Jose-Luis Peydro

Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)

P/ Lluis Companys 23

Barcelona, 08010

Spain

Universitat Pompeu Fabra - Faculty of Economic and Business Sciences

Ramon Trias Fargas 25-27

Barcelona, Barcelona 08005

Spain

http://https://sites.google.com/site/joseluispeydroswebpage/

Barcelona Graduate School of Economics (Barcelona GSE)

Ramon Trias Fargas, 25-27

Barcelona, Barcelona 08005

Spain

http://www.barcelonagse.eu/Faculty.php?id=432

Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)

Ramon Trias Fargas, 25-27

Barcelona, 08005

Spain

Centre for Economic Policy Research (CEPR)

London

United Kingdom

SCHOLARLY PAPERS

49

DOWNLOADS
Rank 2,194

SSRN RANKINGS

Top 2,194

in Total Papers Downloads

14,933

CITATIONS
Rank 464

SSRN RANKINGS

Top 464

in Total Papers Citations

575

Scholarly Papers (49)

Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments

European Banking Center Discussion Paper No. 2012-011
Number of pages: 44 Posted: 01 May 2012 Last Revised: 08 Aug 2015
Banco de España, University of Zurich - Department of Banking and Finance, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Banco de España
Downloads 1,714 (9,037)
Citation 6

Abstract:

Loading...

bank capital, dynamic provisioning, credit availability, financial crisis

Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments

National Bank of Belgium Working Paper No. 231
Number of pages: 67 Posted: 13 Oct 2012
Banco de España, University of Zurich - Department of Banking and Finance, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Banco de España
Downloads 678 (36,253)
Citation 92

Abstract:

Loading...

bank capital, dynamic provisioning, credit availability, financial crisis

Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say about the Effects of Monetary Policy on Credit Risk-Taking?

CentER Discussion Paper Series No. 2007-75, AFA 2009 San Francisco Meetings Paper
Number of pages: 54 Posted: 03 Oct 2007 Last Revised: 13 May 2013
Banco de España, University of Zurich - Department of Banking and Finance, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Banco de España
Downloads 867 (25,801)
Citation 274

Abstract:

Loading...

monetary policy, financial stability, credit risk, credit supply composition, business cycle, bank capital

Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say about the Effects of Monetary Policy on Credit Risk-Taking?

Banco de Espana Working Paper No. 0833
Number of pages: 49 Posted: 27 Jan 2009
Banco de España, University of Zurich - Department of Banking and Finance, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Banco de España
Downloads 655 (37,938)
Citation 88

Abstract:

Loading...

monetary policy, low interest rates, financial stability, lending standards, credit risk-taking, credit composition, business cycle, liquidity risk

3.

The Real Effects of the Bank Lending Channel

Number of pages: 51 Posted: 11 Sep 2010 Last Revised: 20 Nov 2014
Banco de España, Princeton University - Department of Economics, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Banco de España
Downloads 1,257 (15,088)
Citation 1

Abstract:

Loading...

lending channel, securitization, banking crises, Spain

4.

Monetary Policy, Risk-Taking and Pricing: Evidence from a Quasi-Natural Experiment

European Banking Center Discussion Paper No. 2009-04S, CentER Discussion Paper Series No. 2009-31S
Number of pages: 52 Posted: 26 May 2009 Last Revised: 01 Jul 2014
Vasso Ioannidou, Steven Ongena and Jose-Luis Peydro
Lancaster University - Management School, University of Zurich - Department of Banking and Finance and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 915 (24,339)
Citation 57

Abstract:

Loading...

low federal funds rate, lending standards, bank agency problems, credit and liquidity risk, subprime borrowers

Interbank Contagion at Work: Evidence from a Natural Experiment

Review of Financial Studies, Forthcoming
Number of pages: 47 Posted: 18 Apr 2006 Last Revised: 09 Nov 2009
Rajkamal Iyer and Jose-Luis Peydro
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 622 (40,692)

Abstract:

Loading...

Contagion, banking crisis, interbank market, runs

Interbank Contagion at Work: Evidence from a Natural Experiment

ECB Working Paper No. 1147
Number of pages: 66 Posted: 26 Jan 2010
Rajkamal Iyer and Jose-Luis Peydro
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 114 (241,908)
Citation 65

Abstract:

Loading...

