José Manuel Campa

University of Navarra - Madrid Campus - IESE Business School

Camino del Cerro del Aguila 3

Madrid, 28023

Spain

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • University of Navarra - Madrid Campus - IESE Business School

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SCHOLARLY PAPERS

38

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Scholarly Papers (38)

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1.

Endesa: valoraciones y OPA a 41 euros/acción en 2007 (Valuations of Endesa and Purchase at 41 Euros/Share in 2007)

Number of pages: 18 Posted: 11 May 2006 Last Revised: 16 Jan 2018
Pablo Fernandez and José Manuel Campa
University of Navarra - IESE Business School and University of Navarra - Madrid Campus - IESE Business School
Downloads 6,812 (850)
Citation 2

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Endesa, E.ON, Gas Natural, valuation, OPA

2.

Explaining the Diversification Discount

Downloads 1,744 ( 8,874)
Citation 31

Explaining the Diversification Discount

AFA 2002 Atlanta Meetings
Number of pages: 51 Posted: 26 Mar 2001
José Manuel Campa and Simi Kedia
University of Navarra - Madrid Campus - IESE Business School and Rutgers Business School
Downloads 1,454 (11,688)
Citation 105

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Explaining the Diversification Discount

NYU Working Paper No. EC-99-06
Number of pages: 50 Posted: 03 Nov 2008
José Manuel Campa and Simi Kedia
University of Navarra - Madrid Campus - IESE Business School and Rutgers Business School
Downloads 290 (102,245)
Citation 111

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Explaining the Diversification Discount

Journal of Finance, Vol. 57, pp. 1731-1762, 2002
Posted: 29 Dec 2003
José Manuel Campa and Simi Kedia
University of Navarra - Madrid Campus - IESE Business School and Rutgers Business School

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3.

M&A Performance in the European Financial Industry

IESE Business School Working Paper No. 588
Number of pages: 29 Posted: 28 Feb 2006
José Manuel Campa and Ignacio Hernando
University of Navarra - Madrid Campus - IESE Business School and Banco de España
Downloads 700 (35,032)
Citation 7

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Mergers and acquisitions, Europe, financial industry

4.

Sources of Gains from International Portfolio Diversification

Downloads 512 ( 52,751)
Citation 10

Sources of Gains from International Portfolio Diversification

EFMA 2004 Basel Meetings Paper
Number of pages: 46 Posted: 23 Apr 2004
Nuno Fernandes and José Manuel Campa
Catolica Lisbon School of Business and Economics and University of Navarra - Madrid Campus - IESE Business School
Downloads 489 (55,314)
Citation 11

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International Diversification, industry factors, integration, liberalizations

Sources of Gains from International Portfolio Diversification

CEPR Discussion Paper No. 4390
Number of pages: 42 Posted: 15 Jun 2004
José Manuel Campa and Nuno Fernandes
University of Navarra - Madrid Campus - IESE Business School and Catolica Lisbon School of Business and Economics
Downloads 23 (511,035)
Citation 2
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Financial integration, portfolio investment, emerging markets

5.

Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?

Downloads 397 ( 72,116)
Citation 2

Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?

FRB of New York Staff Report No. 149, IESE Working Paper No. D/475
Number of pages: 29 Posted: 12 Nov 2003
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 245 (122,132)
Citation 1

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Producer currency pricing, exchange rate pass-through, imports, monetary policy

Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?

FRB of New York Staff Report No. 149
Number of pages: 33 Posted: 31 Jul 2006
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 102 (258,979)
Citation 1

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exchange rate, inflation, pass through, local currency pricing, producer currency pricing, OECD

Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?

NBER Working Paper No. w8934
Number of pages: 34 Posted: 17 May 2002 Last Revised: 20 Nov 2009
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 50 (388,124)
Citation 48

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6.

