Francisco Covas

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

8

DOWNLOADS

548

CITATIONS
Rank 20,016

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Top 20,016

in Total Papers Citations

15

Scholarly Papers (8)

Bank Liquidity and Capital Regulation in General Equilibrium

Number of pages: 38 Posted: 14 Sep 2014
Francisco Covas and John C. Driscoll
Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 100 (250,742)

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bank regulation, liquidity requirements, capital requirements, incomplete markets, idiosyncratic risk, macroprudential policy

Bank Liquidity and Capital Regulation in General Equilibrium

FEDS Working Paper No. 2014-85
Number of pages: 39 Posted: 08 Nov 2014
Francisco Covas and John C. Driscoll
Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 57 (348,841)

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Liquidity requirements, capital requirements, macroprudential policy, incomplete markets

2.

Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence

FRB of Philadelphia Working Paper No. 09-23
Number of pages: 30 Posted: 08 Oct 2009
Francisco Covas and Shigeru Fujita
Board of Governors of the Federal Reserve System and Federal Reserve Bank of Philadelphia
Downloads 93 (261,307)
Citation 3

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Procyclicality, capital requirements, countercyclical regulation

3.

Stress-Testing U.S. Bank Holding Companies: A Dynamic Panel Quantile Regression Approach

International Journal of Forecasting, Forthcoming, FEDS Working Paper No. 2013-55
Number of pages: 44 Posted: 01 Nov 2013
Francisco Covas, Ben Rump and Egon Zakrajsek
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Board - Division of Monetary Affairs
Downloads 90 (266,818)

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Macroprudential regulation, stress tests, capital shortfalls, density forecasting, quantile autoregression, panel data

4.

Private Risk Premium and Aggregate Uncertainty in the Model of Uninsurable Investment Risk

FRB of Philadelphia Working Paper No. 07-30
Number of pages: 38 Posted: 16 Jan 2008
Shigeru Fujita and Francisco Covas
Federal Reserve Bank of Philadelphia and Board of Governors of the Federal Reserve System
Downloads 90 (266,818)

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Uninsurable investment risk, aggregate uncertainty, private risk premium

Macroeconomic Effects of Banking Sector Losses Across Structural Models

BIS Working Paper No. 507
Number of pages: 53 Posted: 03 Aug 2015
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board - Trade and Financial Studies, Board of Governors of the Federal Reserve System, Federal Reserve Board, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System
Downloads 47 (381,597)

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Banks, DSGE Models, Capital Requirements, Bank Losses

Macroeconomic Effects of Banking Sector Losses Across Structural Models

FEDS Working Paper No. 2015-044, http://dx.doi.org/10.17016/FEDS.2015.044
Number of pages: 52 Posted: 10 Jul 2015
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board - Trade and Financial Studies, Board of Governors of the Federal Reserve System, Federal Reserve Board, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System
Downloads 19 (514,213)

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Bank losses, Banks, Capital requirements, DSGE models

6.

Private Equity Premium in a General Equilibrium Model of Uninsurable Investment Risk

FRB of Philadelphia Working Paper No. 11-18, Supersedes Working Paper 07-30
Number of pages: 33 Posted: 18 May 2011
Francisco Covas and Shigeru Fujita
Board of Governors of the Federal Reserve System and Federal Reserve Bank of Philadelphia
Downloads 48 (371,682)

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Uninsurable investment risk, aggregate uncertainty, private equity premium

7.

Price-Level Versus Inflation Targeting with Financial Market Imperfections

Canadian Journal of Economics/Revue Canadienne d'Economique, Vol. 43, Issue 4, pp. 1302-1332, November/Novembre 2010
Number of pages: 31 Posted: 19 Oct 2010
Francisco Covas and Yahong Zhang
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 3 (585,964)
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8.

The Role of Debt and Equity Finance Over the Business Cycle

The Economic Journal, Vol. 122, Issue 565, pp. 1262-1286, 2012
Number of pages: 25 Posted: 13 Nov 2012
Francisco Covas and Wouter J. den Haan
Board of Governors of the Federal Reserve System and University of Amsterdam
Downloads 1 (606,103)
Citation 12
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