Contagion, Systemic Risk, Macro-Prudential Analysis, Deposit Insurance, Interbank Market, Wholesale Depositors, Bank Runs, Banking Crisis, Liquidity Dry-ups

6.
Downloads 636 ( 40,066)
Citation 15

Double Bank Runs and Liquidity Risk Management

Number of pages: 57 Posted: 17 Feb 2015 Last Revised: 17 Nov 2017
Filippo Ippolito, Jose-Luis Peydro, Andrea Polo and Enrico Sette
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA), LUISS Guido Carli University - Department of Economics and Bank of Italy
Downloads 636 (39,476)
Citation 14

Abstract:

Loading...

Credit lines; Liquidity risk; Financial crisis; Runs; Risk management

Double Bank Runs and Liquidity Risk Management

CEPR Discussion Paper No. DP10948
Number of pages: 49 Posted: 27 Nov 2015
Filippo Ippolito, Jose-Luis Peydro, Andrea Polo and Enrico Sette
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA), LUISS Guido Carli University - Department of Economics and Bank of Italy
Downloads 0
Citation 13
  • Add to Cart

Abstract:

Loading...

credit lines, financial crisis, liquidity risk, risk management, runs

Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy

Number of pages: 39 Posted: 27 Feb 2011 Last Revised: 30 Aug 2013
Angela Maddaloni, Matteo Ciccarelli and Jose-Luis Peydro
European Central Bank (ECB), European Central Bank (ECB) and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 313 (94,568)
Citation 20

Abstract:

Loading...

Credit channel, Firm and household balance-sheet channels, Bank lending channel, Credit crunch, Credit supply, Monetary policy.

Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy

ECB Working Paper No. 1228
Number of pages: 61 Posted: 26 Jul 2010
Matteo Ciccarelli, Angela Maddaloni and Jose-Luis Peydro
European Central Bank (ECB), European Central Bank (ECB) and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 306 (96,940)
Citation 47

Abstract:

Loading...

Non-financial borrower balance-sheet channel, Bank lending channel, Credit channel, Credit crunch, Lending standards, Monetary policy

8.

Do Demand or Supply Factors Drive Bank Credit, In Good and Crisis Times?

European Banking Center Discussion Paper No. 2012-003, CentER Discussion Paper Series No. 2012-005
Number of pages: 35 Posted: 05 Jan 2012 Last Revised: 28 Apr 2017
Banco de España, University of Zurich - Department of Banking and Finance, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Banco de España
Downloads 607 (42,624)
Citation 4

Abstract:

Loading...

bank lending channel, credit supply, business cycle, credit crunch, capital

9.

The International Bank Lending Channel of Monetary Policy Rates and Quantitative Easing: Credit Supply, Reach-for-Yield, and Real Effects

World Bank Policy Research Working Paper No. 7216
Number of pages: 47 Posted: 20 Apr 2016
Bernardo Morais, Jose-Luis Peydro and Claudia Ruiz Ortega
Board of Governors of the Federal Reserve System, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and World Bank - Development Research Group (DECRG)
Downloads 506 (53,857)
Citation 13

Abstract:

Loading...

Access to Finance, Debt Markets, Bankruptcy and Resolution of Financial Distress, Banks & Banking Reform, Economic Stabilization

10.

How Does a Shock Propagate? A Model of Contagion in the Interbank Market Due to Financial Linkages

EFA 2005 Moscow Meetings Paper
Number of pages: 40 Posted: 12 Mar 2005
Jose-Luis Peydro and Rajkamal Iyer
Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 481 (57,439)
Citation 4

Abstract:

Loading...

Bank runs, coordination risk, financial crisis, contagion, systemic risk, global games.

Securities Trading by Banks and Credit Supply: Micro-Evidence from the Crisis

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 66 Posted: 27 Feb 2015 Last Revised: 30 Oct 2015
Deutsche Bundesbank, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Cass Business School
Downloads 381 (75,365)
Citation 26

Abstract:

Loading...

banking, investments, bank capital, credit supply, risk-taking, public subsidies

Securities Trading by Banks and Credit Supply: Micro-Evidence

CEPR Discussion Paper No. DP10480
Number of pages: 51 Posted: 09 Mar 2015
Deutsche Bundesbank, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Deutsche Bundesbank
Downloads 1 (675,851)
Citation 8
  • Add to Cart

Abstract:

Loading...

bank capital, banking, credit supply, investments, risk-taking

12.

