Author Page for Jose L. Fillat

Looking Behind the Aggregates: A Reply to 'Facts and Myths About the Financial Crisis of 2008'

FRB of Boston Quantitative Analysis Unit Working Paper No. 08-5

Number of pages: 15 Posted: 04 Nov 2008 Last Revised: 27 Nov 2008

Ethan Cohen-Cole, Burcu Duygan-Bump, Jose L. Fillat, Judit Montoriol-Garriga and Judit Montoriol-Garriga

Econ One Research, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Boston and La CaixaAutonomous University of Barcelona - Department of Business Economics

Downloads 791 (44,494)

Citation 26

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2.

Housing as a Measure for Long-Run Risk in Asset Pricing

AFA 2009 San Francisco Meetings Paper

Number of pages: 58 Posted: 09 Mar 2008 Last Revised: 07 May 2015

Jose L. Fillat

Federal Reserve Banks - Federal Reserve Bank of Boston

Downloads 256 (167,465)

Citation 7

Abstract:

3.

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

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Citation 14

4

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 103 (357,946)

Citation 4

Abstract:

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 (490,374)

Citation 4

Abstract:

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 (626,341)

Citation 5

Abstract:

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 (660,381)

Citation 2

Abstract:

4.

Risk, Returns, and Multinational Production

AFA 2011 Denver Meetings Paper

Number of pages: 49 Posted: 17 Mar 2010

Jose L. Fillat and Stefania Garetto

Federal Reserve Banks - Federal Reserve Bank of Boston and Boston University

Downloads 186 (225,417)

Citation 28

Abstract:

5.

The Impact of Regulatory Stress Tests on Bank Lending and its Macroeconomic Consequences

Downloads 114 (331,734)

2

The Impact of Regulatory Stress Tests on Bank Lending and its Macroeconomic Consequences

Number of pages: 49 Posted: 31 Dec 2020

Falk Bräuning and Jose L. Fillat

Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston

Downloads 90 (390,678)

Abstract:

The Impact of Regulatory Stress Tests on Bank Lending and its Macroeconomic Consequences

FRB of Boston Working Paper No. 20-12

Number of pages: 49 Posted: 23 Dec 2020

Falk Bräuning and Jose L. Fillat

Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston

Downloads 24 (691,046)

Abstract:

6.

Cost-Price Relationships in a Concentrated Economy

Downloads 79 (418,277)

2

Cost-Price Relationships in a Concentrated Economy

Number of pages: 45 Posted: 28 Jun 2022

Falk Bräuning, Jose L. Fillat and Gustavo Joaquim

Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston

Downloads 43 (568,532)

Abstract:

Cost-Price Relationships in a Concentrated Economy

Federal Reserve Bank of Boston Research Paper Series Current Policy Perspectives Paper No. 94265

Number of pages: 9 Posted: 24 May 2022

Falk Bräuning, Jose L. Fillat and Gustavo Joaquim

Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston

Downloads 36 (607,701)

Abstract:

7.

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 63 (471,763)

Abstract:

8.

Corporate Debt Maturity and Monetary Policy

Federal Reserve Bank of Boston Research Paper Series Current Policy Perspectives Paper No. 88967

Number of pages: 31 Posted: 02 Jun 2021

Falk Bräuning, Jose L. Fillat, J. Christina Wang and J. Christina Wang

Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of BostonIndependent

Downloads 59 (487,067)

Abstract:

9.

Stress Testing Effects on Portfolio Similarities Among Large Us Banks

Federal Reserve Bank of Boston Research Paper Series Current Policy Perspectives Paper No. 19-1

Number of pages: 40 Posted: 17 Jul 2019 Last Revised: 05 Dec 2019

Falk Bräuning and Jose L. Fillat

Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston

Downloads 56 (498,878)

Abstract:

10.

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 54 (507,064)

Abstract:

11.