Distribution Margins, Imported Inputs, and the Sensitivity of the CPI to Exchange Rates

Downloads 272 (110,111)
Citation 29

Distribution Margins, Imported Inputs, and the Sensitivity of the CPI to Exchange Rates

FRB of New York Staff Report No. 247
Number of pages: 48 Posted: 15 May 2006
Linda S. Goldberg and José Manuel Campa
Federal Reserve Bank of New York and University of Navarra - Madrid Campus - IESE Business School
Downloads 99 (264,326)
Citation 34

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pass through, exchange rate, price, imported input, consumer price

Distribution Margins, Imported Inputs, and the Sensitivity of the CPI to Exchange Rates

NBER Working Paper No. w12121
Number of pages: 48 Posted: 14 Jul 2006 Last Revised: 16 Aug 2010
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 94 (273,493)

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Distribution Margins, Imported Inputs, and the Sensitivity of the CPI to Exchange Rates

IESE Business School Working Paper No. 625
Number of pages: 40 Posted: 17 May 2006
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 59 (358,559)
Citation 3

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Exchange rate, pass-through, import prices, distribution margins

Distribution Margins, Imported Inputs and the Sensitivity of the CPI to Exchange Rates

CEPR Discussion Paper No. 5650
Number of pages: 50 Posted: 20 Jul 2006
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 20 (529,954)
Citation 62
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Exchange rate, pass through, import prices, distribution margins

7.

Exchange Rate Pass-Through to Import Prices in the Euro Area

Downloads 253 (118,727)
Citation 5

Exchange Rate Pass-Through to Import Prices in the Euro Area

FRB of New York Staff Report No. 219
Number of pages: 39 Posted: 04 Oct 2005
Linda S. Goldberg, José Manuel Campa and José Manuel Gonzalez Minguez
Federal Reserve Bank of New York, University of Navarra - Madrid Campus - IESE Business School and Banco de España
Downloads 120 (230,240)
Citation 1

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currency, invoicing, pass-through, exchange rate, producer currency pricing, local currency pricing

Exchange-Rate Pass-Through to Import Prices in the Euro Area

University of Navarra Working Paper No. 609
Number of pages: 31 Posted: 08 Feb 2006
José Manuel Campa
University of Navarra - Madrid Campus - IESE Business School
Downloads 80 (302,802)

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currency, invoicing, pass-through, exange rate, producer currency pricing, local currency pricing

Exchange-Rate Pass-Through to Import Prices in the Euro Area

NBER Working Paper No. w11632
Number of pages: 39 Posted: 22 Nov 2005 Last Revised: 26 Jul 2009
José Manuel Campa, Linda S. Goldberg and Jose Gonzalez-Minguez
University of Navarra - Madrid Campus - IESE Business School, Federal Reserve Bank of New York and affiliation not provided to SSRN
Downloads 34 (451,783)

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Exchange Rate Pass-Through to Import Prices in the Euro Area

CEPR Discussion Paper No. 5347
Number of pages: 41 Posted: 06 Jan 2006
José Manuel Campa, Linda S. Goldberg and José Manuel Gonzalez Minguez
University of Navarra - Madrid Campus - IESE Business School, Federal Reserve Bank of New York and Banco de España
Downloads 19 (536,347)
Citation 256
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Producer currency pricing, Currency invoicing, pass-through, local currency pricing, exchange rate

8.

Differences in Exchange Rate Pass-Through in the Euro Area

Downloads 174 (169,405)
Citation 3

Differences in Exchange Rate Pass-Through in the Euro Area

IESE Working Paper No. D/479
Number of pages: 36 Posted: 19 Nov 2003
José Manuel Campa and José Manuel Gonzalez Minguez
University of Navarra - Madrid Campus - IESE Business School and Banco de España
Downloads 157 (185,326)

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exchange rate, pass-through, euro, monetary union

Differences in Exchange Rate Pass-Through in the Euro Area

CEPR Discussion Paper No. 4389
Number of pages: 38 Posted: 16 Jun 2004
José Manuel Campa and José Manuel Gonzalez Minguez
University of Navarra - Madrid Campus - IESE Business School and Banco de España
Downloads 17 (549,217)
Citation 39
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Exchange rate, pass-through, euro, monetary union

9.

Cash, Access to Credit, and Value Creation in M&As

Banco de Espana Working Paper No. 0915
Number of pages: 38 Posted: 02 Aug 2009
José Manuel Campa and Ignacio Hernando
University of Navarra - Madrid Campus - IESE Business School and Banco de España
Downloads 168 (174,710)
Citation 1

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Mergers and acquisitions, payment method, credit conditions

10.

