Debt and Persistence of Financial Shocks

Capital controls, corporate debt and real effects

Auteurs: Andrea Fabiani, Martha López-Piñeros, José-Luis Peydró, Paul E. Soto
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1833, 2021
Éditeur: UPF Department of Economics and Business

Monetary policy and inequality

Auteurs: Asger Lau Andersen, Niels Johannesen, Mia Jørgensen, José-Luis Peydró
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1761, 2021
Éditeur: UPF Department of Economics and Business

Media captures by banks

Auteurs: Andrea Fabiani, Ruben Durante, José-Luis Peydró
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1817, 2021
Éditeur: UPF Department of Economics and Business

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

Auteurs: José-Luis Peydró, Andrea Polo, Enrico Sette
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1753, 2020
Éditeur: 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)

Auteurs: Valentina Michelangeli, José-Luis Peydró; Enrico Sette
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1809, 2021
Éditeur: UPF Economics and Business Department

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

Auteurs: Martina Jasova, Caterina Mendicino, Ettore Panetti, José-Luis Peydró, Dominik Supera
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1832, 2021
Éditeur: UPF Department of Economics and Business

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

Auteurs: Rodrigo Barbone Gonzalez, Dmitry Khametshin, José-Luis Peydró, Andrea Polo
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1648, 2021
Éditeur: UPF Department of Economics and Business

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

Auteurs: Cecilia Dassatti Camors, José-Luis Peydró, Francesc Rodriguez-Tous, Sergio Vicente
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1650, 2019
Éditeur: 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)

Auteurs: Mircea Epure, Irina Mihai, Camelia Minoiu, José-Luis Peydró
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1590, 2021
Éditeur: UPF Department of Economics and Business

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

Auteurs: Gabriel Jiménez, Steven Ongena, José-Luis Peydró, Jesús Saurina
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1567, 2017
Éditeur: UPF Department of Economics and Business

Burning money? Government lending in a credit crunch

Auteurs: Gabriel Jiménez, José-Luis Peydró, Rafael Repullo, Jesús Saurina
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1577, 2018
Éditeur: UPF Department of Economics and Business

Global liquidity and impairment of local monetary policy

Auteurs: Salih Fendoglu, Eda Gulsen, José-Luis Peydró
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1680, 2019
Éditeur: UPF Department of Economics and Business

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

Auteurs: David Elliott, Ralf R. Meisenzahl, José-Luis Peydró, Bryce C. Turner
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1679, 2020
Éditeur: UPF Department of Economics and Business

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

Auteurs: Carlo Altavilla, Miguel Boucinha, José-Luis Peydró, Frank Smets
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1684, 2020
Éditeur: UPF Department of Economics and Business

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

Auteurs: Sjoerd van Bekkum, Marc Gabarro, Rustom Irani, José-Luis Peydró
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1682, 2019
Éditeur: UPF. Department of Economics and Business

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

Auteurs: João Barata R. Blanco Barroso, Rodrigo Barbone Gonzalez, Jose-Luis Peydró, Bernardus F. Nazar Van Doornik
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1698, 2020
Éditeur: UPF Department of Economics and Business

Stressed banks? Evidence from the largest-ever supervisory review

Auteurs: Puriya Abbassi, Rajkamal Iyer, José-Luis Peydró, Paul E. Soto
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1721, 2020
Éditeur: UPF Department of Economics and Business

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

Auteurs: Erasmo Giambona, Rafael Matta, José-Luis Peydró, Ye Wang
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1722, 2020
Éditeur: UPF Department of Economics and Business

Forward looking loan provisions: Credit supply and risk-taking

Auteurs: Gaizka Ormazabal, Bernardo Morais, José-Luis Peydró, Monica Roa, Miguel Sarmiento
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1737, 2020
Éditeur: UPF Department of Economics and Business

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

Auteurs: José-Luis Peydró, Francesc Rodriguez-Tous, Jagdish Tripathy, Arzu Uluc
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1725, 2020
Éditeur: UPF Department of Economics and Business

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

Auteurs: Mikel Bedayo, Gabriel Jiménez, José-Luis Peydró, Raquel Vegas
Publié dans: UPF Department of Economics and Business: Working Paper Series, Numéro Working paper no. 1749, 2021
Éditeur: UPF Department of Economics and Business

Expansionary yet different: Credit supply and real effects of negative interest rate policy

Auteurs: Margherita Bottero; Camelia Minoiu; José-Luis Peydró, Andrea Polo, Andrea F. Presbitero, Enrico Sette
Publié dans: Journal of Financial Economics, Numéro In press, 2021, Page(s) In press, ISSN 0304-405X
Éditeur: Elsevier BV
DOI: 10.1016/j.jfineco.2021.11.004

Financial crises and political radicalization: How failing banks paved Hitler’s path to power

Auteurs: Sebastian Doerr, Stefan Gissler, José-Luis Peydró, Hans-Joachim Voth
Publié dans: Journal of Finance, Numéro 77(6), 2022, Page(s) 2993-3425, ISSN 1540-6261
Éditeur: Wiley
DOI: 10.1111/jofi.13166

Monetary policy at work: Security and credit application registers evidence

Auteurs: José-Luis Peydró, Andrea Polo, Enrico Sette
Publié dans: Journal of Financial Economics, Numéro 140(3), 2021, Page(s) 789-814, ISSN 0304-405X
Éditeur: Elsevier BV
DOI: 10.1016/j.jfineco.2021.01.008

The Rise of Shadow Banking: Evidence from Capital Regulation

Auteurs: Rustom M Irani, Rajkamal Iyer, Ralf R Meisenzahl, José-Luis Peydró
Publié dans: The Review of Financial Studies, 2020, ISSN 0893-9454
Éditeur: Oxford University Press
DOI: 10.1093/rfs/hhaa106

