Margherita Giuzio : Citation Profile

Are you Margherita Giuzio?

EBS Universität für Wirtschaft und Recht (50% share)
European Central Bank (50% share)

6

H index

5

i10 index

117

Citations

RESEARCH PRODUCTION:

8

Articles

11

Papers

RESEARCH ACTIVITY:

   6 years (2016 - 2022). See details.
   Cites by year: 19
   Journals where Margherita Giuzio has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 4 (3.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi428
   Updated: 2024-11-08    RAS profile: 2023-05-10    
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Relations with other researchers

Works with:

Paterlini, Sandra (4)

Kapadia, Sujit (3)

Kaufmann, Christoph (2)

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

Is cited by:

Budnik, Katarzyna (7)

Volk, Matjaž (5)

Taschini, Luca (3)

Gallo, Raffaele (3)

Pancaro, Cosimo (3)

HASAN, IFTEKHAR (2)

Caporin, Massimiliano (2)

Branzoli, Nicola (2)

Dafermos, Yannis (2)

Nikolaidi, Maria (2)

D'Orazio, Paola (2)

Cites to:

Paterlini, Sandra (16)

Altavilla, Carlo (14)

Gürkaynak, Refet (12)

Ragusa, Giuseppe (10)

Brugnolini, Luca (10)

Winker, Peter (6)

Fan, Jianqing (5)

Hoerova, Marie (5)

Szczerbowicz, Urszula (5)

Gertler, Mark (5)

Ferrari, Davide (4)

Main data

Where Margherita Giuzio has published?

Journals with more than one article published# docs
Financial Stability Review3

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank5
Occasional Paper Series / European Central Bank2

Recent works citing Margherita Giuzio (2024 and 2023)

YearTitle of citing document
2023A systematic literature review on solution approaches for the index tracking problem in the last decade. (2023). de Almeida, Adiel Teixeira ; Soares, Julio Cezar. In: Papers. RePEc:arx:papers:2306.01660.

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2024Portfolio decarbonisation strategies: questions and suggestions. (2024). Angelini, Paolo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_840_24.

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2023Financial fragilities and risk-taking of corporate bond funds in the aftermath of central bank policy interventions. (2023). Portioli, Dario ; Ilari, Antonio ; Gallo, Raffaele ; Branzoli, Nicola. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1404_23.

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2023.

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2023Physical and transition risk premiums in euro area corporate bond markets. (2023). Kapp, Daniel ; Bua, Giovanna ; Bats, Joost. In: Working Papers. RePEc:dnb:dnbwpp:761.

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2023The valuation haircuts applied to eligible marketable assets for ECB credit operations. (2023). Vocalelli, Giorgio ; Metra, Matteo ; Manzanares, Andres ; Daja, Tomislav ; Camba-Mendez, Gonzalo ; Adler, Martin. In: Occasional Paper Series. RePEc:ecb:ecbops:2023312.

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20242023 macroprudential stress test of the euro area banking system. (2024). Steege, Lucas Ter ; Rohm, Nicola ; Podlogar, Jure ; Nunes, Andre ; le Grand, Catherine ; Narueviius, Laurynas ; Dimitrov, Ivan ; Cappelletti, Giuseppe. In: Occasional Paper Series. RePEc:ecb:ecbops:2024347.

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2024Advancements in stress-testing methodologies for financial stability applications. (2024). Shaw, Frances ; Poblacion, Francisco Javier ; Metzler, Julian ; le Grand, Catherine ; Chalf, Yasmine ; Konietschke, Paul ; Trachana, Zoe ; Figueres, Juan Manuel ; Ortl, Aljosa ; Durrani, Agha ; Georgescu, Oana-Maria ; Grassi, Alberto ; Franch, Fabio ; Giglio, Carla ; Sydow, Matthias ; Marques, Aurea Ponte ; Gross, Johannes ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348.

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2023Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Working Paper Series. RePEc:ecb:ecbwps:20232806.

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2023Do banks practice what they preach? Brown lending and environmental disclosure in the euro area. (2023). Reghezza, Alessio ; Gambacorta, Leonardo ; Scannella, Enzo ; Polizzi, Salvatore. In: Working Paper Series. RePEc:ecb:ecbwps:20232872.

