EconPapers    
Economics at your fingertips  
 

Details about Javier Suárez

E-mail:
Homepage:http://www.cemfi.es/~suarez
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 Javier Suárez.

Last updated 2021-10-15. Update your information in the RePEc Author Service.

Short-id: psu92


Jump to Journal Articles Chapters

Working Papers

2021

  1. Growth-at-risk and macroprudential policy design JEL Classification: G01, G20, G28
    ESRB Occasional Paper Series, European Systemic Risk Board Downloads

2020

  1. Bank capital forbearance and serial gambling
    Discussion Papers, Deutsche Bundesbank Downloads
  2. Twin Default Crises
    Working Papers, FEDEA Downloads
    Also in Working Papers, CEMFI (2020) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads
  3. Twin defaults and bank capital requirements
    Working Paper Series, European Central Bank Downloads

2019

  1. Bank Capital Forbearance
    Working Papers, CEMFI Downloads View citations (1)
    Also in ESRB Working Paper Series, European Systemic Risk Board (2019) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (7)
  2. Bank capital in the short and in the long run
    Working Paper Series, European Central Bank Downloads View citations (13)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (3)
    Working Papers, CEMFI (2018) Downloads View citations (1)

    See also Journal Article in Journal of Monetary Economics (2020)
  3. Optimally Solving Banks' Legacy Problems
    Working Papers, CEMFI Downloads
    Also in ESRB Working Paper Series, European Systemic Risk Board (2019) Downloads
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2019) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads

2018

  1. Approaching non-performing loans from a macroprudential angle
    Report of the Advisory Scientific Committee, European Systemic Risk Board Downloads View citations (3)
  2. The Procyclicality of Expected Credit Loss Provisions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in Working Papers, CEMFI (2018) Downloads View citations (6)

2017

  1. Assessing the cyclical implications of IFRS 9 – a recursive model
    ESRB Occasional Paper Series, European Systemic Risk Board Downloads View citations (16)
  2. Equity versus Bail-in Debt in Banking: An Agency Perspective
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in Working Papers, CEMFI (2017) Downloads View citations (3)
  3. Optimal Dynamic Capital Requirements
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)
    Also in Working Papers, CEMFI (2016) Downloads View citations (17)

    See also Journal Article in Journal of Money, Credit and Banking (2018)

2016

  1. How Excessive Is Banks' Maturity Transformation?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in Working Papers, CEMFI (2016) Downloads View citations (2)
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2016) Downloads View citations (2)
    ESRB Working Paper Series, European Systemic Risk Board (2016) Downloads View citations (2)

    See also Journal Article in Review of Financial Studies (2017)
  2. Too late, too sudden: Transition to a low-carbon economy and systemic risk
    Report of the Advisory Scientific Committee, European Systemic Risk Board Downloads View citations (8)

2015

  1. Capital Regulation in a Macroeconomic Model with Three Layers of Default
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (135)
    Also in Working papers, Banque de France (2014) Downloads View citations (24)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (18)
    Working Papers, CEMFI (2014) Downloads View citations (23)
    Working Paper Series, European Central Bank (2015) Downloads View citations (106)

    See also Journal Article in International Journal of Central Banking (2015)

2014

  1. How Liquidity Standards Can Improve Lending of Last Resort Policies
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2012

  1. A Macroeconomic Model of Endogenous Systemic Risk Taking
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (36)
  2. The Procyclical Effects of Bank Capital Regulation
    Working Papers, CEMFI Downloads View citations (22)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (29)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2010) Downloads
    Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads View citations (3)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2010) Downloads

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

2011

  1. A Pigovian Approach to Liquidity Regulation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (126)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2011) Downloads View citations (130)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2011) Downloads View citations (101)

    See also Journal Article in International Journal of Central Banking (2011)
  2. Dinamic Maturity Transformation
    Working Papers, CEMFI Downloads View citations (11)
  3. Interest Rates and Credit Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    See also Journal Article in Journal of Money, Credit and Banking (2015)
  4. Liquidity shocks, roll-over risk and debt maturity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)

2010

  1. Entrepreneurial Innovation, Patent Protection and Industry Dynamics
    Working Papers, CEMFI Downloads View citations (1)
  2. The Spanish Crisis: Background and Policy Challenges
    Working Papers, CEMFI Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (5)

2009

  1. The Macroeconomics of Money Market Freezes
    Working Papers, CEMFI Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (6)

2008

  1. Financially Constrained Innovation, Patent Protection, and Industry Dynamics
    2008 Meeting Papers, Society for Economic Dynamics Downloads
  2. The Procyclical Effects of Basel II
    Working Papers, CEMFI Downloads View citations (55)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (34)

