7
H index
5
i10 index
139
Citations
EBS Universität für Wirtschaft und Recht (50% share) | 7 H index 5 i10 index 139 Citations RESEARCH PRODUCTION: 8 Articles 11 Papers 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 Margherita Giuzio. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
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| Financial Stability Review | 3 |
| Working Papers Series with more than one paper published | # docs |
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| Working Paper Series / European Central Bank | 5 |
| Occasional Paper Series / European Central Bank | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Sparse Portfolio Selection via Topological Data Analysis based Clustering. (2024). Pasricha, Puneet ; Filipovi, Damir ; Goel, Anubha. In: Papers. RePEc:arx:papers:2401.16920. Full description at Econpapers || Download paper |
| 2024 | Portfolio decarbonisation strategies: questions and suggestions. (2024). Angelini, Paolo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_840_24. Full description at Econpapers || Download paper |
| 2024 | Green granular borrowers. (2024). Cascarano, Michele ; Bottero, Margherita. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1471_24. Full description at Econpapers || Download paper |
| 2024 | Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716. Full description at Econpapers || Download paper |
| 2024 | First-mover advantage in funds revisited. (2024). Dunne, Peter ; Chen, Yuting. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/24. Full description at Econpapers || Download paper |
| 2024 | 2023 macroprudential stress test of the euro area banking system. (2024). Narueviius, Laurynas ; Podlogar, Jure ; Dimitrov, Ivan ; Cappelletti, Giuseppe ; Legrand, Catherine ; Nunes, Andre ; Rohm, Nicola ; Steege, Lucas Ter. In: Occasional Paper Series. RePEc:ecb:ecbops:2024347. Full description at Econpapers || Download paper |
| 2024 | Advancements in stress-testing methodologies for financial stability applications. (2024). Marques, Aurea ; Konietschke, Paul ; Figueres, Juan ; Budnik, Katarzyna ; Legrand, Catherine ; Giglio, Carla ; Georgescu, Oana-Maria ; Sydow, Matthias ; Ortl, Aljosa ; Grassi, Alberto ; Metzler, Julian ; Durrani, Agha ; Gross, Johannes ; Trachana, Zoe ; Poblacion, Francisco Javier ; Chalf, Yasmine ; Shaw, Frances ; Franch, Fabio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348. Full description at Econpapers || Download paper |
| 2025 | Investing in Europe’s green future: green investment needs, outlook and obstacles to funding the gap. (2025). Tamburrini, Fabio ; Kostakis, Vasileios ; Bakowski, Krzysztof ; Momferatou, Daphne ; Abraham, Laurent ; Rau-Goehring, Matthias ; Pasqua, Carlo ; Rariga, Erzsebet-Judit ; Andersson, Malin ; Spaggiari, Martina ; Khler-Ulbrich, Petra ; Setzer, Ralph ; Gross, Johannes ; Rusinova, Desislava ; Nerlich, Carolin ; Vendrell, Josep Maria ; Grynberg, Charlotte ; Vinci, Francesca ; Ferrando, Annalisa ; Hoendervangers, Lucia ; Emambakhsh, Tina. In: Occasional Paper Series. RePEc:ecb:ecbops:2025367. Full description at Econpapers || Download paper |
| 2025 | Report on monetary policy tools, strategy and communication. (2025). Suda, Jacek ; Skotida, Ifigeneia ; Notarpietro, Alessandro ; Meyler, Aidan ; Mazelis, Falk ; Mavromatis, Kostas(Konstantinos) ; Lozej, Matija ; Lieberknecht, Philipp ; Krustev, Georgi ; Kamps, Christophe ; Heikkinen, Joni ; Grimaud, Alex ; Gnocato, Nicolò ; Ferrero, Giuseppe ; Ehrmann, Michael ; Coenen, Günter ; Burlon, Lorenzo ; Buss, Ginters ; Bussiere, Matthieu ; Benatti, Nicola ; Bernardini, Marco ; Basten, Christoph ; Argiri, Eleni ; Altavilla, Carlo ; Offermans, Christian ; Hagenhoff, Tim ; Italianer, Jip ; Bussire, Matthieu ; Wacks, Johannes ; Rannenberg, Ansgar ; Kilponen, Juha ; Jose, Gallegos Dago ; Bonfim, Diana ; Strauss, Tal ; Tischer, Johannes ; Lnnemann, Patrick ; Ferrando, Annalisa ; Aguilar, Pablo ; Grasso, Adriana ; Hempell, Hannah S ; Paloviita, Maritta ; Greco, Antonio ; de Souza, Toms Carrera ; Gomes, Sandra ; Westermann, Thomas ; Reichenbachas, Tomas ; Kienzler, Daniel ; Jrgensen, Kasper ; Bobeica, Elena ; de Jonghe, Olivier Georg ; Tosato, Andrea Giorgio ; Hernndez, Catalina Martnez ; Vitorino, Rita