Working Paper |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Macroeconomic Model of Endogenous Systemic Risk Taking |
0 |
0 |
5 |
190 |
0 |
1 |
15 |
451 |
A Pigovian Approach to Liquidity Regulation |
0 |
0 |
0 |
44 |
0 |
2 |
3 |
204 |
A Pigovian Approach to Liquidity Regulation |
0 |
0 |
0 |
128 |
1 |
1 |
2 |
332 |
A Stylized Model of Financially-Driven Business Cycles |
0 |
0 |
0 |
2 |
1 |
1 |
6 |
1,139 |
A Stylized Model of Financially-Driven Business Cycles |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
19 |
A macroeconomic model of banks’ systemic risk taking |
3 |
3 |
43 |
43 |
4 |
7 |
43 |
43 |
Addressing banks’ vulnerability to deposit runs: revisiting the facts, arguments and policy options |
1 |
1 |
3 |
6 |
2 |
2 |
8 |
13 |
Approaching non-performing loans from a macroprudential angle |
0 |
0 |
2 |
31 |
1 |
5 |
11 |
209 |
Assessing the cyclical implications of IFRS 9 – a recursive model |
0 |
0 |
2 |
6 |
0 |
0 |
9 |
43 |
Bank Capital Forbearance |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
46 |
Bank Capital Forbearance |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
94 |
Bank Capital in the Short and in the Long Run |
0 |
0 |
1 |
56 |
0 |
1 |
2 |
106 |
Bank Capital in the Short and in the Long Run |
0 |
0 |
0 |
38 |
1 |
1 |
2 |
116 |
Bank capital forbearance |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
40 |
Bank capital forbearance and serial gambling |
0 |
0 |
1 |
9 |
1 |
1 |
4 |
28 |
Bank capital in the short and in the long run |
0 |
0 |
2 |
71 |
4 |
11 |
34 |
232 |
Bank restructuring under asymmetric information: The role of bad loan sales |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
Banking Regulation in an Equilibrium Model |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
20 |
Business Creation and the Stock Market |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
742 |
Business Creation and the Stock Market |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
25 |
Business Creation and the Stock Market |
0 |
0 |
0 |
259 |
0 |
1 |
2 |
642 |
Business Creation and the Stock Market |
0 |
0 |
0 |
139 |
0 |
0 |
1 |
762 |
Capital Budgeting and Stock Option Plans |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
Capital Regulation in a Macroeconomic Model with Three Layers of Default |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
212 |
Capital Regulation in a Macroeconomic Model with Three Layers of Default |
0 |
0 |
0 |
132 |
2 |
2 |
3 |
500 |
Capital Regulation in a Macroeconomic Model with Three Layers of Default |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
195 |
Capital Regulation in a Macroeconomic Model with Three Layers of Default |
0 |
0 |
1 |
29 |
0 |
1 |
7 |
231 |
Capital regulation in a macroeconomic model with three layers of default |
0 |
0 |
2 |
71 |
1 |
2 |
10 |
306 |
Corporate credit and leverage in the EU: recent evolution, main drivers and financial stability implications |
0 |
1 |
1 |
12 |
0 |
2 |
6 |
38 |
Credit Market and Real Economic Growth Activity: A Model of Financial Intermediation |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
666 |
Credit Markets and Real Economic Activity: A Model of Financial Intermediation (New Version: See CEMFI WP 9604) |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
42 |
Dinamic Maturity Transformation |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
172 |
Economías de escala, poder de mercado y externalidades: Medición de las fuentes del crecimiento español |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
Endogenous Cycles in a Stiglitz-Weiss Economy |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
Endogenous Cycles in a Stiglitz-Weiss Economy |
0 |
0 |
2 |
318 |
0 |
1 |
4 |
1,198 |
Endogenous Cycles in a Stiglitz-Weiss Economy |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1,139 |
