7
H index
6
i10 index
231
Citations
Banca d'Italia | 7 H index 6 i10 index 231 Citations RESEARCH PRODUCTION: 6 Articles 18 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Massimiliano Affinito. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Banking & Finance | 3 |
International Journal of Central Banking | 2 |
Year | Title of citing document |
---|---|
2022 | . Full description at Econpapers || Download paper |
2022 | Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360. Full description at Econpapers || Download paper |
2021 | Learning from revisions: a tool for detecting potential errors in banks balance sheet statistical reporting. (2021). Piermattei, Stefano ; Marinelli, Giuseppe ; Cusano, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_611_21. Full description at Econpapers || Download paper |
2021 | Measuring the impact of a bank failure on the real economy. An EU-wide analytical framework. (2021). Vacca, Valerio ; Ricci, Giacomo ; Miani, Claudia ; Ballesteros, Elisa Llorente ; Hoeretzeder, Silvia ; Ebner, Andr ; di Primio, Luciano ; Bravo, Antonio J ; Boschi, Natalie ; Westman, Hanna ; Biraschi, Paolo ; Schellerer, Stefan ; Bichlmeier, Fabian ; Santioni, Raffaele. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_626_21. Full description at Econpapers || Download paper |
2022 | The role of non-bank financial institutions in the intermediation of capital flows to emerging markets. (2022). Schiavone, Alessandro ; Moro, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1367_22. Full description at Econpapers || Download paper |
2021 | Revisiting the link between systemic risk and competition based on network theory and interbank exposures. (2021). Lara, Jos Luis ; Btiz-Zuk, Enrique. In: Working Papers. RePEc:bdm:wpaper:2021-26. Full description at Econpapers || Download paper |
2021 | Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). León, Carlos ; Miguelez, Javier. In: Borradores de Economia. RePEc:bdr:borrec:1151. Full description at Econpapers || Download paper |
2021 | Measuring heterogeneity in banks interest rate setting in Russia. (2021). Sinyakov, Andrey ; Ponomarenko, Alexey ; Burova, Anna ; Ushakova, Yulia ; Popova, Svetlana. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps77. Full description at Econpapers || Download paper |
2021 | Securitization of assets and risk transfer in a large emerging market: Evidence from Brazil. (2021). de Mendonça, Helder ; Barcelos, Vivian Iris ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:580-605. Full description at Econpapers || Download paper |
2022 | Interbank borrowing and bank liquidity risk. (2022). Li, Zongyuan ; Lai, Rose Neng. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:53-91. Full description at Econpapers || Download paper |
2022 | Financial development and growth in European regions. (2022). Scalise, Diego ; Rossi, Paola. In: Journal of Regional Science. RePEc:bla:jregsc:v:62:y:2022:i:2:p:389-411. Full description at Econpapers || Download paper |
2021 | Determinants of credit loan securitization in Chinese banking. (2021). Smallwood, Aaron D ; Sheng, Zhenyu ; Li, Jie. In: Pacific Economic Review. RePEc:bla:pacecr:v:26:y:2021:i:2:p:241-262. Full description at Econpapers || Download paper |
2022 | Contagion accounting in stress-testing. (2022). Kok, Christoffer ; Huser, Anne-Caroline ; Aldasoro, Iaki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000598. Full description at Econpapers || Download paper |
2021 | A model-based index for systemic risk contribution measurement in financial networks. (2021). Zhu, LI ; Zhang, Ziqing ; Deng, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:35-48. Full description at Econpapers || Download paper |
2021 | A new measure for gauging the riskiness of European Banks’ sovereign bond portfolios. (2021). Reghezza, Alessio ; Pancotto, Livia ; Molyneux, Philip. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317013. Full description at Econpapers || Download paper |
2021 | New insights into bank asset securitization: The impact of religiosity. (2021). Mollah, Sabur ; Batten, Jonathan A ; Elnahass, Marwa ; Abdelsalam, Omneya. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000139. Full description at Econpapers || Download paper |
2021 | From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices. (2021). Choi, Chi-Young ; Hansz, Andrew J. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000437. Full description at Econpapers || Download paper |
2022 | Digital currencies in financial networks. (2022). Rancan, Michela ; Kavonius, Ilja Kristian ; Castren, Olli. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000286. Full description at Econpapers || Download paper |
2022 | Sovereign risk spillovers: A network approach. (2022). Le, Anh ; Dickinson, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000341. Full description at Econpapers || Download paper |
2022 | Asset securitizations and bank stability: Evidence from different banking systems. (2022). Williams, Julian ; Ahmed, Habib ; Elnahass, Marwa ; Abdelsalam, Omneya. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028319302856. Full description at Econpapers || Download paper |
2021 | Securitization and crash risk: Evidence from large European banks. (2021). Buchanan, Bonnieg ; Battaglia, Francesca ; Ricci, Ornella ; Fiordelisi, Franco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000585. Full description at Econpapers || Download paper |
