Jose M. Berrospide

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

11

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CITATIONS
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129

Scholarly Papers (11)

1.

Corporate Hedging, Investment and Value

EFA 2008 Athens Meetings Paper, FEDS Working Paper No. 2008-16
Number of pages: 44 Posted: 19 Mar 2008 Last Revised: 26 Jan 2011
Jose M. Berrospide, Amiyatosh K. Purnanandam and Uday Rajan
Board of Governors of the Federal Reserve System, University of Michigan, Stephen M. Ross School of Business and Stephen M. Ross School of Business, University of Michigan
Downloads 659 (38,169)
Citation 6

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Currency derivatives, firm value, underinvestment, debt capacity, cost of capital

The Effects of Bank Capital on Lending: What Do We Know, and What Does it Mean?

FEDS Working Paper No. 2010-44
Number of pages: 54 Posted: 27 Jul 2011
Jose M. Berrospide and Rochelle M. Edge
Board of Governors of the Federal Reserve System and Monetary Affairs Division at the Board of Governors of the Federal Reserve System
Downloads 473 (57,994)
Citation 59

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Bank capital, bank lending

The Effects of Bank Capital on Lending: What Do We Know, and What Does It Mean?

CAMA Working Paper Series 26/2010
Number of pages: 50 Posted: 04 Sep 2010 Last Revised: 08 Dec 2016
Jose M. Berrospide and Rochelle M. Edge
Board of Governors of the Federal Reserve System and Monetary Affairs Division at the Board of Governors of the Federal Reserve System
Downloads 176 (168,472)
Citation 87

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3.

Bank Liquidity Hoarding and the Financial Crisis: An Empirical Evaluation

FEDS Working Paper No. 2013-03
Number of pages: 43 Posted: 28 Jan 2013
Jose M. Berrospide
Board of Governors of the Federal Reserve System
Downloads 271 (110,962)
Citation 12

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financial crisis, liquidity risk, banks

4.

Credit Line Use and Availability in the Financial Crisis: The Importance of Hedging

FEDS Working Paper No. 2012-27
Number of pages: 51 Posted: 09 May 2012
Jose M. Berrospide, Ralf R. Meisenzahl and Briana Sullivan
Board of Governors of the Federal Reserve System, Federal Reserve Board and affiliation not provided to SSRN
Downloads 167 (176,363)
Citation 5

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Credit lines, financial crisis, liquidity management, hedging

The Cross-Market Spillover of Economic Shocks through Multimarket Banks

Journal of Money, Credit, and Banking, Vol. 48, No. 5, 2016
Number of pages: 55 Posted: 17 Mar 2012 Last Revised: 17 Oct 2017
Jose M. Berrospide, Lamont Black and William Keeton
Board of Governors of the Federal Reserve System, DePaul University - Driehaus College of Business and University of Missouri at Kansas City - Bloch School of Management
Downloads 67 (337,028)
Citation 7

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Contagion, financial crisis, transmission of shocks, credit supply, multimarket banks, internal capital markets, mortgage lending

The Cross-Market Spillover of Economic Shocks Through Multi-Market Banks

FEDS Working Paper No. 2013-52
Number of pages: 44 Posted: 16 Oct 2013
Jose M. Berrospide, Lamont Black and William Keeton
Board of Governors of the Federal Reserve System, DePaul University - Driehaus College of Business and University of Missouri at Kansas City - Bloch School of Management
Downloads 34 (453,938)
Citation 1

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Contagion, multi-market banks, mortgage lending, securitization

6.

The Real Effects of Credit Line Drawdowns

FEDS Working Paper No. 2015-007, http://dx.doi.org/10.17016/FEDS.2015.007
Number of pages: 54 Posted: 21 Feb 2015
Jose M. Berrospide and Ralf R. Meisenzahl
Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 89 (282,260)
Citation 1

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Credit Lines, Financial Crisis, Investment, Liquidity Management

7.

Non-Bank Finance-Companies in Mexico: Liquidity Shock or Deregulation?

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 34 Posted: 04 Sep 2012 Last Revised: 21 Jun 2013
Jose M. Berrospide and Renata Herrerias
Board of Governors of the Federal Reserve System and Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Downloads 86 (288,425)

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financial crisis, liquidity shock, funding shock, non-bank finance companies

8.

Exchange Rates, Optimal Debt Composition, and Hedging in Small Open Economies

FEDS Working Paper No. 2008-18
Number of pages: 45 Posted: 15 Jan 2009
Jose M. Berrospide
Board of Governors of the Federal Reserve System
Downloads 80 (301,288)

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Exchange rate regime, debt composition, hedging

9.

The Impact of Post Stress Tests Capital on Bank Lending

FEDS Working Paper No. 2018-087
Number of pages: 50 Posted: 26 Dec 2018 Last Revised: 21 Feb 2019
William F. Bassett and Jose M. Berrospide
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 43 (407,935)

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Bank capital, Bank lending, Regulatory capital, Stress tests

International Banking and Cross-Border Effects of Regulation: Lessons from the United States

FRB of NY Staff Report No. 793
Number of pages: 36 Posted: 26 Sep 2016 Last Revised: 11 Nov 2017
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 18 (545,586)

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macroprudential policies, international banking, bank credit, spillovers

International Banking and Cross-Border Effects of Regulation: Lessons from the United States

NBER Working Paper No. w22645
Number of pages: 36 Posted: 20 Sep 2016
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 6 (626,069)

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11.

International Banking and Cross-Border Effects of Regulation: Lessons from the United States

FRB International Finance Discussion Paper No. 1180
Number of pages: 37 Posted: 23 Sep 2016
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 14 (550,050)
Citation 12

Abstract:

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Macroprudential policies, International banking, Bank credit, Spillovers