Entrepreneurial Innovation, Patent Protection and Industry Dynamics |
0 |
0 |
1 |
92 |
0 |
0 |
2 |
179 |
Entrepreneurial Moral Hazard and Bank Monitoring: A Model of the Credit Channel |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
1,140 |
Entrepreneurial Moral Hazard and Bank Monitoring: A Model of the Credit Channel |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
55 |
Entrepreneurial Moral Hazard and Bank Monitoring: A Model of the Credit Channel |
0 |
0 |
0 |
112 |
0 |
1 |
4 |
478 |
Entrepreneurial moral hazard and bank monitoring: a model of the credit channel |
0 |
0 |
0 |
404 |
0 |
0 |
1 |
1,340 |
Equity versus Bail-in Debt in Banking: An Agency Perspective |
0 |
0 |
0 |
55 |
0 |
1 |
3 |
139 |
Equity versus Bail-in Debt in Banking: An Agency Perspective |
0 |
0 |
1 |
16 |
0 |
0 |
1 |
50 |
Financial Distress, Bankruptcy Law and the Business Cycle |
0 |
0 |
0 |
2 |
0 |
2 |
2 |
62 |
Financial Distress, Bankruptcy Law and the Business Cycle |
0 |
0 |
0 |
204 |
0 |
0 |
1 |
616 |
Financially Constrained Innovation, Patent Protection, and Industry Dynamics |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
34 |
Financing and the Protection of Innovators |
0 |
0 |
0 |
74 |
0 |
1 |
2 |
234 |
Financing and the Protection of Innovators |
0 |
0 |
0 |
54 |
0 |
0 |
9 |
275 |
Firms' Stakeholders and the Costs of Transparency |
0 |
0 |
0 |
59 |
1 |
2 |
2 |
307 |
Growth-at-risk and macroprudential policy design JEL Classification: G01, G20, G28 |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
43 |
Hot and Cold Housing Markets: International Evidence |
0 |
0 |
0 |
180 |
0 |
1 |
3 |
504 |
Hot and Cold Housing Markets: International Evidence |
0 |
0 |
0 |
333 |
0 |
0 |
1 |
806 |
How Excessive Is Banks' Maturity Transformation? |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
82 |
How Excessive is Banks’ Maturity Transformation? |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
67 |
How Liquidity Standards Can Improve Lending of Last Resort Policies |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
5 |
How excessive is banks’ maturity transformation? |
0 |
0 |
1 |
44 |
0 |
1 |
7 |
155 |
How excessive is banks’ maturity transformation? |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
16 |
Incomplete Wage Posting |
0 |
0 |
0 |
47 |
1 |
2 |
3 |
290 |
Incomplete Wage Posting |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
19 |
Interest Rates and Credit Risk |
0 |
1 |
1 |
55 |
0 |
1 |
4 |
165 |
Last Bank Standing: What Do I Gain If You Fail? |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
27 |
Last Bank Standing: What Do I Gain if You Fail? |
0 |
0 |
0 |
148 |
0 |
0 |
1 |
708 |
Liquidity shocks, roll-over risk and debt maturity |
0 |
0 |
0 |
56 |
1 |
6 |
6 |
222 |
Loan Pricing Under Basel Capital Requirements |
0 |
1 |
1 |
1,185 |
0 |
1 |
2 |
3,174 |
Loan Pricing Under Basel Capital Requirements |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
60 |
Managerial Compensation and the Market Reaction to Bank Loans |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
432 |
Managerial Compensation and the Market Reaction to Bank Loans |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
6 |
Managerial Compensation and the Market Reaction to Bank Loans |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
226 |
Monitoring, Liquidation, and Security Design |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
881 |
Monitoring, Liquidation, and Security Design |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
13 |
Monitoring,Liquidation,and Security Design |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
545 |
On the Interaction between Patent Screening and its Enforcement |
0 |
0 |
1 |
6 |
0 |
1 |
4 |
12 |
On the stance of macroprudential policy |
