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Debt and Persistence of Financial Shocks

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Publications

Capital controls, corporate debt and real effects

Author(s): Andrea Fabiani, Martha López-Piñeros, José-Luis Peydró, Paul E. Soto
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1833, 2021
Publisher: UPF Department of Economics and Business

Monetary policy and inequality

Author(s): Asger Lau Andersen, Niels Johannesen, Mia Jørgensen, José-Luis Peydró
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1761, 2021
Publisher: UPF Department of Economics and Business

Media captures by banks

Author(s): Andrea Fabiani, Ruben Durante, José-Luis Peydró
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1817, 2022
Publisher: UPF Department of Economics and Business

Risk mitigating versus risk shifting: Evidence from banks security trading in crises

Author(s): José-Luis Peydró, Andrea Polo, Enrico Sette
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1753, 2020
Publisher: UPF Department of Economics and Business

Borrower versus bank channels in lending: Experimental- and administrative-based evidence (earlier title: Credit demand vs. supply channels: Experimental- and administrative-based evidence)

Author(s): Valentina Michelangeli, José-Luis Peydró; Enrico Sette
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1809, 2021
Publisher: UPF Economics and Business Department

Monetary policy, labor income redistribution and the credit channel: Evidence from matched employer-employee and credit registers

Author(s): Martina Jasova, Caterina Mendicino, Ettore Panetti, José-Luis Peydró, Dominik Supera
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1832, 2021
Publisher: UPF Department of Economics and Business

Hedger of last resort: Evidence from Brazilian FX interventions, local credit, and global financial cycles

Author(s): Rodrigo Barbone Gonzalez, Dmitry Khametshin, José-Luis Peydró, Andrea Polo
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1648, 2022
Publisher: UPF Department of Economics and Business

Macroprudential and monetary policy: Loan-level evidence from reserve requirements

Author(s): Cecilia Dassatti Camors, José-Luis Peydró, Francesc Rodriguez-Tous, Sergio Vicente
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1650, 2019
Publisher: UPF Department of Economics and Business

Global financial cycle, household credit and macroprudential policies (earlier version: Household credit, global financial cycle, and macroprudential policies: Credit register evidence from an emerging country)

Author(s): Mircea Epure, Irina Mihai, Camelia Minoiu, José-Luis Peydró
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1590, 2021
Publisher: UPF Department of Economics and Business

Do demand or supply factors drive bank credit, in good and crisis times?

Author(s): Gabriel Jiménez, Steven Ongena, José-Luis Peydró, Jesús Saurina
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1567, 2017
Publisher: UPF Department of Economics and Business

Burning money? Government lending in a credit crunch

Author(s): Gabriel Jiménez, José-Luis Peydró, Rafael Repullo, Jesús Saurina
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1577, 2018
Publisher: UPF Department of Economics and Business

Global liquidity and impairment of local monetary policy

Author(s): Salih Fendoglu, Eda Gulsen, José-Luis Peydró
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1680, 2021
Publisher: UPF Department of Economics and Business

Nonbanks, banks, and monetary policy: U.S. loan-level evidence since the 1990s

Author(s): David Elliott, Ralf R. Meisenzahl, José-Luis Peydró, Bryce C. Turner
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1679, 2022
Publisher: UPF Department of Economics and Business

Banking supervision, monetary policy and risk-taking: Big data evidence from 15 credit registers

Author(s): Carlo Altavilla, Miguel Boucinha, José-Luis Peydró, Frank Smets
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1684, 2020
Publisher: UPF Department of Economics and Business

Take it to the limit? The effects of household leverage caps

Author(s): Sjoerd van Bekkum, Marc Gabarro, Rustom Irani, José-Luis Peydró
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1682, 2019
Publisher: UPF. Department of Economics and Business

Countercyclical liquidity policy and credit cycles: Evidence from macroprudential and monetary policy in Brazil

Author(s): João Barata R. Blanco Barroso, Rodrigo Barbone Gonzalez, Jose-Luis Peydró, Bernardus F. Nazar Van Doornik
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1698, 2020
Publisher: UPF Department of Economics and Business