Pass-Through of Exchange Rates to Consumption Prices: What Has Changed and Why

FRB of New York Staff Report No. 261
Number of pages: 36 Posted: 27 Sep 2006
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 105 (252,269)

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exchange rate, pass-through, import prices, distribution margins, consumer prices, imported inputs

11.

Current Accounts in the Euro Area: An Intertemporal Approach

Banco de España Research Paper No. WP-0638
Number of pages: 47 Posted: 17 Jan 2007
José Manuel Campa and Angel Gavilan Gonzalez
University of Navarra - Madrid Campus - IESE Business School and European Stability Mechanism
Downloads 92 (275,220)
Citation 15

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intertemporal current account, financial integration, current account balances, euro area

12.

Shareholder Value Creation in European M&As

Downloads 68 (328,868)
Citation 2

Shareholder Value Creation in European M&As

CEPR Discussion Paper No. 4400
Number of pages: 38 Posted: 28 Jun 2004
José Manuel Campa and Ignacio Hernando
University of Navarra - Madrid Campus - IESE Business School and Banco de España
Downloads 46 (402,512)
Citation 48
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Mergers and acquisitions, Europe, event study

Shareholder Value Creation in European M&As

European Financial Management, Vol. 10, pp. 47-81, March 2004
Number of pages: 36 Posted: 13 Apr 2004
José Manuel Campa and Ignacio Hernando
University of Navarra - Madrid Campus - IESE Business School and Banco de España
Downloads 22 (517,388)
Citation 3
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Mergers and acquisitions, Europe, event study

13.

The Evolving External Orientation of Manufacturing: A Profile of Four Countries

Economic Policy Review, Vol. 3, No. 2, July 1997
Number of pages: 29 Posted: 19 Nov 2007
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 67 (331,527)
Citation 60

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export, import, input-output, external orientation, manufacturing, United States, Canada, United Kingdom, Japan

14.

Do Foreign Stocks Substitute for International Diversification?

ESADE Business School Research Paper, No 267
Number of pages: 44 Posted: 24 May 2017 Last Revised: 22 Jun 2019
Vicente J. Bermejo, José Manuel Campa, Rodolfo G. Campos and Mohammed Zakriya
ESADE Business School, University of Navarra - Madrid Campus - IESE Business School, Banco de España and Universitat Ramon Llull, ESADE Business School
Downloads 65 (336,806)

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International diversication, Country/industry effects, Foreign stocks, Financial integration

15.

Implied Exchange Rate Distributions: Evidence from OTC Option Markets

NBER Working Paper No. w6179
Number of pages: 54 Posted: 25 May 2006 Last Revised: 21 May 2018
José Manuel Campa, P. H. Kevin Chang and Robert L. Reider
University of Navarra - Madrid Campus - IESE Business School, Credit Suisse AG - London Headquarters and J.P. Morgan Chase & Co.
Downloads 65 (336,806)
Citation 25

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16.

An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997

Downloads 55 (365,740)
Citation 1

An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997

NYU Working Paper No. EC-99-08
Number of pages: 45 Posted: 03 Nov 2008
José Manuel Campa, P. H. Kevin Chang and James F. Refalo
University of Navarra - Madrid Campus - IESE Business School, Credit Suisse AG - London Headquarters and California State University, Los Angeles
Downloads 28 (481,685)
Citation 5

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An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997

NBER Working Paper No. w6929
Number of pages: 44 Posted: 25 Feb 1999 Last Revised: 07 May 2000
José Manuel Campa, P. H. Kevin Chang and James F. Refalo
University of Navarra - Madrid Campus - IESE Business School, Credit Suisse AG - London Headquarters and California State University, Los Angeles
Downloads 27 (487,212)

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17.

