Francisco Covas : Citation Profile


Are you Francisco Covas?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

10

H index

10

i10 index

438

Citations

RESEARCH PRODUCTION:

10

Articles

18

Papers

RESEARCH ACTIVITY:

   16 years (1999 - 2015). See details.
   Cites by year: 27
   Journals where Francisco Covas has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 6 (1.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco180
   Updated: 2022-09-24    RAS profile: 2015-10-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Francisco Covas.

Is cited by:

Nikolov, Kalin (12)

Vickery, James (8)

Fuster, Andreas (7)

Tayler, William (7)

Bacchetta, Philippe (7)

Zhang, Yahong (7)

Benhima, Kenza (6)

Zilberman, Roy (6)

Afanasyeva, Elena (6)

Mendicino, Caterina (5)

Pereira da Silva, Luiz Awazu (5)

Cites to:

Quadrini, Vincenzo (14)

Gilchrist, Simon (9)

Denhaan, Wouter (8)

Vissing-Jorgensen, Annette (8)

Angeletos, George-Marios (6)

Calvet, Laurent (6)

Zakrajšek, Egon (6)

Jermann, Urban (6)

Zhang, Lu (6)

Bernanke, Ben (5)

Martin, Antoine (5)

Main data


Where Francisco Covas has published?


Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada4
Working Papers / Federal Reserve Bank of Philadelphia3
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Francisco Covas (2022 and 2021)


YearTitle of citing document
2021.

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2021Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Maggioni, Daniela ; Lo Turco, Alessia ; Gaffeo, Edoardo ; Gallegati, Mauro ; Casabianca, Elizabeth ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:448.

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2021Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Gaffeo, Edoardo ; Gallegati, Mauro ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:450.

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2022Mortgage securitization and information frictions in general equilibrium. (2022). Garcia, Salomon . In: Working Papers. RePEc:bde:wpaper:2221.

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2022Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models. (2022). Straughan, Michael ; Sahuc, Jean-Guillaume ; Röhrs, Sigrid ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; DE BANDT, OLIVIER ; Scalone, Valerio ; Ichiue, Hibiki ; Durdu, Bora. In: Working papers. RePEc:bfr:banfra:864.

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2021Understanding bank and non-bank credit cycles: a structural exploration. (2021). Zhong, Molin ; Durdu, Bora C. In: BIS Working Papers. RePEc:bis:biswps:919.

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2021Limits of stress-test based bank regulation. (2021). Agarwal, Isha ; Goel, Tirupam. In: BIS Working Papers. RePEc:bis:biswps:953.

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2021On regulation and excess reserves: The case of Basel III. (2021). Hoarty, Blake ; Miller, Stephen Matteo. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:2:p:215-247.

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2021A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk. (2021). Karmakar, Sudipto ; Bluwstein, Kristina ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0931.

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2022The Distribution of Crisis Credit: Effects on Firm Indebtedness and Aggregate Risk. (2022). Vera, Mario ; Schmukler, Sergio ; Larrain, Mauricio ; Kaboski, Joseph ; Huneeus, Federico. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:942.

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2022Public and private risk sharing: friends or foes? The interplay between different forms of risk sharing. (2022). Stracca, Livio ; Ioannou, Demosthenes ; Giovannini, Alessandro. In: Occasional Paper Series. RePEc:ecb:ecbops:2022295.

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2021Issuance and valuation of corporate bonds with quantitative easing. (2021). Pegoraro, Stefano ; Montagna, Mattia. In: Working Paper Series. RePEc:ecb:ecbwps:20212520.

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2021Liquidity regulation and bank lending. (2021). Wilson, John ; TARAZI, Amine ; John , ; Chronopoulos, Dimitris K ; Ananou, Foly. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001188.

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2021How common are credit-less recoveries? Firm-level evidence on the role of financial markets in crisis recovery. (2021). Demirguc-Kunt, Asli ; Maksimovic, Vojislav ; Demirgu-Kunt, Asli ; Ayyagari, Meghana. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001371.

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2022Corporate dividend smoothing: The role of cross-listing. (2022). Balli, Hatice ; Ozerballi, Hatice ; Gregory-Allen, Russell ; Agyemang, Abraham. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s092911992100273x.

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2022Search for profits and business fluctuations: How does banks’ behaviour explain cycles?. (2022). Gallegati, Mauro ; Gaffeo, Edoardo ; Ciola, Emanuele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s016518892100227x.

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2021Impact of reserve requirement and Liquidity Coverage Ratio: A DSGE model for Indonesia. (2021). Chawwa, Tevy. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:321-341.