0 |
0 |
0 |
29 |
0 |
1 |
8 |
36 |
Optimal Corporate Governance Structures |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
934 |
Optimal Corporate Governance Structures |
0 |
0 |
0 |
328 |
0 |
0 |
0 |
375 |
Optimal Corporate Governance Structures |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
14 |
Optimal Corporate Governance Structures |
0 |
0 |
0 |
231 |
0 |
0 |
1 |
710 |
Optimal Dynamic Capital Requirements |
0 |
0 |
2 |
135 |
0 |
2 |
8 |
286 |
Optimal Dynamic Capital Requirements |
1 |
2 |
6 |
93 |
1 |
3 |
7 |
182 |
Optimally Solving Banks' Legacy Problems |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
95 |
Optimally solving banks' legacy problems |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
30 |
Optimally solving banks' legacy problems |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
36 |
Optimally solving banks’ legacy problems |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
18 |
Seguro de depósitos y comportamiento bancario: Un análisis basado en la teoría de opciones |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
Seguro de depósitos y comportamiento bancario: un análisis basado en la teoría de opciones |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
44 |
Social Contacts and Occupational Choice |
0 |
0 |
0 |
143 |
0 |
0 |
3 |
676 |
Social Contacts and Occupational Choice |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
29 |
Social Contacts and Occupational Choice |
0 |
0 |
0 |
163 |
2 |
2 |
2 |
677 |
Stakeholder, Transparency and Capital Structure |
0 |
0 |
0 |
211 |
0 |
1 |
3 |
676 |
Stakeholders, Transparency and Capital Structure |
0 |
0 |
1 |
103 |
0 |
1 |
2 |
418 |
Stakeholders, Transparency and Capital Structure |
0 |
0 |
0 |
218 |
0 |
0 |
0 |
789 |
The Macroeconomics of Money Market Freezes |
0 |
0 |
1 |
59 |
1 |
1 |
3 |
235 |
The Macroeconomics of Money Market Freezes |
0 |
0 |
0 |
100 |
0 |
0 |
3 |
500 |
The Procyclical Effects of Bank Capital Regulation |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
9 |
The Procyclical Effects of Bank Capital Regulation |
1 |
2 |
7 |
197 |
2 |
3 |
15 |
425 |
The Procyclical Effects of Bank Capital Regulation |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
14 |
The Procyclical Effects of Bank Capital Regulation |
0 |
0 |
0 |
135 |
0 |
0 |
1 |
322 |
The Procyclical Effects of Bank Capital Regulation |
0 |
0 |
1 |
20 |
0 |
1 |
5 |
82 |
The Procyclical Effects of Basel II |
0 |
0 |
2 |
455 |
0 |
0 |
4 |
1,237 |
The Procyclical Effects of Basel II |
0 |
0 |
2 |
108 |
0 |
1 |
9 |
288 |
The Procyclicality of Expected Credit Loss Provisions |
1 |
3 |
6 |
67 |
4 |
10 |
26 |
298 |
The Procyclicality of Expected Credit Loss Provisions |
0 |
0 |
2 |
53 |
0 |
1 |
11 |
204 |
The Spanish Crisis: Background and Policy Challenges |
0 |
0 |
0 |
122 |
0 |
1 |
3 |
407 |
The Spanish Crisis: Background and Policy Challenges |
0 |
1 |
2 |
125 |
0 |
1 |
8 |
300 |
Too late, too sudden: Transition to a low-carbon economy and systemic risk |
0 |
0 |
1 |
93 |
0 |
3 |
9 |
214 |
Twin Default Crises |
0 |
0 |
3 |
62 |
0 |
1 |
5 |
109 |
Twin Default Crises |
0 |
1 |
1 |
12 |
1 |
3 |
6 |
35 |
Twin Defaults and Bank Capital Requirements |
0 |
0 |
1 |
26 |
1 |
1 |
13 |
65 |
Twin defaults and bank capital requirements |
0 |
2 |
2 |
51 |
3 |
10 |
19 |
120 |
Using growth-at-risk to assess the stance of macroprudential policy |
1 |
2 |
5 |
6 |
1 |
2 |
7 |
11 |
Venture Capital Finance: A Security Design Approach |
1 |
1 |
1 |
420 |
1 |
1 |
6 |
1,278 |
Venture Capital Finance: A Security Design Approach |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
33 |
Venture Capital Finance: a Security Design Approach |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
1,575 |
Total Working Papers |
9 |
21 |
119 |
8,795 |
39 |
128 |
480 |
37,199 |