Bank Risk-Taking, Securitization, Supervision, and Low Interest Rates: Evidence from Lending Standards

AFA 2011 Denver Meetings Paper
Number of pages: 57 Posted: 18 Mar 2010
Jose-Luis Peydro and Angela Maddaloni
Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and European Central Bank (ECB)
Downloads 367 (79,438)
Citation 8

Abstract:

Loading...

financial crisis, bank risk-taking, bank lending

Credit Supply: Identifying Balance-Sheet Channels with Loan Applications and Granted Loans

ECB Working Paper No. 1179
Number of pages: 61 Posted: 26 Apr 2010
Banco de España, University of Zurich - Department of Banking and Finance, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Banco de España
Downloads 281 (106,270)

Abstract:

Loading...

non-financial and financial borrower balance-sheet channels, financial accelerator, firm borrowing capacity, credit supply, business cycle, monetary policy, credit channel, net worth, capital, liquidity, 2007-09 crisis

Credit Supply: Identifying Balance-Sheet Channels with Loan Applications and Granted Loans

Banco de Espana Working Paper No. 1030
Number of pages: 44 Posted: 01 Oct 2010
Banco de España, University of Zurich - Department of Banking and Finance, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Banco de España
Downloads 72 (323,919)
Citation 50

Abstract:

Loading...

Non-Financial and Financial Borrower Balance-Sheet Channels, Financial Accelerator, Firm Borrowing Capacity, Credit Supply, Business Cycle, Monetary Policy, Credit Channel, Net Worth, Capital, Liquidity, 2007-09 Crisis

Credit Supply: Identifying Balance-Sheet Channels with Loan Applications and Granted Loans

CEPR Discussion Paper No. DP7655
Number of pages: 53 Posted: 08 Feb 2010
Banco de España, University of Zurich - Department of Banking and Finance, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Banco de España
Downloads 6 (626,458)
Citation 8
  • Add to Cart

Abstract:

Loading...

credit supply, financial accelerator, firm borrowing capacity, non-financial and financial borrower balance-sheet channels

14.

The Euro Area Bank Lending Survey Matters: Empirical Evidence for Credit and Output Growth

ECB Working Paper No. 1160
Number of pages: 32 Posted: 10 Mar 2010
European Central Bank (ECB), European Central Bank (ECB), Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and European Central Bank (ECB)
Downloads 324 (91,555)
Citation 19

Abstract:

Loading...

bank lending survey, credit cycle, business cycle, monetary policy transmission, euro area

Anticipating the Financial Crisis: Evidence from Insider Trading in Banks

Number of pages: 45 Posted: 15 May 2016
Ozlem Akin, Jose M. Marin and Jose-Luis Peydro
Ozyegin University, Universidad Carlos III de Madrid and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 291 (102,761)

Abstract:

Loading...

Financial crises, insider trading, banking, risk-taking, agency problems in firms

Anticipating the Financial Crisis: Evidence from Insider Trading in Banks

CEPR Discussion Paper No. DP11302
Number of pages: 48 Posted: 01 Jun 2016
Jose M. Marin, Ozlem Akin and Jose-Luis Peydro
Universidad Carlos III de Madrid, Ozyegin University and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 2 (661,313)
  • Add to Cart

Abstract:

Loading...

agency problems in firms, Banking, Financial crises, insider trading, risk-taking

16.

Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007-2009 Crisis

Number of pages: 44 Posted: 11 May 2013
Massachusetts Institute of Technology (MIT) - Sloan School of Management, European Central Bank (ECB), Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 289 (103,705)
Citation 103

Abstract:

Loading...

banking crisis, Interbank markets, Liquidity, Real effects, small businesses

From Finance to Fascism: The Real Effect of Germany’s 1931 Banking Crisis

Number of pages: 60 Posted: 28 Mar 2018 Last Revised: 14 Mar 2019
University of Zurich - Department of Economics, Board of Governors of the Federal Reserve System, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and University of Zurich - UBS International Center of Economics in Society
Downloads 271 (110,491)

Abstract:

Loading...

financial crises, banking, Great Depression, democracy, anti-Semitism

From Finance to Fascism: the Real Effect of Germany's 1931 Banking Crisis

CEPR Discussion Paper No. DP12806
Number of pages: 63 Posted: 26 Mar 2018 Last Revised: 11 Mar 2019
University of Zurich - Department of Economics, Board of Governors of the Federal Reserve System, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and University of Zurich - UBS International Center of Economics in Society
Downloads 2 (661,313)
  • Add to Cart

Abstract:

Loading...

extremism, financial crises, Germany, Great Depression, Nazi Party, Polarisation, Real effects

18.

