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Details about Rafael Repullo

E-mail:
Homepage:http://www.cemfi.es/~repullo/
Phone:+34-914290551
Postal address:CEMFI Casado del Alisal 5 28014 Madrid Spain
Workplace:Centro de Estudios Monetarios y Financieros (CEMFI) (Center for Monetary and Financial Studies), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Rafael Repullo.

Last updated 2021-03-30. Update your information in the RePEc Author Service.

Short-id: pre63


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Working Papers

2020

  1. Interest Rates, Market Power, and Financial Stability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in Working Papers, CEMFI (2020) Downloads View citations (4)
  2. The Deposits Channel of Monetary Policy. A Critical Review
    Working Papers, CEMFI Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (2)
  3. The Reversal Interest Rate. A Critical Review
    Working Papers, CEMFI Downloads View citations (14)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (14)

2019

  1. Burning Money? Government Lending in a Credit Crunch
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads
    Also in Working Papers, CEMFI (2018) Downloads View citations (3)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2019) Downloads
    Working Papers, Barcelona School of Economics (2017) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (3)
  2. Markets, banks, and shadow banks
    Working Paper Series, European Central Bank Downloads View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (8)
    Working Papers, CEMFI (2018) Downloads View citations (8)
  3. Monetary Policy, Macroprudential Policy, and Financial Stability
    Working Papers, CEMFI Downloads View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (7)
    Working Paper Series, European Central Bank (2019) Downloads View citations (7)

    See also Journal Article in Annual Review of Economics (2019)

2017

  1. Hierarchical Bank Supervision
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Working Papers, CEMFI (2017) Downloads View citations (6)

    See also Journal Article in SERIEs: Journal of the Spanish Economic Association (2018)

2015

  1. Search for Yield
    Working Papers, CEMFI Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (1)

    See also Journal Article in Econometrica (2017)

2014

  1. Moral Hazard and Debt Maturity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014) Downloads View citations (4)
    Working Papers, CEMFI (2013) Downloads View citations (1)

2013

  1. Cyclical adjustment of capital requirements: a simple framework
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (47)
    Also in Working Papers, CEMFI (2012) Downloads View citations (5)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (5)

    See also Journal Article in Journal of Financial Intermediation (2013)

2012

  1. The Procyclical Effects of Bank Capital Regulation
    Working Papers, CEMFI Downloads View citations (39)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010) Downloads View citations (6)
    Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads View citations (6)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2010) Downloads View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (44)

    See also Journal Article in Review of Financial Studies (2013)

2011

  1. The Countercyclical Capital Buffer of Basel III: A Critical Assessment
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (116)
    Also in Working Papers, CEMFI (2011) Downloads View citations (109)

2010

  1. Mitigating the pro-cyclicality of Basel II
    Working Papers, Banco de España Downloads View citations (46)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (25)
    Working Papers, CEMFI (2009) Downloads View citations (31)

    See also Journal Article in Economic Policy (2010)

2008

  1. Does Competition Reduce the Risk of Bank Failure?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (31)
    Also in Working Papers, CEMFI (2008) Downloads View citations (37)

    See also Journal Article in Review of Financial Studies (2010)
  2. The Procyclical Effects of Basel II
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (59)
    Also in Working Papers, CEMFI (2008) Downloads View citations (78)

2005

  1. Liquidity, Risk Taking, and the Lender of Last Resort
    MPRA Paper, University Library of Munich, Germany Downloads View citations (65)
    Also in Working Papers, CEMFI (2005) Downloads View citations (71)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (66)

    See also Journal Article in International Journal of Central Banking (2005)

2004

  1. Economic and Regulatory Capital. What Is the Difference?
    Working Papers, CEMFI Downloads View citations (14)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (7)
  2. Policies for Banking Crises: A Theoretical Framework
    Working Papers, CEMFI Downloads View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (5)

2003

  1. Capital Requirements, Market Power and Risk-Taking in Banking
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Working Papers, CEMFI (2002) Downloads View citations (8)
    Proceedings, Federal Reserve Bank of Chicago (2002) View citations (4)

    See also Journal Article in Journal of Financial Intermediation (2004)
  2. Loan Pricing Under Basel Capital Requirements
    Working Papers, CEMFI Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (11)

    See also Journal Article in Journal of Financial Intermediation (2004)

2001

  1. Why Did the Banks Overbid? An Empirical Model of the Fixed Rate Tenders of the European Cental Bank
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations (14)
    Also in Working Papers, Banco de España (2001) Downloads View citations (30)
    Working Papers, CEMFI (2001) Downloads View citations (1)

    See also Journal Article in Journal of International Money and Finance (2001)

2000

  1. A Model of Takeovers of Foreign Banks
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) Downloads View citations (7)
    Working Papers, CEMFI (2000) Downloads View citations (6)