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2022Tax evasion and financial accelerator: A corporate sector analysis for the US business cycle. (2022). Chiarini, Bruno ; Marzano, Elisabetta ; Ferrara, Maria. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000268.

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2021Costly default and skewed business cycles. (2021). Moura, Alban ; Garcia Sanchez, Pablo ; Feve, Patrick ; Pierrard, Olivier. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302609.

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2021The Impact of Supervisory Stress Tests on Bank Ex-Ante Risk-Taking Behaviour: Empirical Evidence from a Quasi-Natural Experiment. (2021). Vo, Xuan Vinh ; Luu, Hiep Ngoc. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521920302301.

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2022Heterogeneous stock traders, endogenous bubbles, and economic fluctuations. (2022). He, Yiyao. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005456.

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2021Measurement of common risks in tails: A panel quantile regression model for financial returns. (2021). Baruník, Jozef ; Ech, Frantiek ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300318.

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2022Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727.

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2021Price level versus inflation targeting under heterogeneous expectations: a laboratory experiment. (2021). Hommes, Cars ; Makarewicz, Tomasz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:39-82.

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2021Banks funding, leverage, and investment. (2021). Moretti, Laura ; Barattieri, Alessandro ; Quadrini, Vincenzo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:148-171.

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2021The Effects of Liquidity Regulation on Bank Demand in Monetary Policy Operations. (2021). Vojtech, Cindy M ; Styczynski, Mary-Frances ; Rezende, Marcelo. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:46:y:2021:i:c:s1042957320300140.

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2022Commodity prices, bank balance sheets and macroprudential policies in small open economies. (2022). Villca, Alfredo. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:1:s2666143822000072.

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2021Leverage dynamics over the business cycle: Evidence from Taiwan listed and unlisted firms. (2021). Huang, Chao-Hsi ; Hsieh, Yi-Shan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:373-391.

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2021Macro Uncertainties and Tests of Capital Structure Theories across Renewable and Non-Renewable Resource Companies. (2021). Tatsuyoshi, Okimoto ; Irawan, Denny. In: Discussion papers. RePEc:eti:dpaper:21055.

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2021How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic. (2021). Vickery, James ; Fuster, Andreas ; Willen, Paul S ; Lambie-Hanson, Lauren ; Hizmo, Aurel. In: Working Papers. RePEc:fip:fedbwp:91746.

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2021How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic. (2021). Willen, Paul ; Vickery, James ; Fuster, Andreas ; Lambie-Hanson, Lauren ; Hizmo, Aurel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-48.

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2022Mortgage-Backed Securities. (2022). Vickery, James ; Lucca, David ; Fuster, Andreas. In: Staff Reports. RePEc:fip:fednsr:93695.

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2021How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic. (2021). Vickery, James ; Fuster, Andreas ; Willen, Paul S ; Lambie-Hanson, Lauren ; Hizmo, Aurel. In: Working Papers. RePEc:fip:fedpwp:92115.

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2021Monetary and Prudential Policy Coordination: impact on Banks Risk-Taking. (2020). NGAMBOU DJATCHE, Melchisedek Joslem ; Bruno, Olivier. In: GREDEG Working Papers. RePEc:gre:wpaper:2020-24.

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2021Monetary Policy, Credit Risk, and Profitability: The Influence of Relationship Lending on Cooperative Banks Performance. (2021). de Menna, Bruno. In: Working Papers. RePEc:hal:wpaper:hal-03138738.

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2021Liquidity Regulation and Bank Risk. (2021). TARAZI, Amine ; Ananou, Foly ; Wilson, John ; Chronopoulos, Dimitris. In: Working Papers. RePEc:hal:wpaper:hal-03366418.

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2021Interest Rate Uncertainty and the Predictability of Bank Revenues. (2021). Sensoy, Ahmet ; GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan. In: Working Papers. RePEc:hhs:cbsnow:2021_002.

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2021Macro Uncertainties and Tests of Capital Structure Theories across Renewable and Non-Renewable Resource Companies. (2021). Okimoto, Tatsuyoshi ; Irawan, Deni. In: LPEM FEBUI Working Papers. RePEc:lpe:wpaper:202168.

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2021How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic. (2021). Willen, Paul ; Vickery, James ; Fuster, Andreas ; Lambie-Hanson, Lauren ; Hizmo, Aurel. In: NBER Working Papers. RePEc:nbr:nberwo:28843.