The real effects of the bank lending channel

Auteurs: Gabriel Jiménez, Atif Mian, José-Luis Peydró, Jesús Saurina
Publié dans: Journal of Monetary Economics, 2019, ISSN 0304-3932
Éditeur: 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

Auteurs: Gabriel Jiménez, Steven Ongena, José-Luis Peydró, Jesús Saurina
Publié dans: Journal of Political Economy, Numéro 125/6, 2017, Page(s) 2126-2177, ISSN 0022-3808
Éditeur: 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

Auteurs: BERNARDO MORAIS, JOSÉ-LUIS PEYDRÓ, JESSICA ROLDÁN-PEÑA, CLAUDIA RUIZ-ORTEGA
Publié dans: The Journal of Finance, Numéro 74/1, 2019, Page(s) 55-90, ISSN 0022-1082
Éditeur: Blackwell Publishing Inc.
DOI: 10.1111/jofi.12735

Securities trading by banks and credit supply: Micro-evidence from the crisis

Auteurs: Puriya Abbassi, Rajkamal Iyer, José-Luis Peydró, Francesc R. Tous
Publié dans: Journal of Financial Economics, Numéro 121/3, 2016, Page(s) 569-594, ISSN 0304-405X
Éditeur: Elsevier BV
DOI: 10.1016/j.jfineco.2016.05.005

Monetary Policy and Bank Profitability in a Low Interest Rate Environment

Auteurs: Carlo Altavilla, Miguel Boucinha, José-Luis Peydró
Publié dans: Economic Policy, Numéro 33(96), 2018, Page(s) 531-86, ISSN 0266-4658
Éditeur: Blackwell Publishing Inc.
DOI: 10.1093/epolic/eiy013

Cross-border interbank liquidity, crises, and monetary policy

Auteurs: Puriya Abbassi, Falk Bräuning, Falko Fecht, José-Luis Peydró
Publié dans: Journal of International Economics, Numéro 139, 2022, Page(s) 103657, ISSN 0022-1996
Éditeur: Elsevier BV
DOI: 10.1016/j.jinteco.2022.103657

Political connections and informed trading: Evidence from TARP

Auteurs: Ozlem Akin, Nicholas S. Coleman, Christian Fons‐Rosen, José‐Luis Peydró
Publié dans: Financial Management, 2019, ISSN 0046-3892
Éditeur: Financial Management Association International
DOI: 10.1111/fima.12292

Double bank runs and liquidity risk management

Auteurs: Filippo Ippolito, José-Luis Peydró, Andrea Polo, Enrico Sette
Publié dans: Journal of Financial Economics, Numéro 122/1, 2016, Page(s) 135-154, ISSN 0304-405X
Éditeur: Elsevier BV
DOI: 10.1016/j.jfineco.2015.11.004

Anticipating the Financial Crisis: Evidence from Insider Trading in Banks

Auteurs: Ozlem Akin, José M Marín, José-Luis Peydró
Publié dans: Economic Policy, 2020, ISSN 0266-4658
Éditeur: Blackwell Publishing Inc.
DOI: 10.1093/epolic/eiaa012

Monetary policy and bank lending in developing countries: Loan applications, rates, and real effects

Auteurs: Charles Abuka, Ronnie K. Alinda, Camelia Minoiu, José-Luis Peydró, Andrea F. Presbitero
Publié dans: Journal of Development Economics, Numéro 139, 2019, Page(s) 185-202, ISSN 0304-3878
Éditeur: 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

Auteurs: JOHANNES BUBECK, ANGELA MADDALONI, JOSÉ‐LUIS PEYDRÓ
Publié dans: Journal of Money, Credit and Banking, Numéro 52/S1, 2020, Page(s) 197-231, ISSN 0022-2879
Éditeur: Ohio State University Press
DOI: 10.1111/jmcb.12740

Macroprudential Policy and Credit Supply

Auteurs: José-Luis Peydró
Publié dans: Swiss Journal of Economics and Statistics, Numéro 152/4, 2016, Page(s) 305-318, ISSN 2235-6282
Éditeur: Springer
DOI: 10.1007/bf03399430

A Primer on Systemic Risk

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

Introduction

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

Monetary Policy and Systemic Risk

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

Contagion

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

Systemic Risk and Microprudential Regulation

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

Systemic Risk and the Real Costs of Financial Crises

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

Systemic Risk: A Theoretical Framework

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

The Buildup of Financial Imbalances

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

Systemic Risk and Macroprudential Regulation

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

New Challenges for Regulatory Policy

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

Measuring Systemic Risk

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

"""Systemic Risk, Crises, and Macroprudential Regulation"""

Auteurs: Freixas, Xavier; Laeven, Luc; Peydro, Jose-Luis
Publié dans: 2015, ISBN 9780-262028691
Éditeur: MIT Press
DOI: 10.7551/mitpress/9780262028691.001.0001

Securities Trading and Lending in Banks

Auteurs: Peydró J-L, Polo A, Sette E.
Publié dans: Finance and investment: the European case (Mayer C, Micossi S, Onado M, Pagano M, Polo A, eds.), 2018
Éditeur: Oxford University Press
DOI: 10.1093/oso/9780198815815.003.0022

Capital controls, domestic macroprudential policy and the bank lending channel of monetary policy

Auteurs: Andrea Fabiani, Martha López-Piñeros, José-Luis Peydró, Paul E. Soto
Publié dans: Journal of International Economics, Numéro 139, 2022, Page(s) 103677, ISSN 0022-1996
Éditeur: Elsevier BV
DOI: 10.1016/j.jinteco.2022.103677

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