2022 | IFABS 2017: Towards an Integrated View of Financial Regulation: Key Lessons from the Crisis and Future Challenges. (2022). Berrospide, Jose M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621003423. Full description at Econpapers || Download paper |
2021 | Pluralistic ignorance, risk perception, and the governance of the dark side in peer-to-peer transactions: Evidence from the Indian banking industry. (2021). Munjal, Surender ; Aulakh, Preet S ; Basu, Shubhabrata. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:328-340. Full description at Econpapers || Download paper |
2022 | Intermediation in the interbank lending market. (2022). Ma, Yiming ; Craig, Ben. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:179-207. Full description at Econpapers || Download paper |
2021 | Transparency as a remedy for agency problems in securitization? The case of ECB’s loan-level reporting initiative. (2021). Pfingsten, Andreas ; Mossinger, Carina ; Klein, Philipp. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:46:y:2021:i:c:s1042957320300073. Full description at Econpapers || Download paper |
2021 | Interbank relationship lending: A network perspective. (2021). Miguelez, Javier ; Leon, Carlos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:573:y:2021:i:c:s0378437121001941. Full description at Econpapers || Download paper |
2021 | Competition, securitization, and efficiency in US banks. (2021). Walker, Thomas ; Burlacu, Radu ; Bitar, Mohammad ; Bayeh, Antonio. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:553-576. Full description at Econpapers || Download paper |
2022 | Risk allocation through securitization: Evidence from non-performing loans. (2022). Uhde, Andre ; Hippert, Benjamin ; Wengerek, Sascha Tobias. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:48-64. Full description at Econpapers || Download paper |
2021 | Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). Miguelez, Javier ; Leon, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000751. Full description at Econpapers || Download paper |
2022 | A long-term analysis of efficiency in the Italian banking system from 1861 to 2010. (2022). Agovino, Massimiliano ; Garofalo, Antonio ; Bartoletto, Silvana. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:61:y:2022:i:c:p:227-241. Full description at Econpapers || Download paper |
2022 | An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis. (2022). Hong, Nguyen Thi ; Ha, Le Thanh. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:183:y:2022:i:c:s0040162522004322. Full description at Econpapers || Download paper |
2021 | Information Disclosure in China’s Rising Securitization Market. (2021). Wang, Chao ; Chen, Xueer. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:4:p:66-:d:692834. Full description at Econpapers || Download paper |
2021 | Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID. (2021). Jeleskovic, Vahidin ; Demertzidis, Anastasios. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:212-:d:550636. Full description at Econpapers || Download paper |
2021 | Management of Monetary Policy in the Framework of Decision Making on Setting Interest Rates for Sustainable Social System: Example of the Russian Federation. (2021). Abramov, Valery ; Abanina, Irina ; Chupina, Zhanna ; Stroev, Pavel ; Osipova, Irina ; Yurchenko, Oksana ; Artamonova, Kira. In: Sustainability. RePEc:gam:jsusta:v:14:y:2021:i:1:p:79-:d:708557. Full description at Econpapers || Download paper |
2021 | Does Public Debt Ownership Structure Matter for a Borrowing Country?. (2021). Piscarreta, Carlos Alberto. In: Working Papers REM. RePEc:ise:remwps:wp01902021. Full description at Econpapers || Download paper |
2021 | Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries. (2021). Yoon, Seong-Min ; Kang, Sanghoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; McIver, Ron P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09339-3. Full description at Econpapers || Download paper |
2021 | How to Measure Securitization: A Structural Equation Approach. (2021). van der Plaat, Mark T. In: MPRA Paper. RePEc:pra:mprapa:109735. Full description at Econpapers || Download paper |
2022 | Evidenze dell’uso di moratorie e prestiti garantiti dallo Stato nei Paesi europei. (2022). Forte, Antonio. In: MPRA Paper. RePEc:pra:mprapa:113680. Full description at Econpapers || Download paper |
2022 | Optimal Liquidity Control and Systemic Risk in an Interbank Network with Liquidity Shocks and Regime-dependent Interconnectedness. (2022). Watewai, Thaisiri ; Charoensom, Chotipong. In: PIER Discussion Papers. RePEc:pui:dpaper:175. Full description at Econpapers || Download paper |
2021 | Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism. (2021). Violi, Roberto ; Roventini, Andrea ; Dosi, Giovanni ; Minenna, Marcello. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03325-9. Full description at Econpapers || Download paper |
2022 | Tail dependence network of new energy vehicle industry in mainland China. (2022). Chen, Lujie ; Jia, FU ; Jiang, Cuixia ; Wang, Liukai ; Xu, Qifa. In: Annals of Operations Research. RePEc:spr:annopr:v:315:y:2022:i:1:d:10.1007_s10479-022-04729-w. Full description at Econpapers || Download paper |
2022 | Dynamic effects of network exposure on equity markets. (2022). Volkov, Vladimir ; Kangogo, Moses ; Dungey, Mardi. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:4:d:10.1007_s40822-022-00210-y. Full description at Econpapers || Download paper |
