Details about Francisco Covas

Access statistics for papers by Francisco Covas.

Last updated 2015-10-09. Update your information in the RePEc Author Service.

Short-id: pco180

Working Papers

2015

1. Macroeconomic Effects of Banking Sector Losses across Structural Models
   BIS Working Papers, Bank for International Settlements View citations (18)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015) View citations (10)
2. Why Are Net Interest Margins of Large Banks So Compressed?
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (9)

2014

3. Bank Liquidity and Capital Regulation in General Equilibrium
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (20)

2013

4. Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
   See also Journal Article Stress-testing US bank holding companies: A dynamic panel quantile regression approach, International Journal of Forecasting, Elsevier (2014) View citations (44) (2014)

2011

5. Private equity premium in a general equilibrium model of uninsurable investment risk
   Working Papers, Federal Reserve Bank of Philadelphia View citations (1)

2009

6. Procyclicality of capital requirements in a general equilibrium model of liquidity dependence
   Working Papers, Federal Reserve Bank of Philadelphia View citations (41)
   See also Journal Article Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence, International Journal of Central Banking, International Journal of Central Banking (2010) View citations (63) (2010)

2008

7. Price-Level versus Inflation Targeting with Financial Market Imperfections
   Staff Working Papers, Bank of Canada View citations (9)
   See also Journal Article Price-level versus inflation targeting with financial market imperfections, Canadian Journal of Economics, Canadian Economics Association (2010) View citations (12) (2010)

2007

8. Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms
   Staff Working Papers, Bank of Canada View citations (10)
9. Private risk premium and aggregate uncertainty in the model of uninsurable investment risk
   Working Papers, Federal Reserve Bank of Philadelphia View citations (2)
10. The Role of Debt and Equity Finance over the Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (20)
    Also in Staff Working Papers, Bank of Canada (2006) View citations (15)
    2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (11)
    See also Journal Article The Role of Debt and Equity Finance Over the Business Cycle, Economic Journal, Royal Economic Society (2012) View citations (51) (2012)

2005

11. Uninsured Idiosyncratic Production Risk With Borrowing Constraints
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)
    Also in Staff Working Papers, Bank of Canada (2005)
    See also Journal Article Uninsured idiosyncratic production risk with borrowing constraints, Journal of Economic Dynamics and Control, Elsevier (2006) View citations (39) (2006)

2004

12. Risk-Taking Executives, The Value of the Firm and Economic Performance
    2004 Meeting Papers, Society for Economic Dynamics View citations (4)

1999

13. Moving the Escudo into the Euro
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Working Papers, Laval - Laboratoire Econometrie (1999)
    DELTA Working Papers, DELTA (Ecole normale supérieure) (1999)

Journal Articles

2014

1. Stress-testing US bank holding companies: A dynamic panel quantile regression approach
   International Journal of Forecasting, 2014, 30, (3), 691-713 View citations (44)
   See also Working Paper Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach, Finance and Economics Discussion Series (2013) View citations (1) (2013)

2013

2. The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending
   Journal of Money, Credit and Banking, 2013, 45, 59-91 View citations (22)

2012

3. The Role of Debt and Equity Finance Over the Business Cycle
   Economic Journal, 2012, 122, (565), 1262-1286 View citations (51)
   See also Working Paper The Role of Debt and Equity Finance over the Business Cycle, CEPR Discussion Papers (2007) View citations (20) (2007)

2011

4. Private Equity Premium and Aggregate Uncertainty in a Model of Uninsurable Investment Risk
   The B.E. Journal of Macroeconomics, 2011, 11, (1), 36 View citations (5)
5. The Cyclical Behavior of Debt and Equity Finance
   American Economic Review, 2011, 101, (2), 877-99 View citations (127)

2010

6. Price-level versus inflation targeting with financial market imperfections
   Canadian Journal of Economics, 2010, 43, (4), 1302-1332 View citations (12)
   See also Working Paper Price-Level versus Inflation Targeting with Financial Market Imperfections, Staff Working Papers (2008) View citations (9) (2008)
7. Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence
   International Journal of Central Banking, 2010, 6, (34), 137-173 View citations (63)
   See also Working Paper Procyclicality of capital requirements in a general equilibrium model of liquidity dependence, Working Papers (2009) View citations (41) (2009)

2006

8. Uninsured idiosyncratic production risk with borrowing constraints
   Journal of Economic Dynamics and Control, 2006, 30, (11), 2167-2190 View citations (39)
   See also Working Paper Uninsured Idiosyncratic Production Risk With Borrowing Constraints, Computing in Economics and Finance 2005 (2005) View citations (1) (2005)

2000

9. A modified hurdle model for completed fertility
   Journal of Population Economics, 2000, 13, (2), 173-188 View citations (31)