Combating Corruptions in International Business Transactions

UPF Economics and Business Working Paper No. 670
Number of pages: 29 Posted: 26 Sep 2003
Marco Celentani, Juan-José Ganuza and Jose-Luis Peydro
Universidad Carlos III de Madrid - Department of Economics, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 253 (119,320)
Citation 1

Abstract:

Loading...

International corruption, OECD convention

Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis

Number of pages: 60 Posted: 26 Feb 2015
Puriya Abbassi, Falk Bräuning, Falko Fecht and Jose-Luis Peydro
Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of Boston, Frankfurt School of Finance & Management and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 191 (156,440)
Citation 21

Abstract:

Loading...

Interbank liquidity, financial crises, monetary policy, credit supply, credit rationing, information asymmetry, euro area, financial globalization

Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis

Bundesbank Discussion Paper No. 45/2014
Number of pages: 54 Posted: 21 Jun 2016
Puriya Abbassi, Falko Fecht, Falk Bräuning and Jose-Luis Peydro
Deutsche Bundesbank, Frankfurt School of Finance & Management, Federal Reserve Banks - Federal Reserve Bank of Boston and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 38 (436,591)

Abstract:

Loading...

interbank liquidity, financial crises, monetary policy, credit supply, credit rationing, information asymmetry, euro area, financial globalization

Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis

CEPR Discussion Paper No. DP10479
Posted: 09 Mar 2015
Puriya Abbassi, Falk Bräuning, Falko Fecht and Jose-Luis Peydro
Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of Boston, Frankfurt School of Finance & Management and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 0
  • Add to Cart

Abstract:

Loading...

credit rationing, credit supply, euro area, financial crises, financial globalization, information asymmetry, interbank liquidity, monetary policy

The Rise of Shadow Banking: Evidence from Capital Regulation

Number of pages: 55 Posted: 20 Apr 2018 Last Revised: 07 May 2018
University of Illinois at Urbana-Champaign - Department of Finance, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Federal Reserve Board and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 161 (182,203)
Citation 8

Abstract:

Loading...

Shadow Banks; Risk-Based Capital Regulation; Basel III; Interactions Between Banks and NonBanks; Trading by Banks; Distressed Debt

The Rise of Shadow Banking: Evidence from Capital Regulation

FEDS Working Paper No. 2018-039
Number of pages: 56 Posted: 28 Jun 2018 Last Revised: 21 Feb 2019
University of Illinois at Urbana-Champaign - Department of Finance, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Federal Reserve Board and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 65 (342,772)

Abstract:

Loading...

Shadow banks, Risk-based capital regulation, Basel III, Interactions between banks and nonbanks, Trading by banks, Distressed debt

The Rise of Shadow Banking: Evidence from Capital Regulation

CEPR Discussion Paper No. DP12913
Number of pages: 58 Posted: 24 May 2018
University of Illinois at Urbana-Champaign - Department of Finance, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Federal Reserve Board and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 1 (675,851)
  • Add to Cart

Abstract:

Loading...

Basel III, Distressed debt, Interactions between banks and nonbanks, Risk-based capital regulation, Shadow banks, Trading by banks

21.

