Latest publications by EuroFIT collaborators

• Abbassi, P., R. Iyer, J. Peydro, and F. Tous. (2016) “Securities trading by banks and credit supply: Micro-evidence from the crisis”, Journal of Financial Economics, forthcoming.

• Allen, F., E. Carletti, and R. Marquez. (December 2015) “Deposits and bank capital structure”, Journal of Financial Economics, Volume 118, Issue 3, Pp 601–619.

• Biais, B., J. Rochet, and P. Woolley. (February 2015) “Dynamics of Innovation and Risk”, Review of Financial Studies, 28 (5), 1353-1380.

• Biais, B., F. Heider, and M. Hoerova. (August 2016) “Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins”, Journal of Finance, Volume 71, Issue 4, pp 1479–1921.

• Bolton, P., L. Gambacorta, X. Freixas, and P. Mistrulli. (2016) “Relationship and Transaction Lending in a Crisis”, Review of Financial Studies, forthcoming.

• Bouton, L., A. Llorente-Saguer and F. Malherbe. (August 2016) “Get Rid of Unanimity Rule: The Superiority of Majority Rules with Veto Power”, Journal of Political Economy, forthcoming.

• Choi, D., T. Eisenbach, and T. Yorulmazer. (May 2016) “Sooner or Later:Timing of Monetary Policy with Heterogeneous Risk-Taking”, American Economic Review, vol. 106, no. 5, pp 490-95.

• Coculescu, D. and J. Rochet. (2016) “Shareholder Risk Measures”, Mathematical Finance, forthcoming.

• Collard, F., M. Habib, and J. Rochet. (June 2015) “Sovereign Debt Sustainability in Advanced Economies”, Journal of the European Economic Association, Volume 13, Issue 3, pp 381–420.

• Garcia, C., F. Heider, M. Hoerova, and S. Manganelli. (2016) “Lending-of-last-resort is as lending-of-last-resort-does: Central bank liquidity provision and interbank market functioning in the euro area”, Journal of Financial Intermediation, forthcoming.

• Heider, F. and A. Ljungqvist. (December 2015) “As certain as debt and taxes: Estimating the tax sensitivity of leverage from state tax changes”, Journal of Financial Economics, Volume 118, Issue 3, pp 684–712

• Heider, F., M. Hoerova, and C. Holthausen. (November 2015) “Liquidity hoarding and interbank market rates: The role of counterparty risk”, Journal of Financial Economics, Volume 118, Issue 2, pp 336-354

• Henriet, D. and N. Klimenko, and J. Rochet. (March 2016) “The Dynamics of Insurance Prices”, Geneva Risk and Insurance Review, Volume 41, Issue 1, pp 2-18.

• Ippolito, F., J. Peydro, A. Polo, and E. Sette. (2016) “Double bank runs and liquidity risk management”, Journal of Financial Economics, forthcoming,

• Jiménez, G., S. Ongena, J. Peydro, and J. Saurina. (2016) “Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments”, Journal of Political Economy, forthcoming.

• Josephson, J. and J. Shapiro. (March 2016) “Costly Interviews”, International Journal of Industrial Organization, 45. pp 10-15

• Klimenko, N., S. Pfeil, and J. Rochet. (2016) “A Simple Macroeconomic Model with Extreme Financial Frictions”, Journal of Mathematical Economics, forthcoming.

• Magill, M., M. Quinzii, and J. Rochet. (September 2015) “A Theory of the Stakeholder Corporation”, Econometrica Volume 83, Issue 5, pp 1685–1725.

• Malherbe, F. (April 2014) "Self-fulfilling liquidity dry-ups", Journal of Finance 69, 947-970.

• Mariathasan, M., and O. Merrouche. (July 2014) "The manipulation of Basel risk-weights", Journal of Financial Intermediation 23, 300-321.

• Martin, A., J. McAndrews, and D. Skeie (2016) "Bank Lending in Times of Large Bank Reserves", International Journal of Central Banking, forthcoming.

• Rey, H. (April 2016) "International Channels of Transmission of Monetary Policy and the Mundellian Trilemma", IMF Economic Review Vol 64. pp 6-35

• Rochet, J. and G. Roger. (June 2016) "Risk Utilities", Economic Theory, June 2016, Volume 62, Issue 1, pp 361-382

• Shapiro, J. and D. Skeie. (August 2015) "Information Management in Banking Crises" , Review of Financial Studies, 28 (8). pp 2322-2363

Last update: July 29, 2016 (SH)