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Details about Jose-Luis Peydro

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Homepage:https://sites.google.com/site/joseluispeydroswebpage/
Workplace:Departament d'Economia i Empresa (Department of Economics and Business), Universitat Pompeu Fabra (Pompeu Fabra University), Barcelona Graduate School of Economics (Barcelona GSE), (more information at EDIRC)
Centre de Recerca en Economia Internacional (CREI) (Center for Research in International Economics (CREI)), Barcelona Graduate School of Economics (Barcelona GSE), (more information at EDIRC)

Access statistics for papers by Jose-Luis Peydro.

Last updated 2018-06-04. Update your information in the RePEc Author Service.

Short-id: ppe481


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Working Papers

2018

  1. From Finance to Extremism: The Real Effects of Germany's 1931 Banking Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. Hedger of Last Resort: Evidence from Brazilian FX Interventions, Local Credit and Global Financial Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  3. Household Credit, Global Financial Cycle, and Macroprudential Policies; Credit Register Evidence from an Emerging Country
    IMF Working Papers, International Monetary Fund Downloads
    Also in Working Papers, Barcelona Graduate School of Economics (2017) Downloads
  4. Political connections: Evidence from insider trading around TARP
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (1)
    Also in Working Papers, Barcelona Graduate School of Economics (2016) Downloads View citations (1)
  5. The Rise of Shadow Banking: Evidence from Capital Regulation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2017

  1. Burning Money? Government Lending in a Credit Crunch
    Working Papers, Barcelona Graduate School of Economics Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2017) Downloads
  2. Capital Flows and the International Credit Channel
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
    Also in Working Papers, Barcelona Graduate School of Economics (2017) Downloads View citations (11)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2017) Downloads View citations (4)

    See also Chapter (2016)
    Journal Article in Journal of International Economics (2017)
  3. Do Demand or Supply Factors Drive Bank Credit, in Good and Crisis Times?
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (2)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2017) Downloads View citations (2)
  4. Financial Development and Monetary Policy: Loan Applications, Rates, and Real Effects
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  5. International financial integration, crises and monetary policy: evidence from the Euro area interbank crises
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads
    Also in Working Papers, Federal Reserve Bank of Boston (2017) Downloads
    Working Papers, Barcelona Graduate School of Economics (2017) Downloads
  6. Monetary Policy and Bank Profitability in a Low Interest Rate Environment
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads
    Also in Working Paper Series, European Central Bank (2017) Downloads
  7. Monetary Policy at Work: Security and Credit Application Registers Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in Working Papers, Barcelona Graduate School of Economics (2017) Downloads View citations (4)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2017) Downloads View citations (4)
  8. The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach-for-Yield, and Real Effects
    Working Papers, Banco de México Downloads View citations (2)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2015) Downloads View citations (13)

2016

  1. Anticipating the Financial Crisis: Evidence from Insider Trading in Banks
    Working Papers, Barcelona Graduate School of Economics Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2016) Downloads
  2. Double bank runs and liquidity risk management
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (8)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2015) Downloads View citations (6)
    Working Papers, Barcelona Graduate School of Economics (2015) Downloads View citations (6)

    See also Journal Article in Journal of Financial Economics (2016)
  3. Securities trading by banks and credit supply: Micro-evidence from the crisis
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (12)
    See also Journal Article in Journal of Financial Economics (2016)

2015

  1. Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    Also in Discussion Papers, Deutsche Bundesbank (2014) Downloads View citations (14)
  2. Monetary Policy in a Developing Country: Loan Applications and Real Effects
    Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences Downloads View citations (1)
    Also in NCID Working Papers, Navarra Center for International Development, University of Navarra (2015) Downloads View citations (1)
    IMF Working Papers, International Monetary Fund (2015) Downloads View citations (1)
  3. Securities Trading by Banks and Credit Supply: Micro-Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (16)
    Also in Discussion Papers, Deutsche Bundesbank (2015) Downloads View citations (3)
    Working Papers, Barcelona Graduate School of Economics (2015) Downloads View citations (3)
  4. Supranational policies to overcome the crisis / Políticas supranacionales para superar la crisis / Polítiques supranacionals per superar la crisi
    IEB Reports, Institut d'Economia de Barcelona (IEB) Downloads
  5. The international bank lending channel of monetary policy rates and quantitative easing: credit supply, reach-for-yield, and real effects
    Policy Research Working Paper Series, The World Bank Downloads View citations (16)

2014

  1. The Real Estate and Credit Bubble: Evidence from Spain
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (16)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2014) Downloads View citations (16)

    See also Journal Article in SERIEs: Journal of the Spanish Economic Association (2014)