Shocks Abroad, Pain at Home? Bank-Firm Level Evidence on the International Transmission of Financial Shocks

CentER Discussion Paper Series No. 2013-040, European Banking Center Discussion Paper No. 2013-007
Number of pages: 45 Posted: 18 Jul 2013 Last Revised: 26 Sep 2015
Steven Ongena, Jose-Luis Peydro and Neeltje van Horen
University of Zurich - Department of Banking and Finance, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Bank of England
Downloads 225 (134,157)
Citation 20

Abstract:

Loading...

international transmission, firm real effects, foreign banks, international wholesale

Monetary Policy at Work: Security and Credit Application Registers Evidence

Number of pages: 64 Posted: 26 Apr 2017 Last Revised: 30 Aug 2018
Jose-Luis Peydro, Andrea Polo and Enrico Sette
Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA), LUISS Guido Carli University - Department of Economics and Bank of Italy
Downloads 173 (171,189)
Citation 11

Abstract:

Loading...

monetary policy, Euro Area Sovereign Debt crisis, Lehman crisis, securities, credit, bank capital, reach-for-yield, held to maturity, available for sale, trading book, haircuts

Monetary Policy at Work: Security and Credit Application Registers Evidence

CEPR Discussion Paper No. DP12011
Number of pages: 67 Posted: 02 May 2017 Last Revised: 05 Sep 2018
Jose-Luis Peydro, Andrea Polo and Enrico Sette
Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA), LUISS Guido Carli University - Department of Economics and Bank of Italy
Downloads 1 (675,851)
  • Add to Cart

Abstract:

Loading...

available for sale, bank capital, credit, Euro Area Sovereign Debt Crisis, haircuts, held to maturity, monetary policy, reach-for-yield, securities, trading book

23.

Monetary Policy and Bank Profitability in a Low Interest Rate Environment

ECB Working Paper No. 2105
Number of pages: 52 Posted: 13 Oct 2017
Carlo Altavilla, Miguel Boucinha and Jose-Luis Peydro
European Central Bank (ECB), European Central Bank (ECB) and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 169 (174,660)
Citation 5

Abstract:

Loading...

bank profitability, monetary policy, lower bound, quantitative easing, negative rates

24.

Monetary Policy, Macroprudential Policy and Banking Stability: Evidence from the Euro Area

ECB Working Paper No. 1560
Number of pages: 48 Posted: 19 Jul 2013
Angela Maddaloni and Jose-Luis Peydro
European Central Bank (ECB) and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 166 (177,347)
Citation 16

Abstract:

Loading...

Monetary policy, macroprudential policy and banking stability

Monetary Policy and Bank Lending in Developing Countries: Loan Applications, Rates, and Real Effects

Number of pages: 67 Posted: 13 Jun 2017 Last Revised: 09 Mar 2019
Bank of Uganda, Bank of Uganda, Federal Reserve Board, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Università Politecnica delle Marche - Department of Economics
Downloads 118 (234,273)
Citation 2

Abstract:

Loading...

Monetary policy, Bank lending channel, Real effects, Developing countries

Monetary Policy in a Developing Country: Loan Applications and Real Effects

IMF Working Paper No. 15/270
Number of pages: 37 Posted: 03 Feb 2016
Bank of Uganda, Bank of Uganda, Federal Reserve Board, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Università Politecnica delle Marche - Department of Economics
Downloads 38 (436,591)

Abstract:

Loading...

Monetary policy transmission, Bank lending channel, Bank balance sheet channel, Developing countries, bank, banks, credit, lending, interest, Financial Markets and the Macroeconomy, Monetary Policy (Targets, Instruments, and Effects), All Countries,

26.

Bank Risk-Taking, Securitization, Supervision and Low Interest Rates: Evidence from the Euro Area and the U.S. Lending Standards

ECB Working Paper No. 1248
Number of pages: 56 Posted: 05 Oct 2010
Angela Maddaloni and Jose-Luis Peydro
European Central Bank (ECB) and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 153 (190,003)
Citation 138

Abstract:

Loading...

lending standards, monetary policy, securitization, bank capital, financial stability

Household Credit, Global Financial Cycle, and Macroprudential Policies: Credit Register Evidence from an Emerging Country

Number of pages: 44 Posted: 30 Sep 2017 Last Revised: 29 Nov 2017
Mircea Epure, Irina Mihai, Camelia Minoiu and Jose-Luis Peydro
Universitat Pompeu Fabra - Department of Economics and Business, National Bank of Romania, Federal Reserve Board and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 88 (286,807)
Citation 5

Abstract:

Loading...