    See also Journal Article in Spanish Economic Review (2001)
  2. A Model of the Open Market Operations of the European Central Bank
    Working Papers, CEMFI Downloads View citations (15)
    Also in Working Papers, Banco de España (2000) Downloads View citations (22)
    Working Papers, Centro de Estudios Monetarios Y Financieros- (2000) View citations (16)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) Downloads View citations (22)

    See also Journal Article in Economic Journal (2003)
  3. Takeovers of Foreign Banks: A Supervisory Perspective
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads

1999

  1. Entrepreneurial Moral Hazard and Bank Monitoring: A Model of the Credit Channel
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1999) Downloads View citations (2)
    Working Papers, Centro de Estudios Monetarios Y Financieros- (1996) View citations (12)
    Working Papers, CEMFI (1996)

    See also Journal Article in European Economic Review (2000)
  2. The Trade-Off Between Liquidity and Control Revisited
    Working Papers, CEMFI Downloads
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (1999)
  3. Venture Capital Finance: A Security Design Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (24)
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (1998) View citations (19)
    Working Papers, CEMFI (1998) Downloads View citations (18)

    See also Journal Article in Review of Finance (2004)
  4. Who Should Act as Lender of Last Resort? An Incomplete Contracts Model
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations (4)
    Also in Working Papers, CEMFI (1999) Downloads View citations (4)

    See also Journal Article in Journal of Money, Credit and Banking (2000)

1996

  1. Monitoring, Liquidation, and Security Design
    Working Papers, Banca Italia - Servizio di Studi View citations (1)
    Also in Working Papers, CEMFI (1995)
    Working Papers, Centro de Estudios Monetarios Y Financieros- (1995)

    See also Journal Article in Review of Financial Studies (1998)

1995

  1. Credit Market and Real Economic Growth Activity: A Model of Financial Intermediation
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations (3)
  2. Credit Markets and Real Economic Activity: A Model of Financial Intermediation (New Version: See CEMFI WP 9604)
    Working Papers, CEMFI

1994

  1. Some Remarks on Leland's Model of Insider Trading
    Working Papers, CEMFI View citations (1)
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (1994) View citations (3)

1991

  1. Financing Budget Deficits by Seigniorage and Implicit Taxation: The Cases of Spain and Portugal
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Working Papers, CEMFI (1991) View citations (3)

1988

  1. Nash Implementation: A Full Characterization (Now published in Econometrica, vol.58, No.5 (1990), pp.1083-1099.)
    STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

1986

  1. Subgame Perfect Implementation (Now published in Econometrica, vol.56, No.5 (1988), pp.1191-1220.)
    STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

1983

  1. Implementation in Dominant Strategies Under Complete and Incomplete Information (Now published in Review of Economic Studies, LII (1985), pp.223-229.)
    STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
  2. Implementation of Direct Mechanism Under Incomplete Information (Now published in Economic Organizations as Games, edited by K. Binmore and P. Dasgupta, (Basil Blackwell, Oxford, 1986), pp.179-195.)
    STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
  3. On the Efficiency of Equilibrium with Incomplete Markets (Now published in Journal of Economic Theory, vol.44, No.2 (1988), pp.217-230.)
    STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

1982

  1. The Core of an Economy with Transaction Costs (Now published in Review of Economic Studies, LV (1988), pp.447-458.)
    STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

Journal Articles

2019

  1. Monetary Policy, Macroprudential Policy, and Financial Stability
    Annual Review of Economics, 2019, 11, (1), 809-832 Downloads View citations (5)
    See also Working Paper (2019)
  2. Presentation of the High-Level Conference «The new bank provisioning standards:implementation challenges and financial stability implications»
    Revista de Estabilidad Financiera, 2019, (Spring) Downloads
  3. Second Financial Stability Conference of the Banco de España and of the CEMFI Madrid, 3 and 4 June 2019
    Revista de Estabilidad Financiera, 2019, (Autumn) Downloads

2018

  1. Hierarchical bank supervision
    SERIEs: Journal of the Spanish Economic Association, 2018, 9, (1), 1-26 Downloads View citations (2)
    See also Working Paper (2017)

2017

  1. Presentation of the First Conference on Financial Stability and of the panelThe countercyclical provisions of the Banco de España, 2000-2016
    Revista de Estabilidad Financiera, 2017, (NOV) Downloads
  2. Search for Yield
    Econometrica, 2017, 85, 351-378 Downloads
    See also Working Paper (2015)

2013

  1. Cyclical adjustment of capital requirements: A simple framework
    Journal of Financial Intermediation, 2013, 22, (4), 608-626 Downloads View citations (49)
    See also Working Paper (2013)
  2. The Procyclical Effects of Bank Capital Regulation
    Review of Financial Studies, 2013, 26, (2), 452-490 Downloads View citations (146)
    See also Working Paper (2012)

2011

  1. Report of the Secretary
    Econometrica, 2011, 79, (1), 309-317
  2. Report of the Treasurer
    Econometrica, 2011, 79, (1), 319-325