Stressed banks? Evidence from the largest-ever supervisory review

Author(s): Puriya Abbassi, Rajkamal Iyer, José-Luis Peydró, Paul E. Soto
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1721, 2023
Publisher: UPF Department of Economics and Business

Quantitative easing, investment, and safe assets: The corporate-bond lending channel

Author(s): Erasmo Giambona, Rafael Matta, José-Luis Peydró, Ye Wang
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1722, 2020
Publisher: UPF Department of Economics and Business

Forward looking loan provisions: Credit supply and risk-taking

Author(s): Gaizka Ormazabal, Bernardo Morais, José-Luis Peydró, Monica Roa, Miguel Sarmiento
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1737, 2020
Publisher: UPF Department of Economics and Business

Macroprudential policy, mortgage cycles and distributional Eefects: Evidence from the UK

Author(s): José-Luis Peydró, Francesc Rodriguez-Tous, Jagdish Tripathy, Arzu Uluc
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1725, 2020
Publisher: UPF Department of Economics and Business

Screening and loan origination time: Lending standards, loan defaults and bank failures

Author(s): Mikel Bedayo, Gabriel Jiménez, José-Luis Peydró, Raquel Vegas
Published in: UPF Department of Economics and Business: Working Paper Series, Issue Working paper no. 1749, 2021
Publisher: UPF Department of Economics and Business

Expansionary yet different: Credit supply and real effects of negative interest rate policy (opens in new window)

Author(s): Margherita Bottero; Camelia Minoiu; José-Luis Peydró, Andrea Polo, Andrea F. Presbitero, Enrico Sette
Published in: Journal of Financial Economics, Issue 146(2), 2022, Page(s) 754-778, ISSN 0304-405X
Publisher: Elsevier BV
DOI: 10.1016/j.jfineco.2021.11.004

Financial crises and political radicalization: How failing banks paved Hitler’s path to power (opens in new window)

Author(s): Sebastian Doerr, Stefan Gissler, José-Luis Peydró, Hans-Joachim Voth
Published in: Journal of Finance, Issue 77(6), 2022, Page(s) 2993-3425, ISSN 1540-6261
Publisher: Wiley
DOI: 10.1111/jofi.13166

Monetary policy at work: Security and credit application registers evidence (opens in new window)

Author(s): José-Luis Peydró, Andrea Polo, Enrico Sette
Published in: Journal of Financial Economics, Issue 140(3), 2021, Page(s) 789-814, ISSN 0304-405X
Publisher: Elsevier BV
DOI: 10.1016/j.jfineco.2021.01.008

The Rise of Shadow Banking: Evidence from Capital Regulation (opens in new window)

Author(s): Rustom M Irani, Rajkamal Iyer, Ralf R Meisenzahl, José-Luis Peydró
Published in: The Review of Financial Studies, Issue 34(5), 2020, Page(s) 2181–2235, ISSN 0893-9454
Publisher: Oxford University Press
DOI: 10.1093/rfs/hhaa106

The real effects of the bank lending channel (opens in new window)

Author(s): Gabriel Jiménez, Atif Mian, José-Luis Peydró, Jesús Saurina
Published in: Journal of Monetary Economics, Issue 115: 162-179, 2019, ISSN 0304-3932
Publisher: Elsevier BV
DOI: 10.1016/j.jmoneco.2019.06.002

Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (opens in new window)

Author(s): Gabriel Jiménez, Steven Ongena, José-Luis Peydró, Jesús Saurina
Published in: Journal of Political Economy, Issue 125/6, 2017, Page(s) 2126-2177, ISSN 0022-3808
Publisher: University of Chicago Press
DOI: 10.1086/694289

The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach-for-Yield, and Real Effects (opens in new window)

Author(s): BERNARDO MORAIS, JOSÉ-LUIS PEYDRÓ, JESSICA ROLDÁN-PEÑA, CLAUDIA RUIZ-ORTEGA
Published in: The Journal of Finance, Issue 74/1, 2019, Page(s) 55-90, ISSN 0022-1082
Publisher: Blackwell Publishing Inc.
DOI: 10.1111/jofi.12735

Securities trading by banks and credit supply: Micro-evidence from the crisis (opens in new window)

