José L. Fillat
José L. Fillat
Senior Economist and Policy Advisor




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Primary fields of research

Finance, asset pricing, macroeconomics, economic dynamics


Refereed journal articles

"Risk, Returns, and Multinational Production," with Stefania Garetto. 2015. The Quarterly Journal of Economics. 130(4): 2027–2073.

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

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

Working papers and other unpublished papers

“Becoming a Multinational: An Analysis of Market Access and Risk through Mergers,” with Stefania Garetto. Paper presented at the American Economic Association Annual Meeting, January 2018.

Portfolio Choice with House Value Misperception,” with Stefano Corradin and Carles Vergara-Alert. 2017. Federal Reserve Bank of Boston Research Department Working Papers No. 17-16.

"Multinational Banks," with Stefania Garetto and Martin Goetz. 2015. Society for Economic Dynamics Meeting Papers 1256. (Also 2012. Society for Economic Dynamics Meeting Papers 898.)

 “Evidence on Housing Price Predictability,” with Stefano Corradin and Carles Vergara-Alert. 2010.

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

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

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