8
H index
7
i10 index
366
Citations
Banca d'Italia | 8 H index 7 i10 index 366 Citations RESEARCH PRODUCTION: 10 Articles 29 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Piergiorgio Alessandri. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Money, Credit and Banking | 2 |
Review of Economic Dynamics | 2 |
Working Papers Series with more than one paper published | # docs |
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Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area | 5 |
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area | 4 |
Year | Title of citing document |
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2018 | A framework for simulating systemic risk and its application to the South African banking sector. (2018). van den Heever, Rolf ; van Zyl, Gusti ; Beyers, Conrad ; Walters, Nadine M. In: Papers. RePEc:arx:papers:1811.04223. Full description at Econpapers || Download paper |
2018 | CENTRAL BANKS AND MACROPRUDENTIAL POLICIES: ECONOMICS AND POLITICS. (2018). masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1878. Full description at Econpapers || Download paper |
2019 | Shadow banking and the Great Recession: Evidence from an estimated DSGE model. (2019). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp125. Full description at Econpapers || Download paper |
2018 | Adapting lending policies when negative interest rates hit banks’ profits. (2018). Ongena, Steven ; Mayordomo, Sergio ; Garcia-Posada, Miguel ; MiguelGarcia-Posada, ; Arce, Oscar. In: Working Papers. RePEc:bde:wpaper:1832. Full description at Econpapers || Download paper |
2018 | Policy uncertainty and investment in Spain.. (2018). Ghirelli, Corinna ; Dejuan, Daniel. In: Working Papers. RePEc:bde:wpaper:1848. Full description at Econpapers || Download paper |
2018 | A risk dashboard for the Italian economy. (2018). Venditti, Fabrizio ; Columba, Francesco ; Sorrentino, Alberto Maria. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_425_18. Full description at Econpapers || Download paper |
2018 | Labor market and financial shocks: a time varying analysis. (2018). Nispi Landi, Valerio ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1179_18. Full description at Econpapers || Download paper |
2019 | Monetary Policy and Bank Profitability in a Low Interest Rate Environment. (2019). Peydro, Jose-Luis ; Altavilla, Carlo ; Boucinha, Miguel. In: Working Papers. RePEc:bge:wpaper:1101. Full description at Econpapers || Download paper |
2018 | Structural changes in banking after the crisis. (2018). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:60. Full description at Econpapers || Download paper |
2018 | Determinants of bank profitability in emerging markets. (2018). Murcia, Andrés ; Kohlscheen, Emanuel ; Contreras, Juan ; Pabon, Andres Murcia . In: BIS Working Papers. RePEc:bis:biswps:686. Full description at Econpapers || Download paper |
2018 | Macro-financial linkages: the role of liquidity dependence. (2018). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: BIS Working Papers. RePEc:bis:biswps:716. Full description at Econpapers || Download paper |
2019 | Policy Uncertainty and Bank Mortgage Credit. (2019). Yook, Youngsuk ; Kara, Gazi I. In: BIS Working Papers. RePEc:bis:biswps:820. Full description at Econpapers || Download paper |
2018 | Bank Profits and Margins in a World of Negative Rates. (2018). Reghezza, Alessio ; Molyneux, Philip ; Xie, RU. In: Working Papers. RePEc:bng:wpaper:18001. Full description at Econpapers || Download paper |
2019 | Do Negative Interest Rates Affect Bank Risk-Taking?. (2019). Reghezza, Alessio ; Santamaria, Riccardo ; Bongiovanni, Alessio ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:19012. Full description at Econpapers || Download paper |
2017 | Uncertainty across volatility regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_035. Full description at Econpapers || Download paper |
2019 | Tracking Uncertainty through the Relative Sentiment Shift Series. (2019). Lee, Seohyun ; Nyman, Rickard. In: Working Papers. RePEc:bok:wpaper:1912. Full description at Econpapers || Download paper |
2018 | Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisi. (2018). Chiesa, Gabriella ; Mansilla-Fernandez, J M. In: Working Papers. RePEc:bol:bodewp:wp1124. Full description at Econpapers || Download paper |
2018 | Uncertainty and spillover effects across the Euro area. (2018). Costantini, Mauro ; Angelini, Giovanni ; Easaw, Joshy. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/15. Full description at Econpapers || Download paper |
2018 | Uncertainty and spillover effects across the Euro area. (2018). Easaw, Joshy ; Costantini, Mauro ; Angelini, Giovanni. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/54. Full description at Econpapers || Download paper |
2017 | Identifying Uncertainty Shocks Using the Price of Gold. (2017). Podstawski, Maximilian ; Piffer, Michele. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6327. Full description at Econpapers || Download paper |
2017 | Uncertainty Across Volatility Regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6799. Full description at Econpapers || Download paper |
2018 | The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2018). Neuenkirch, Matthias ; Nockel, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6982. Full description at Econpapers || Download paper |
