Zobrazeno 1 - 10 of 16 pro vyhledávání: '"Miguel Ampudia"'
4
Borrowing constraints and housing price expectations in the euro area
Autor: Miguel Ampudia, Sergio Mayordomo
Publikováno v: Economic Modelling. 72:410-421
This paper analyzes the importance of financial constraints on the home ownership decision of European households and their differential effect in periods of positive expectations of housing prices. We document that financial constraints are key driv
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aebd71ae7cbcf08b74163d3129fd8b5f
https://doi.org/10.1016/j.econmod.2018.02.015
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5
Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates
Autor: Skander Van den Heuvel, Miguel Ampudia
Publikováno v: Finance and Economics Discussion Series. 2019
Does banks' exposure to interest rate risk change when interest rates are very low or even negative? Using a high-frequency event study methodology and intraday data, we find that the effect of surprise interest rate cuts announced by the ECB on Euro
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6d8319f6ba79b62cce6672a9f3b0df23
https://doi.org/10.17016/feds.2019.064
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6
MPC Heterogeneity in Europe: Sources and Policy Implications
Autor: Julia Le Blanc, Miguel Ampudia, Guozhong Zhu, Russell Cooper
This paper studies the implications of household financial choices for the effects of monetary policy on consumption. Based on data from four major euro area countries, the paper estimates the key structural parameters using a simulated method of mom
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a3b2a568ad1d05126d9ee243c27fec1c
https://doi.org/10.3386/w25082
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7
Monetary Policy and Household Inequality
Autor: Miguel Ampudia, Dimitris Georgarakos, Oreste Tristani, Philip Vermeulen, Giovanni L. Violante, Jiri Slacalek
Publikováno v: SSRN Electronic Journal.
This paper considers how monetary policy produces heterogeneous effects on euro area households, depending on the composition of their income and on the components of their wealth. We first review the existing evidence on how monetary policy affects
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::f793429c7d560c43a2e7974caebacc8b
https://doi.org/10.2139/ssrn.3223542
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9
Monetary Policy and Bank Equity Values in a Time of Low Interest Rates
Autor: Skander Van den Heuvel, Miguel Ampudia
Publikováno v: SSRN Electronic Journal.
This paper examines the effects of monetary policy on the equity values of European banks. We identify monetary policy shocks by looking at changes in the EONIA one month and two year swap contracts yield during narrow windows around the press statem
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d41a9b89bba012bdd7f7a35cfee8006b
https://doi.org/10.2139/ssrn.2976372
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10
Simple Economics of the Price-Setting Newsvendor Problem
Autor: Miguel Ampudia, Michael A. Salinger
Publikováno v: Management Science. 57:1996-1998
The Lerner relationship linking the profit-maximizing price to marginal cost and the elasticity of demand generalizes to the price-setting newsvendor, and the result resolves the puzzle over the different effects of additive and multiplicative uncert
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ddd8afc6c952e5d45aadc24739a827ad
https://doi.org/10.1287/mnsc.1110.1388
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