Employment Versus Wage Adjustment and the U.S. Dollar

Downloads 49 (384,928)
Citation 1

Employment Versus Wage Adjustment and the U.S. Dollar

FRB of New York Staff Report No. 56
Number of pages: 36 Posted: 15 Oct 2006
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 36 (442,938)
Citation 2

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Employment Versus Wage Adjustment and the U.S. Dollar

NYU Working Paper No. EC-99-07
Number of pages: 39 Posted: 03 Nov 2008
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 13 (575,168)
Citation 21

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18.

The Forecasting Ability of Correlations Implied in Foreign Exchange Options

Downloads 45 (398,808)
Citation 8

The Forecasting Ability of Correlations Implied in Foreign Exchange Options

NBER Working Paper No. w5974
Number of pages: 34 Posted: 21 Jun 2000 Last Revised: 03 Apr 2008
José Manuel Campa and P. H. Kevin Chang
University of Navarra - Madrid Campus - IESE Business School and Credit Suisse AG - London Headquarters
Downloads 45 (406,232)
Citation 8

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The Forecasting Ability of Correlations Implied in Foreign Exchange Options

Posted: 24 Aug 1998
José Manuel Campa and P. H. Kevin Chang
University of Navarra - Madrid Campus - IESE Business School and Credit Suisse AG - London Headquarters

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19.

Pass Through of Exchange Rates to Consumption Prices: What Has Changed and Why?

NBER Working Paper No. w12547
Number of pages: 40 Posted: 18 Oct 2006 Last Revised: 15 Jan 2007
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 44 (402,351)
Citation 12

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20.

The Evolving External Orientation of Manufacturing Industries: Evidence from Four Countries

NBER Working Paper No. w5919
Number of pages: 40 Posted: 21 Jun 2000 Last Revised: 05 Oct 2010
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 44 (402,351)
Citation 7

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21.

Non-Linear Adjustment of Import Prices in the European Union

Banco de España Working Paper No. 0635, Bank of England Working Paper No. 347
Number of pages: 43 Posted: 16 Apr 2008
José Manuel Campa, José Manuel Gonzalez Minguez and Maria Sebastia-Barriel
University of Navarra - Madrid Campus - IESE Business School, Banco de España and Bank of England - Structural Economic Analysis Division
Downloads 41 (413,328)
Citation 4

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exchange rate adjustment, European Union, monetary union

22.

Erm Bandwidths for Emu and after: Evidence from Foreign Exchange Options

Economic Policy, Vol. 12, pp. 53-89, April 1997
Number of pages: 37 Posted: 31 Mar 2004
José Manuel Campa, P. H. Kevin Chang and Robert L. Reider
University of Navarra - Madrid Campus - IESE Business School, Credit Suisse AG - London Headquarters and J.P. Morgan Chase & Co.
Downloads 39 (420,976)
Citation 11
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23.

Exchange Rate Pass-Through into Import Prices

CEPR Discussion Paper No. 4391
Number of pages: 35 Posted: 15 Jun 2004
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 35 (437,226)
Citation 2
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Exchange rates, pass-through, trade composition

24.

M&As Performance in the European Financial Industry

CEPR Discussion Paper No. 5204
Number of pages: 39 Posted: 05 Oct 2005
José Manuel Campa and Ignacio Hernando
University of Navarra - Madrid Campus - IESE Business School and Banco de España
Downloads 32 (449,922)
Citation 19
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Banking, mergers and acquisitions, European integration

25.

Investment in Manufacturing, Exchange-Rates and External Exposure

NBER Working Paper No. w4378
Number of pages: 36 Posted: 08 Jun 2004
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 32 (449,922)
Citation 45

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26.

Asymmetric Collateral Requirements and Output Composition

Banco de Espana Working Paper No. 0837
Number of pages: 35 Posted: 02 Feb 2009
Oscar Arce, José Manuel Campa and Angel Gavilan Gonzalez
Banco de España, University of Navarra - Madrid Campus - IESE Business School and European Stability Mechanism
Downloads 30 (459,184)
Citation 32

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Investment and credit, pledgeability premium, collateral constraints, sectoral allocation, housing

27.

Is Real Exchange Rate Mean Reversion Caused by Arbitrage?

