7
H index
6
i10 index
307
Citations
Federal Reserve Bank of Boston | 7 H index 6 i10 index 307 Citations RESEARCH PRODUCTION: 4 Articles 34 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jose L Fillat. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper |
2022 | Global banks local presence: a new lens. (2022). Chen, Yingyuan ; Caparusso, John ; Aldasoro, Iaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:2203d. Full description at Econpapers || Download paper |
2022 | Cross-border regulatory spillovers and macroprudential policy coordination. (2022). Pereira, Luiz Awazu ; Jackson, Timothy ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1007. Full description at Econpapers || Download paper |
2022 | Valuation effects of the US–China trade war: The effects of foreign managers and foreign exposure. (2022). Qi, Tong ; Pu, BO ; Ding, Haoyuan ; Wang, Kai. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:3:p:662-683. Full description at Econpapers || Download paper |
2023 | Estimation of Heterogeneous Agent Models: A Likelihood Approach. (2023). Wang, Muchun ; Posch, Olaf ; Parraalvarez, Juan Carlos. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:304-330. Full description at Econpapers || Download paper |
2022 | Disentangling the effect of home ownership on household stockholdings: Evidence from Japanese micro data. (2022). Tokuda, Hidenobu ; Saito, Amane ; Ono, Arito ; Iwaisako, Tokuo. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:268-295. Full description at Econpapers || Download paper |
2022 | Foreign banks and the doom loop. (2022). Maffei-Faccioli, Nicolo ; Cimadomo, Jacopo ; Albertazzi, Ugo. In: Working Paper. RePEc:bno:worpap:2022_2. Full description at Econpapers || Download paper |
2022 | Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims. (2022). Zadrozny, Peter A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10078. Full description at Econpapers || Download paper |
2023 | Labour Market Power and the Dynamic Gains to Openness Reforms. (2023). Spencer, Adam Hal ; Rodriguez-Lopez, Antonio ; Jha, Priyaranjan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10247. Full description at Econpapers || Download paper |
2022 | Stress tests and capital requirement disclosures: do they impact banks’ lending and risk-taking decisions?. (2022). Marques, Aurea Ponte ; Ongena, Steven ; Konietschke, Paul. In: Working Paper Series. RePEc:ecb:ecbwps:20222679. Full description at Econpapers || Download paper |
2022 | Overseas industrial parks and Chinas outward foreign direct investment. (2022). Geng, Xinyue ; Wei, Shengmin ; Huang, Liangxiong ; Shi, Buchao. In: Journal of Asian Economics. RePEc:eee:asieco:v:83:y:2022:i:c:s1049007822001014. Full description at Econpapers || Download paper |
2022 | COVID-19, firm exposure, and firm value: A tale of two lockdowns. (2022). Lin, Shu ; fan, haichao ; Hulin, S ; Ding, Haoyuan. In: China Economic Review. RePEc:eee:chieco:v:71:y:2022:i:c:s1043951x21001395. Full description at Econpapers || Download paper |
2022 | Corporate diversification and stock risk: Evidence from a global shock. (2022). Mascia, Danilo V ; Onali, Enrico. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002728. Full description at Econpapers || Download paper |
2022 | Natural disasters, intra-national FDI spillovers, and economic divergence: Evidence from India. (2022). Friedt, Felix ; Toner-Rodgers, Aidan. In: Journal of Development Economics. RePEc:eee:deveco:v:157:y:2022:i:c:s0304387822000438. Full description at Econpapers || Download paper |
2022 | Debt maturity heterogeneity and investment responses to monetary policy. (2022). Fang, Min ; Deng, Minjie. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000393. Full description at Econpapers || Download paper |
2022 | Stress tests and loan pricing—Evidence from syndicated loans. (2022). Mukherjee, Abhik ; Lambertini, Luisa. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003226. Full description at Econpapers || Download paper |
2023 | Financial contracting as behavior towards risk: The corporate finance of business cycles 8/3/22. (2023). Krainer, Robert E. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000049. Full description at Econpapers || Download paper |
2022 | Learning, foreign operations and operating performance. (2022). Vithessonthi, Chaiporn ; Tongurai, Jittima. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000230. Full description at Econpapers || Download paper |
2022 | Demand risk and diversification through international trade. (2022). Esposito, Federico. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001422. Full description at Econpapers || Download paper |
2022 | Economic and policy uncertainty: Aggregate export dynamics and the value of agreements. (2022). Handley, Kyle ; Limo, Nuno ; Carballo, Jeronimo. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622000939. Full description at Econpapers || Download paper |
2022 | Fund manager skill in an era of globalization: Offshore concentration and fund performance. (2022). Wan, Chi ; Yuksel, Zafer H ; Tang, Yuehua ; Bai, John Jianqiu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:18-40. Full description at Econpapers || Download paper |