The Main Street Lending Program

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2

The Main Street Lending Program

Federal Reserve Bank of Boston Research Paper Series Current Policy Perspectives Paper No. 93068

Number of pages: 43 Posted: 29 Sep 2021

David M. Arseneau, Jose L. Fillat, Molly Mahar, Donald P. Morgan and Skander Van den Heuvel

Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System

Downloads 34 (619,890)

Abstract:

The Main Street Lending Program

Economic Policy Review, Vol. 28, No. 1, p. 58-92, 2022

Number of pages: 36 Posted: 07 Jul 2022

David M. Arseneau, Jose L. Fillat, Molly Mahar, Donald P. Morgan and Skander Van den Heuvel

Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System

Downloads 7 (851,721)

Abstract:

12.

Corporate Finance and the Transmission of Shocks to the Real Economy

FRB of Boston Working Paper No. 21-18

Number of pages: 52 Posted: 27 Dec 2021

Falk Bräuning, Jose L. Fillat and Gustavo Joaquim

Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston

Downloads 39 (577,603)

Abstract:

13.

On the Origins of the Multinational Premium

FRB of Boston Working Paper No. 21-20

Number of pages: 46 Posted: 27 Dec 2021

Jose L. Fillat and Stefania Garetto

Federal Reserve Banks - Federal Reserve Bank of Boston and Boston University

Downloads 29 (636,031)

Abstract:

14.

A Helping Hand to Main Street Where and When it Was Needed

Federal Reserve Bank of Boston Research Paper Series Current Policy Perspectives Paper No. 92116

Number of pages: 15 Posted: 02 Jun 2021

Frankie Lin, Falk Bräuning, Jose L. Fillat, J. Christina Wang and J. Christina Wang

Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of BostonIndependent

Downloads 21 (693,970)

Abstract:

15.

What are the Consequences of Global Banking for the International Transmission of Shocks? A Quantitative Analysis

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Citation 1

3

What are the Consequences of Global Banking for the International Transmission of Shocks? A Quantitative Analysis

NBER Working Paper No. w25203

Number of pages: 38 Posted: 29 Oct 2018 Last Revised: 14 May 2022

Jose L. Fillat, Stefania Garetto and Arthur Smith

Federal Reserve Banks - Federal Reserve Bank of Boston, Boston University and Boston University, College of Arts and Sciences, Department of Economics, Students

Downloads 13 (789,009)

Citation 1

Abstract:

What are the Consequences of Global Banking for the International Transmission of Shocks?: A Quantitative Analysis

FRB of Boston Working Paper No. 18-11

Number of pages: 52 Posted: 14 Dec 2018 Last Revised: 21 Feb 2019

Jose L. Fillat, Stefania Garetto and Arthur Smith

Federal Reserve Banks - Federal Reserve Bank of Boston, Boston University and Boston University, College of Arts and Sciences, Department of Economics, Students

Downloads 8 (840,756)

Abstract:

What are the Consequences of Global Banking for the International Transmission of Shocks? A Quantitative Analysis

CEPR Discussion Paper No. DP13274

Number of pages: 55 Posted: 29 Oct 2018

Jose L. Fillat, Stefania Garetto and Arthur Smith

Federal Reserve Banks - Federal Reserve Bank of Boston, Boston University and Boston University, College of Arts and Sciences, Department of Economics, Students

Downloads 0

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Abstract:

16.

Did High Leverage Render Small Businesses Vulnerable to the COVID-19 Shock?

Number of pages: 64 Posted: 22 Jun 2022

Falk Bräuning, Jose L. Fillat, J. Christina Wang and J. Christina Wang

Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of BostonIndependent

Downloads 15 (743,185)

Abstract:

17.

COVID Response: The Main Street Lending Program

FRB of New York Staff Report No. 984

Number of pages: 44 Posted: 29 Sep 2021

David M. Arseneau, Jose L. Fillat, Molly Mahar, Donald P. Morgan and Skander Van den Heuvel

Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System

Downloads 15 (743,185)

Jose L. Fillat

Federal Reserve Banks - Federal Reserve Bank of Boston

Financial Economist

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Scholarly Papers (17)

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What are the Consequences of Global Banking for the International Transmission of Shocks? A Quantitative Analysis

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