Oscar Jorda

Federal Reserve Banks - Federal Reserve Bank of San Francisco

101 Market Street

San Francisco, CA 94105

United States

University of California, Davis

One Shields Avenue

Davis, CA 95616

United States

SCHOLARLY PAPERS

10

DOWNLOADS

246

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (10)

1.

Sovereigns Versus Banks: Credit, Crises and Consequences

Institute for New Economic Thinking Working Paper Series No. 3
Number of pages: 43 Posted: 27 Mar 2015
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 85 (294,395)

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2.

Leveraged Bubbles

CESifo Working Paper Series No. 5489
Number of pages: 36 Posted: 22 Sep 2015
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 84 (296,521)

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boom, bust, bank lending, debt overhang, crises, local projections

3.

When Credit Bites Back: Leverage, Business Cycles and Crises

Institute for New Economic Thinking Working Paper Series No. 20
Number of pages: 42 Posted: 29 Oct 2015
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 66 (340,128)
Citation 8

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4.

Leveraged Bubbles

CEPR Discussion Paper No. DP10781
Number of pages: 37 Posted: 27 Aug 2015
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 4 (622,743)
Citation 4
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bank lending, boom, bust, crises, debt overhang, local projections

5.

Bank Capital Redux: Solvency, Liquidity, and Crisis

CEPR Discussion Paper No. DP11934
Number of pages: 57 Posted: 27 Mar 2017
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 3 (630,670)
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bank liabilities, capital ratio, crisis prediction, Financial crises, local projections

6.

The Total Risk Premium Puzzle

CEPR Discussion Paper No. DP13595
Number of pages: 59 Posted: 27 Mar 2019
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 2 (640,469)
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Consumption-based asset pricing, Equity premium, housing premium, risk aversion

7.

Betting the House

CEPR Discussion Paper No. DP10305
Number of pages: 44 Posted: 23 Jan 2015
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 1 (652,918)
Citation 6
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credit, financial crises, house prices, instrumental variables, leverage, local projections, monetary policy

8.

The Great Mortgaging: Housing Finance, Crises, and Business Cycles

CEPR Discussion Paper No. DP10161
Number of pages: 50 Posted: 25 Sep 2014
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 1 (652,918)
Citation 8
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business cycles, financial crises, leverage, local projections, mortgage lending, recessions

9.

The Effects of Quasi-Random Monetary Experiments

CEPR Discussion Paper No. DP11801
Number of pages: 47 Posted: 30 Jan 2017 Last Revised: 04 Jun 2018
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 0 (670,601)
Citation 1
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fixed exchange rates, instru- mental variables, interest rates, local average treatment effect, local projections, monetary experiments, trilemma

10.

Macrofinancial History and the New Business Cycle Facts

CEPR Discussion Paper No. DP11587
Number of pages: 58 Posted: 01 Nov 2016
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 0 (670,601)
Citation 3
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credit, financial hockey stick, leverage, Macroeconomics, moments