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2022The Distribution of Crisis Credit: Effects on Firm Indebtedness and Aggregate Risk. (2022). Schmukler, Sergio ; Larrain, Mauricio ; Kaboski, Joseph ; Huneeus, Federico ; Vera, Mario . In: NBER Working Papers. RePEc:nbr:nberwo:29774.

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2021Bank equity, interest payments, and credit creation under Basel III regulations. (2021). Li, Boyao. In: MPRA Paper. RePEc:pra:mprapa:111269.

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2021Optimal Debt Maturity and Firm Investment. (). Schott, Immo ; Jungherr, Joachim. In: Review of Economic Dynamics. RePEc:red:issued:18-411.

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2021De-leveraging or de-risking? How banks cope with loss. (). Krainer, John ; Bidder, Rhys ; Shapiro, Adam . In: Review of Economic Dynamics. RePEc:red:issued:19-100.

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2022Asset Bubbles and Foreign Interest Rate Shocks. (). Wang, Pengfei ; Miao, Jianjun ; Zhou, Jing. In: Review of Economic Dynamics. RePEc:red:issued:20-278.

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2021Financial Consolidation and the Cyclicality of Corporate Financing. (2021). Minetti, Raoul ; Kokas, Sotirios ; Moreland, Timothy. In: Working Papers. RePEc:ris:msuecw:2021_001.

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2022Optimal bank capital requirements: What do the macroeconomic models say?. (2022). Verona, Fabio ; Jokivuolle, Esa ; Gulan, Adam. In: BoF Economics Review. RePEc:zbw:bofecr:22022.

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2021Market sentiment, financial fragility, and economic activity: The role of corporate securities issuance. (2021). Dieckelmann, Daniel. In: Discussion Papers. RePEc:zbw:fubsbe:20216.

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Works by Francisco Covas:


YearTitleTypeCited
2011The Cyclical Behavior of Debt and Equity Finance In: American Economic Review.
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article93
2005Uninsured Idiosyncratic Production Risk with Borrowing Constraints In: Staff Working Papers.
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paper38
2006Uninsured idiosyncratic production risk with borrowing constraints.(2006) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
article
2005Uninsured Idiosyncratic Production Risk With Borrowing Constraints.(2005) In: Computing in Economics and Finance 2005.
[Citation analysis]
This paper has another version. Agregated cites: 38
paper
2006The Role of Debt and Equity Finance over the Business Cycle In: Staff Working Papers.
[Full Text][Citation analysis]
paper76
2007The Role of Debt and Equity Finance over the Business Cycle.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
2012The Role of Debt and Equity Finance Over the Business Cycle.(2012) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
article
2006The role of debt and equity finance over the business cycle.(2006) In: 2006 Meeting Papers.
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This paper has another version. Agregated cites: 76
paper
2007Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms In: Staff Working Papers.
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paper8
2008Price-Level versus Inflation Targeting with Financial Market Imperfections In: Staff Working Papers.
[Full Text][Citation analysis]
paper19
2010Price-level versus inflation targeting with financial market imperfections.(2010) In: Canadian Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2015Macroeconomic Effects of Banking Sector Losses across Structural Models In: BIS Working Papers.
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paper22
2015Macroeconomic Effects of Banking Sector Losses across Structural Models.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2011Private Equity Premium and Aggregate Uncertainty in a Model of Uninsurable Investment Risk In: The B.E. Journal of Macroeconomics.
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article5
1999Moving the Escudo into the Euro In: CEPR Discussion Papers.
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paper1
1999Moving the Escudo into the Euro..(1999) In: Laval - Laboratoire Econometrie.
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This paper has another version. Agregated cites: 1
paper
2014Stress-testing US bank holding companies: A dynamic panel quantile regression approach In: International Journal of Forecasting.
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article32
2013Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach.(2013) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 32
paper
2014Bank Liquidity and Capital Regulation in General Equilibrium In: Finance and Economics Discussion Series.
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paper15
2015Why Are Net Interest Margins of Large Banks So Compressed? In: FEDS Notes.
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paper8
2007Private risk premium and aggregate uncertainty in the model of uninsurable investment risk In: Working Papers.
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paper2
2009Procyclicality of capital requirements in a general equilibrium model of liquidity dependence In: Working Papers.
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paper67
2010Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence.(2010) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 67
article
2011Private equity premium in a general equilibrium model of uninsurable investment risk In: Working Papers.
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paper1
2013The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending In: Journal of Money, Credit and Banking.
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article19
1999Outlet substitution bias In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article1
2004Risk-Taking Executives, The Value of the Firm and Economic Performance In: 2004 Meeting Papers.
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paper2
2000A modified hurdle model for completed fertility In: Journal of Population Economics.
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article29

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