Jose L. Fillat

Federal Reserve Banks - Federal Reserve Bank of Boston

Financial Economist

600 Atlantic Avenue

Boston, MA 02210

United States

http://www.bos.frb.org/economic/econbios/fillat.htm

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 9,385

in Total Papers Citations

49

CROSSREF CITATIONS

88

Scholarly Papers (11)

1.

Looking Behind the Aggregates: A Reply to 'Facts and Myths About the Financial Crisis of 2008'

FRB of Boston Quantitative Analysis Unit Working Paper No. 08-5
Number of pages: 15 Posted: 04 Nov 2008 Last Revised: 27 Nov 2008
Econ One Research, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Boston and La Caixa
Downloads 780 (39,177)
Citation 26

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2.

Housing as a Measure for Long-Run Risk in Asset Pricing

AFA 2009 San Francisco Meetings Paper
Number of pages: 58 Posted: 09 Mar 2008 Last Revised: 07 May 2015
Jose L. Fillat
Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 246 (153,486)
Citation 7

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Asset Pricing, Long-Run Risk, Housing

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

Number of pages: 36 Posted: 14 Feb 2009 Last Revised: 20 Nov 2009
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 102 (320,407)
Citation 4

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Portfolio Choice, Predictability, House Prices, Transaction Costs, Real Estate Bubbles

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

IESE Business School Working Paper No. 948
Number of pages: 96 Posted: 08 Jun 2012
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 60 (438,199)
Citation 4

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Portfolio choice, predictability, house prices, household finance

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

ECB Working Paper No. 1470
Number of pages: 80 Posted: 24 Sep 2012
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 33 (561,340)
Citation 5

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durable goods, transaction costs, housing returns predictability, optimal housing consumption and investment

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

46th Annual AREUEA Conference Paper
Number of pages: 95 Posted: 01 Dec 2010 Last Revised: 15 Feb 2012
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 28 (592,038)
Citation 2

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4.

Risk, Returns, and Multinational Production

AFA 2011 Denver Meetings Paper
Number of pages: 49 Posted: 17 Mar 2010
Jose L. Fillat and Stefania Garetto
Federal Reserve Banks - Federal Reserve Bank of Boston and Boston University
Downloads 183 (202,222)
Citation 28

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Multinational firms, option value, cross-sectional returns

The Impact of Regulatory Stress Tests on Bank Lending and its Macroeconomic Consequences

Number of pages: 49 Posted: 31 Dec 2020
Falk Bräuning and Jose L. Fillat
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 63 (427,320)

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Stress Testing, Financial Stability, Credit Supply, Real Effects, Financial Regulation

The Impact of Regulatory Stress Tests on Bank Lending and its Macroeconomic Consequences

FRB of Boston Working Paper No. 20-12
Number of pages: 49 Posted: 23 Dec 2020
Falk Bräuning and Jose L. Fillat
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 15 (688,831)

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6.

Optimal Portfoliio Choice with Predictability in House Prices and Transaction Costs

Number of pages: 91 Posted: 23 Mar 2009 Last Revised: 14 Dec 2011
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 62 (424,992)

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Portfolio Choice, Predictability, House Prices, Transaction Costs, Real Estate Bubbles

7.

Portfolio Choice with House Value Misperception

FRB of Boston Working Paper No. 17-16
Number of pages: 59 Posted: 11 Jan 2018
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 47 (481,563)

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portfolio choice, housing, transaction costs, information costs, inaction bands, rational inattention

8.

Stress Testing Effects on Portfolio Similarities Among Large Us Banks

Federal Reserve Bank of Boston Research Paper Series Current Policy Perspectives Paper No. 19-1
Number of pages: 40 Posted: 17 Jul 2019
Falk Bräuning and Jose L. Fillat
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 46 (485,790)

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bank correlations, concentration, portfolio similarity, stress tests, systemic risk

What are the Consequences of Global Banking for the International Transmission of Shocks? A Quantitative Analysis

NBER Working Paper No. w25203
Number of pages: 38 Posted: 29 Oct 2018 Last Revised: 14 May 2021
Jose L. Fillat, Stefania Garetto and Arthur Smith
Federal Reserve Banks - Federal Reserve Bank of Boston, Boston University and Boston University, College of Arts and Sciences, Department of Economics, Students
Downloads 7 (755,839)
Citation 1

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What are the Consequences of Global Banking for the International Transmission of Shocks?: A Quantitative Analysis

FRB of Boston Working Paper No. 18-11
Number of pages: 52 Posted: 14 Dec 2018 Last Revised: 21 Feb 2019
Jose L. Fillat, Stefania Garetto and Arthur Smith
Federal Reserve Banks - Federal Reserve Bank of Boston, Boston University and Boston University, College of Arts and Sciences, Department of Economics, Students
Downloads 6 (764,363)

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global banks, banking regulation, shock transmission

What are the Consequences of Global Banking for the International Transmission of Shocks? A Quantitative Analysis

CEPR Discussion Paper No. DP13274
Number of pages: 55 Posted: 29 Oct 2018
Jose L. Fillat, Stefania Garetto and Arthur Smith
Federal Reserve Banks - Federal Reserve Bank of Boston, Boston University and Boston University, College of Arts and Sciences, Department of Economics, Students
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banking regulation, global banks, shock transmission

10.

Corporate Debt Maturity and Monetary Policy

Federal Reserve Bank of Boston Research Paper Series Current Policy Perspectives Paper No. 88967
Number of pages: 31 Posted: 02 Jun 2021
Falk Bräuning, Jose L. Fillat and J. Christina Wang
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Boston and Independent
Downloads 6 (733,860)

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11.

A Helping Hand to Main Street Where and When it Was Needed

Federal Reserve Bank of Boston Research Paper Series Current Policy Perspectives Paper No. 92116
Number of pages: 15 Posted: 02 Jun 2021
-, Falk Bräuning, Jose L. Fillat and J. Christina Wang
affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Boston and Independent
Downloads 2 (766,982)

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