Carles Vergara-Alert

University of Navarra - IESE Business School

Associate Professor of Finance

Av. Pearson 21

Barcelona, 08034

Spain

http://web.iese.edu/cvergara/

SCHOLARLY PAPERS

10

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Top 35,562

in Total Papers Downloads

1,687

SSRN CITATIONS
Rank 12,752

SSRN RANKINGS

Top 12,752

in Total Papers Citations

26

CROSSREF CITATIONS

69

Scholarly Papers (10)

1.

Mortgage Markets with Climate-Change Risk: Evidence from Wildfires in California

Number of pages: 48 Posted: 23 Jan 2020 Last Revised: 02 Jul 2020
Paulo Issler, Richard Stanton, Carles Vergara-Alert and Nancy Wallace
University of California, Berkeley - Haas School of Business, University of California, Berkeley - Haas School of Business, University of Navarra - IESE Business School and University of California, Berkeley - Real Estate Group
Downloads 594 (57,028)
Citation 10

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The Term Structure of Interest Rates in an Equilibrium Economy with Short Term and Long Term Investments

EFA 2009 Bergen Meetings Paper
Number of pages: 52 Posted: 19 Feb 2009
Carles Vergara-Alert
University of Navarra - IESE Business School
Downloads 111 (305,588)

Abstract:

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Term Structure, Yield Curve, Interest Rates, General Equilibrium, Consumption, Investments, Time-to-build, Simulated Method of Moments

The Term Structure of Interest Rates in an Equilibrium Economy with Short Term and Long Term Investments

Number of pages: 52 Posted: 17 Mar 2009 Last Revised: 10 Jan 2010
Carles Vergara-Alert
University of Navarra - IESE Business School
Downloads 83 (369,992)
Citation 1

Abstract:

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Term Structure, Yield Curve, Interest Rates, General Equilibrium, Consumption, Investments, Time-to-build, Simulated Method of Moments

The Term Structure of Interest Rates in an Equilibrium Economy with Short Term and Long Term Investments

Number of pages: 50 Posted: 21 Mar 2011
Carles Vergara-Alert
University of Navarra - IESE Business School
Downloads 42 (519,837)

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Term structure, Long term investments, Consumption, Affine models

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

Number of pages: 36 Posted: 14 Feb 2009 Last Revised: 20 Nov 2009
Stefano Corradin, Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 102 (324,159)
Citation 4

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Portfolio Choice, Predictability, House Prices, Transaction Costs, Real Estate Bubbles

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

IESE Business School Working Paper No. 948
Number of pages: 96 Posted: 08 Jun 2012
Stefano Corradin, Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 60 (443,343)
Citation 4

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Portfolio choice, predictability, house prices, household finance

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

ECB Working Paper No. 1470
Number of pages: 80 Posted: 24 Sep 2012
Stefano Corradin, Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 33 (568,015)
Citation 5

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durable goods, transaction costs, housing returns predictability, optimal housing consumption and investment

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

46th Annual AREUEA Conference Paper
Number of pages: 95 Posted: 01 Dec 2010 Last Revised: 15 Feb 2012
Stefano Corradin, Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 28 (599,165)
Citation 2

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4.

The Big Short: Short Selling Activity and Predictability in House Prices

46th Annual AREUEA Conference Paper
Number of pages: 50 Posted: 01 Dec 2010 Last Revised: 29 Sep 2016
Pedro A. C. Saffi and Carles Vergara-Alert
University of Cambridge - Judge Business School and University of Navarra - IESE Business School
Downloads 183 (204,708)

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Housing prices, short sales, financial crisis, equity lending, REITs

5.

Stock Comovement and Financial Flexibility

Number of pages: 52 Posted: 25 Oct 2019 Last Revised: 27 Feb 2021
Teng Huang, Anil Kumar, Stefano Sacchetto and Carles Vergara-Alert
Luiss Guido Carli University - Department of Economics and Finance, Aarhus University, Department of Economics & Business Economics, IESE Business School and University of Navarra - IESE Business School
Downloads 126 (277,547)

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Return Comovement, Financial Flexibility, COVID-19

6.

Housing Wealth, Health and Deaths of Despair

Number of pages: 33 Posted: 04 Mar 2017 Last Revised: 01 Apr 2018
Ariadna Jou, NĂºria Mas and Carles Vergara-Alert
University of Navarra, IESE Business School, University of Navarra - IESE Business School and University of Navarra - IESE Business School
Downloads 91 (346,400)

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Health, Wealth, Housing, Misestimation, Households

7.

Payout Policy and Real Estate Prices

Number of pages: 49 Posted: 01 Dec 2015 Last Revised: 11 Nov 2016
Anil Kumar and Carles Vergara-Alert
Aarhus University, Department of Economics & Business Economics and University of Navarra - IESE Business School
Downloads 78 (379,997)
Citation 1

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8.

Optimal Portfoliio Choice with Predictability in House Prices and Transaction Costs

Number of pages: 91 Posted: 23 Mar 2009 Last Revised: 14 Dec 2011
Stefano Corradin, Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 62 (430,004)

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Portfolio Choice, Predictability, House Prices, Transaction Costs, Real Estate Bubbles

9.

Portfolio Choice with House Value Misperception

FRB of Boston Working Paper No. 17-16
Number of pages: 59 Posted: 11 Jan 2018
Stefano Corradin, Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 49 (478,825)

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portfolio choice, housing, transaction costs, information costs, inaction bands, rational inattention

10.

Can the Common-Factor Hypothesis Explain the Observed Housing Wealth Effect?

Number of pages: 42 Posted: 27 Dec 2015
Narayan Bulusu, Jefferson Duarte and Carles Vergara-Alert
Bank of Canada, Rice University and University of Navarra - IESE Business School
Downloads 45 (495,979)

Abstract:

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Wealth effect, housing supply