Francisco Covas : Citation Profile

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

10

H index

10

i10 index

546

Citations

RESEARCH PRODUCTION:

10

Articles

18

Papers

RESEARCH ACTIVITY:

   16 years (1999 - 2015). See details.
   Cites by year: 34
   Journals where Francisco Covas has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 6 (1.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco180
   Updated: 2026-06-27    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)

Tayler, William (7)

Zhang, Yahong (7)

Bacchetta, Philippe (7)

Agénor, Pierre-Richard (6)

Zilberman, Roy (6)

Afanasyeva, Elena (6)

Πανούση, Βάσια (6)

Benhima, Kenza (6)

Cites to:

Quadrini, Vincenzo (14)

Gilchrist, Simon (9)

Denhaan, Wouter (8)

Vissing-Jorgensen, Annette (8)

Jermann, Urban (6)

Zakrajšek, Egon (6)

Angeletos, George-Marios (6)

Zhang, Lu (6)

Calvet, Laurent (6)

Skeie, David (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 / Centre for Economic Policy Research2

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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2026Firm Heterogeneity and Aggregate Fluctuations. (2026). Pollio, Luigi ; Pesce, Simone ; Errico, Marco. In: Research Technical Papers. RePEc:cbi:wpaper:06/rt/26.

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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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2025Adjustment of the presentation format of R&D expense and analyst forecasts. (2025). Hao, Zihan ; Li, Yanxi ; Wang, Duo. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pf:s1544612325020136.

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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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2025Diversification strategies and investment opportunities in the international banking industry. (2025). Wolff, Christian ; Ploenchitt, Pisploen ; Ekkayokkaya, Manapol. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001536.

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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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2025Stay in hometown or go elsewhere: Clan culture and the cross-regional expansion of family firms. (2025). Lu, Dong ; Tan, Lin ; Liu, Jiangtao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25000988.

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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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2026Banking on the brink: An incremental cost-based view of financial stress. (2026). Madhavan, Vinodh ; Kumar, Satish ; Swain, Pankaj ; Misra, Arun Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004295.

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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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2025Should Bank Stress Tests Be Fair?. (2025). Glasserman, Paul ; Li, Mike. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:1:p:262-278.

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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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2025Risk-free vs risky components of debt. (2025). Menichini, Amilcar A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:4:d:10.1007_s11156-025-01387-4.

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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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2025A Tail of Three Occasionally Binding Constraints: A Modelling Approach to GDP-at-Risk. (2025). Karmakar, Sudipto ; Bluwstein, Kristina ; Aikman, David. In: IMF Economic Review. RePEc:pal:imfecr:v:73:y:2025:i:4:d:10.1057_s41308-024-00253-y.

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2025Shariah-compliant firms and firm leverage: evidence from firm-level time varying quasi experimental analysis for MENA countries. (2025). Ulussever, Talat ; Doruk, Mer Tusal ; Tekdoan, Mer Faruk ; Erturul, Hasan Murat. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05001-9.

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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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2026Mortgage Securitization and Information Frictions in General Equilibrium. (2026). Garcia-Villegas, Salomon. In: Review of Economic Dynamics. RePEc:red:issued:23-251.

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2025Default Risk, Risk Premium, and Corporate Resilience: The Role of Regulatory and Stabilization Policies. (2025). Zakaria, Firano ; Firano, Zakaria ; Karaouch, Doha. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:17:y:2025:i:1:p:22-48.

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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]		article131
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]		paper87
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: 87		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: 87		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: 87		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]		paper20
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: 20		article
2015Macroeconomic Effects of Banking Sector Losses across Structural Models In: BIS Working Papers.
[Full Text][Citation analysis]		paper26
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: 26		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]		article53
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: 53		paper
2014Bank Liquidity and Capital Regulation in General Equilibrium In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper23
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]		paper80
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: 80		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]		article26
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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