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Details about Jose L Fillat

E-mail:
Homepage:http://www.bos.frb.org/economic/econbios/fillat.htm
Workplace:Quantitative Analysis Unit, Federal Reserve Bank of Boston, (more information at EDIRC)

Access statistics for papers by Jose L Fillat.

Last updated 2017-04-05. Update your information in the RePEc Author Service.

Short-id: pfi69


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Working Papers

2019

  1. Stress testing effects on portfolio similarities among large US Banks
    Current Policy Perspectives, Federal Reserve Bank of Boston Downloads

2018

  1. What are the Consequences of Global Banking for the International Transmission of Shocks? A Quantitative Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Working Papers, Federal Reserve Bank of Boston (2018) Downloads

2017

  1. Portfolio choice with house value misperception
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (1)

2015

  1. Global Identification in DSGE Models Allowing for Indeterminacy
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads View citations (3)
  2. Multinational Banks
    2015 Meeting Papers, Society for Economic Dynamics Downloads
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (1)

2014

  1. Diversification, Cost Structure, and the Risk Premium of Multinational Corporations
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads View citations (3)
    See also Journal Article in Journal of International Economics (2015)
  2. Global Banks' Dynamics and the International Transmission of Shocks
    2014 Meeting Papers, Society for Economic Dynamics Downloads
  3. Risk, Returns, and Multinational Production
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads
    Also in Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston (2010) Downloads View citations (22)
    2010 Meeting Papers, Society for Economic Dynamics (2010) Downloads View citations (7)

    See also Journal Article in The Quarterly Journal of Economics (2015)

2013

  1. Diversification, Cost Structure, and the Stock Returns of Multinational Corporations
    2013 Meeting Papers, Society for Economic Dynamics Downloads

2012

  1. Optimal portfolio choice with predictability in house prices and transaction costs
    Working Paper Series, European Central Bank Downloads View citations (12)
    Also in IESE Research Papers, IESE Business School (2012) Downloads View citations (1)
    Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston (2010) Downloads View citations (11)

    See also Journal Article in Review of Financial Studies (2014)

2010

  1. Addressing the pro-cyclicality of capital requirements with a dynamic loan loss provision system
    Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston Downloads View citations (21)

2008

  1. Housing as a Measure for the Long Run Risk in Asset Pricing
    2008 Meeting Papers, Society for Economic Dynamics View citations (6)
  2. Looking behind the aggregates: a reply to “Facts and Myths about the Financial Crisis of 2008”
    Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston Downloads View citations (40)

Journal Articles

2015

  1. Diversification, cost structure, and the risk premium of multinational corporations
    Journal of International Economics, 2015, 96, (1), 37-54 Downloads View citations (17)
    See also Working Paper (2014)
  2. Risk, Returns, and Multinational Production
    The Quarterly Journal of Economics, 2015, 130, (4), 2027-2073 Downloads View citations (29)
    See also Working Paper (2014)

2014

  1. Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs
    Review of Financial Studies, 2014, 27, (3), 823-880 Downloads View citations (13)
    See also Working Paper (2012)
 
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