2022 | Real estate climate index and aggregate stock returns: Evidence from China. (2022). Zaremba, Adam ; Long, Huaigang ; Fu, Tao ; Jiang, Yuexiang ; Zhou, Wenyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001366. Full description at Econpapers || Download paper |
2023 | The effects of countercyclical leverage buffers on macroeconomic and financial stability. (2023). Pozo, Jorge. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:194-217. Full description at Econpapers || Download paper |
2022 | The effect of cultural heterogeneity on cash holdings of multinational businesses. (2022). Zhang, John Fan ; So, Jacky Yuk-Chow. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000484. Full description at Econpapers || Download paper |
2023 | Direct and spillover portfolio effects of COVID-19. (2023). Ying, Jiezhou ; Pu, BO ; Ding, Haoyuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000582. Full description at Econpapers || Download paper |
2022 | The importance of export diversification for national entrepreneurship density. (2022). Thanh, Su Dinh ; Dinhthanh, SU ; Nguyen, Bach. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:62:y:2022:i:c:p:114-129. Full description at Econpapers || Download paper |
2022 | Regulatory Stress Tests and Bank Responses: Heterogeneous Treatment Effect in Dynamic Settings. (2022). Kravtsov, Oleg ; Janda, Karel. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:1. Full description at Econpapers || Download paper |
2023 | From Local to Global: Offshoring and Asset Prices. (2023). Bretscher, Lorenzo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1420-1448. Full description at Econpapers || Download paper |
2022 | Mortgage Market Induced Booms and Busts in the Housing Market in a Modified DiPasquale-Wheaton Model. (2022). Borgersen, Trond-Arne ; Emblem, Anne Wenche. In: International Real Estate Review. RePEc:ire:issued:v:25:n:03:2022:p:281-306. Full description at Econpapers || Download paper |
2022 | The Resilience of FDI to Natural Disasters Through Industrial Linkages. (2022). Okubo, Toshihiro ; Kato, Hayato. In: Environmental & Resource Economics. RePEc:kap:enreec:v:82:y:2022:i:1:d:10.1007_s10640-022-00666-1. Full description at Econpapers || Download paper |
2023 | Reshaping Global Trade: The Immediate and Long-Run Effects of Bank Failures*. (2023). Xu, Chenzi. In: Journal of Economic Geography. RePEc:oup:jecgeo:v:137:y:2023:i:4:p:2107-2161.. Full description at Econpapers || Download paper |
2022 | Reshaping Global Trade: The Immediate and Long-Run Effects of Bank Failures*. (2022). Xu, Chenzi. In: The Quarterly Journal of Economics. RePEc:oup:qjecon:v:137:y:2022:i:4:p:2107-2161.. Full description at Econpapers || Download paper |
2023 | Reshaping Global Trade: The Immediate and Long-Run Effects of Bank Failures*. (2023). Xu, Chenzi. In: The Quarterly Journal of Economics. RePEc:oup:qjecon:v:137:y:2023:i:4:p:2107-2161.. Full description at Econpapers || Download paper |
2022 | Foreign Reserve Accumulation, Foreign Direct Investment, and Economic Growth. (). Matsumoto, Hidehiko. In: Review of Economic Dynamics. RePEc:red:issued:19-52. Full description at Econpapers || Download paper |
2022 | The Dynamics of Export Diversification, Economic Complexity and Economic Growth Cycles: Global Evidence. (2022). Thanh, Su Dinh ; Dinhthanh, SU ; Canh, Nguyen Phuc. In: Foreign Trade Review. RePEc:sae:fortra:v:57:y:2022:i:3:p:234-260. Full description at Econpapers || Download paper |
2023 | How do countries deal with global uncertainty? Domestic ability to absorb shock through the lens of the economic complexity and export diversification. (2023). Schinckus, Christophe ; Nguyen, Canh Phuc. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01478-7. Full description at Econpapers || Download paper |
2022 | Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models. (2022). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:3-22. Full description at Econpapers || Download paper |
2023 | Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models. (2023). Qu, Zhongjun ; Tkachenko, Denis. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:644-667. Full description at Econpapers || Download paper |
2022 | Cyclicality of capital adequacy ratios in heterogeneous environment: A nonlinear panel smooth transition regression explanation. (2022). Almessabi, Balqees Naser ; Polyzos, Stathis ; Khalid, Ali Awais ; Rubbaniy, Ghulame. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:6:p:1960-1979. Full description at Econpapers || Download paper |
2023 | Corporate diversification and debt financing: Do family shareholders protect their control rights?. (2023). Hosen, Mosharrof ; Subramaniam, Vasanthan. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:2:p:1305-1317. Full description at Econpapers || Download paper |
2022 | Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims. (2022). Zadrozny, Peter. In: CFS Working Paper Series. RePEc:zbw:cfswop:682. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | What are the consequences of global banking for the international transmission of shocks? A quantitative analysis∗ In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series. [Full Text][Citation analysis] | paper | 6 |
