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Browsing Informes (Departament d'Economia i Empresa) by Title

Browsing Informes (Departament d'Economia i Empresa) by Title

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  • Bedayo, Mikel; Jiménez, Gabriel; Peydró, José-Luis; Vegas, Raquel (2022-08)
    We show that loan origination time is crucial for bank lending standards over the credit cycle, as well as for ex-post loan-level defaults and bank-level failures. We use the credit register in Spain for the business loans ...
  • Daley, Brendan; Green, Brett; Vanasco, Victoria (2019-06-20)
    We develop a framework to explore the effect of credit ratings on loan origination and securitization. In the model, banks privately screen and originate loans and then issue securities that are backed by loan cash flows. ...
  • Iyer, Rajkamal; Michaelides, Alexander; Kokas, Sotirios; Peydró, José-Luis (2022-11-25)
    This paper highlights the dual facets of bank specialization. After negative industry-specific shocks, banks specializing in an affected sector act as shock absorbers by increasing their lending to firms in that sector at ...
  • Abbassi, Puriya; Rajkamal, Iyer; Peydró, José-Luis; Soto, Paul Eduardo (2023-01)
    We study short-term and medium-term changes in bank risk-taking as a result of supervision, and the associated real effects. For identification, we exploit the European Central Bank’s asset-quality-review (AQR) in conjunction ...
  • Bekkum, Sjoerd Van; Gabarro, Marc; Irani, Rustom M.; Peydró, José-Luis (2022-02-14)
    We analyze the effects of borrower-based macroprudential policy at the household-level. For identification, we exploit administrative Dutch tax-return and property data linked to the universe of housing transactions, and ...
  • Albert, Christoph; Bustos, Paula; Ponticelli, Jacopo (2024-03)
    Climate change is expected to reduce agricultural productivity in developing countries. Classic international trade and geography models predict that the optimal adaptation response is a reallocation of capital and labor ...
  • Irani, Rustom M.; Iyer, Rajkamal; Meisenzahl, Ralf R.; Peydró, José-Luis (2020)
    We investigate the connections between bank capital regulation and the prevalence of lightly regulated nonbanks (shadow banks) in the U.S. corporate loan market. For identification, we exploit a supervisory credit register ...
  • Ciccarelli, Matteo; Maddaloni, Angela; Peydró, José-Luis (2014-06)
    Credit supply and demand changes are mostly unobserved, thus identifying completely the transmission of monetary policy through the credit channel is unfeasible. Bank lending surveys by central banks, however, contain ...
  • Kalemli-Özcan, Şebnem; Papaioannou, Elias; Peydró, José-Luis (2010-06)
    Although recent research shows that the euro has spurred cross-border financial integration, the exact mechanisms remain unknown. We investigate the underlying channels of the euro’s effect on financial integration using ...
  • Jiménez, Gabriel; Martínez-Miera, David; Peydró, José-Luis (2020-12)
    We show strong overall and heterogeneous economic incidence effects, as well as distortionary effects, of only shifting statutory incidence (i.e., the agent on which taxes are levied), without any tax rate change. For ...

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