Francisco Covas : Citation Profile

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

10

H index

10

i10 index

530

Citations

RESEARCH PRODUCTION:

10

Articles

18

Papers

RESEARCH ACTIVITY:

   16 years (1999 - 2015). See details.
   Cites by year: 33
   Journals where Francisco Covas has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 6 (1.12 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco180
   Updated: 2025-12-13    RAS profile: 2025-06-08    
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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 (14)

Vickery, James (9)

Fuster, Andreas (8)

Zhang, Yahong (7)

Tayler, William (7)

Bacchetta, Philippe (7)

Πανούση, Βάσια (6)

Benhima, Kenza (6)

Agénor, Pierre-Richard (6)

Afanasyeva, Elena (6)

Zilberman, Roy (6)

Cites to:

Quadrini, Vincenzo (14)

Gilchrist, Simon (9)

Denhaan, Wouter (8)

Vissing-Jorgensen, Annette (8)

Angeletos, George-Marios (6)

Calvet, Laurent (6)

Jermann, Urban (6)

Zhang, Lu (6)

Zakrajšek, Egon (6)

Martin, Antoine (5)

Bernanke, Ben (5)

Main data

Where Francisco Covas has published?

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

Recent works citing Francisco Covas (2025 and 2024)

YearTitle of citing document
2025Basel III joint regulatory constraints: interactions and implications for the financing of the economy. (2025). CLERC, Laurent ; Lecarpentier, Sandrine ; Pouvelle, Cyril. In: Working papers. RePEc:bfr:banfra:988.

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2025Oil Shocks and their Impact on Corporate Profitability, Productivity, and Credit Risk: Firm-Level Evidence Over Two Decades. (2025). Vinas, Frederic. In: Working papers. RePEc:bfr:banfra:989.

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2024The Decline of Secured Debt. (2024). Rajan, Raghuram ; Kumar, Nitish ; Benmelech, Efraim. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:35-93.

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2024Credit supply shocks, home purchase volume, and borrowing behavior. (2024). Liu, Haoyang ; Conklin, James N ; Zhang, Calvin. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:2:p:486-513.

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2024Advancements in stress-testing methodologies for financial stability applications. (2024). Marques, Aurea ; Konietschke, Paul ; Figueres, Juan ; Budnik, Katarzyna ; Legrand, Catherine ; Giglio, Carla ; Georgescu, Oana-Maria ; Sydow, Matthias ; Ortl, Aljosa ; Grassi, Alberto ; Metzler, Julian ; Durrani, Agha ; Gross, Johannes ; Trachana, Zoe ; Poblacion, Francisco Javier ; Chalf, Yasmine ; Shaw, Frances ; Franch, Fabio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348.

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2024A portfolio perspective on euro area bank profitability using stress test data. (2024). Trachana, Zoe ; Mirza, Harun ; Salleo, Carmelo. In: Occasional Paper Series. RePEc:ecb:ecbops:2024356.

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2025Nonlinearities and heterogeneity in firms response to aggregate fluctuations: what can we learn from machine learning?. (2025). Errico, Marco ; Pesce, Simone ; Pollio, Luigi. In: Working Paper Series. RePEc:ecb:ecbwps:20253107.

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2024Uncertainty shocks, equity financing, and business cycle amplifications. (2024). Park, Jongho. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000233.

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2024Firm financing and the relative demand for labor and capital. (2024). Elfayoumi, Khalid. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001386.

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2024Carbon Market and corporate financing behavior-From the perspective of constraints and demand. (2024). Wu, Yizhong ; Liu, Xiaoxing ; Tang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:873-889.

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2024Does local government debt management affect cross-border M&As? Evidence from China. (2024). Zhou, Fuyou ; Wu, Shilei ; Li, Hong-Xue ; Si, Deng-Kui. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002438.

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2024Macroeconomic effects of political risk shocks. (2024). Hacioglu Hoke, Sinem ; Haciolu-Hoke, Sinem. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003616.

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2024Made in Europe: Monetary–Fiscal policy mix with financial frictions. (2024). Seoane, Hernán ; Gomes, Pedro. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000564.

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2025Climate change and Carbon policy: A story of optimal green macroprudential and capital flow management. (2025). Le, Anh H. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003251.

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2024A machine learning approach in stress testing US bank holding companies. (2024). Fonton, Ahmadou Mustapha. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004083.

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2024Bank regulation and supervision: A symbiotic relationship. (2024). Goel, Tirupam ; Agarwal, Isha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s037842662400102x.

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2024Lease-adjusted productivity measurement. (2024). Li, Kai ; Xu, Yiming ; Hu, Weiwei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624000414.

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2024The magnifying role of the banking sector during depressions. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000691.

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2025Bond market stimulus: Firm-level evidence. (2025). Darmouni, Olivier ; Siani, Kerry Y. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393224001818.

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2024Does the Eurozone live in a Minskyan world?. (2024). charles, sebastien. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000486.

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2024ESG performance and corporate external financing in China: The role of rating disagreement. (2024). Zhang, Dayong ; Bian, Yuan ; Ji, Qiang ; Guo, Kun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400028x.

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2024Volatility spillovers between energy and agriculture markets during the ongoing food & energy crisis: Does uncertainty from the Russo-Ukrainian conflict matter?. (2024). Tran, Minh Phuoc-Bao ; Vo, Duc Hong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005213.

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2025Tail Sensitivity of US Bank Net Interest Margins: A Bayesian Penalized Quantile Regression Approach. (2025). Fritsch, Nicholas. In: Working Papers. RePEc:fip:fedcwq:99663.

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2025Corporate Debt Maturity and Business Cycle Fluctuations. (2025). Prestipino, Andrea ; Ferrante, Francesco ; Schott, Immo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1409.

