Miguel Ampudia

European Central Bank (ECB) - Directorate General Research

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

  • European Central Bank (ECB) - Directorate General Research

SCHOLARLY PAPERS

12

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64

CROSSREF CITATIONS

21

Scholarly Papers (12)

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1.

Monetary Policy and Household Inequality

ECB Working Paper No. 2170
Number of pages: 38 Posted: 01 Aug 2018
Miguel Ampudia, Dimitris Georgarakos, Jiri Slacalek, Oreste Tristani, Philip Vermeulen and Giovanni Violante
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Princeton University
Downloads 1,300 (27,268)
Citation 6

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monetary policy, inequality, household heterogeneity, quantitative easing

2.

Monetary Policy and Bank Equity Values in a Time of Low Interest Rates

Downloads 809 (53,302)
Citation 26

Monetary Policy and Bank Equity Values in a Time of Low Interest Rates

ECB Working Paper No. 2199
Number of pages: 43 Posted: 16 Nov 2018
Miguel Ampudia and Skander Van den Heuvel
European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 465 (106,317)

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monetary policy, negative rates, bank profitability, ECB

Monetary Policy and Bank Equity Values in a Time of Low Interest Rates

Number of pages: 38 Posted: 31 May 2017 Last Revised: 28 Jun 2018
Miguel Ampudia and Skander Van den Heuvel
European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 344 (150,311)
Citation 27

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monetary policy, negative rates, bank profitability, ECB

3.

The Architecture of Supervision

ECB Working Paper No. 2287 (2019); ISBN 978-92-899-3549-4
Number of pages: 65 Posted: 12 Jun 2019
Miguel Ampudia, Thorsten Beck, Andreas Beyer, Jean-Edouard Colliard, Agnese Leonello, Angela Maddaloni and David Marques-Ibanez
European Central Bank (ECB) - Directorate General Research, City University London - The Business School, European Central Bank (ECB), HEC Paris - Finance Department, European Central Bank, Financial Research Division, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 229 (229,340)
Citation 5

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supervisory structure, central banks, lender of last resort, policy coordination

4.

On the Effectiveness of Macroprudential Policy

ECB Working Paper No. 2021/2559
Number of pages: 42 Posted: 01 Jun 2021
Miguel Ampudia, Marco Lo Duca, Mátyás Farkas, Gabriel Perez-Quiros, Gerhard Rünstler and Eugen Tereanu
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), European Central Bank (ECB), Banco de España, European Central Bank and European Central Bank (ECB)
Downloads 203 (256,507)
Citation 8

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5.

Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates

FEDS Working Paper No. 2019-064
Number of pages: 47 Posted: 22 Oct 2019
Miguel Ampudia and Skander Van den Heuvel
European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 152 (329,775)
Citation 8

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Bank profitability, Interest rate risk, Monetary policy, Negative interest rates, ECB

6.

Borrowing Constraints and Housing Price Expectations in the Euro Area

Number of pages: 40 Posted: 08 Sep 2015
Miguel Ampudia and Sergio Mayordomo
European Central Bank (ECB) - Directorate General Research and Banco de España
Downloads 90 (483,125)
Citation 2

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7.

Trust and the Household-Bank Relationship

ECB Working Paper No. 2184
Number of pages: 29 Posted: 15 Oct 2018
Miguel Ampudia and Spyros Palligkinis
European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Downloads 80 (518,993)

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household finance, banking, trust

8.

Inflation Heterogeneity at the Household Level

ECB Occasional Paper No. 2023/325
Number of pages: 48 Posted: 19 Jul 2023
Georg Strasser, Teresa Messner, Fabio Rumler and Miguel Ampudia
European Central Bank (ECB) - Directorate General Research, Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank and European Central Bank (ECB) - Directorate General Research
Downloads 55 (631,579)
Citation 1

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consumer prices, heterogeneous agents, inequality, inflation, substitution

9.

Chronicle of a Death Foretold: Does Higher Volatility Anticipate Corporate Default?

Downloads 50 (659,121)

Chronicle of a Death Foretold: Does Higher Volatility Anticipate Corporate Default?

ECB Working Paper No. 2022/2749
Posted: 16 Nov 2022
Miguel Ampudia, Filippo Busetto and Fabio Fornari
European Central Bank (ECB) - Directorate General Research, Bank of England - Monetary Analysis and European Central Bank (ECB)
Downloads 31 (810,410)

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default probability, distance to insolvency, equity volatility, expected default frequency

Chronicle of a death foretold: does higher volatility anticipate corporate default?

Bank of England Working Paper No. 1001
Number of pages: 35 Posted: 24 Jan 2023
Miguel Ampudia, Filippo Busetto and Fabio Fornari
European Central Bank (ECB) - Directorate General Research, Bank of England - Monetary Analysis and European Central Bank (ECB)
Downloads 19 (921,696)

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Default probability, equity volatility, Distance to Insolvency, Expected Default Frequency

10.

Mpc Heterogeneity in Europe: Sources and Policy Implications

NBER Working Paper No. w25082
Number of pages: 46 Posted: 24 Sep 2018 Last Revised: 15 Jul 2023
Miguel Ampudia, Russell Cooper, Julia Le Blanc and Guozhong Zhu
European Central Bank (ECB) - Directorate General Research, European University Institute, Joint Research Centre, Italy and University of Alberta - Department of Marketing, Business Economics & Law
Downloads 33 (779,846)

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11.

The Effect of Monetary Policy on Inflation Heterogeneity Along the Income Distribution

ECB Working Paper No. 2023/2858
Number of pages: 41 Posted: 31 Oct 2023
Miguel Ampudia, Michael Ehrmann and Georg Strasser
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 24 (854,798)
Citation 1

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distributional effects, inflation, monetary policy, shopping behaviour, substitution

12.

Out with the New, in with the Old? Bank Supervision and the Composition of Firm Investment

CEPR Discussion Paper No. DP16225
Number of pages: 57 Posted: 14 Jul 2021
Miguel Ampudia, Thorsten Beck and Alexander A. Popov
European Central Bank (ECB) - Directorate General Research, City University London - The Business School and European Central Bank (ECB)
Downloads 0 (1,058,163)
Citation 2
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