Publications and Working Papers

2023

Journal Articles

Asset purchases, limited asset markets participation and inequality

S. Tsiaras 

Journal Of Economic Dynamics & Control. 2023-09-01. Vol. 154, p. 104721. DOI : 10.1016/j.jedc.2023.104721.

International Portfolio Choice with Frictions: Evidence from Mutual Funds

P. Bacchetta; S. Tieche; E. van Wincoop 

Review Of Financial Studies. 2023-04-17. DOI : 10.1093/rfs/hhad027.

2022

Journal Articles

Impact and implications of mixed plaque class in automated characterization of complex atherosclerotic lesions

M. L. Olender; Y. Niu; D. Marlevi; E. R. Edelman; F. R. Nezami 

Computerized Medical Imaging And Graphics. 2022-04-01. Vol. 97, p. 102051. DOI : 10.1016/j.compmedimag.2022.102051.

Monetary Independence And Rollover Crises

J. Bianchi; J. Mondragon 

Quarterly Journal Of Economics. 2022-02-01. Vol. 137, num. 1, p. 435-491. DOI : 10.1093/qje/qjab025.

The Pass-through of Bank Capital Requirements to Corporate Lending Spreads

L. Lambertini; R. Bichsel; A. Mukherjee; D. Wunderli 

Journal of Financial Stability. 2022. Vol. 58, p. 100910. DOI : 10.1016/j.jfs.2021.100910.

2021

Journal Articles

Stress tests and loan pricing—Evidence from syndicated loans

L. Lambertini; A. Mukherjee 

Finance Research Letters. 2021-07-21.  p. 102349. DOI : 10.1016/j.frl.2021.102349.

Acquirers and Financial Constraints – Theory and Evidence from Emerging Markets

R. Mukherjee; C. Proebsting 

Journal Of International Money And Finance. 2021-10-01. Vol. 117, p. 102440. DOI : 10.1016/j.jimonfin.2021.102440.

2020

Journal Articles

Regional Effects of Exchange Rate Fluctuations

C. L. House; C. Pröbsting; L. L. Tesar 

Journal Of Money Credit And Banking. 2020-12-01. Vol. 52, p. 429-463. DOI : 10.1111/jmcb.12758.

Fiscal Policy, Relative Prices and Net Exports in a Currency Union

L. Lambertini; C. Pröbsting 

2020. 

Mortgage Supply and Capital Regulation in a Low Interest Rate Environment

L. Lambertini; Y. Wu 

2020. 

Monopsony with nominal rigidities: An inverted Phillips Curve

C. Dennery 

Economics Letters. 2020. Vol. 191, p. 109124. DOI : 10.1016/j.econlet.2020.109124.

Austerity in the Aftermath of the Great Recession

C. L. House; L. L. Tesar; C. Proebsting 

Journal of Monetary Economics. 2020. Vol. 115, p. 37-63. DOI : 10.1016/j.jmoneco.2019.05.004.

2019

Journal Articles

Dampened expectations in the Phillips Curve: A note

C. Dennery 

Economics Letters. 2019-08-23. Vol. 184, p. 108642. DOI : 10.1016/j.econlet.2019.108642.

Does Austerity Go Along With Internal Devaluations?

L. Lambertini; C. Proebsting 

IMF Economic Review. 2019-08-13. Vol. 67, num. 3, p. 618–656. DOI : 10.1057/s41308-019-00086-0.

2017

Journal Articles

Mortgage Default in an Estimated Model of the U.S. Housing Market

L. Lambertini; P. Uysal; V. Nuguer 

Journal of Economic Dynamics and Control. 2017. Vol. 76, p. 171-201. DOI : 10.1016/j.jedc.2017.01.007.

Expectations-driven cycles in the housing market

L. Lambertini; C. Mendicino; M. T. Punzi 

Economic Modelling. 2017. Vol. 60, p. 297-312. DOI : 10.1016/j.econmod.2016.10.004.

2016

Journal Articles

Capital goods, measured TFP and growth: The case of Spain

A. Diaz; L. Franjo 

European Economic Review. 2016. Vol. 83, p. 19-39. DOI : 10.1016/j.euroecorev.2015.11.009.

Optimal exchange rate flexibility with large labor unions

L. Lambertini; V. Cuciniello 

Journal of International Money and Finance. 2016. Vol. 63, p. 112-136. DOI : 10.1016/j.jimonfin.2016.01.001.

2015

Journal Articles

International portfolios: A comparison of solution methods

K. Rabitsch; S. Stepanchuk; V. Tsyrennikov 

Journal Of International Economics. 2015. Vol. 97, num. 2, p. 404-422. DOI : 10.1016/j.jinteco.2015.08.001.

Portfolio and welfare consequences of debt market dominance

S. Stepanchuk; V. Tsyrennikov 

Journal Of Monetary Economics. 2015. Vol. 74, p. 89-101. DOI : 10.1016/j.jmoneco.2015.06.005.

Marriage stability, taxation and aggregate labor supply in the U.S. vs. Europe

I. Chakrabortya; H. Holter; S. Stepanchuk 

the Journal of Monetary Economics. 2015. Vol. 72, p. 1-20. DOI : 10.1016/j.jmoneco.2015.01.001.

2019

Does Austerity Go Along With Internal Devaluations?

L. Lambertini; C. Proebsting 

IMF Economic Review. 2019-08-13. Vol. 67, num. 3, p. 618–656. DOI : 10.1057/s41308-019-00086-0.