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2025Mortgage-Backed Securities. (2025). Vickery, James ; Lucca, David ; Fuster, Andreas. In: Working Papers. RePEc:fip:fedpwp:99708.

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2025The Impact of Climate Change Risk on Corporate Debt Financing Capacity: A Moderating Perspective Based on Carbon Emissions. (2025). Liu, Ruizhi ; Wu, Mark. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:14:p:6276-:d:1697647.

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2024Corporate leverage and the effects of monetary policy on investment: A reconciliation of micro and macro elasticities. (2024). Züllig, Gabriel ; Grob, Valentin ; Zullig, Gabriel. In: IRENE Working Papers. RePEc:irn:wpaper:24-04.

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2025Regulatory Capital Requirements, Inflation Targeting, and Equilibrium Determinacy. (2025). Chrysanthopoulou, Xakousti ; Mylonidis, Nikolaos ; Sidiropoulos, Moise. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:1:d:10.1007_s11079-024-09754-9.

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2024SMEs, R &D financing, and credit shocks. (2024). Grandi, Pietro ; Guille, Marianne ; Belin, Jean ; Darriet, Elisa. In: Small Business Economics. RePEc:kap:sbusec:v:63:y:2024:i:1:d:10.1007_s11187-023-00814-x.

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2025Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies. (2025). Aftab, Rehan ; Shoaib, Adnan ; Khan, Saifullah ; Saeed, Muhammad Bilal ; Yasir, Muhammad. In: PLOS ONE. RePEc:plo:pone00:0325917.

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2025Variable selection in macroeconomic stress test: a Bayesian quantile regression approach. (2025). Nguyen, Lam ; Dao, Mai. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02668-y.

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2024Determinant factors of banking profitability: an application of quantile regression for panel data. (2024). BORTOLUZZO, ADRIANA ; Ciganda, Rodrigo Ricardo. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00347-z.

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2024BHC brilliance in the fog of uncertainty: Illuminating trends in bank performance. (2024). Nguyen, Minh N ; Pham, Hung M ; Tran, Dung V ; Phan, Anh ; Alam, Ahmed W. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:2:d:10.1007_s12197-024-09664-z.

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2025Asset-Quality-at-Risk. (2025). picarelli, mattia osvaldo ; Fusi, Giulia ; Donini, Alessandra. In: Working Papers. RePEc:stm:wpaper:69.

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2024Regulatory capital requirements, inflation targeting, and equilibrium determinacy.. (2024). Tadjeddine, Yamina ; Mylonidis, Nikolaos ; Moise, Sidiropoulos ; Xakousti, Chrysanthopoulou. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-05.

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2025Climate stress test for the German banking sector: Impact of the green transition on corporate loan portfolios. (2025). Gross, Christian ; Zwanzger, Joachim ; Strobel, Lena ; Niederauer, Simon ; Kuntz, Laura-Chlo. In: Discussion Papers. RePEc:zbw:bubdps:319621.

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Works by Francisco Covas:

YearTitleTypeCited
2011The Cyclical Behavior of Debt and Equity Finance In: American Economic Review.
[Full Text][Citation analysis]		article127
2005Uninsured Idiosyncratic Production Risk with Borrowing Constraints In: Staff Working Papers.
[Full Text][Citation analysis]		paper39
2006Uninsured idiosyncratic production risk with borrowing constraints.(2006) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		article
2005Uninsured Idiosyncratic Production Risk With Borrowing Constraints.(2005) In: Computing in Economics and Finance 2005.
[Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2006The Role of Debt and Equity Finance over the Business Cycle In: Staff Working Papers.
[Full Text][Citation analysis]		paper86
2007The Role of Debt and Equity Finance over the Business Cycle.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2012The Role of Debt and Equity Finance Over the Business Cycle.(2012) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		article
2006The role of debt and equity finance over the business cycle.(2006) In: 2006 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2007Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms In: Staff Working Papers.
[Full Text][Citation analysis]		paper9
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 nother version. Agregated cites: 19		article
2015Macroeconomic Effects of Banking Sector Losses across Structural Models In: BIS Working Papers.
[Full Text][Citation analysis]		paper25
2015Macroeconomic Effects of Banking Sector Losses across Structural Models.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2011Private Equity Premium and Aggregate Uncertainty in a Model of Uninsurable Investment Risk In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article5
1999Moving the Escudo into the Euro In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
1999Moving the Escudo into the Euro..(1999) In: Laval - Laboratoire Econometrie.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2014Stress-testing US bank holding companies: A dynamic panel quantile regression approach In: International Journal of Forecasting.
[Full Text][Citation analysis]		article51
2013Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach.(2013) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2014Bank Liquidity and Capital Regulation in General Equilibrium In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper22
2015Why Are Net Interest Margins of Large Banks So Compressed? In: FEDS Notes.
[Full Text][Citation analysis]		paper9
2007Private risk premium and aggregate uncertainty in the model of uninsurable investment risk In: Working Papers.
[Full Text][Citation analysis]		paper2
2009Procyclicality of capital requirements in a general equilibrium model of liquidity dependence In: Working Papers.
[Full Text][Citation analysis]		paper76
2010Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence.(2010) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		article
2011Private equity premium in a general equilibrium model of uninsurable investment risk In: Working Papers.
[Full Text][Citation analysis]		paper1
2013The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article24
1999Outlet substitution bias In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]		article1
2004Risk-Taking Executives, The Value of the Firm and Economic Performance In: 2004 Meeting Papers.
[Full Text][Citation analysis]		paper2
2000A modified hurdle model for completed fertility In: Journal of Population Economics.
[Full Text][Citation analysis]		article31

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