2007

  1. Firms' Stakeholders and the Costs of Transparency
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Chapter (2007)
    Journal Article in Journal of Economics & Management Strategy (2009)

2006

  1. Hot and Cold Housing Markets: International Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (30)
    Also in Working Papers, CEMFI (2006) Downloads View citations (37)

2005

  1. Financing and the Protection of Innovators
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in Working Papers, CEMFI (2005) Downloads

2004

  1. Financial Distress, Bankruptcy Law and the Business Cycle
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2004) Downloads

    See also Journal Article in Annals of Finance (2007)
  2. Social Contacts and Occupational Choice
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
    Also in Working Papers, CEMFI (2004) Downloads
    2004 Meeting Papers, Society for Economic Dynamics (2004) Downloads View citations (52)

    See also Journal Article in Economica (2010)
  3. Stakeholders, Transparency and Capital Structure
    Working Papers, CEMFI Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (8)

2003

  1. Loan Pricing Under Basel Capital Requirements
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in Working Papers, CEMFI (2003) Downloads View citations (1)

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

2002

  1. Business Creation and the Stock Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (2000) View citations (9)
    Working Papers, CEMFI (2000) Downloads
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (11)

    See also Journal Article in Review of Economic Studies (2004)
  2. Incomplete Wage Posting
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in Working Papers, CEMFI (2002) Downloads

    See also Journal Article in Journal of Political Economy (2006)

2001

  1. Last Bank Standing: What Do I Gain If You Fail?
    Working Papers, CEMFI Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (8)

    See also Journal Article in European Economic Review (2002)
  2. Managerial Compensation and the Market Reaction to Bank Loans
    Working Papers, CEMFI Downloads
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (2001)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) Downloads View citations (1)

    See also Journal Article in Review of Financial Studies (2003)

2000

  1. Optimal Corporate Governance Structures
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (1999)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (1)
    Working Papers, CEMFI (1999) 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, CEMFI (1996)
    Working Papers, Centro de Estudios Monetarios Y Financieros- (1996) View citations (12)

    See also Journal Article in European Economic Review (2000)
  2. Venture Capital Finance: A Security Design Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (21)
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (1998) View citations (19)
    Working Papers, CEMFI (1998) Downloads View citations (4)

    See also Journal Article in Review of Finance (2004)

1997

  1. A Stylized Model of Financially-Driven Business Cycles
    Working Papers, CEMFI
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (1997) View citations (2)
  2. Capital Budgeting and Stock Option Plans
    Working Papers, CEMFI
  3. Endogenous Cycles in a Stiglitz-Weiss Economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (40)
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (1995)
    Working Papers, CEMFI (1995)

    See also Journal Article in Journal of Economic Theory (1997)

1996

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

1993

  1. Banking Regulation in an Equilibrium Model
    Working Papers, CEMFI

1992

  1. Seguro de depósitos y comportamiento bancario: Un análisis basado en la teoría de opciones
    Working Papers, CEMFI
    Also in DE - Documentos de Trabajo. Economía. DE, Universidad Carlos III de Madrid. Departamento de Economía (1992) Downloads

1991

  1. Economías de escala, poder de mercado y externalidades: Medición de las fuentes del crecimiento español
    Working Papers, CEMFI

Journal Articles

2021

  1. How much capital should banks hold?
    Research Bulletin, 2021, 80 Downloads

2020

  1. Bank capital in the short and in the long run
    Journal of Monetary Economics, 2020, 115, (C), 64-79 Downloads View citations (4)
    See also Working Paper (2019)

2019

  1. Liquidity standards and the value of an informed lender of last resort
    Journal of Financial Economics, 2019, 132, (2), 351-368 Downloads View citations (2)

2018

  1. Optimal Dynamic Capital Requirements
    Journal of Money, Credit and Banking, 2018, 50, (6), 1271-1297 Downloads View citations (28)
    See also Working Paper (2017)

2017

  1. How Excessive Is Banks’ Maturity Transformation?
    Review of Financial Studies, 2017, 30, (10), 3538-3580 Downloads View citations (7)
    See also Working Paper (2016)

2015

  1. Capital Regulation in a Macroeconomic Model with Three Layers of Default
    International Journal of Central Banking, 2015, 11, (3), 9-63 Downloads View citations (105)
    See also Working Paper (2015)
  2. Interest Rates and Credit Risk
    Journal of Money, Credit and Banking, 2015, 47, (2-3), 445-480 Downloads View citations (4)
    See also Working Paper (2011)