Fernandes ; Vladu, Andreea Liliana ; Goy, Gavin ; Hammermann, Felix ; Fonseca, Lus ; Papadopoulou, Niki ; Gori, Sofia ; Brand, Claus ; da Costa, Jos Cardoso ; Holm-Hadulla, Fdric ; Wintr, Ladislav ; Rttger, Joost ; Kerssenfischer, Mark ; Jalasjoki, Pirkka ; Baumann, Ursel ; Ungarelli, Flavia ; Covarrubias, Matias ; van der Ghote, Alejandro ; Marx, Magali ; Elfsbacka-Schmller, Michaela ; Saporito, Elisa ; Ilieva, Boryana ; Haavio, Markus ; Irastorza, Katti ; Papoutsi, Melina ; Goodhead, Robert ; Bitter, Lea ; Carboni, Giacomo ; Zimic, Sreko ; Scheer, Alexander ; Kedan, Danielle ; Bates, Colm ; de Almeida, Ins Fernandes ; Vrhelyi, Georges ; Martnez-Martin, Jaime ; Dupraz, Stphane ; Guilhem, Arthur Saint ; Kostka, Thomas ; Gross, Johannes ; Chahad, Mohammed ; Patriek, Matic ; Gonzles, Beatriz ; Auer, Simone ; Cantelmo, Alessandro ; Zutis, Klavs ; Scheithauer, Jan ; Kase, Hanno ; Bartocci, Anna ; Grazzini, Caterina Forti ; Thaler, Dominik ; Luikmel, Peeter ; Velasco, Sofia ; Momtsia, Angeliki ; Diaz, Rubn Dominguez ; Rigato, Rodolfo Dinis ; Lisack, Nomie ; Ciccarelli, Matteo ; Cinquin, Julian-Baptiste ; Penalver, Adrian ; Hoerova, Marie ; Akkaya, Yildiz ; Budnik, Katarzyna ; Zlobins, Andrejs ; Schrder, Maximilian ; Karadi, Peter ; Barkhausen, David ; Glckler, Gabriel ; Stevens, Arnoud ; Lemke, Wolfgang ; Ventula-Veghazy, Alexia ; Deskar-Krbi, Milan ; McGregor, Thomas ; Bottero, Margherita ; Lhuissier, Stphane ; Penciu, Alexandru ; Helmus, Casper ; Adalid, Ramn ; Broeders, Dirk ; Gallegos, Jos-Elas ; Dupin, Elise ; Schumacher, Julian ; Kaminskas, Rokas ; Bakowska, Katarzyna ; Speck, Christian ; Lechtaler, Wolfgang ; Nakov, Anton ; de Santis, Roberto A ; Nguyen, Benot ; Bletzinger, Tilman ; Istrefi, Klodiana ; Vetlov, Igor ; Pintari, Martin ; Kortelainen, Mika ; Barrau, Galo Nuo ; Boucinha, Miguel ; Casalis, Andr ; Hennigan, Cian ; Schupp, Fabian ; Consolo, Agostino ; Gilbert, Niels ; Avgousti, Aris ; Carrier, Alexandre ; Schwaab, Bernd ; Nikolov, Kalin ; Gti, Laura ; Gerke, Rafael ; Volk, Matjaz ; Pool, Sebastiaan ; Kornprobst, Antoine ; Motto, Roberto ; Bonomolo, Paolo ; Imbierowicz, Bjrn ; Ebener, Luca ; Linzert, Tobias ; Kapadia, Sujit ; Pareja, Ana Arencibia ; di Casola, Paola ; Scalone, Valerio ; Kwapil, Claudia ; Obstbaum, Meri ; Gareis, Johannes ; Ristiniemi, Annukka ; Tristani, Oreste ; von Landesberger, Julian ; Priftis, Romanos ; Kockerols, Thore ; Vlassopoulos, Thomas ; Bninghausen, Benjamin ; Sammarini, Anita ; Strukat, Martin ; Lund-Thomsen, Frederik ; Christoffel, Kai ; Angelini, Elena ; Dobrew, Michael ; Lang, Jan Hannes ; Kunzmann, Vanessa ; Odendahl, Florens ; Georgarakos, Dimitris ; Ruhkamp, Stefan ; Niessner, Birgit ; von Thadden, Leopold ; Quint, Dominic ; Klaver, Inge ; Boeckx, Jef ; Pilla, Edoardo ; Szablewksa, Marta ; Malacrino, Davide ; Allayioti, Anastasia ; Ferrari, Alessandro ; Kocharkov, Georgi. In: Occasional Paper Series. RePEc:ecb:ecbops:2025372. Full description at Econpapers || Download paper |
| 2024 | Burn now or never? Climate change exposure and investment of fossil fuel firms. (2024). Manu, Ana-Simona ; Adolfsen, Jakob ; Heissel, Malte ; Vinci, Francesca. In: Working Paper Series. RePEc:ecb:ecbwps:20242945. Full description at Econpapers || Download paper |
| 2024 | Climate risk, bank lending and monetary policy. (2024). Pagano, Marco ; Altavilla, Carlo ; Boucinha, Miguel ; Polo, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20242969. Full description at Econpapers || Download paper |
| 2025 | Pricing or panicking? Commercial real estate markets and climate change. (2025). Scheid, Benedikt ; Foerster, Kai ; Ryan, Ellen. In: Working Paper Series. RePEc:ecb:ecbwps:20253059. Full description at Econpapers || Download paper |
| 2025 | From risk to buffer: calibrating the positive neutral CCyB rate in the euro area. (2025). Herrera, Luis ; Scalone, Valerio ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20253075. Full description at Econpapers || Download paper |
| 2024 | The role of emission disclosure for the low-carbon transition. (2024). Kolb, Benedikt ; Frankovic, Ivan. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001211. Full description at Econpapers || Download paper |
