Francisco Covas - Central Bank Research Hub

Papers by year: All | 2015 | 2014 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005

Title Other author(s)

Macroeconomic Effects of Banking Sector Losses across Structural Models

Bank for International Settlements Working papers [View] (Paper: 507, 30.07.2015)

JEL: E32, E44, E47

Bank Liquidity and Capital Regulation in General Equilibrium

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-85, 04.11.2014)

JEL: D52, E13, G21, G28

Private Equity Premium in a General Equilibrium Model of Uninsurable Investment Risk

Philadelphia Fed Working Papers [View] (Paper: 11-18, 10.05.2011)

Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence

IJCB International Journal of Central Banking [View] (Paper: 10q4a7, 01.12.2010)

Time-Varying Capital Requirements in a General Equilibrium Model of Liquidity Dependence

Philadelphia Fed Working Papers [View] (Paper: 09-23, 01.10.2009)

JEL: E32, G21, G28

Price-Level versus Inflation Targeting with Financial Market Imperfections

Bank of Canada Working papers [View] (Paper: 2008-26, 19.08.2008)

JEL: E40, E50

Private Risk Premium and Aggregate Uncertainty in the Model of Uninsurable Investment Risk

Philadelphia Fed Working Papers [View] (Paper: wp07-30, 19.11.2007)

Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms

Bank of Canada Working papers [View] (Paper: 2007-44, 16.08.2007)

JEL: E32, G32

The Role of Debt and Equity Finance over the Business Cycle

Bank of Canada Working papers [View] (Paper: 2006-45, 08.12.2006)

JEL: E3, G1, G3

Uninsured Idiosyncratic Production Risk with Borrowing Constraints

Bank of Canada Working papers [View] (Paper: 2005-26, 05.10.2005)

JEL: E22, G11, M13

Papers by year: All | 2015 | 2014 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005