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

SCHOLARLY PAPERS

8

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1,470

CITATIONS
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SSRN RANKINGS

Top 16,064

in Total Papers Citations

44

Scholarly Papers (8)

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
Econ One Research, Federal Reserve Board, Federal Reserve Banks - Federal Reserve Bank of Boston and La Caixa
Downloads 746 (32,532)
Citation 14

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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 234 (129,877)
Citation 6

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Asset Pricing, Long-Run Risk, Housing

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

Number of pages: 36 Posted: 14 Feb 2009 Last Revised: 20 Nov 2009
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 95 (274,601)
Citation 2

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Portfolio Choice, Predictability, House Prices, Transaction Costs, Real Estate Bubbles

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
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 59 (362,711)
Citation 4

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Portfolio choice, predictability, house prices, household finance

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

ECB Working Paper No. 1470
Number of pages: 80 Posted: 24 Sep 2012
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 31 (471,990)
Citation 1

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durable goods, transaction costs, housing returns predictability, optimal housing consumption and investment

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
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 26 (499,409)
Citation 2

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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 173 (172,170)
Citation 9

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Multinational firms, option value, cross-sectional returns

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
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 60 (354,695)

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Portfolio Choice, Predictability, House Prices, Transaction Costs, Real Estate Bubbles

6.

Portfolio Choice with House Value Misperception

FRB of Boston Working Paper No. 17-16
Number of pages: 59 Posted: 11 Jan 2018
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 23 (501,659)

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portfolio choice, housing, transaction costs, information costs, inaction bands, rational inattention

7.

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 13 (560,236)

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bank correlations, concentration, portfolio similarity, stress tests, systemic risk

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 (638,775)
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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 (638,775)

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global banks, banking regulation, shock transmission

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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banking regulation, global banks, shock transmission