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Details about Ana Fostel

Workplace:Department of Economics, University of Virginia, (more information at EDIRC)

Access statistics for papers by Ana Fostel.

Last updated 2015-06-02. Update your information in the RePEc Author Service.

Short-id: pfo70


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Working Papers

2017

  1. Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability
    Department of Economics Working Papers, Department of Economics, Williams College Downloads View citations (2)

2013

  1. Fiscal Discoveries and Sudden Decouplings
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2012

  1. Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (3)
  2. Leverage and Asset Prices: An Experiment
    Working Papers, The George Washington University, Institute for International Economic Policy Downloads View citations (1)
    Also in Working Papers, George Mason University, Interdisciplinary Center for Economic Science (2012) Downloads View citations (1)
    Staff Reports, Federal Reserve Bank of New York (2012) Downloads View citations (1)

2011

  1. Endogenous Leverage: VaR and Beyond
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (11)
  2. Sudden Stops and Sovereign Defaults
    2011 Meeting Papers, Society for Economic Dynamics Downloads
  3. Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    Also in Levine's Working Paper Archive, David K. Levine (2011) Downloads View citations (1)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) Downloads View citations (4)
    Levine's Working Paper Archive, David K. Levine (2011) Downloads View citations (1)

    See also Journal Article in American Economic Journal: Macroeconomics (2012)
  4. Why Does Bad News Increase Volatility and Decrease Leverage?
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    Also in IMF Working Papers, International Monetary Fund (2010) Downloads View citations (4)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2010) Downloads View citations (6)
    Working Papers, The George Washington University, Institute for International Economic Policy (2010) Downloads View citations (2)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) Downloads

    See also Journal Article in Journal of Economic Theory (2012)

2008

  1. Emerging Markets in an Anxious Global Economy
    Levine's Working Paper Archive, David K. Levine Downloads View citations (1)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2008) Downloads View citations (1)
  2. Persistent Gaps and Default Traps
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads View citations (3)
    See also Journal Article in Journal of Development Economics (2009)

2007

  1. Latin America's Access to International Capital Markets: Good Behavior or Global Liquidity?
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (4)

    See also Chapter (2008)
  2. Persistent Gaps, Volatility Types, and Default Traps
    IMF Working Papers, International Monetary Fund Downloads View citations (5)

2006

  1. Collateral Restrictions and Liquidity Under-Supply: A Simple Model
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (4)
    See also Journal Article in Economic Theory (2008)

2004

  1. Non Monotone Liquidity Under-Supply
    Econometric Society 2004 Latin American Meetings, Econometric Society
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2004) Downloads
  2. Two New Proofs of Afriat's Theorem
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (54)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) Downloads View citations (4)
    Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) Downloads View citations (36)

    See also Journal Article in Economic Theory (2004)

Journal Articles

2012

  1. Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes
    American Economic Journal: Macroeconomics, 2012, 4, (1), 190-225 Downloads View citations (29)
    See also Working Paper (2011)
  2. Why does bad news increase volatility and decrease leverage?
    Journal of Economic Theory, 2012, 147, (2), 501-525 Downloads View citations (25)
    See also Working Paper (2011)

2009

  1. Persistent gaps and default traps
    Journal of Development Economics, 2009, 89, (2), 271-284 Downloads View citations (26)
    See also Working Paper (2008)

2008

  1. Collateral restrictions and liquidity under-supply: a simple model
    Economic Theory, 2008, 35, (3), 441-467 Downloads View citations (15)
    See also Working Paper (2006)
  2. Leverage Cycles and the Anxious Economy
    American Economic Review, 2008, 98, (4), 1211-44 Downloads View citations (197)

2004

  1. Two new proofs of Afriat’s theorem
    Economic Theory, 2004, 24, (1), 211-219 Downloads View citations (35)
    See also Working Paper (2004)

Chapters

2008

  1. Latin America´s Access to International Capital Markets: Good Behavior or Global Liquidity?
    Chapter 4 in Current Account and External Financing, 2008, vol. 12, pp 117-158 Downloads View citations (4)
    See also Working Paper (2007)
 
Page updated 2017-08-16