2014

  1. Macroprudential capital tools: assessing their rationale and effectiveness
    Financial Stability Review, 2014, (18), 183-194 Downloads View citations (3)
  2. The 3D Model: a Framework to Assess Capital Regulation
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2014 Downloads View citations (5)

2013

  1. The Procyclical Effects of Bank Capital Regulation
    Review of Financial Studies, 2013, 26, (2), 452-490 Downloads View citations (117)
    See also Working Paper (2012)

2012

  1. Patent Litigation and the Role of Enforcement Insurance
    Review of Law & Economics, 2012, 8, (3), 789-821 Downloads View citations (4)

2011

  1. A Pigovian Approach to Liquidity Regulation
    International Journal of Central Banking, 2011, 7, (4), 3-41 Downloads View citations (122)
    See also Working Paper (2011)

2010

  1. Deposit insurance and money market freezes
    Journal of Monetary Economics, 2010, 57, (1), 45-61 Downloads View citations (48)
  2. Social Contacts and Occupational Choice
    Economica, 2010, 77, (305), 20-45 Downloads View citations (91)
    See also Working Paper (2004)
  3. The Pending Challenges in Global Financial Regulation Reform
    Margin: The Journal of Applied Economic Research, 2010, 4, (2), 241-253 Downloads

2009

  1. Firms' Stakeholders and the Costs of Transparency
    Journal of Economics & Management Strategy, 2009, 18, (3), 871-900 Downloads View citations (6)
    See also Working Paper (2007)
    Chapter (2007)

2007

  1. Financial distress, bankruptcy law and the business cycle
    Annals of Finance, 2007, 3, (1), 5-35 Downloads View citations (2)
    See also Working Paper (2004)

2006

  1. Incomplete Wage Posting
    Journal of Political Economy, 2006, 114, (6), 1098-1123 Downloads View citations (41)
    See also Working Paper (2002)

2004

  1. Business Creation and the Stock Market
    Review of Economic Studies, 2004, 71, (2), 459-481 Downloads View citations (58)
    See also Working Paper (2002)
  2. Loan pricing under Basel capital requirements
    Journal of Financial Intermediation, 2004, 13, (4), 496-521 Downloads View citations (119)
    See also Working Paper (2003)
  3. Venture Capital Finance: A Security Design Approach
    Review of Finance, 2004, 8, (1), 75-108 Downloads View citations (59)
    Also in Review of Finance, 2004, 8, (1), 75-108 (2004) Downloads View citations (118)

    See also Working Paper (1999)

2003

  1. Entrenchment and Severance Pay in Optimal Governance Structures
    Journal of Finance, 2003, 58, (2), 519-547 Downloads View citations (37)
  2. Managerial Compensation and the Market Reaction to Bank Loans
    Review of Financial Studies, 2003, 16, (1), 237-261 View citations (5)
    See also Working Paper (2001)

2002

  1. Last bank standing: What do I gain if you fail?
    European Economic Review, 2002, 46, (9), 1599-1622 Downloads View citations (94)
    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 (63)
    See also Working Paper (1999)

1999

  1. Financial Distress and the Business Cycle
    Oxford Review of Economic Policy, 1999, 15, (3), 39-51 View citations (7)

1998

  1. Monitoring, Liquidation, and Security Design
    Review of Financial Studies, 1998, 11, (1), 163-87 View citations (52)
    See also Working Paper (1996)
  2. Risk-taking and the prudential regulation of banks
    Investigaciones Economicas, 1998, 22, (3), 307-336 Downloads View citations (5)

1997

  1. Endogenous Cycles in a Stiglitz-Weiss Economy
    Journal of Economic Theory, 1997, 76, (1), 47-71 Downloads View citations (38)
    See also Working Paper (1997)

Chapters

2020

  1. IFRS 9 and COVID-19: Delay and freeze the transitional arrangements clock
    Chapter 1 in Europe in the Time of Covid-19, 2020, vol. 1, pp 98-103 Downloads

2013

  1. The Socially Optimal Level of Capital Requirements: A View from Two Papers
    Chapter 14 in The Social Value of the Financial Sector Too Big to Fail or Just Too Big?, 2013, pp 257-266 Downloads

2007

  1. Firms' Stakeholders and the Costs of Transparency
    A chapter in Entrepreneurship: Strategy and Structure, 2007 View citations (1)
    See also Working Paper (2007)
    Journal Article in Journal of Economics & Management Strategy (2009)
 
Page updated 2021-11-30