Macroprudential Policies, Global Financial Cycle, Cross-Border Spillovers, Household Credit, Bank Loans

Household Credit, Global Financial Cycle, and Macroprudential Policies: Credit Register Evidence from an Emerging Country

IMF Working Paper No. 18/13
Number of pages: 47 Posted: 20 Feb 2018 Last Revised: 21 Mar 2018
Mircea Epure, Irina Mihai, Camelia Minoiu and Jose-Luis Peydro
Universitat Pompeu Fabra - Department of Economics and Business, National Bank of Romania, Federal Reserve Board and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 55 (373,232)

Abstract:

Loading...

Household credit, Romania, Europe, Central banks and their policies, macroprudential policies, global financial cycle, cross-border spillovers, General

Financial Regulation, Financial Globalization and the Synchronization of Economic Activity

ECB Working Paper No. 1221
Number of pages: 47 Posted: 19 Jul 2010
Sebnem Kalemli-Ozcan, Elias Papaioannou and Jose-Luis Peydro
University of Maryland - Department of Economics, Dartmouth College - Department of Economics and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 78 (309,066)
Citation 6

Abstract:

Loading...

Banking Integration, Co-movement, Fluctuations, Financial Legislation

Financial Regulation, Financial Globalization and the Synchronization of Economic Activity

NBER Working Paper No. w14887
Number of pages: 49 Posted: 20 Apr 2009 Last Revised: 06 Sep 2010
Sebnem Kalemli-Ozcan, Elias Papaioannou and Jose-Luis Peydro
University of Maryland - Department of Economics, Dartmouth College - Department of Economics and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 37 (440,942)
Citation 41

Abstract:

Loading...

29.

The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach-for-Yield, and Real Effects

FRB International Finance Discussion Paper No. 1137
Number of pages: 47 Posted: 08 Oct 2015
Bernardo Morais, Jose-Luis Peydro and Claudia Ruiz Ortega
Board of Governors of the Federal Reserve System, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and World Bank - Development Research Group (DECRG)
Downloads 110 (245,267)
Citation 31

Abstract:

Loading...

Credit channel of monetary policy, financial globalization, quantitative easing (QE), credit supply, risk-taking, foreign banks.

30.

Capital Flows, Credit Cycles and Macroprudential Policy

BIS Paper No. 86j
Number of pages: 6 Posted: 05 Oct 2016
Government of the Republic of Turkey - Central Bank of the Republic of Turkey, Centre for Economic Policy Research (CEPR), University of Maryland - Department of Economics, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Government of the Republic of Turkey - Central Bank of the Republic of Turkey
Downloads 106 (251,706)

Abstract:

Loading...

31.

Do Demand or Supply Factors Drive Bank Credit, In Good and Crisis Times?

European Banking Center Discussion Paper No. 2012-003, CentER Discussion Paper Series No. 2012-005
Number of pages: 37 Posted: 05 Jan 2012
Banco de España, University of Zurich - Department of Banking and Finance, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Banco de España
Downloads 102 (258,526)
Citation 13

Abstract:

Loading...

bank lending channel, credit supply, business cycle, credit crunch, capital

32.

Political Connections: Evidence from Insider Trading Around TARP

Number of pages: 39 Posted: 15 Dec 2016 Last Revised: 27 Apr 2018
Ozyegin University, Board of Governors of the Federal Reserve System, Universitat Pompeu Fabra and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 94 (272,711)
Citation 2

Abstract:

Loading...

Political connections, Political economy in banking, Insider Trading, TARP, bank bailouts

33.

Heterogeneous Transmission Mechanism: Monetary Policy and Financial Fragility in the Euro Area

ECB Working Paper No. 1527
Number of pages: 48 Posted: 10 Apr 2013
Matteo Ciccarelli, Angela Maddaloni and Jose-Luis Peydro
European Central Bank (ECB), European Central Bank (ECB) and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 86 (288,571)
Citation 14

Abstract:

Loading...

Heterogeneity, credit channel, financial crisis, monetary policy, non-standard measures

34.

Shocks Abroad, Pain at Home? Bank-Firm Level Evidence on the International Transmission of Financial Shocks

De Nederlandsche Bank Working Paper No. 385
Number of pages: 48 Posted: 24 Jul 2013
Steven Ongena, Jose-Luis Peydro and Neeltje van Horen
University of Zurich - Department of Banking and Finance, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Bank of England
Downloads 84 (292,754)
Citation 18

Abstract:

Loading...

international transmission, firm real effects, foreign banks, international wholesale funding, credit shock

35.