| 2024 | Dynamic spillovers of green, brown, and financial industries under the low-carbon transition: Evidence from China. (2024). Sun, Xiaolei ; Yi, Ronghua ; He, Wenjing ; Yao, Xiaoyang ; Le, Wei. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006091. Full description at Econpapers || Download paper |
| 2025 | Pricing climate transition risk: Evidence from European corporate CDS. (2025). Costola, Michele ; Vozian, Katia. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000714. Full description at Econpapers || Download paper |
| 2025 | Sustainability, energy finance and the role of central banks: A review of current insights and future research directions. (2025). Szczygielski, Jan Jakub ; Obojska, Lidia ; Gajdka, Jerzy ; Charteris, Ailie ; Brzeszczyski, Janusz ; Marcinkowska, Monika. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832400793x. Full description at Econpapers || Download paper |
| 2025 | Climate change and financial risk: Is there a role for central banks?. (2025). Narayan, Paresh Kumar ; Wang, Jun-Zhuo ; Hermawan, Danny ; Gunadi, Iman. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001434. Full description at Econpapers || Download paper |
| 2025 | Climate risks and financial stability: Evidence on the effectiveness of climate-related financial policies. (2025). Dorazio, Paola. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925003916. Full description at Econpapers || Download paper |
| 2024 | Addressing climate challenges through ESG-real estate investment strategies: An asset allocation perspective. (2024). Biasin, Massimo ; Giacomini, Emanuela ; delle Foglie, Andrea. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324004112. Full description at Econpapers || Download paper |
| 2024 | Are green loans less risky? Micro-evidence from a European Emerging Economy. (2024). Neagu, Florian ; Tatarici, Luminia ; Dragu, Florin ; Stamate, Amalia. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001080. Full description at Econpapers || Download paper |
| 2024 | Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111. Full description at Econpapers || Download paper |
| 2024 | Central banks’ corporate asset purchase programmes and risk-taking by bond funds in the aftermath of market stress. (2024). Gallo, Raffaele ; Branzoli, Nicola ; Portioli, Dario ; Ilari, Antonio. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000469. Full description at Econpapers || Download paper |
| 2024 | How cheap talk in climate disclosures relates to climate initiatives, corporate emissions, and reputation risk. (2024). Webersinke, Nicolas ; Kraus, Mathias ; Leippold, Markus ; Bingler, Julia Anna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001080. Full description at Econpapers || Download paper |
| 2025 | The impact of environmental disclosure and controversies on bank value. (2025). Paltrinieri, Andrea ; Mazz, Sebastiano ; Goodell, John W ; Galletta, Simona. In: Journal of Economics and Business. RePEc:eee:jebusi:v:134-135:y:2025:i::s0148619524000638. Full description at Econpapers || Download paper |
| 2024 | Digital economic, resource curse and the development of low-carbon transformation. (2024). Gao, Yuguo ; Ma, Shiyu ; Li, Hui. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002988. Full description at Econpapers || Download paper |
| 2024 | Central banks and climate risks: Where we are and where we are going?. (2024). Fatima, R ; Care, R ; Boitan, I A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1200-1229. Full description at Econpapers || Download paper |
| 2024 | Bank Lending Policies and Green Transition. (2024). Sánchez Carrera, Edgar ; GIOMBINI, GERMANA ; Calcagnini, Giorgio. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_16.rdf. Full description at Econpapers || Download paper |
| 2024 | The Green Trilemma: Energy Efficiency, Banking Stability and Climate Risk in the ESG Context at World Level. (2024). LEOGRANDE, ANGELO ; Arnone, Massimo. In: MPRA Paper. RePEc:pra:mprapa:121169. Full description at Econpapers || Download paper |
| 2025 | Reflecting on the recent banking crisis, what are the new financial stability determinants?. (2025). Ozili, Peterson. In: MPRA Paper. RePEc:pra:mprapa:125565. Full description at Econpapers || Download paper |