2013

  1. Heterogeneous transmission mechanism: monetary policy and financial fragility in the euro area
    Working Paper Series, European Central Bank Downloads View citations (50)
  2. Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007-2009 Crisis
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (7)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2013) Downloads View citations (7)

    See also Journal Article in Review of Financial Studies (2014)
  3. Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (16)
    Also in Working Papers, Barcelona Graduate School of Economics (2012) Downloads View citations (25)
    Discussion Paper, Tilburg University, Center for Economic Research (2012) Downloads View citations (23)
    Working Paper Research, National Bank of Belgium (2012) Downloads View citations (22)

    See also Journal Article in Journal of Political Economy (2017)
  4. Monetary policy, macroprudential policy and banking stability: evidence from the euro area
    Working Paper Series, European Central Bank Downloads View citations (23)
    See also Journal Article in International Journal of Central Banking (2013)
  5. Shocks Abroad, Pain at Home? Bank-Firm Level Evidence on the International Transmission of Financial Shocks
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (29)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2013) Downloads View citations (23)

2012

  1. Credit Supply versus Demand: Bank and Firm Balance-Sheet Channels in Good and Crisis Times
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (15)
  2. Monetary Conditions and Banks' Behaviour in the Czech Republic
    Working Papers, Czech National Bank, Research Department Downloads View citations (5)
    See also Journal Article in Open Economies Review (2015)

2011

  1. Local versus aggregate lending channels: the effects of securitization on corporate credit supply
    Working Papers, Banco de España Downloads View citations (6)
  2. Local versus aggregate lending channels: the effects of securitization on corporate credit supply in Spain
    Proceedings, Federal Reserve Bank of Chicago View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (5)
  3. Loose monetary policy and excessive credit and liquidity risk-taking by banks
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)

2010

  1. Bank risk-taking, securitization, supervision and low interest rates: Evidence from the euro area and the U.S. lending standards
    Working Paper Series, European Central Bank Downloads View citations (28)
    See also Journal Article in Review of Financial Studies (2011)
  2. Credit Supply: Identifying Balance-Sheet Channels with Loan Applications and Granted Loans
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in Working Papers, Banco de España (2010) Downloads View citations (13)
    Working Paper Series, European Central Bank (2010) Downloads View citations (12)
  3. Financial Regulation, Integration and Synchronization of Economic Activity
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads
  4. Financial regulation, financial globalization and the synchronization of economic activity
    Working Paper Series, European Central Bank Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (10)

    See also Journal Article in Journal of Finance (2013)
  5. Interbank contagion at work: evidence from a natural experiment
    Working Paper Series, European Central Bank Downloads View citations (7)
    See also Journal Article in Review of Financial Studies (2011)
  6. The euro area Bank Lending Survey matters: empirical evidence for credit and output growth
    Working Paper Series, European Central Bank Downloads View citations (29)
  7. Trusting the bankers: a new look at the credit channel of monetary policy
    Working Paper Series, European Central Bank Downloads View citations (78)
    See also Journal Article in Review of Economic Dynamics (2015)
  8. What lies beneath the euro's effect on financial integration? Currency risk, legal harmonization, or trade?
    Working Paper Series, European Central Bank Downloads View citations (88)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (3)

    See also Journal Article in Journal of International Economics (2010)

2009

  1. Financial Integration and Business Cycle Synchronization
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (18)
  2. Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?
    Working Papers, Banco de España Downloads View citations (32)
    See also Journal Article in Econometrica (2014)
  3. Monetary Policy, Risk-Taking, and Pricing: Evidence from a Quasi-Natural Experiment
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (54)
    See also Journal Article in Review of Finance (2015)

2008

  1. Evidence on the impact of monetary policy on bank credit risk
    Proceedings, Federal Reserve Bank of Chicago

2007

  1. Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (49)

2003

  1. Combating Corruption in International Business Transactions
    Working Papers, Barcelona Graduate School of Economics Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) Downloads View citations (2)

    See also Journal Article in Economica (2004)

Journal Articles

2017

  1. Capital flows and the international credit channel
    Journal of International Economics, 2017, 108, (S1), S15-S22 Downloads View citations (10)
    See also Working Paper (2017)
    Chapter (2016)
  2. In the Short Run Blasé, In the Long Run Risqué
    Schmalenbach Business Review, 2017, 18, (3), 181-226 Downloads
  3. Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments
    Journal of Political Economy, 2017, 125, (6), 2126 - 2177 Downloads View citations (11)
    See also Working Paper (2013)

