Massimiliano Affinito : Citation Profile

Are you Massimiliano Affinito?

Banca d'Italia

7

H index

5

i10 index

175

Citations

RESEARCH PRODUCTION:

4

Articles

15

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 11
   Journals where Massimiliano Affinito has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 11 (5.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/paf55
   Updated: 2021-09-11    RAS profile: 2021-05-03    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Jimborean, Ramona (2)

Dewachter, Hans (2)

Venditti, Fabrizio (2)

Gonzalez, Clara (2)

Budnik, Katarzyna (2)

Pozzolo, Alberto (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Massimiliano Affinito.

Is cited by:

Iori, Giulia (6)

Bräuning, Falk (5)

Gong, Di (5)

Lelyveld, Iman (4)

Blasques, Francisco (4)

Aldasoro, Iñaki (4)

Kok, Christoffer (3)

Pozzolo, Alberto (3)

Morgese Borys, Magdalena (3)

Gros, Daniel (3)

Rainone, Edoardo (3)

Cites to:

Acharya, Viral (16)

Gambacorta, Leonardo (12)

Rajan, Raghuram (10)

Shleifer, Andrei (10)

Angelini, Paolo (10)

Berger, Allen (9)

Heider, Florian (9)

Skeie, David (9)

Levine, Ross (9)

Hoerova, Marie (9)

Harvey, Andrew (8)

Main data

Where Massimiliano Affinito has published?

Journals with more than one article published# docs
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area9
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area2
Working Paper Series / European Central Bank2

Recent works citing Massimiliano Affinito (2021 and 2020)

YearTitle of citing document
2021Learning 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

2020Interbank relationship lending in Colombia. (2020). León, Carlos ; Miguelez, Javier ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1118.

Full description at Econpapers || Download paper

2021Interbank 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

2020Contagion Accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Sorensen, Christoffer Kok ; Huser, Anne-Caroline. In: BIS Working Papers. RePEc:bis:biswps:908.

Full description at Econpapers || Download paper

2020Did SFAS 166/167 decrease the information asymmetry of securitizing banks?. (2020). Oz, Seda. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:557-581.

Full description at Econpapers || Download paper

2020Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market. (2020). Bartolucci, Francesco ; Bianchi, Federica ; Mira, Antonietta ; Peluso, Stefano. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:4:p:711-739.

Full description at Econpapers || Download paper

2020The Pricing of Bank Bonds, Sovereign Credit Risk and ECBs Asset Purchase Programmes. (2020). Ribeiro, Ricardo ; Pinto, João ; Branco, Ricardo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:012020.

Full description at Econpapers || Download paper

2020A comparative analysis of ex ante credit spreads: Structured finance versus straight debt finance. (2020). Pinto, João ; Marques, Manuel O. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300249.

Full description at Econpapers || Download paper

2020Dynamic interbank network analysis using latent space models. (2020). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301897.

Full description at Econpapers || Download paper

2021A 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

2020Spillovers and diversification potential of bank equity returns from developed and emerging America. (2020). Yoon, Seong-Min ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Hernandez, Jose Arreola. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301169.

Full description at Econpapers || Download paper

2020Risk contagion in the banking network: New evidence from China. (2020). Peng, Fei ; Anwar, Sajid ; Li, LI ; Chen, Bing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301704.

Full description at Econpapers || Download paper

2020Credit risk and financial integration: An application of network analysis. (2020). Inekwe, John Nkwoma ; Bhattacharya, Mita ; Valenzuela, Maria Rebecca. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302325.

Full description at Econpapers || Download paper

2020The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556.

Full description at Econpapers || Download paper

2021Pluralistic 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

2021Transparency 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

2021Interbank 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

2020Are NPL-backed securities an investment opportunity?. (2020). Miani, Stefano ; Stucchi, Patrizia ; Bolognesi, Enrica. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:327-339.

Full description at Econpapers || Download paper

2021Competition, 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

2020Intermediation in the Interbank Lending Market. (2020). Craig, Ben R ; Ma, Yiming. In: Working Papers. RePEc:fip:fedcwq:87581.

Full description at Econpapers || Download paper

2021Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID. (2021). Demertzidis, Anastasios ; Jeleskovic, Vahidin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:212-:d:550636.

Full description at Econpapers || Download paper

2020Which interbank net is the safest?. (2020). Sbaraglia, Simone ; Zedda, Stefano. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00056-w.

Full description at Econpapers || Download paper

2021Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism. (2021). Roventini, Andrea ; Violi, Roberto ; Minenna, Marcello ; Dosi, Giovanni. 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

2020The Real Effects of Endogenous Defaults on the Interbank Market. (2020). Minesso Ferrari, Massimo. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:6:y:2020:i:3:d:10.1007_s40797-019-00104-0.

Full description at Econpapers || Download paper

2020Interbank borrowing and lending between financially constrained banks. (2020). Dietrich, Diemo ; Hauck, Achim. In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:2:d:10.1007_s00199-019-01220-9.

Full description at Econpapers || Download paper

2021Measuring 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

2020European Small Business Finance Outlook 2020: The impact of COVID-19 on SME financing markets. (2020). Lang, Frank ; Gvetadze, Salome ; Botsari, Antonia ; Kraemer-Eis, Helmut ; Torfs, Wouter. In: EIF Working Paper Series. RePEc:zbw:eifwps:202067.

Full description at Econpapers || Download paper

2021Deposit competition and the securitisation boom. (2021). Nguyen, Huyen ; McGowan, Danny. In: IWH Discussion Papers. RePEc:zbw:iwhdps:62021.

Full description at Econpapers || Download paper

Works by Massimiliano Affinito:

YearTitleTypeCited
2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries In: Working Papers.
[Full Text][Citation analysis]		paper1
2019The 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: 1		paper
2016Purchases 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]		paper7
2021Return 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]		paper0
2017The interbank network across the global financial crisis: evidence from Italy In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper10
2017The 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: 10		article
2018Always 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]		paper2
2019What 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]		paper1
2019What 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
2006An 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]		paper14
2008What are borders made of? An analysis of barriers to European banking integration In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper4
2009What 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: 4		chapter
2010Why do (or did?) banks securitize their loans? Evidence from Italy In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper53
2010Why 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: 53		article
2011Convergence clubs, the euro-area rank and the relationship between banking and real convergence In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper0
2011Do 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]		paper60
2012Do 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: 60		article
2013Central 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]		paper7
2013Central 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: 7		paper
2009Does 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]		article16

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team