José L. Fillat
José L. Fillat
Senior Economist




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"Risk, Returns, and Multinational Production," with Stefania Garetto, The Quarterly Journal of Economics (2015) 130 (4): 2027-2073 doi:10.1093/qje/qjv031

"Diversification, Cost Structure, and the Risk Premium of Multinational Corporations," with Stefania Garetto and Lindsay Oldenski, Journal of International Economics 96(1): 37-54 (2015).

"Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs," with Stefano Corradin and Carles Vergara-Alert, Review of Financial Studies 27 (3): 823-880 (2014).

Working papers

"Portfolio Choice and House Value Misperception," with Stefano Corradin (ECB) and Carles Vergara-Alert (IESE), 2014.

"Evidence on Housing Price Predictability," with Stefano Corradin (ECB) and Carles Vergara-Alert (IESE), 2010.

"Multinational Banks," with Stefania Garetto (BU) and Martin Goetz (FRB Boston).

"Housing as a Measure for the Long-Run Risk in Asset Pricing," University of Chicago, 2007.

"GMM Estimation of an Asset Pricing Model with Habit Persistence," with Hugo Garduño, University of Chicago, 2005.

"The Role of Habits in Returns Behavior: Evidence from the Stock Market," Berkeley Program in Law & Economics. Latin American and Caribbean Law and Economics Association Annual Papers, Paper 2, 2005.