2022 | Learning from revisions: an algorithm to detect errors in banks’ balance sheet statistical reporting. (2022). Marinelli, Giuseppe ; Piermattei, Stefano ; Cusano, Francesco. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:56:y:2022:i:6:d:10.1007_s11135-021-01313-5. Full description at Econpapers || Download paper |
2021 | Measuring the impact of a bank failure on the real economy: an EU-wide analytical framework. (2021). Vacca, Valerio ; Schellerer, Stefan ; Bichlmeier, Fabian ; Santioni, Raffaele ; Ricci, Giacomo ; Miani, Claudia ; Ballesteros, Elisa Llorente ; Hoeretzeder, Silvia ; Ebner, Andre ; di Primio, Luciano ; Bravo, Antonio J ; Boschi, Natalie ; Westman, Hanna ; Biraschi, Paolo. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021122. Full description at Econpapers || Download paper |
2021 | Dynamic effects of network exposure on equity markets. (2021). Volkov, Vladimir ; Kangogo, Moses. In: Working Papers. RePEc:tas:wpaper:37326. Full description at Econpapers || Download paper |
2022 | Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Arreolahernandez, Jose. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:678-696. Full description at Econpapers || Download paper |
2021 | European Small Business Finance Outlook 2021. (2021). Torfs, Wouter ; Lang, Frank ; Gvetadze, Salome ; Botsari, Antonia ; Kraemer-Eis, Helmut. In: EIF Working Paper Series. RePEc:zbw:eifwps:202175. Full description at Econpapers || Download paper |
2022 | Deposit competition and the securitisation boom. (2021). Nguyen, Huyen ; McGowan, Danny. In: IWH Discussion Papers. RePEc:zbw:iwhdps:62021. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2019 | The benefits and costs of adjusting bank capitalisation: evidence from euro area countries In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | The benefits and costs of adjusting bank capitalisation: evidence from euro area countries.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Purchases of sovereign debt securities by Italian banks during the crisis: the role of balance-sheet conditions In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 11 |
2021 | Return of the NPLs to the bright side: which Unlikely to Pay firms are more likely to pay? In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 0 |
2022 | Artificial intelligence in credit scoring. An analysis of some experiences in the Italian financial system In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 0 |
2017 | The interbank network across the global financial crisis: evidence from Italy In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 23 |
2017 | The interbank network across the global financial crisis: Evidence from Italy.(2017) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2018 | Always look on the bright side? Central counterparties and interbank markets during the financial crisis In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 4 |
2021 | Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis.(2021) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2019 | What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
2019 | What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy.(2019) In: BIS Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | When the panic broke out: COVID-19 and investment funds portfolio rebalancing around the world In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
2021 | Collateral in bank lending during the financial crises:a borrower and a lender story. In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
2006 | An empirical analysis of national differences in the retail bank interest rates of the euro area In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 18 |
2008 | What are borders made of? An analysis of barriers to European banking integration In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 6 |
2009 | What Are Borders Made of? An Analysis of Barriers to European Banking Integration.(2009) In: Springer Books. [Citation analysis] This paper has another version. Agregated cites: 6 | chapter | |
2010 | Why do (or did?) banks securitize their loans? Evidence from Italy In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 64 |
2010 | Why do (or did?) banks securitize their loans? Evidence from Italy.(2010) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | article | |
2011 | Convergence clubs, the euro-area rank and the relationship between banking and real convergence In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 2 |
2011 | Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 70 |
2012 | Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | article | |
2013 | Central bank refinancing, interbank markets, and the hypothesis of liquidity hoarding: evidence from a euro-area banking system In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 8 |
2013 | Central bank refinancing, interbank markets and the hypothesis of liquidity hoarding: evidence from a euro-area banking system.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2022 | Purchases of sovereign debt securities by banks during the crisis: The role of balance sheet conditions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
2009 | Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 19 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team