefano Sacchetto and Roberto Steri: The Tortoise and the Snail: Reconciling the Evidence on Capital Structure. October , 2018

Peydró José-Luis: Do demand or supply factors drive bank credit,in good and crisis times? with by Gabriel Jiménez, Steven Ongena and Jesús Saurina

Peydró José-Luis: International financial integration, crises and monetary policy: evidence from the Euro area interbank crises with Puriya Abbassi, Falk Bräuning and Falko Fecht.

Peydró José-Luis and Andrea Polo: Monetary policy at work: Security and credit application registers evidence with Enrico Sette.

See More Working papers