2018 | What are the consequences of global banking for the international transmission of shocks? A quantitative analysis∗.(2018) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2014 | Diversification, Cost Structure, and the Risk Premium of Multinational Corporations In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 35 |
2015 | Diversification, cost structure, and the risk premium of multinational corporations.(2015) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
2014 | Risk, Returns, and Multinational Production In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 101 |
2010 | Risk, returns, and multinational production.(2010) In: Supervisory Research and Analysis Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
2015 | Risk, Returns, and Multinational Production.(2015) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | article | |
2010 | Risk, Returns, and Multinational Production.(2010) In: 2010 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
2015 | Global Identification in DSGE Models Allowing for Indeterminacy In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 19 |
2018 | What are the consequences of global banking for the international transmission of shocks? A quantitative analysis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2018 | What are the consequences of global banking for the international transmission of shocks?: a quantitative analysis.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2018 | What are the Consequences of Global Banking for the International Transmission of Shocks? A Quantitative Analysis.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2012 | Optimal portfolio choice with predictability in house prices and transaction costs In: IESE Research Papers. [Full Text][Citation analysis] | paper | 42 |
2012 | Optimal portfolio choice with predictability in house prices and transaction costs.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2010 | Optimal portfolio choice with predictability in house prices and transaction costs.(2010) In: Supervisory Research and Analysis Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2014 | Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs.(2014) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
2019 | Stress testing effects on portfolio similarities among large US Banks In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 1 |
2020 | Corporate Debt Maturity and Monetary Policy In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 1 |
2021 | A Helping Hand to Main Street Where and When It Was Needed In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 2 |
2021 | The Main Street Lending Program In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 0 |
2022 | The Main Street Lending Program.(2022) In: Economic Policy Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2022 | Cost-Price Relationships in a Concentrated Economy In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 0 |
2008 | Looking behind the aggregates: a reply to “Facts and Myths about the Financial Crisis of 2008” In: Supervisory Research and Analysis Working Papers. [Full Text][Citation analysis] | paper | 45 |
2010 | Addressing the pro-cyclicality of capital requirements with a dynamic loan loss provision system In: Supervisory Research and Analysis Working Papers. [Full Text][Citation analysis] | paper | 28 |
2017 | Portfolio choice with house value misperception In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | The Impact of Regulatory Stress Tests on Bank Lending and Its Macroeconomic Consequences In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Corporate Finance and the Transmission of Shocks to the Real Economy In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | On the Origins of the Multinational Premium In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Did High Leverage Render Small Businesses Vulnerable to the COVID-19 Shock? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | COVID Response: The Main Street Lending Program In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
2008 | Housing as a Measure for the Long Run Risk in Asset Pricing In: 2008 Meeting Papers. [Citation analysis] | paper | 6 |
2012 | Multinational Banks In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Multinational Banks.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2013 | Diversification, Cost Structure, and the Stock Returns of Multinational Corporations In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Global Banks Dynamics and the International Transmission of Shocks In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Becoming a Multinational: an Analysis of Market Access and Risk through Mergers In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | To Branch or not to Branch? A Quantitative Evaluation of the Consequences of Global Banks’ Organization In: 2018 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Household Choices with House Value Misperception In: 2019 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
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