2016

  1. Double bank runs and liquidity risk management
    Journal of Financial Economics, 2016, 122, (1), 135-154 Downloads View citations (15)
    See also Working Paper (2016)
  2. Macroprudential Policy and Credit Supply
    Swiss Journal of Economics and Statistics, 2016, 152, (4), 305-318 Downloads
    Also in Swiss Journal of Economics and Statistics (SJES), 2016, 152, (IV), 305-318 (2016)
  3. Securities trading by banks and credit supply: Micro-evidence from the crisis
    Journal of Financial Economics, 2016, 121, (3), 569-594 Downloads View citations (19)
    See also Working Paper (2016)

2015

  1. Monetary Conditions and Banks’ Behaviour in the Czech Republic
    Open Economies Review, 2015, 26, (3), 407-445 Downloads View citations (10)
    See also Working Paper (2012)
  2. Monetary Policy, Risk-Taking, and Pricing: Evidence from a Quasi-Natural Experiment
    Review of Finance, 2015, 19, (1), 95-144 Downloads View citations (59)
    See also Working Paper (2009)
  3. Shocks Abroad, Pain at Home? Bank-Firm-Level Evidence on the International Transmission of Financial Shocks
    IMF Economic Review, 2015, 63, (4), 698-750 Downloads View citations (13)
  4. Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy
    Review of Economic Dynamics, 2015, 18, (4), 979-1002 Downloads View citations (27)
    See also Working Paper (2010)
    Software Item (2014)

2014

  1. Hazardous Times for Monetary Policy: What Do Twenty‐Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk‐Taking?
    Econometrica, 2014, 82, (2), 463-505 Downloads View citations (224)
    See also Working Paper (2009)
  2. Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007--2009 Crisis
    Review of Financial Studies, 2014, 27, (1), 347-372 Downloads View citations (125)
    See also Working Paper (2013)
  3. Macroprudential policy and credit supply cycles
    Financial Stability Review, 2014, (18), 217-224 Downloads
  4. The real estate and credit bubble: evidence from Spain
    SERIEs: Journal of the Spanish Economic Association, 2014, 5, (2), 223-243 Downloads View citations (16)
    See also Working Paper (2014)

2013

  1. Comment
    NBER Macroeconomics Annual, 2013, 27, (1), 420 - 428 Downloads
  2. Financial Regulation, Financial Globalization, and the Synchronization of Economic Activity
    Journal of Finance, 2013, 68, (3), 1179-1228 Downloads View citations (62)
    See also Working Paper (2010)
  3. Heterogeneous transmission mechanism: monetary policy and financial fragility in the eurozone
    Economic Policy, 2013, 28, (75), 459-512 Downloads View citations (54)
  4. Monetary Policy, macroprudential Policy, and Banking Stability: Evidence from the Euro Area
    International Journal of Central Banking, 2013, 9, (1), 121-169 Downloads View citations (13)
    See also Working Paper (2013)

2012

  1. Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications
    American Economic Review, 2012, 102, (5), 2301-26 Downloads View citations (266)

2011

  1. Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards
    Review of Financial Studies, 2011, 24, (6), 2121-2165 Downloads View citations (164)
    See also Working Paper (2010)
  2. Interbank Contagion at Work: Evidence from a Natural Experiment
    Review of Financial Studies, 2011, 24, (4), 1337-1377 Downloads View citations (4)
    See also Working Paper (2010)

2010

  1. Bank lending standards and the origins and implications of the current banking crisis
    Research Bulletin, 2010, 9, 6-9 Downloads
  2. What lies beneath the euro's effect on financial integration? Currency risk, legal harmonization, or trade?
    Journal of International Economics, 2010, 81, (1), 75-88 Downloads View citations (74)
    See also Working Paper (2010)

2004

  1. Combating Corruption in International Business Transactions
    Economica, 2004, 71, (283), 417-448 Downloads
    See also Working Paper (2003)

Books

2015

  1. Systemic Risk, Crises, and Macroprudential Regulation, vol 1
    MIT Press Books, The MIT Press View citations (44)

2012

  1. Financial Stability and Monetary Policy, vol 10
    Occasional Publications - Edited Volumes, Czech National Bank, Research Department Downloads View citations (1)

Chapters

2016

  1. Capital Flows and the International Credit Channel
    A chapter in NBER International Seminar on Macroeconomics 2016, 2016 View citations (2)
    See also Journal Article in Journal of International Economics (2017)
    Working Paper (2017)
  2. Capital flows, credit cycles and macroprudential policy
    A chapter in Macroprudential policy, 2016, vol. 86, pp 63-68 Downloads View citations (1)

2012

  1. Comment on "Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market"
    A chapter in NBER Macroeconomics Annual 2012, Volume 27, 2012, pp 420-428 Downloads

Software Items

2014

  1. Code and data files for "Trusting the bankers: A new look at the credit channel of monetary policy"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2015)
 
Page updated 2018-07-21