Local Versus Aggregate Lending Channels: The Effects of Securitization on Corporate Credit Supply

Banco de Espana Working Paper No. 1124
Number of pages: 57 Posted: 06 Oct 2011
Banco de España, affiliation not provided to SSRN, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Banco de España
Downloads 80 (301,447)

Abstract:

Loading...

bank lending channel, credit supply, credit demand, macroprudential, real economy effects of finance, securitization

36.

What Lies Beneath the Euro's Effect on Financial Integration: Currency Risk, Legal Harmonization, or Trade?

NBER Working Paper No. w15034
Number of pages: 43 Posted: 03 Jun 2009 Last Revised: 26 Sep 2010
Sebnem Kalemli-Ozcan, Elias Papaioannou and Jose-Luis Peydro
University of Maryland - Department of Economics, Dartmouth College - Department of Economics and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 62 (346,674)

Abstract:

Loading...

What Lies Beneath the Euro's Effect on Financial Integration? Currency Risk, Legal Harmonization, or Trade?

ECB Working Paper No. 1216
Number of pages: 49 Posted: 28 Jun 2010
Sebnem Kalemli-Ozcan, Elias Papaioannou and Jose-Luis Peydro
University of Maryland - Department of Economics, Dartmouth College - Department of Economics and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 50 (390,145)

Abstract:

Loading...

Financial integration, Law and finance, Euro, European Union, FSAP, Trade, Regulation

What Lies Beneath the Euro's Effect on Financial Integration? Currency Risk, Legal Harmonization, or Trade?

CEPR Discussion Paper No. DP7314
Number of pages: 38 Posted: 15 Jul 2009
Sebnem Kalemli-Ozcan, Elias Papaioannou and Jose-Luis Peydro
University of Maryland - Department of Economics, Dartmouth College - Department of Economics and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 3 (650,106)
Citation 38
  • Add to Cart

Abstract:

Loading...

euro, exchange rate, financial integration, legislation, regulation, trade

38.

Securities Trading by Banks and Credit Supply: Micro-Evidence

Bundesbank Discussion Paper No. 08/2015
Number of pages: 53 Posted: 21 Jun 2016
Deutsche Bundesbank, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Deutsche Bundesbank
Downloads 44 (404,434)

Abstract:

Loading...

banking, investments, bank capital, credit supply, risk-taking

Macroprudential Policy and Household Leverage: Evidence from Administrative Household-Level Data

Number of pages: 43 Posted: 09 Dec 2018 Last Revised: 30 Jan 2019
Erasmus University, University of Mannheim, University of Illinois at Urbana-Champaign - Department of Finance and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 38 (436,591)
Citation 1

Abstract:

Loading...

Macroprudential Policy; Financial Regulation; Residential Mortgages; Household Finance; Household Leverage; Liquidity vs. Solvency

Macroprudential Policy and Household Leverage: Evidence from Administrative Household-Level Data

CEPR Discussion Paper No. DP13503
Number of pages: 46 Posted: 04 Feb 2019
University of Mannheim, University of Illinois at Urbana-Champaign - Department of Finance, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Erasmus University
Downloads 0
  • Add to Cart

Abstract:

Loading...

financial regulation, household finance, household leverage, Liquidity vs. Solvency, macroprudential policy, Residential Mortgages

40.

International Financial Integration, Crises, and Monetary Policy: Evidence from the Euro Area Interbank Crises

FRB of Boston Working Paper No. 17-6
Number of pages: 48 Posted: 07 Sep 2017
Puriya Abbassi, Falk Bräuning, Falko Fecht and Jose-Luis Peydro
Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of Boston, Frankfurt School of Finance & Management and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 30 (461,698)

Abstract:

Loading...

financial integration, financial crises, cross-border lending, monetary policy, euro area sovereign crisis, liquidity

41.

Negative Monetary Policy Rates and Portfolio Rebalancing: Evidence from Credit Register Data

IMF Working Paper No. 19/44
Number of pages: 60 Posted: 08 Apr 2019
Bank of Italy, Federal Reserve Board, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA), International Monetary Fund (IMF) and Bank of Italy
Downloads 28 (481,774)

Abstract:

Loading...