| 2024 | Penalized enhanced portfolio replication with asymmetric deviation measures. (2024). Paterlini, Sandra ; Giacometti, Rosella ; Torri, Gabriele. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05576-z. Full description at Econpapers || Download paper |
| 2024 | A Bayesian learning model of hedge fund performance. (2024). Mamatzakis, Emmanuel ; Tsionas, Mike G ; Patel, Pankaj C. In: Annals of Operations Research. RePEc:spr:annopr:v:333:y:2024:i:1:d:10.1007_s10479-023-05667-x. Full description at Econpapers || Download paper |
| 2024 | Does climate change affect the financial stability of Sub-Saharan African countries?. (2024). Ayele, Getaneh Mihret ; Fisseha, Fentaw Leykun. In: Climatic Change. RePEc:spr:climat:v:177:y:2024:i:10:d:10.1007_s10584-024-03814-2. Full description at Econpapers || Download paper |
| 2025 | Sparse graphical modelling for global minimum variance portfolio. (2025). Sobczyk, Piotr ; Riccobello, Riccardo ; Bonaccolto, Giovanni ; Kremer, Philipp J ; Paterlini, Sandra ; Bogdan, Magorzata. In: Computational Management Science. RePEc:spr:comgts:v:22:y:2025:i:2:d:10.1007_s10287-025-00535-4. Full description at Econpapers || Download paper |
| 2025 | Deploying green macroprudential policies to promote environmental health: new findings from panel VAR for international database. (2025). Ha, Le Thanh. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:45:y:2025:i:3:d:10.1007_s10669-025-10031-4. Full description at Econpapers || Download paper |
| 2024 | The effects of a green monetary policy on firms financing cost. (2024). Ille, Sebastian ; GIOMBINI, GERMANA ; Bacchiocchi, Andrea. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:4:d:10.1007_s11403-023-00400-0. Full description at Econpapers || Download paper |
| 2025 | Penalized Lq-likelihood estimator and its influence function in generalized linear models. (2025). Liu, Mingqiu ; Hu, Hongchang ; Zeng, Zhen. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:88:y:2025:i:1:d:10.1007_s00184-023-00943-z. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | A theoretical model analysing investment funds’ liquidity management and policy measures In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2019 | Macroprudential stress test of the euro area banking system In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 25 |
| 2021 | Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2019 | Insurers’ investment strategies: pro- or countercyclical? In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2020 | The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2019 | The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | The effect of possible EU diversification requirements on the risk of banks sovereign bond portfolios.(2019) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2021 | Investment funds, risk-taking, and monetary policy in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2021 | The low-carbon transition, climate commitments and firm credit risk In: Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
| 2022 | The low-carbon transition, climate commitments and firm credit risk.(2022) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2022 | Are ethical and green investment funds more resilient? In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2019 | Climate change and financial stability In: Financial Stability Review. [Full Text][Citation analysis] | article | 26 |
| 2021 | Climate-related risks to financial stability In: Financial Stability Review. [Full Text][Citation analysis] | article | 14 |
| 2022 | Climate-related risks to financial stability.(2022) In: Financial Stability Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2016 | Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
| 2016 | Undiversifying during Crises: Is It a Good Idea? In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 6 |
| 2019 | Un-diversifying during crises: Is it a good idea?.(2019) In: Computational Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2018 | Tracking hedge funds returns using sparse clones In: Annals of Operations Research. [Full Text][Citation analysis] | article | 4 |
| 2017 | Genetic algorithm versus classical methods in sparse index tracking In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team