2019 | Uncertainty and the Cost of Bank vs. Bond Finance. (2019). Grimme, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7456. Full description at Econpapers || Download paper |
2018 | Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265. Full description at Econpapers || Download paper |
2018 | Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies. (2018). Oda, Daniel ; Martinez, Juan Francisco. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:823. Full description at Econpapers || Download paper |
2017 | Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-20. Full description at Econpapers || Download paper |
2018 | A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example. (2018). Hodula, Martin ; Pfeifer, Lukas. In: Working Papers. RePEc:cnb:wpaper:2018/5. Full description at Econpapers || Download paper |
2019 | Risky Bank Guarantees. (2019). Sarno, Lucio ; Zinna, Gabriele ; Makinen, Taneli. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13709. Full description at Econpapers || Download paper |
2019 | Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_020. Full description at Econpapers || Download paper |
2018 | Agent-based model of system-wide implications of funding risk. (2018). Halaj, Grzegorz ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20182121. Full description at Econpapers || Download paper |
2018 | Semi-structural credit gap estimation. (2018). Welz, Peter ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182194. Full description at Econpapers || Download paper |
2019 | Monetary policy, macroprudential policy, and financial stability. (2019). Repullo, Rafael ; Martinez-Miera, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192297. Full description at Econpapers || Download paper |
2019 | Economic policy uncertainty, tax quotas and corporate tax burden: Evidence from China. (2019). Fang, Hongsheng ; Dang, Dandan ; He, Minyuan. In: China Economic Review. RePEc:eee:chieco:v:56:y:2019:i:c:6. Full description at Econpapers || Download paper |
2019 | Shadow banking and financial regulation: A small-scale DSGE perspective. (2019). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:130-144. Full description at Econpapers || Download paper |
2017 | Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:257-272. Full description at Econpapers || Download paper |
2017 | Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191. Full description at Econpapers || Download paper |
2019 | Threshold cointegration in international exchange rates:A Bayesian approach. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:458-473. Full description at Econpapers || Download paper |
2019 | A new approach to optimal capital allocation for RORAC maximization in banks. (2019). Poshakwale, Sunil ; Kang, Woo-Young. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:153-165. Full description at Econpapers || Download paper |
2018 | Why European banks are less profitable than U.S. banks: A decomposition approach. (2018). Wang, Chuan ; Feng, Guohua. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:1-16. Full description at Econpapers || Download paper |
2018 | The risk-taking channel of monetary policy transmission in the euro area. (2018). Neuenkirch, Matthias ; Nockel, Matthias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:71-91. Full description at Econpapers || Download paper |
2019 | “Too central to fail” systemic risk measure using PageRank algorithm. (2019). Jeong, Deokjong ; Yun, Tae-Sub ; Park, Sunyoung. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:251-272. Full description at Econpapers || Download paper |
2018 | Partisan conflict, policy uncertainty and aggregate corporate cash holdings. (2018). Hankins, William ; Stone, Anna-Leigh ; Chiu, Ching-Wai ; Jack, Chak Hung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:78-90. Full description at Econpapers || Download paper |
2017 | The impact of US policy uncertainty on the monetary effectiveness in the Euro area. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; van Eyden, Renee. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1052-1064. Full description at Econpapers || Download paper |
2018 | Macro stress testing and resilience assessment of Indian banking. (2018). Dua, Pami ; Kapur, Hema. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:2:p:452-475. Full description at Econpapers || Download paper |
2018 | System-wide implications of funding risk. (2018). Haaj, Grzegorz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1151-1181. Full description at Econpapers || Download paper |
2017 | Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:50-60. Full description at Econpapers || Download paper |
2018 | Comparing the forecasting ability of financial conditions indices: The case of South Africa. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Majumdar, Anandamayee ; Thompson, Kirsten ; van Eyden, Renee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:245-259. Full description at Econpapers || Download paper |
2018 | Private information, institutional distance, and the failure of cross-border acquisitions: Evidence from the banking sector in Central and Eastern Europe. (2018). Bhaumik, Sumon ; Pal, Sarmistha ; Owolabi, Oluwarotimi . In: Journal of World Business. RePEc:eee:worbus:v:53:y:2018:i:4:p:504-513. Full description at Econpapers || Download paper |
