Disclaimer: All views expressed here are my own and do not necessarily reflect the views of the institutions I was affiliated with in the past or am now namely the International Monetary Fund, the Bank for International Settlements, the Bank of Portugal or the Eurosystem. All errors are my own.
PUBLICATIONS & WORKING PAPERS
Leverage and Risk Weighted Capital Requirements, (with Leonardo Gambacorta), International Journal of Central Banking, forthcoming.
Bank for International Settlements, WP version (pdf),
Macroprudential Regulation and Macroeconomic Activity, Journal of Financial Stability, Volume 25, August 2016, pp. 166-178. (pdf)
Bank Capital and Lending: An Analysis of Commercial Banks in the United States, (with Junghwan Mok), Economics Letters, Volume 128(C), pp. 21-24. (pdf)
Financial Depth in the WAEMU: Benchmarking Against Frontier SSA Countries, (with Calixte Ahokpossi, Kareem Ismail, and Mesmin Koulet-Vickot), International Monetary Fund, WP 13/161. (pdf)
Real Effects of Financial Distress: The Role of Heterogeneity, (with Francisco Buera), (draft available upon request)
Capitalization & Credit Provision: Evidence from the Unites States, Banco de Portugal, Economic Bulletin, Spring 2014, p.p. 79-89. (pdf)
Understanding the Basel III Leverage Ratio, (with Dina Batista), Economic Studies Bulletin of the Bank of Portugal, Vol 4(III), October 2017, p.p. 19-41. (pdf)
Financial Development: Level Depth and Access, Chapter 20, Building Integrated Economies in West Africa: Lessons in Managing Growth, Inclusiveness and Volatility, International Monetary Fund Publication, ISBN: 978151351832. (book link)
WORK IN PROGRESS
To Ask or Not To Ask? Collateral versus Screening in Lending Relationships, (with Hans Degryse and Artashes Karapetyan)
The Dynamics of Misallocation in Portugal: Evidence from Micro Data, (with Ryan Banerjee, Enisse Kharroubi, and Fabrizio Zampolli)
Bank Specialization & Inter-Sectoral Linkages in Credit Demand, (with Filomena Garcia and Luca Opromolla)