Details about Esteban Prieto

Access statistics for papers by Esteban Prieto.

Last updated 2025-07-12. Update your information in the RePEc Author Service.

Short-id: ppr211

Working Papers

2025

1. Bank Lending and Firm Internal Capital Markets Following a Deglobalization Shock
   CESifo Working Paper Series, CESifo
   Also in Discussion Papers, Deutsche Bundesbank (2025)

2023

2. Effects of Bank Capital Requirement Tightenings on Inequality
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Discussion Papers, Deutsche Bundesbank (2018) View citations (3)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) View citations (2)
3. The macroeconomic effects of bank capital regulation
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Discussion Papers, Deutsche Bundesbank (2018) View citations (20)
4. The macroeconomic effects of inflation uncertainty
   Discussion Papers, Deutsche Bundesbank View citations (1)
5. Time-varying stock return correlation, news shocks, and business cycles
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article Time-varying stock return correlation, news shocks, and business cycles, European Economic Review, Elsevier (2025) (2025)
6. Time-varying volatility, financial intermediation and monetary policy
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in IWH Discussion Papers, Halle Institute for Economic Research (IWH) (2016) View citations (30)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016) View citations (30)
   Discussion Papers, Deutsche Bundesbank (2016) View citations (30)

2022

7. The global financial cycle and macroeconomic tail risks
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article The global financial cycle and macroeconomic tail risks, Journal of International Money and Finance, Elsevier (2025) (2025)

2021

8. The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area
   Occasional Paper Series, European Central Bank View citations (3)

2020

9. Financial shocks and inflation dynamics
   Working Papers, Swiss National Bank View citations (4)
   Also in Discussion Papers, Deutsche Bundesbank (2016) View citations (36)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016) View citations (32)
   See also Journal Article Financial shocks and inflation dynamics, Macroeconomic Dynamics, Cambridge University Press (2023) (2023)

2018

10. The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (6)

2013

11. Bank Risk Taking and Competition: Evidence from Regional Banking Markets
    VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association View citations (12)
    Also in Discussion Papers, Deutsche Bundesbank (2013) View citations (12)
12. Time Variation in Macro-Financial Linkages
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
    Also in Discussion Papers, Deutsche Bundesbank (2013) View citations (10)
    See also Journal Article Time Variation in Macro‐Financial Linkages, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) View citations (45) (2016)

2012

13. Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany
    IAW Discussion Papers, Institut für Angewandte Wirtschaftsforschung (IAW) View citations (8)
    Also in CESifo Working Paper Series, CESifo (2012) View citations (9)
    University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics (2012) View citations (8)
    See also Journal Article Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany, International Finance, Wiley Blackwell (2014) View citations (40) (2014)

2011

14. In Search for Yield? New Survey-Based Evidence on Bank Risk Taking
    CESifo Working Paper Series, CESifo View citations (11)
15. In search for yield? Survey-based evidence on bank risk taking
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (25)
    See also Journal Article In search for yield? Survey-based evidence on bank risk taking, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (132) (2014)

2010

16. Macroeconomic Factors and Micro-Level Bank Risk
    CESifo Working Paper Series, CESifo View citations (40)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2010) View citations (34)

Journal Articles

2025

1. The global financial cycle and macroeconomic tail risks
   Journal of International Money and Finance, 2025, 156, (C)
   See also Working Paper The global financial cycle and macroeconomic tail risks, Discussion Papers (2022) (2022)
2. Time-varying stock return correlation, news shocks, and business cycles
   European Economic Review, 2025, 172, (C)
   See also Working Paper Time-varying stock return correlation, news shocks, and business cycles, Discussion Papers (2023) (2023)

2023

3. Financial shocks and inflation dynamics
   Macroeconomic Dynamics, 2023, 27, (2), 350-378
   See also Working Paper Financial shocks and inflation dynamics, Working Papers (2020) View citations (4) (2020)

2022

4. Banking deregulation, macroeconomic dynamics and monetary policy
   Journal of Financial Stability, 2022, 63, (C) View citations (6)

2016

5. Time Variation in Macro‐Financial Linkages
   Journal of Applied Econometrics, 2016, 31, (7), 1215-1233 View citations (45)
   See also Working Paper Time Variation in Macro-Financial Linkages, CEPR Discussion Papers (2013) View citations (11) (2013)

2015

6. Bank Risk and Competition: Evidence from Regional Banking Markets
   Review of Finance, 2015, 19, (3), 1185-1222 View citations (58)

2014

7. Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany
   International Finance, 2014, 17, (1), 1-23 View citations (40)
   See also Working Paper Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany, IAW Discussion Papers (2012) View citations (8) (2012)
8. In search for yield? Survey-based evidence on bank risk taking
   Journal of Economic Dynamics and Control, 2014, 43, (C), 12-30 View citations (132)
   See also Working Paper In search for yield? Survey-based evidence on bank risk taking, Discussion Paper Series 1: Economic Studies (2011) View citations (25) (2011)
9. Macroeconomic Factors and Microlevel Bank Behavior
   Journal of Money, Credit and Banking, 2014, 46, (4), 715-751 View citations (86)

Books

2012

1. The ESRB at 1
   SUERF Studies, SUERF - The European Money and Finance Forum