2019 | Determinants of Banks’ Net Interest Margin: Evidence from the Euro Area during the Crisis and Post-Crisis Period. (2019). Gallo, Manuela ; Aristei, David ; Angori, Gabriele. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3785-:d:247271. Full description at Econpapers || Download paper |
2018 | The Choice of Interest Rate Models and Its Effect on Bank Capital Requirements Regulation and Financial Stability. (2018). Lang, Sebastian ; Spremann, Klaus ; Signer, Reto. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:10:y:2018:i:1:p:74-92. Full description at Econpapers || Download paper |
2018 | Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses. (2018). Segoviano, Miguel A ; Li, Qiaoluan H ; Espinoza, Raphael A ; Alla, Zineddine. In: IMF Working Papers. RePEc:imf:imfwpa:18/49. Full description at Econpapers || Download paper |
2019 | The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Wohar, Mark E ; Marco, Chi Keung. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-018-9400-3. Full description at Econpapers || Download paper |
2018 | Retail Bank Interest Margins in Low Interest Rate Environments. (2018). Saaskilahti, Jaakko . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:53:y:2018:i:1:d:10.1007_s10693-016-0262-1. Full description at Econpapers || Download paper |
2018 | Financial statements based bank risk aggregation. (2018). Li, Jianping ; Wu, Dengsheng ; Zhu, Xiaoqian ; Lee, Cheng-Few ; Wei, LU. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0642-0. Full description at Econpapers || Download paper |
2019 | Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model. (2019). Grundke, Peter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0732-7. Full description at Econpapers || Download paper |
2019 | Uncertainty shocks in emerging economies. (2019). Miescu, Mirela. In: Working Papers. RePEc:lan:wpaper:277077821. Full description at Econpapers || Download paper |
2018 | Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisis. (2018). Mansilla-Fernandez, Jose Manuel ; Chiesa, Gabriella. In: Departmental Working Papers. RePEc:mil:wpdepa:2018-05. Full description at Econpapers || Download paper |
2018 | Forecasting using Bayesian VARs: A Benchmark for STREAM. (2018). Ruisi, Germano ; Borg, Ian. In: CBM Working Papers. RePEc:mlt:wpaper:0418. Full description at Econpapers || Download paper |
2019 | Is a recession imminent? The signal of the yield curve. (2019). van Nieuwenhuyze, CH ; Deroose, M ; de Backer, B. In: Economic Review. RePEc:nbb:ecrart:y:2019:m:june:i:i:p:69-93. Full description at Econpapers || Download paper |
2018 | Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium. (2018). Van Roy, Patrick ; Vespro, Cristina ; Ferrari, Stijn. In: Working Paper Research. RePEc:nbb:reswpp:201803-338. Full description at Econpapers || Download paper |
2019 | A macroeconomic model with heterogeneous and financially-constrained intermediaries. (2019). Wouters, Raf ; Lejeune, Thomas. In: Working Paper Research. RePEc:nbb:reswpp:201902-367. Full description at Econpapers || Download paper |
2018 | Macro stress testing in the banking system of China. (2018). Jiang, BO ; Wu, Zhongmin ; Philp, Bruce. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:19:y:2018:i:4:d:10.1057_s41261-017-0057-9. Full description at Econpapers || Download paper |
2019 | The golden rule of banking: funding cost risks of bank business models. (2019). Scholz, Peter ; Grossmann, David. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:2:d:10.1057_s41261-018-0080-5. Full description at Econpapers || Download paper |
2018 | The impact of macroeconomic uncertainty on inequality: An empirical study for the UK. (2018). Theophilopoulou, Angeliki. In: MPRA Paper. RePEc:pra:mprapa:90448. Full description at Econpapers || Download paper |
2018 | Bank Capital Regulation and Endogenous Shadow Banking Crises. (2018). Poeschl, Johannes ; Zhang, Xue. In: MPRA Paper. RePEc:pra:mprapa:92529. Full description at Econpapers || Download paper |
2018 | Measuring Systemic Risk on Indonesia’s Banking System. (2018). Mansur, Alfan. In: MPRA Paper. RePEc:pra:mprapa:93300. Full description at Econpapers || Download paper |
2019 | Banking Panic Risk and Macroeconomic Uncertainty. (2019). Poeschl, Johannes ; Mikkelsen, Jakob. In: MPRA Paper. RePEc:pra:mprapa:94729. Full description at Econpapers || Download paper |
2019 | Dynamic Effects of Patent Policy on Innovation and Inequality in a Schumpeterian Economy. (2019). Wang, Xilin ; Peretto, Pietro ; Furukawa, Yuichi ; Chu, Angus ; Mallick, Sushanta. In: MPRA Paper. RePEc:pra:mprapa:96240. Full description at Econpapers || Download paper |
2017 | Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732. Full description at Econpapers || Download paper |
2018 | Gli alti livelli di NPL indeboliscono la capacità delle banche di erogare credito?. (2018). Angelini, Paolo . In: Moneta e Credito. RePEc:psl:moneta:2018:23. Full description at Econpapers || Download paper |
2018 | Bank Profitability and Risk-Taking in a Low Interest Rate Environment: The Case of Thailand. (2018). Ananchotikul, Nasha ; Ratanavararak, Lathaporn. In: PIER Discussion Papers. RePEc:pui:dpaper:89. Full description at Econpapers || Download paper |
