Details about Ana Fostel

Access statistics for papers by Ana Fostel.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pfo70

Working Papers

2020

1. Leverage and Asset Prices: An Experiment
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in Working Papers, George Mason University, Interdisciplinary Center for Economic Science (2012) View citations (5)
   Staff Reports, Federal Reserve Bank of New York (2012) View citations (7)

2019

2. Endogenous Leverage and Default in the Laboratory
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   Also in Staff Reports, Federal Reserve Bank of New York (2019) View citations (1)
3. Global Collateral and Capital Flows
   Department of Economics Working Papers, Department of Economics, Williams College
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (1)

2017

4. Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability
   Department of Economics Working Papers, Department of Economics, Williams College View citations (9)

2013

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

2012

6. Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)

2011

7. Endogenous Leverage: VaR and Beyond
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (12)
8. Sudden Stops and Sovereign Defaults
   2011 Meeting Papers, Society for Economic Dynamics View citations (1)
9. 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 View citations (7)
   Also in Levine's Working Paper Archive, David K. Levine (2011) View citations (6)
   Levine's Working Paper Archive, David K. Levine (2011) View citations (6)
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (5)
   See also Journal Article in American Economic Journal: Macroeconomics (2012)
10. Why Does Bad News Increase Volatility and Decrease Leverage?
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (1)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2010) View citations (9)
    See also Journal Article in Journal of Economic Theory (2012)

2008

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

2007

13. Latin America's Access to International Capital Markets: Good Behavior or Global Liquidity?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
    Also in Working Papers Central Bank of Chile, Central Bank of Chile (2007) View citations (21)
    See also Chapter (2008)

2006

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

2004

15. 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)
16. Two New Proofs of Afriat's Theorem
    Yale School of Management Working Papers, Yale School of Management View citations (75)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (4)
    Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (60)
    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 View citations (105)
   See also Working Paper (2011)
2. Why does bad news increase volatility and decrease leverage?
   Journal of Economic Theory, 2012, 147, (2), 501-525 View citations (57)
   See also Working Paper (2011)

2009

3. Persistent gaps and default traps
   Journal of Development Economics, 2009, 89, (2), 271-284 View citations (39)
   See also Working Paper (2008)

2008

4. Collateral restrictions and liquidity under-supply: a simple model
   Economic Theory, 2008, 35, (3), 441-467 View citations (25)
   See also Working Paper (2006)
5. Leverage Cycles and the Anxious Economy
   American Economic Review, 2008, 98, (4), 1211-44 View citations (364)

2004

6. Two new proofs of Afriat’s theorem
   Economic Theory, 2004, 24, (1), 211-219 View citations (56)
   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 View citations (10)
   See also Working Paper (2007)