Nada Mora
Personal Details
First Name: | Nada |
Middle Name: | |
Last Name: | Mora |
Suffix: | |
RePEc Short-ID: | pmo811 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 2003 Economics Department; Massachusetts Institute of Technology (MIT) (from RePEc Genealogy) |
Affiliation
Faculté des Sciences Economiques et de Gestion
Université Libanaise
Beirut, Lebanonhttps://www.ul.edu.lb/faculte/branches.aspx?facultyId=11
RePEc:edi:fsegulb (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Nada Mora, 2013.
"Creditor recovery: the macroeconomic dependence of industry equilibrium,"
Research Working Paper
RWP 13-06, Federal Reserve Bank of Kansas City.
- Mora, Nada, 2015. "Creditor recovery: The macroeconomic dependence of industry equilibrium," Journal of Financial Stability, Elsevier, vol. 18(C), pages 172-186.
- Acharya, Viral & Mora, Nada, 2011.
"Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis,"
CEPR Discussion Papers
8706, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Nada Mora, 2012. "Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis," NBER Working Papers 17838, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Nada Mora, 2011. "Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis," Research Working Paper RWP 11-06, Federal Reserve Bank of Kansas City.
- Mora, Nada & Logan, Andrew, 2010.
"Shocks to bank capital: evidence from UK banks at home and away,"
Bank of England working papers
387, Bank of England.
- Nada Mora & Andrew Logan, 2012. "Shocks to bank capital: evidence from UK banks at home and away," Applied Economics, Taylor & Francis Journals, vol. 44(9), pages 1103-1119, March.
- Nada Mora, 2010.
"Lender exposure and effort in the syndicated loan market,"
Research Working Paper
RWP 10-12, Federal Reserve Bank of Kansas City.
- Nada Mora, 2015. "Lender Exposure and Effort in the Syndicated Loan Market," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 82(1), pages 205-252, March.
- Aikman, David & Alessandri, Piergiorgio & Eklund, Bruno & Gai, Prasanna & Kapadia, Sujit & Martin, Elizabeth & Mora, Nada & Sterne, Gabriel & Willison, Matthew, 2009.
"Funding liquidity risk in a quantitative model of systemic stability,"
Bank of England working papers
372, Bank of England.
- David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2011. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 12, pages 371-410, Central Bank of Chile.
- David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile 555, Central Bank of Chile.
- Ms. Nada Mora & Ms. Ratna Sahay & Mr. Jeromin Zettelmeyer & Mr. Pietro Garibaldi, 2002.
"What Moves Capital to Transition Economies?,"
IMF Working Papers
2002/064, International Monetary Fund.
- Pietro Garibaldi & Nada Mora & Ratna Sahay & Jeromin Zettelmeyer, 2001. "What Moves Capital to Transition Economies?," IMF Staff Papers, Palgrave Macmillan, vol. 48(4), pages 1-6.
Articles
- Feghali, Khalil & Mora, Nada & Nassif, Pamela, 2021. "Financial inclusion, bank market structure, and financial stability: International evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 236-257.
- Gerlach, Jeffrey R. & Mora, Nada & Uysal, Pinar, 2018. "Bank funding costs in a rising interest rate environment," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 164-186.
- Mora, Nada, 2015.
"Creditor recovery: The macroeconomic dependence of industry equilibrium,"
Journal of Financial Stability, Elsevier, vol. 18(C), pages 172-186.
- Nada Mora, 2013. "Creditor recovery: the macroeconomic dependence of industry equilibrium," Research Working Paper RWP 13-06, Federal Reserve Bank of Kansas City.
- Viral V. Acharya & Nada Mora, 2015. "A Crisis of Banks as Liquidity Providers," Journal of Finance, American Finance Association, vol. 70(1), pages 1-43, February.
- Nada Mora, 2015.
"Lender Exposure and Effort in the Syndicated Loan Market,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 82(1), pages 205-252, March.
- Nada Mora, 2010. "Lender exposure and effort in the syndicated loan market," Research Working Paper RWP 10-12, Federal Reserve Bank of Kansas City.