2018 | The Transmission of Monetary Policy through Banks Balance Sheets. (2018). Cheshire, Jon ; Brassil, Anthony ; Muscatello, Joseph. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2018-05. Full description at Econpapers || Download paper |
2018 | Discussion of The Transmission of Monetary Policy through Banks Balance Sheets. (2018). Singh, Aarti. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2018-06. Full description at Econpapers || Download paper |
2017 | Uncertainty and Monetary Policy in Good and Bad Times. (2017). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2017-06. Full description at Econpapers || Download paper |
2019 | Shadow Banking and the Great Recession. (2019). Moura, Alban ; Feve, Patrick. In: 2019 Meeting Papers. RePEc:red:sed019:199. Full description at Econpapers || Download paper |
2019 | International Shadow Banking and Macroprudential Policy. (2019). Johnson, Christopher . In: 2019 Meeting Papers. RePEc:red:sed019:780. Full description at Econpapers || Download paper |
2019 | How Banks Respond to NPLs? Evidence from the Euro Area. (2019). Marino, Immacolata ; Bruno, Brunella . In: CSEF Working Papers. RePEc:sef:csefwp:513. Full description at Econpapers || Download paper |
2018 | Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk. (2018). Gubareva, Mariya ; Borges, Maria. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2438-y. Full description at Econpapers || Download paper |
2018 | Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming. (2018). Consigli, Giorgio ; Mercuri, Lorenzo ; Vitali, Sebastiano ; Moriggia, Vittorio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0328-7. Full description at Econpapers || Download paper |
2019 | Determinants of bank’s interest margin in the aftermath of the crisis: the effect of interest rates and the yield curve slope. (2019). Cruz-Garcia, Paula ; Maudos, Joaquin ; de Guevara, Juan Fernandez. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:1:d:10.1007_s00181-017-1360-0. Full description at Econpapers || Download paper |
2018 | Forecasting inflation in post-oil boom years: A case for regime switches?. (2018). Rahimov, Vugar ; Mammadov, Fuad ; Huseynov, Salman ; Adigozalov, Shaig ; Ahmadov, Vugar. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:2:d:10.1007_s12197-017-9410-1. Full description at Econpapers || Download paper |
2018 | A survey of network-based analysis and systemic risk measurement. (2018). Neveu, Andre. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0182-z. Full description at Econpapers || Download paper |
2018 | Why Do Banks Bear Interest Rate Risk?. (2018). Memmel, Christoph. In: Schmalenbach Business Review. RePEc:spr:schmbr:v:70:y:2018:i:3:d:10.1007_s41464-018-0051-5. Full description at Econpapers || Download paper |
2018 | Banks’ maturity transformation: risk, reward, and policy. (2018). Bologna, Pierluigi. In: ESRB Working Paper Series. RePEc:srk:srkwps:201863. Full description at Econpapers || Download paper |
2018 | A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example. (2018). Hodula, Martin ; Pfeifer, Luka. In: ESRB Working Paper Series. RePEc:srk:srkwps:201882. Full description at Econpapers || Download paper |
2019 | Shadow Banking and the Great Recession: Evidence from an Estimated DSGE Model. (2019). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick. In: TSE Working Papers. RePEc:tse:wpaper:122855. Full description at Econpapers || Download paper |
2018 | Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective. (2018). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick. In: TSE Working Papers. RePEc:tse:wpaper:31822. Full description at Econpapers || Download paper |
2018 | Monetary policy and bank profitability in a low interest rate environment. (2018). Peydro, Jose-Luis ; Altavilla, Carlo ; Boucinha, Miguel ; Carlo Altavilla , . In: Economics Working Papers. RePEc:upf:upfgen:1655. Full description at Econpapers || Download paper |
2019 | Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik. In: Working papers. RePEc:yon:wpaper:2019rwp-142. Full description at Econpapers || Download paper |
2018 | A structural approach to identify financial transmission in distinguished scenarios of crises. (2018). Roestel, Jan ; Herwartz, Helmut. In: Economics Working Papers. RePEc:zbw:cauewp:201808. Full description at Econpapers || Download paper |
2018 | Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment. (2018). Rohloff, Hannes ; Herwartz, Helmut. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:358. Full description at Econpapers || Download paper |
2019 | Credit intermediation and the transmission of macro-financial uncertainty: International evidence. (2019). Gächter, Martin ; Stockl, Sebastian ; Geiger, Martin ; Gachter, Martin. In: EconStor Preprints. RePEc:zbw:esprep:204444. Full description at Econpapers || Download paper |
2018 | On the time-varying effects of economic policy uncertainty on the US economy. (2018). Pruser, Jan ; Schlosser, Alexander . In: Ruhr Economic Papers. RePEc:zbw:rwirep:761. Full description at Econpapers || Download paper |
2018 | How Do Trade and Communication Costs Shape the Spatial Organization Of Firms?. (2018). Thisse, Jacques ; Kichko, Sergey ; Gokan, Toshitaka. In: HSE Working papers. RePEc:hig:wpaper:191/ec/2018. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Financial regimes and uncertainty shocks In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 30 |
