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Details about Francisco Covas

E-mail:
Homepage:http://www.federalreserve.gov/research/staff/covasfranciscob.htm
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Francisco Covas.

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

Short-id: pco180


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Working Papers

2015

  1. Macroeconomic Effects of Banking Sector Losses across Structural Models
    BIS Working Papers, Bank for International Settlements Downloads View citations (10)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2015) Downloads View citations (8)

2014

  1. Bank Liquidity and Capital Regulation in General Equilibrium
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (6)

2013

  1. 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 (US) Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2014)

2011

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

2010

  1. Procyclicality of capital requirements in a general equilibrium model of liquidity dependence
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (31)
    See also Journal Article in International Journal of Central Banking (2010)

2008

  1. Price-Level versus Inflation Targeting with Financial Market Imperfections
    Staff Working Papers, Bank of Canada Downloads View citations (9)
    See also Journal Article in Canadian Journal of Economics (2010)

2007

  1. Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms
    Staff Working Papers, Bank of Canada Downloads View citations (5)
  2. Private risk premium and aggregate uncertainty in the model of uninsurable investment risk
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (2)
  3. The Role of Debt and Equity Finance over the Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (16)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (10)
    Staff Working Papers, Bank of Canada (2006) Downloads View citations (15)

    See also Journal Article in Economic Journal (2012)

2005

  1. 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) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2006)

2004

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

1999

  1. Moving the Escudo into the Euro
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    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 Downloads View citations (18)
    See also Working Paper (2013)

2013

  1. The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending
    Journal of Money, Credit and Banking, 2013, 45, 59-91 Downloads View citations (8)

2012

  1. The Role of Debt and Equity Finance Over the Business Cycle
    Economic Journal, 2012, 122, (565), 1262-1286 Downloads View citations (21)
    See also Working Paper (2007)

2011

  1. Private Equity Premium and Aggregate Uncertainty in a Model of Uninsurable Investment Risk
    The B.E. Journal of Macroeconomics, 2011, 11, (1), 1-36 Downloads View citations (4)
  2. The Cyclical Behavior of Debt and Equity Finance
    American Economic Review, 2011, 101, (2), 877-99 Downloads View citations (54)

2010

  1. Price-level versus inflation targeting with financial market imperfections
    Canadian Journal of Economics, 2010, 43, (4), 1302-1332 Downloads View citations (7)
    See also Working Paper (2008)
  2. Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence
    International Journal of Central Banking, 2010, 6, (34), 137-173 Downloads View citations (46)
    See also Working Paper (2010)

2006

  1. Uninsured idiosyncratic production risk with borrowing constraints
    Journal of Economic Dynamics and Control, 2006, 30, (11), 2167-2190 Downloads View citations (30)
    See also Working Paper (2005)

2000

  1. A modified hurdle model for completed fertility
    Journal of Population Economics, 2000, 13, (2), 173-188 Downloads View citations (29)

1999

  1. Outlet substitution bias
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 1999 Downloads
 
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