Jose L. Fillat

Federal Reserve Banks - Federal Reserve Bank of Boston

Financial Economist

600 Atlantic Avenue

Boston, MA 02210

United States

http://www.bos.frb.org/economic/econbios/fillat.htm

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SCHOLARLY PAPERS

8

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1,536

SSRN CITATIONS

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Scholarly Papers (8)

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1.

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 and Judit Montoriol-Garriga

Econ One Research, Federal Reserve Board, Federal Reserve Banks - Federal Reserve Bank of Boston and La Caixa

Downloads 766 (34,705)

Citation 26

Abstract:

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 239 (139,257)

Citation 7

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3.

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

Downloads 219 (151,587)

Citation 19

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 100 (288,859)

Citation 3

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 (390,762)

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 32 (507,024)

Citation 4

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 27 (535,632)

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 176 (185,131)

Citation 24

Abstract:

5.

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 61 (382,220)

Abstract:

6.

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

Falk Bräuning and Jose L. Fillat

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

Downloads 35 (480,185)

Abstract:

7.

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 30 (504,610)

Abstract:

8.

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

Downloads 10 (629,322)

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

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 5 (693,840)

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 5 (693,840)

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

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