Details about Gustavo Suarez

Access statistics for papers by Gustavo Suarez.

Last updated 2014-06-18. Update your information in the RePEc Author Service.

Short-id: psu386

Working Papers

2021

1. Monetary policy and the corporate bond market: How important is the Fed information effect?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2019

2. Accounting for racial wealth disparities in the United States
   Working Papers, Federal Reserve Bank of Boston View citations (3)
3. U.S. Corporations' Repatriation of Offshore Profits: Evidence from 2018
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2018

4. U.S. Corporations' Repatriation of Offshore Profits
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2015

5. Updating the Racial Wealth Gap
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2013

6. Do CFOs Think Investment is Sensitive to Interest Rules?
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
7. The insensitivity of investment to interest rates: Evidence from a survey of CFOs
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2012

8. Securitization Without Risk Transfer
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (75)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (65)
   See also Journal Article Securitization without risk transfer, Journal of Financial Economics, Elsevier (2013) View citations (390) (2013)
9. Sovereign credit risk, banks' government support, and bank stock returns around the world
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (11)
   See also Journal Article Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World, Journal of Money, Credit and Banking, Blackwell Publishing (2014) View citations (78) (2014)

2010

10. How effective were the Federal Reserve emergency liquidity facilities?: evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility
    Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston View citations (13)
    See also Journal Article How Effective Were the Federal Reserve Emergency Liquidity Facilities? Evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility, Journal of Finance, American Finance Association (2013) View citations (91) (2013)

2009

11. Firm volatility and banks: evidence from U.S. banking deregulation
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (12)
12. The evolution of a financial crisis: panic in the asset-backed commercial paper market
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (35)

2006

13. 'Captive markets': the impact of kidnappings on corporate investment in Colombia
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (18)

2004

14. Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (11)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2004) View citations (8)
15. Higher Order Expansions in the Weak Instrument Case
    Econometric Society 2004 North American Winter Meetings, Econometric Society

1999

16. TECNOLOGÃA DE TRANSACCIONES ENDÃGENA Y LOS COSTOS DE LA INFLACIÃN
    Borradores de Economia, Banco de la Republica
17. Tecnología de Transacciones Endógena y los Costos de la Inflación
    Borradores de Economia, Banco de la Republica de Colombia
    See also Journal Article Tecnología de transacciones endógena y los costos de la inflación, Revista ESPE - Ensayos Sobre Política Económica, Banco de la República (1999) (1999)

Journal Articles

2014

1. Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World
   Journal of Money, Credit and Banking, 2014, 46, (s1), 93-121 View citations (78)
   See also Working Paper Sovereign credit risk, banks' government support, and bank stock returns around the world, International Finance Discussion Papers (2012) View citations (11) (2012)

2013

2. How Effective Were the Federal Reserve Emergency Liquidity Facilities? Evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility
   Journal of Finance, 2013, 68, (2), 715-737 View citations (91)
   See also Working Paper How effective were the Federal Reserve emergency liquidity facilities?: evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility, Supervisory Research and Analysis Working Papers (2010) View citations (13) (2010)
3. Securitization without risk transfer
   Journal of Financial Economics, 2013, 107, (3), 515-536 View citations (390)
   See also Working Paper Securitization Without Risk Transfer, CEPR Discussion Papers (2012) View citations (75) (2012)
4. The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market
   Journal of Finance, 2013, 68, (3), 815-848 View citations (149)

2012

5. Exposure of main critical facilities to natural and man-made hazards in Grand Cayman, Cayman Islands
   Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2012, 61, (3), 1277-1292

2009

6. Bootstrap validity for the score test when instruments may be weak
   Journal of Econometrics, 2009, 149, (1), 52-64 View citations (28)
7. The anatomy of a financial crisis: the evolution of panic-driven runs in the asset-backed commercial paper market
   Proceedings, 2009, (Jan), 1-36 View citations (6)

1999

8. Tecnología de transacciones endógena y los costos de la inflación
   Revista ESPE - Ensayos Sobre Política Económica, 1999, (35), 55-85
   See also Working Paper Tecnología de Transacciones Endógena y los Costos de la Inflación, Borradores de Economia (1999) (1999)

Chapters

2010

1. Capital Crimes: Kidnappings and Corporate Investment in Colombia
   A chapter in The Economics of Crime: Lessons For and From Latin America, 2010, pp 63-97 View citations (7)