Author(s): Puriya Abbassi, Rajkamal Iyer, José-Luis Peydró, Francesc R. Tous
Published in: Journal of Financial Economics, Issue 121/3, 2016, Page(s) 569-594, ISSN 0304-405X
Publisher: Elsevier BV
DOI: 10.1016/j.jfineco.2016.05.005

Monetary Policy and Bank Profitability in a Low Interest Rate Environment (opens in new window)

Author(s): Carlo Altavilla, Miguel Boucinha, José-Luis Peydró
Published in: Economic Policy, Issue 33(96), 2018, Page(s) 531-86, ISSN 0266-4658
Publisher: Blackwell Publishing Inc.
DOI: 10.1093/epolic/eiy013

Cross-border interbank liquidity, crises, and monetary policy (opens in new window)

Author(s): Puriya Abbassi, Falk Bräuning, Falko Fecht, José-Luis Peydró
Published in: Journal of International Economics, Issue 139, 2022, Page(s) 103657, ISSN 0022-1996
Publisher: Elsevier BV
DOI: 10.1016/j.jinteco.2022.103657

Political connections and informed trading: Evidence from TARP (opens in new window)

Author(s): Ozlem Akin, Nicholas S. Coleman, Christian Fons‐Rosen, José‐Luis Peydró
Published in: Financial Management, Issue 50(3), 2019, Page(s) 619-644, ISSN 0046-3892
Publisher: Financial Management Association International
DOI: 10.1111/fima.12292

Double bank runs and liquidity risk management (opens in new window)

Author(s): Filippo Ippolito, José-Luis Peydró, Andrea Polo, Enrico Sette
Published in: Journal of Financial Economics, Issue 122/1, 2016, Page(s) 135-154, ISSN 0304-405X
Publisher: Elsevier BV
DOI: 10.1016/j.jfineco.2015.11.004

Anticipating the Financial Crisis: Evidence from Insider Trading in Banks (opens in new window)

Author(s): Ozlem Akin, José M Marín, José-Luis Peydró
Published in: Economic Policy, Issue 35 (102), 2020, Page(s) 213-267, ISSN 0266-4658
Publisher: Blackwell Publishing Inc.
DOI: 10.1093/epolic/eiaa012

Monetary policy and bank lending in developing countries: Loan applications, rates, and real effects (opens in new window)

Author(s): Charles Abuka, Ronnie K. Alinda, Camelia Minoiu, José-Luis Peydró, Andrea F. Presbitero
Published in: Journal of Development Economics, Issue 139, 2019, Page(s) 185-202, ISSN 0304-3878
Publisher: Elsevier BV
DOI: 10.1016/j.jdeveco.2019.03.004

Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register (opens in new window)

Author(s): JOHANNES BUBECK, ANGELA MADDALONI, JOSÉ‐LUIS PEYDRÓ
Published in: Journal of Money, Credit and Banking, Issue 52/S1, 2020, Page(s) 197-231, ISSN 0022-2879
Publisher: Ohio State University Press
DOI: 10.1111/jmcb.12740

Macroprudential Policy and Credit Supply (opens in new window)

Author(s): José-Luis Peydró
Published in: Swiss Journal of Economics and Statistics, Issue 152/4, 2016, Page(s) 305-318, ISSN 2235-6282
Publisher: Springer
DOI: 10.1007/bf03399430

A Primer on Systemic Risk (opens in new window)

Author(s): Xavier Freixas, Luc Laeven, José-Luis Peydró
Published in: """Systemic Risk, Crises, and Macroprudential Regulation""", 2015, Page(s) 13-46, ISBN 9780-262028691
Publisher: The MIT Press
DOI: 10.7551/mitpress/9780262028691.003.0002

Introduction (opens in new window)

Author(s): Xavier Freixas, Luc Laeven, José-Luis Peydró
Published in: """Systemic Risk, Crises, and Macroprudential Regulation""", 2015, Page(s) 1-12, ISBN 9780-262028691
Publisher: The MIT Press
DOI: 10.7551/mitpress/9780262028691.003.0001

Monetary Policy and Systemic Risk (opens in new window)

Author(s): Xavier Freixas, Luc Laeven, José-Luis Peydró
Published in: """Systemic Risk, Crises, and Macroprudential Regulation""", 2015, Page(s) 291-328, ISBN 9780-262028691
Publisher: The MIT Press
DOI: 10.7551/mitpress/9780262028691.003.0010

