Massimiliano Affinito : Citation Profile

Are you Massimiliano Affinito?

Banca d'Italia

7

H index

6

i10 index

231

Citations

RESEARCH PRODUCTION:

6

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2006 - 2022). See details.
   Cites by year: 14
   Journals where Massimiliano Affinito has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 14 (5.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/paf55
   Updated: 2023-03-02    RAS profile: 2022-11-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Pozzolo, Alberto (2)

Budnik, Katarzyna (2)

Gonzalez, Clara (2)

Jimborean, Ramona (2)

Dewachter, Hans (2)

Venditti, Fabrizio (2)

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

Is cited by:

Aldasoro, Iñaki (6)

Iori, Giulia (6)

Gong, Di (5)

Pozzolo, Alberto (4)

Mantegna, Rosario (4)

Kok, Christoffer (4)

Bräuning, Falk (4)

León, Carlos (4)

Pinto, João (3)

Blasques, Francisco (3)

Yoon, Seong-Min (3)

Cites to:

Acharya, Viral (23)

Pagano, Marco (23)

Rajan, Raghuram (17)

Berger, Allen (16)

Shleifer, Andrei (16)

Ongena, Steven (16)

Shin, Hyun Song (14)

Heider, Florian (14)

Hoerova, Marie (14)

Gambacorta, Leonardo (13)

Levine, Ross (13)

Main data

Where Massimiliano Affinito has published?

Journals with more than one article published# docs
Journal of Banking & Finance3
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area11
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area3
Working Paper Series / European Central Bank2

Recent works citing Massimiliano Affinito (2022 and 2021)

YearTitle of citing document
2022.

Full description at Econpapers || Download paper

2022Systemic 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

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

2021Measuring 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

2022The 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

2021Revisiting 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

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

2021Measuring 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

2021Securitization 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

2022Interbank 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

2022Financial 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

2021Determinants 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

2022Contagion 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

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

2021A 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

2021New 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

2021From 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

2022Digital 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

2022Sovereign 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

2022Asset 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

2021Securitization 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

2022IFABS 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

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

2022Intermediation 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

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

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

2022Risk 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

2021Interbank 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

2022A 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

2022An 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

2021Information 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

2021Empirical 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

2021Management 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

2021Does 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

2021Network 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

2021How 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

2022Evidenze 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

2022Optimal 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

2021Making 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

2022Tail 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

2022Dynamic 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

2022Learning 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

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

2021Dynamic 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

2022Interdependence 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

2021European 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

2022Deposit 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]		paper2
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: 2		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]		paper11
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
2022Artificial 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]		paper0
2017The interbank network across the global financial crisis: evidence from Italy In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper23
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: 23		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]		paper4
2021Always 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
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
2021When 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]		paper1
2021Collateral in bank lending during the financial crises:a borrower and a lender story. In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper1
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]		paper18
2008What are borders made of? An analysis of barriers to European banking integration In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper6
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: 6		chapter
2010Why do (or did?) banks securitize their loans? Evidence from Italy In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper64
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: 64		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]		paper2
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]		paper70
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: 70		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]		paper8
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: 8		paper
2022Purchases of sovereign debt securities by banks during the crisis: The role of balance sheet conditions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
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]		article19

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team