2010

  1. Does Competition Reduce the Risk of Bank Failure?
    Review of Financial Studies, 2010, 23, (10), 3638-3664 Downloads View citations (317)
    See also Working Paper (2008)
  2. Mitigating the pro-cyclicality of Basel II
    (Bank loan loss provisions: a re-examination of capital management, earnings management and signalling effects)
    Economic Policy, 2010, 25, (64), 659-702 Downloads View citations (36)
    See also Working Paper (2010)

2007

  1. Economic and Regulatory Capital in Banking: What Is the Difference?
    International Journal of Central Banking, 2007, 3, (3), 87-117 Downloads View citations (31)

2005

  1. Liquidity, Risk Taking, and the Lender of Last Resort
    International Journal of Central Banking, 2005, 1, (2) Downloads View citations (64)
    See also Working Paper (2005)

2004

  1. Capital requirements, market power, and risk-taking in banking
    Journal of Financial Intermediation, 2004, 13, (2), 156-182 Downloads View citations (412)
    See also Working Paper (2003)
  2. Loan pricing under Basel capital requirements
    Journal of Financial Intermediation, 2004, 13, (4), 496-521 Downloads View citations (136)
    See also Working Paper (2003)
  3. Shareholder activism is non-monotonic in market liquidity
    Finance Research Letters, 2004, 1, (1), 2-10 Downloads View citations (7)
  4. Venture Capital Finance: A Security Design Approach
    Review of Finance, 2004, 8, (1), 75-108 Downloads View citations (136)
    Also in Review of Finance, 2004, 8, (1), 75-108 (2004) Downloads View citations (124)

    See also Working Paper (1999)

2003

  1. A Model of the Open Market Operations of the European Central Bank
    Economic Journal, 2003, 113, (490), 883-902 View citations (41)
    See also Working Paper (2000)
  2. European Winter Meeting of the Econometric Society
    Economics Bulletin, 2003, 28, (51), A51 Downloads

2001

  1. A model of takeovers of foreign banks
    Spanish Economic Review, 2001, 3, (1), 1-21 Downloads View citations (18)
    See also Working Paper (2000)
  2. Why did the banks overbid? An empirical model of the fixed rate tenders of the European Central Bank
    Journal of International Money and Finance, 2001, 20, (6), 857-870 Downloads View citations (27)
    See also Working Paper (2001)

2000

  1. Entrepreneurial moral hazard and bank monitoring: A model of the credit channel
    European Economic Review, 2000, 44, (10), 1931-1950 Downloads View citations (84)
    See also Working Paper (1999)
  2. Who Should Act as Lender of Last Resort? An Incomplete Contracts Model
    Journal of Money, Credit and Banking, 2000, 32, (3), 580-605 View citations (91)
    Also in Proceedings, 2000, 580-610 (2000) View citations (85)

    See also Working Paper (1999)

1998

  1. Monitoring, Liquidation, and Security Design
    Review of Financial Studies, 1998, 11, (1), 163-87 View citations (62)
    See also Working Paper (1996)

1992

  1. 'Capital requirements and the behaviour of banks': by Jean-Charles Rochet
    European Economic Review, 1992, 36, (5), 1174-1177 Downloads

1990

  1. Nash Implementation: A Full Characterization
    Econometrica, 1990, 58, (5), 1083-99 Downloads View citations (159)

1989

  1. Los efectos económicos de los coeficientes bancarios: un análisis teórico
    Investigaciones Economicas, 1989, 13, (2), 227-244 Downloads

1988

  1. A new characterization of the efficiency of equilibrium with incomplete markets
    Journal of Economic Theory, 1988, 44, (2), 217-230 Downloads View citations (2)
  2. Subgame Perfect Implementation
    Econometrica, 1988, 56, (5), 1191-1220 Downloads View citations (264)
  3. The Core of an Economy with Transaction Costs
    Review of Economic Studies, 1988, 55, (3), 447-458 Downloads View citations (9)

1987

  1. Implementation by stage mechanisms: An introduction *
    European Economic Review, 1987, 31, (1-2), 336-341 Downloads View citations (3)
  2. The Existence of Equilibrium without Free Disposal in
    International Economic Review, 1987, 28, (2), 275-90 Downloads View citations (3)

1986

  1. On the generic existence of Radner equilibria when there are as many securities as states of nature
    Economics Letters, 1986, 21, (2), 101-105 Downloads View citations (2)

1985

  1. Implementation in Dominant Strategies under Complete and Incomplete Information
    Review of Economic Studies, 1985, 52, (2), 223-229 Downloads View citations (10)
  2. On the non-existence of equilibrium with differential information
    Economics Letters, 1985, 18, (2-3), 105-108 Downloads View citations (1)

1982

  1. A Note on Imperfect Information and Optimal Pollution Control
    Review of Economic Studies, 1982, 49, (3), 483-484 Downloads
 
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