Contagion (opens in new window)

Author(s): Xavier Freixas, Luc Laeven, José-Luis Peydró
Published in: """Systemic Risk, Crises, and Macroprudential Regulation""", 2015, Page(s) 109-142, ISBN 9780-262028691
Publisher: The MIT Press
DOI: 10.7551/mitpress/9780262028691.003.0005

Systemic Risk and Microprudential Regulation (opens in new window)

Author(s): Xavier Freixas, Luc Laeven, José-Luis Peydró
Published in: """Systemic Risk, Crises, and Macroprudential Regulation""", 2015, Page(s) 199-250, ISBN 9780-262028691
Publisher: The MIT Press
DOI: 10.7551/mitpress/9780262028691.003.0008

Systemic Risk and the Real Costs of Financial Crises (opens in new window)

Author(s): Xavier Freixas, Luc Laeven, José-Luis Peydró
Published in: """Systemic Risk, Crises, and Macroprudential Regulation""", 2015, Page(s) 143-162, ISBN 9780-262028691
Publisher: The MIT Press
DOI: 10.7551/mitpress/9780262028691.003.0006

Systemic Risk: A Theoretical Framework (opens in new window)

Author(s): Xavier Freixas, Luc Laeven, José-Luis Peydró
Published in: """Systemic Risk, Crises, and Macroprudential Regulation""", 2015, Page(s) 47-72, ISBN 9780-262028691
Publisher: The MIT Press
DOI: 10.7551/mitpress/9780262028691.003.0003

The Buildup of Financial Imbalances (opens in new window)

Author(s): Xavier Freixas, Luc Laeven, José-Luis Peydró
Published in: """Systemic Risk, Crises, and Macroprudential Regulation""", 2015, Page(s) 73-108, ISBN 9780-262028691
Publisher: The MIT Press
DOI: 10.7551/mitpress/9780262028691.003.0004

Systemic Risk and Macroprudential Regulation (opens in new window)

Author(s): Xavier Freixas, Luc Laeven, José-Luis Peydró
Published in: """Systemic Risk, Crises, and Macroprudential Regulation""", 2015, Page(s) 251-290, ISBN 9780-262028691
Publisher: The MIT Press
DOI: 10.7551/mitpress/9780262028691.003.0009

New Challenges for Regulatory Policy (opens in new window)

Author(s): Xavier Freixas, Luc Laeven, José-Luis Peydró
Published in: """Systemic Risk, Crises, and Macroprudential Regulation""", 2015, Page(s) 329-366, ISBN 9780-262028691
Publisher: The MIT Press
DOI: 10.7551/mitpress/9780262028691.003.0011

Measuring Systemic Risk (opens in new window)

Author(s): Xavier Freixas, Luc Laeven, José-Luis Peydró
Published in: """Systemic Risk, Crises, and Macroprudential Regulation""", 2015, Page(s) 163-198, ISBN 9780-262028691
Publisher: The MIT Press
DOI: 10.7551/mitpress/9780262028691.003.0007

"""Systemic Risk, Crises, and Macroprudential Regulation""" (opens in new window)

Author(s): Freixas, Xavier; Laeven, Luc; Peydro, Jose-Luis
Published in: 2015, ISBN 9780-262028691
Publisher: MIT Press
DOI: 10.7551/mitpress/9780262028691.001.0001

Securities Trading and Lending in Banks (opens in new window)

Author(s): Peydró J-L, Polo A, Sette E.
Published in: Finance and investment: the European case (Mayer C, Micossi S, Onado M, Pagano M, Polo A, eds.), Issue 9780198815822, 2018, Page(s) 363-372
Publisher: Oxford University Press
DOI: 10.1093/oso/9780198815815.003.0022

Capital controls, domestic macroprudential policy and the bank lending channel of monetary policy (opens in new window)

Author(s): Andrea Fabiani, Martha López-Piñeros, José-Luis Peydró, Paul E. Soto
Published in: Journal of International Economics, Issue 139, 2022, Page(s) 103677, ISSN 0022-1996
Publisher: Elsevier BV
DOI: 10.1016/j.jinteco.2022.103677

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