Bank credit, Reserve requirements, Interest rates on loans, Central banks, Bank liquidity, Negative interest rates, portfolio rebalancing, bank lending channel, liquiditymanagement, Eurozone crisis, interbank, credit supply, ex-ante, rebalance, negative rate

42.

Local Versus Aggregate Lending Channels: The Effects of Securitization on Corporate Credit Supply in Spain

NBER Working Paper No. w16595
Number of pages: 47 Posted: 13 Dec 2010
Banco de España, Princeton University - Department of Economics, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Banco de España
Downloads 21 (509,703)
Citation 3

Abstract:

Loading...

43.

Combating Corruption in International Business Transactions

Economica, Vol. 71, No. 283, pp. 417-448, August 2004
Number of pages: 32 Posted: 11 Jul 2004
Marco Celentani, Juan-José Ganuza and Jose-Luis Peydro
Universidad Carlos III de Madrid - Department of Economics, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 18 (527,027)
Citation 1
  • Add to Cart

Abstract:

Loading...

44.

Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say about the Effects of Monetary Policy on Credit Risk?

CEPR Discussion Paper No. DP6514
Number of pages: 36 Posted: 05 Jun 2008
Banco de España, University of Zurich - Department of Banking and Finance, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and Banco de España
Downloads 8 (587,106)
Citation 22
  • Add to Cart

Abstract:

Loading...

bank organization, business cycle, credit risk, duration analysis, financial stability, lending standards, low interest rates, monetary policy, risk-taking

45.

Financial Integration and Business Cycle Synchronization

CEPR Discussion Paper No. DP7292
Number of pages: 54 Posted: 15 Jul 2009
Sebnem Kalemli-Ozcan, Elias Papaioannou and Jose-Luis Peydro
University of Maryland - Department of Economics, Dartmouth College - Department of Economics and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 1 (643,830)
  • Add to Cart

Abstract:

Loading...

Banks, Business Cycles, Co-movement, Financial Integration, Financial Regulation

46.

Burning Money? Government Lending in a Credit Crunch

CEPR Discussion Paper No. DP13267
Number of pages: 53 Posted: 22 Oct 2018
Banco de España, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA), Centre for Monetary and Financial Studies (CEMFI) and Banco de España
Downloads 0 (661,936)
  • Add to Cart

Abstract:

Loading...

Adverse Selection, credit crunch, credit scoring, crowding-in, Real effects of public credit, state-owned banks

47.

Hedger of Last Resort: Evidence from Brazilian FX Interventions, Local Credit and Global Financial Cycles

CEPR Discussion Paper No. DP12817
Number of pages: 42 Posted: 05 Apr 2018
Banco Central do Brasil, Banco de España, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and LUISS Guido Carli University - Department of Economics
Downloads 0 (661,936)
  • Add to Cart

Abstract:

Loading...

Bank credit, central bank, foreign exchange, Hedging, monetary policy

48.

Financial Development and Monetary Policy: Loan Applications, Rates, and Real Effects

CEPR Discussion Paper No. DP12171
Number of pages: 50 Posted: 25 Jul 2017
Bank of Uganda, Bank of Uganda, Federal Reserve Board, Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and International Monetary Fund (IMF)
Downloads 0 (661,936)
  • Add to Cart

Abstract:

Loading...

Bank credit, bank lending channel, developing countries, Financial Development, monetary policy, Real effects

49.

Heterogeneous Transmission Mechanism: Monetary Policy and Financial Fragility in the Eurozone

Economic Policy, Vol. 28, Issue 75, pp. 459-512, 2013
Number of pages: 54 Posted: 16 Jul 2013
Matteo Ciccarelli, Angela Maddaloni and Jose-Luis Peydro
European Central Bank (ECB), European Central Bank (ECB) and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 0 (661,936)
Citation 21
  • Add to Cart

Abstract:

Loading...

Other Papers (1)

Total Downloads: 99
1.

Financial Integration and Business Cycle Synchronization

Number of pages: 44 Posted: 21 Mar 2009
Sebnem Kalemli-Ozcan, Elias Papaioannou and Jose-Luis Peydro
University of Maryland - Department of Economics, London Business School and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 99

Abstract:

Loading...

Financial Integration, Banking, Co-movement, Regulation