NBER Working Paper No. w6162
Number of pages: 35 Posted: 01 May 1998 Last Revised: 15 May 2000
José Manuel Campa and Holger C. Wolf
University of Navarra - Madrid Campus - IESE Business School and Georgetown University - Edmund A. Walsh School of Foreign Service (SFS)
Downloads 30 (459,184)
Citation 1

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28.

Investment, Pass-Through and Exchange Rates: A Cross-Country Comparison

Downloads 30 (459,184)
Citation 1

Investment, Pass-Through and Exchange Rates: A Cross-Country Comparison

NBER Working Paper No. w5139
Number of pages: 42 Posted: 20 Sep 2000 Last Revised: 27 Aug 2010
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 30 (471,151)
Citation 52

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Investment, Pass-Through, and Exchange Rates: A Cross-Country Comparison

FRB of New York Staff Report No. 14
Posted: 05 Jan 1998
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York

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investment and exchange rates

29.

Employment Versus Wage Adjustment and the Us Dollar

NBER Working Paper No. w6749
Number of pages: 37 Posted: 07 Jan 1999 Last Revised: 07 May 2000
José Manuel Campa and Linda S. Goldberg
University of Navarra - Madrid Campus - IESE Business School and Federal Reserve Bank of New York
Downloads 25 (484,538)
Citation 20

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30.

Fiscal Challenges in the Euro Zone

Asian Economic Policy Review, Vol. 7, Issue 2, pp. 180-197, 2012
Number of pages: 18 Posted: 09 Dec 2012
José Manuel Campa
University of Navarra - Madrid Campus - IESE Business School
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economic integration, Euro, debt sustainability, Sovereign debt

31.

European M&A Industry: A Market in the Process of Construction

Academy of Management Perspectives, Vol. 23, No. 4, 2009
Posted: 16 Nov 2009
Caterina Moschieri and José Manuel Campa
Catholic University of Portugal (UCP) - School of Economics and Management (FCEE) and University of Navarra - Madrid Campus - IESE Business School

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Cross-border M&As, Institutional context, International expansion, European integration

32.

An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1999

CEMFI Working Paper No. 0006
Posted: 19 May 2000
José Manuel Campa, P. H. Kevin Chang and James F. Refalo
University of Navarra - Madrid Campus - IESE Business School, Credit Suisse AG - London Headquarters and California State University, Los Angeles

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33.

Assessing Realignment Risk in the Exchange Rate Mechanism Through Pound-Mark Cross-Rate Options

Posted: 24 Aug 1998
José Manuel Campa and P. H. Kevin Chang
University of Navarra - Madrid Campus - IESE Business School and Credit Suisse AG - London Headquarters

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34.

Arbitrage-Based Tests of Target Zone Credibility: Evidence from Erm Cross-Rate Options

Posted: 23 Aug 1998
José Manuel Campa and P. H. Kevin Chang
University of Navarra - Madrid Campus - IESE Business School and Credit Suisse AG - London Headquarters

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35.

Are Trade Blocs Conducive to Free Trade?

IB-94-l
Posted: 23 Aug 1998
José Manuel Campa and Tim Sorenson
University of Navarra - Madrid Campus - IESE Business School and affiliation not provided to SSRN

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36.

Spain in the Investment Development Path

Posted: 22 Aug 1998
José Manuel Campa and Mauro F. Guillen
University of Navarra - Madrid Campus - IESE Business School and University of Pennsylvania - Management Department

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37.

Market Structure and Foreign Direct Investment

REVIEW OF INTERNATIONAL ECONOMICS
Posted: 04 Apr 1997
José Manuel Campa, Shabtai Donnenfeld and Shlomo Weber
University of Navarra - Madrid Campus - IESE Business School, York University - Department of Economics and Southern Methodist University (SMU) - Department of Economics

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38.

Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options

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Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options

JOURNAL OF FINANCE, Vol 50 No 2, June 1995
Posted: 17 Apr 1995
José Manuel Campa and P. H. Kevin Chang
University of Navarra - Madrid Campus - IESE Business School and Credit Suisse AG - London Headquarters

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Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options

Posted: 10 Oct 1994
José Manuel Campa and P. H. Kevin Chang
University of Navarra - Madrid Campus - IESE Business School and Credit Suisse AG - London Headquarters

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