Affiliation
Professor of Economics and Finance, LUISS Guido Carli
Research Fellow, Einaudi Institute for Economics and Finance
Education
INSEAD, Ph.D. in Finance, 2005
INSEAD, MSc in Finance, 2002; CEMFI, MSc in Economics, 1999
University of Barcelona, BA in Economics, 1997
CV
Research Interests
Banking, Debt, Money, NBFI, Macro and Finance, Monetary Policy, Prudential Policy, International Finance.
Selected Publications
"Production and Financial Networks in Interplay” (with K. Huremovic, G. Jiménez, E. Moral-Benito, and F. Vega-Redondo), accepted at the American Economic Review.
"Monetary Policy, Inflation, and Crises: New Evidence from History and Administrative Data” (with G. Jiménez, D. Kuvshinov and B. Richter), Journal of Finance, forthcoming.
"Hedger of Last Resort: Evidence from Brazilian FX Interventions, Local Credit and Global Financial Cycles” (with R. Barbone, D. Khametshin and A. Polo), Journal of Finance, forthcoming.
"Supranational Banking Supervision, Credit Supply and Risk-Taking: European Evidence from Multi-Country Credit Registers,” (with C. Altavilla, M. Boucinha, M. Jasova, F. Smets), Journal of Finance, forthcoming.
"Monetary Policy and Inequality” (with A. L. Andersen, N. Johannesen, and M. Jørgensen), Journal of Finance, October 2023.
"Financial Crises and Political Radicalization: How Failing Banks Paved Hitler’s Path to Power” (with S. Doerr, S. Gissler, and H.-J. Voth), Journal of Finance, December 2022.
"The Rise of Shadow Banking: Evidence from Capital Regulation” (with R. Irani, R. Iyer, and R. Meisenzahl), Review of Financial Studies, 34, 2021 (Lead Article).
"The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach-for-Yield, and Real Effects” (with B. Morais, J. Roldán, and C. Ruiz), Journal of Finance, 74 (1) 55-90, 2019.
"Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments” (with G. Jiménez, S. Ongena and J. Saurina), Journal of Political Economy, 125 (6), December 2017.
"Double Bank Runs and Liquidity Risk Management” (with F. Ippolito, A. Polo and E. Sette), Journal of Financial Economics, 122 (1), 135-154, 2016.
"Risk, Crises and Macroprudential Policy (with X. Freixas and L. Laeven), MIT Press, 2015.
"Hazardous Times for Monetary Policy: What Do 23 Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?” (with G. Jiménez, S. Ongena, and J. Saurina), Econometrica, 82 (2), 463-505, 2014 (Lead Article).
"Financial Regulation, Financial Globalization, and Synchronization of Economic Activity” (with S. Kalemli-Özcan and E. Papaioannou), Journal of Finance, 68 (3), 1179-1228, 2013.
"Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications” (with G. Jiménez, S. Ongena and J. Saurina), American Economic Review, 102 (5), 2301-26, 2012.
"Bank Risk-Taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro Area and the U.S. Lending Standards” (with A. Maddaloni), Review of Financial Studies, 24 (6), 2121-65, 2011.
Working Papers
"Monetary and Macroprudential Policy Complementarities: Evidence from European Credit Registers" (with C. Altavilla and L. Laeven). Revise & Resubmit at the Review of Economic Studies.
Contacts
Phone: +39.06.4792.4829
Fax: +39.06.4792.4872
E-mail: jose.peydro[at]eief.it; jose.peydro[at]gmail.com
