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Details about Diana Bonfim

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Workplace:Banco de Portugal (Central Bank of Portugal), (more information at EDIRC)

Access statistics for papers by Diana Bonfim.

Last updated 2019-02-12. Update your information in the RePEc Author Service.

Short-id: pbo418


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Working Papers

2018

  1. Cross-border spillovers of monetary policy: what changes during a financial crisis?
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (1)
    Also in Research Technical Papers, Central Bank of Ireland (2018) Downloads View citations (1)

    See also Journal Article in Journal of International Money and Finance (2018)

2017

  1. International Banking and Cross-border Effects of Regulation: Lessons from Portugal
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (1)
    See also Journal Article in International Journal of Central Banking (2017)

2016

  1. Forecasting banking crises with dynamic panel probit models
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
    See also Journal Article in International Journal of Forecasting (2018)
  2. Sorry, We're Closed: Loan Conditions When Bank Branches Close and Firms Transfer to Another Bank
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (2)
  3. Surviving the perfect storm: the role of the lender of last resort
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (15)

2015

  1. Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)

2014

  1. Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options
    ESRB Occasional Paper Series, European Systemic Risk Board Downloads View citations (47)
  2. The risk-taking channel of monetary policy – exploring all avenues
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (9)
    See also Journal Article in Journal of Money, Credit and Banking (2018)

2012

  1. Bank size and lending specialization
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (3)
    See also Journal Article in Economic Notes (2017)
  2. Liquidity risk in banking: is there herding?
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (16)
  3. The dynamics of capital structure decisions
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (2)

2011

  1. What Happens After Default? Stylized Facts on Access to Credit
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (2)

2010

  1. Counterfactual Analysis of Bank Mergers
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
    See also Journal Article in Empirical Economics (2014)

2009

  1. The Number of Bank Relationships, Borrowing Costs and Bank Competition
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (6)

2007

  1. Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2009)

Journal Articles

2018

  1. Cross-border spillovers of monetary policy: What changes during a financial crisis?
    Journal of International Money and Finance, 2018, 89, (C), 154-174 Downloads View citations (1)
    See also Working Paper (2018)
  2. Forecasting banking crises with dynamic panel probit models
    International Journal of Forecasting, 2018, 34, (2), 249-275 Downloads View citations (1)
    See also Working Paper (2016)
  3. GDP-linked bonds: design, effects, and way forward
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2018 Downloads
  4. The Risk‐Taking Channel of Monetary Policy: Exploring All Avenues
    Journal of Money, Credit and Banking, 2018, 50, (7), 1507-1541 Downloads
    See also Working Paper (2014)
  5. The number of bank relationships and borrowing costs: The role of information asymmetries
    Journal of Empirical Finance, 2018, 46, (C), 191-209 Downloads

2017

  1. Bank Size and Lending Specialisation
    Economic Notes, 2017, 46, (2), 329-380 Downloads
    See also Working Paper (2012)
  2. International Banking and Cross-Border Effects of Regulation: Lessons from Portugal
    International Journal of Central Banking, 2017, 13, (2), 341-377 Downloads View citations (7)
    See also Working Paper (2017)
  3. Spillovers of prudential policy across borders: evidence for Portugal
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2017 Downloads

2014

  1. Counterfactual analysis of bank mergers
    Empirical Economics, 2014, 46, (1), 361-391 Downloads View citations (2)
    See also Working Paper (2010)
  2. Early Warning Indicators of Banking Crises: Exploring new Data and Tools
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2014 Downloads View citations (5)

2013

  1. Is there a risk-taking channel of monetary policy in Portugal?
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2013 Downloads View citations (2)
  2. The implementation of the countercyclical capital buffer: rules versus discretion
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2013 Downloads View citations (5)

2012

  1. Systemic Liquidity Risk
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2012 Downloads
  2. What happens after corporate default? Stylized facts on access to credit
    Journal of Banking & Finance, 2012, 36, (7), 2007-2025 Downloads View citations (6)

2011

  1. Estimating the impact of bank mergers: an application to the Portuguese banking system
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2011 Downloads

2010

  1. Access to Bank Credit after Corporate Default
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2010 Downloads
  2. Bank Relationships and Borrowing Costs
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2010 Downloads

2009

  1. Capital Structure decisions in the Portuguese corporate sector
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2009 Downloads View citations (2)
  2. Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics
    Journal of Banking & Finance, 2009, 33, (2), 281-299 Downloads View citations (76)
    Also in Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2007 (2007) Downloads

    See also Working Paper (2007)

2005

  1. Determinants of bank’s financing costs in the bond market
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2005 Downloads View citations (1)

2002

  1. Cyclical Behaviour of the Portuguese Economy: 1953-1995
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2002 Downloads View citations (2)
 
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