2019 | Financial regimes and uncertainty shocks.(2019) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2014 | Financial Regimes and Uncertainty Shocks.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2014 | Financial Regimes and Uncertainty Shocks.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2016 | The Financial Stability Dark Side of Monetary Policy In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | The financial stability dark side of monetary policy.(2017) In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2017 | Bank lending in uncertain times In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 8 |
2017 | Bank lending in uncertain times.(2017) In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2004 | Aggregate Consumption and the Stock Market: Should We Worry about Non-linear Wealth Effects? In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
2015 | Tracking banks systemic importance before and after the crisis In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 1 |
2015 | Tracking Banks’ Systemic Importance Before and After the Crisis.(2015) In: International Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2015 | A note on the implementation of the countercyclical capital buffer in Italy In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 7 |
2015 | Prudential policy at times of stagnation: a view from the trenches In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 3 |
2017 | Non-performing loans and the supply of bank credit: evidence from Italy In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 5 |
2013 | Shadow banks and macroeconomic instability In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 31 |
2014 | Shadow banks and macroeconomic instability.(2014) In: Bank of England working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2013 | Shadow banks and macroeconomic instability.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2017 | Shadow Banks and Macroeconomic Instability.(2017) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
2014 | Simple banking: profitability and the yield curve In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 63 |
2012 | Simple banking: profitability and the yield curve.(2012) In: Bank of England working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2015 | Simple Banking: Profitability and the Yield Curve.(2015) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
2014 | Financial indicators and density forecasts for US output and inflation In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
2008 | Miller and Modigliani, Predictive Return Regressions and Cointegration In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
2009 | Funding liquidity risk in a quantitative model of systemic stability In: Bank of England working papers. [Full Text][Citation analysis] | paper | 113 |
2011 | Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2011) In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 113 | chapter | |
2009 | Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2009) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has another version. Agregated cites: 113 | paper | |
2010 | An economic capital model integrating credit and interest rate risk in the banking book In: Bank of England working papers. [Full Text][Citation analysis] | paper | 32 |
2009 | An economic capital model integrating credit and interest rate risk in the banking book.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2010 | An economic capital model integrating credit and interest rate risk in the banking book.(2010) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2013 | Financial conditions and density forecasts for US Output and inflation In: Joint Research Papers. [Citation analysis] | paper | 26 |
2014 | Financial Conditions and Density Forecasts for US Output and Inflation.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2014 | Financial conditions and density forecasts for US output and inflation.(2014) In: CReMFi Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2014 | Financial Conditions and Density Forecasts for US Output and Inflation.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2017 | Financial conditions and density forecasts for US output and inflation.(2017) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2000 | European and Euro-meditterranean Agreements: same simulation analysis on the effects of the EU trade policy In: KITeS Working Papers. [Full Text][Citation analysis] | paper | 3 |
2009 | Towards a Framework for Quantifying Systemic Stability In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 25 |
2006 | Bubbles and fads in the stock market: another look at the experience of the US In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 4 |
2017 | Online Appendix to Financial conditions and density forecasts for US output and inflation In: Technical Appendices. [Full Text][Citation analysis] | paper | 9 |
2017 | Financial conditions and density forecasts for US output and inflation.(2017) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2014 | Everything you always wanted to know about systemic importance (but were afraid to ask) In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
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