Details about Francisco Vazquez

Access statistics for papers by Francisco Vazquez.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pva557

Working Papers

2024

1. Replication Report: Did Unconventional Interventions Unfreeze the Credit Market?
   I4R Discussion Paper Series, The Institute for Replication (I4R)

2021

2. Credit Reversals
   IMF Working Papers, International Monetary Fund
   Also in MPRA Paper, University Library of Munich, Germany (2020)

2012

3. Bank Funding Structures and Risk: Evidence From the Global Financial Crisis
   IMF Working Papers, International Monetary Fund View citations (53)
   See also Journal Article Bank funding structures and risk: Evidence from the global financial crisis, Journal of Banking & Finance, Elsevier (2015) View citations (153) (2015)

2010

4. A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector
   Working Papers Series, Central Bank of Brazil, Research Department View citations (6)
   See also Journal Article A macro stress test model of credit risk for the Brazilian banking sector, Journal of Financial Stability, Elsevier (2012) View citations (37) (2012)

2009

5. Addressing Information Gaps
   IMF Staff Position Notes, International Monetary Fund View citations (8)
6. Inflation Pressures and Monetary Policy Options in Emerging and Developing Countries—A Cross Regional Perspective
   IMF Working Papers, International Monetary Fund View citations (28)
7. Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks
   Working Papers Series, Central Bank of Brazil, Research Department View citations (20)

2007

8. International Diversification Gains and Home Bias in Banking
   IMF Working Papers, International Monetary Fund View citations (15)
   See also Journal Article International diversification gains and home bias in banking, Journal of Banking & Finance, Elsevier (2013) View citations (9) (2013)
9. The Lending Channel in Emerging Economies: Are Foreign Banks Different?
   IMF Working Papers, International Monetary Fund View citations (67)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (72)

2005

10. Any Link Between Legal Central Bank Independence and Inflation? Evidence from Latin America and the Caribbean
    Macroeconomics, University Library of Munich, Germany View citations (20)
    Also in IMF Working Papers, International Monetary Fund (2005) View citations (36)

Journal Articles

2015

1. Bank funding structures and risk: Evidence from the global financial crisis
   Journal of Banking & Finance, 2015, 61, (C), 1-14 View citations (153)
   See also Working Paper Bank Funding Structures and Risk: Evidence From the Global Financial Crisis, IMF Working Papers (2012) View citations (53) (2012)

2013

2. International diversification gains and home bias in banking
   Journal of Banking & Finance, 2013, 37, (7), 2560-2571 View citations (9)
   See also Working Paper International Diversification Gains and Home Bias in Banking, IMF Working Papers (2007) View citations (15) (2007)

2012

3. A macro stress test model of credit risk for the Brazilian banking sector
   Journal of Financial Stability, 2012, 8, (2), 69-83 View citations (37)
   See also Working Paper A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector, Working Papers Series (2010) View citations (6) (2010)

2008

4. Is there any link between legal central bank independence and inflation? Evidence from Latin America and the Caribbean
   European Journal of Political Economy, 2008, 24, (4), 788-801 View citations (49)