- Nada Mora, 2014. "The weakened transmission of monetary policy to consumer loan rates," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 1-26.
- Nada Mora, 2014. "Reason for Reserve? Reserve Requirements and Credit," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 469-501, March.
- Nada Mora, 2013.
"The bank lending channel in a partially dollarized economy :,"
Journal of Applied Economics, Universidad del CEMA, vol. 16, pages 121-151, May.
- Nada Mora, 2013. "The Bank Lending Channel in a Partially Dollarized Economy," Journal of Applied Economics, Taylor & Francis Journals, vol. 16(1), pages 121-151, May.
- Mora, Nada & Neaime, Simon & Aintablian, Sebouh, 2013. "Foreign currency borrowing by small firms in emerging markets: When domestic banks intermediate dollars," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 1093-1107.
- Nada Mora & Andrew Logan, 2012.
"Shocks to bank capital: evidence from UK banks at home and away,"
Applied Economics, Taylor & Francis Journals, vol. 44(9), pages 1103-1119, March.
- Mora, Nada & Logan, Andrew, 2010. "Shocks to bank capital: evidence from UK banks at home and away," Bank of England working papers 387, Bank of England.
- Nada Mora, 2012. "What determines creditor recovery rates?," Economic Review, Federal Reserve Bank of Kansas City, vol. 97(Q II).
- Nada Mora, 2010. "Can banks provide liquidity in a financial crisis?," Economic Review, Federal Reserve Bank of Kansas City, vol. 95(Q III), pages 31-67.
- Piergiorgio Alessandri & Prasanna Gai & Sujit Kapadia & Nada Mora & Claus Puhr, 2009. "Towards a Framework for Quantifying Systemic Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 5(3), pages 47-81, September.
- Nada Mora, 2008.
"The Effect of Bank Credit on Asset Prices: Evidence from the Japanese Real Estate Boom during the 1980s,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(1), pages 57-87, February.
- Nada Mora, 2008. "The Effect of Bank Credit on Asset Prices: Evidence from the Japanese Real Estate Boom during the 1980s," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(1), pages 57-87, February.
- Mora, Nada, 2006. "Sovereign credit ratings: Guilty beyond reasonable doubt?," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 2041-2062, July.
- Pietro Garibaldi & Nada Mora & Ratna Sahay & Jeromin Zettelmeyer, 2001.
"What Moves Capital to Transition Economies?,"
IMF Staff Papers, Palgrave Macmillan, vol. 48(4), pages 1-6.
- Ms. Nada Mora & Ms. Ratna Sahay & Mr. Jeromin Zettelmeyer & Mr. Pietro Garibaldi, 2002. "What Moves Capital to Transition Economies?," IMF Working Papers 2002/064, International Monetary Fund.
Chapters
- David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2011.
"Funding Liquidity Risk in a Quantitative Model of Systemic Stability,"
Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 12, pages 371-410,
Central Bank of Chile.
- David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile 555, Central Bank of Chile.
- Aikman, David & Alessandri, Piergiorgio & Eklund, Bruno & Gai, Prasanna & Kapadia, Sujit & Martin, Elizabeth & Mora, Nada & Sterne, Gabriel & Willison, Matthew, 2009. "Funding liquidity risk in a quantitative model of systemic stability," Bank of England working papers 372, Bank of England.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (5) 2010-04-11 2010-11-27 2012-01-03 2012-02-01 2012-02-20. Author is listed
- NEP-CBA: Central Banking (4) 2010-04-11 2012-01-03 2012-02-01 2012-02-20
- NEP-MAC: Macroeconomics (4) 2010-04-11 2012-01-03 2012-02-20 2013-08-05
- NEP-BEC: Business Economics (1) 2010-04-11
- NEP-CTA: Contract Theory and Applications (1) 2010-11-27
- NEP-IFN: International Finance (1) 2010-04-11
- NEP-MON: Monetary Economics (1) 2012-02-01
- NEP-RMG: Risk Management (1) 2009-06-03
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