Zobrazeno 1 - 10 of 11 pro vyhledávání: '"Jose L. Fillat"'
4
The Impact of Regulatory Stress Tests on Bank Lending and Its Macroeconomic Consequences
Autor: Jose L. Fillat, Falk Bräuning
Publikováno v: Federal Reserve Bank of Boston Research Department Working Papers.
We use an expansive regulatory loan-level data set to analyze how the portfolios of the largest US banks have changed in response to the Dodd-Frank Act Stress Test (DFAST) requirements. We find that the portfolios of the largest banks, which are subj
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b9845e171597868cdda9e6596f40c747
https://doi.org/10.29412/res.wp.2020.12
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6
What are the Consequences of Global Banking for the International Transmission of Shocks? A Quantitative Analysis
Autor: Jose L. Fillat, Arthur A. Smith, Stefania Garetto
The global financial crisis of 2008 was followed by a wave of regulatory reforms that affected large banks, especially those with a global presence. These reforms were reactive to the crisis. In this paper we propose a structural model of global bank
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a35b264f450d78ba6e597ff7f2915ec0
https://doi.org/10.3386/w25203
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8
Risk, Returns, and Multinational Production
Autor: Jose L. Fillat, Stefania Garetto
Publikováno v: SSRN Electronic Journal.
This paper starts by unveiling a new empirical regularity: multinational corporations tend to exhibit systematically higher returns and earnings yields than non-multinational firms. Within non-multinationals, exporters tend to have higher earnings yi
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d158a75e41182dc86b5df31c4adf78e0
https://doi.org/10.2139/ssrn.1571331
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9
Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs
Autor: Carles Vergara-Alert, Jose L. Fillat, Stefano Corradin
Publikováno v: SSRN Electronic Journal.
We develop and solve a model of optimal portfolio choice with transaction costs and predictability in house prices. We model house prices using a process with a time-varying expected growth rate. Housing adjustments are infrequent and characterized b
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b19ea500c688ae9c66fe451ad5d83067
https://doi.org/10.2139/ssrn.1342755
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10
Housing as a Measure for Long-Run Risk in Asset Pricing
Autor: Jose L. Fillat
Publikováno v: SSRN Electronic Journal.
I evaluate the effects of long-run consumption growth risk and housing consumption risk on asset prices. Current asset values are affected by the risk-return tradeoff in the long-run. Housing plays an important role in the economy. As an asset, it is
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b0f316f43d04dce88b8c44b64a027455
https://doi.org/10.2139/ssrn.1104303
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