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2023Bank and non-bank balance sheet responses to monetary policy shocks. (2023). Mazelis, Falk ; Rast, Sebastian ; Holm-Hadulla, Federic. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003925.

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2023Bond issuance and the funding choices of European banks: The consequences of public debt. (2023). Keasey, Kevin ; Cariboni, Jessica ; Rancan, Michela ; Vallascas, Francesco. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000750.

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2023Climate transition risk in U.S. loan portfolios: Are all banks the same?. (2023). , Eric ; McCarten, Matthew ; Kuruppuarachchi, Duminda ; Diaz-Rainey, Ivan ; Nguyen, Quyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003519.

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2023The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation. (2023). Pacelli, Vincenzo ; Foglia, Matteo ; di Tommaso, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000947.

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2023Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557.

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2024Addressing climate challenges through ESG-real estate investment strategies: An asset allocation perspective. (2024). Giacomini, Emanuela ; delle Foglie, Andrea ; Biasin, Massimo. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324004112.

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2024Are green loans less risky? Micro-evidence from a European Emerging Economy. (2024). Neagu, Florian ; Dragu, Florin ; Tatarici, Luminia ; Stamate, Amalia. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001080.

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2024Uncertainty, 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.

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2023Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643.

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2023Relocating investments by Tunisian insurance and pension funds towards alternative assets opportunities. (2023). Ghouli-Oueslati, Jihene ; Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:3:p:609-629.

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2024Digital economic, resource curse and the development of low-carbon transformation. (2024). Li, Hui ; Gao, Yuguo ; Ma, Shiyu. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002988.

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2023The extreme risk connectedness of the global financial system: G7 and BRICS evidence. (2023). Lu, Shuai ; Li, Shaofang ; Chen, Ning. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000312.

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2024Central banks and climate risks: Where we are and where we are going?. (2024). Boitan, I A ; Fatima, R ; Care, R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1200-1229.

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2023Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118092.

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2023Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118096.

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2023Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2023). Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:mib:wpaper:509.

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2023Do pension funds reach for yield? Evidence from a new database. (2023). Konradt, Maximilian. In: MPRA Paper. RePEc:pra:mprapa:116209.

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2023Climate Risk, Bank Lending and Monetary Policy. (2023). Polo, Andrea ; Boucinha, Miguel ; Pagano, Marco ; Altavilla, Carlo. In: CSEF Working Papers. RePEc:sef:csefwp:687.

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2023Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression. (2023). Jiang, Tianzi ; Yang, Xiaoqi ; Li, Chong ; Hu, Yaohua. In: Journal of Global Optimization. RePEc:spr:jglopt:v:85:y:2023:i:2:d:10.1007_s10898-022-01220-5.

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2023The impact of ESG factors on Russia’s banking sector. (2023). Lvova, Mayya I ; Maramygin, Maksim S ; Yuzvovich, Larisa I. In: Journal of New Economy. RePEc:url:izvest:v:24:y:2023:i:3:p:74-90.

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2023.

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Works by Margherita Giuzio:

YearTitleTypeCited
2021A theoretical model analysing investment funds’ liquidity management and policy measures In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article0
2019Macroprudential stress test of the euro area banking system In: Occasional Paper Series.
[Full Text][Citation analysis]		paper24
2021Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities In: Occasional Paper Series.
[Full Text][Citation analysis]		paper6
2019Insurers’ investment strategies: pro- or countercyclical? In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2020The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2019The 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
2019The 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
2021Investment funds, risk-taking, and monetary policy in the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2021The low-carbon transition, climate commitments and firm credit risk In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2022The 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: 15		paper
2022Are ethical and green investment funds more resilient? In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2019Climate change and financial stability In: Financial Stability Review.
[Full Text][Citation analysis]		article21
2021Climate-related risks to financial stability In: Financial Stability Review.
[Full Text][Citation analysis]		article10
2022Climate-related risks to financial stability.(2022) In: Financial Stability Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2016Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization In: European Journal of Operational Research.
[Full Text][Citation analysis]		article3
2016Undiversifying during Crises: Is It a Good Idea? In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper6
2019Un-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
2018Tracking hedge funds returns using sparse clones In: Annals of Operations Research.
[Full Text][Citation analysis]		article3
2017Genetic algorithm versus classical methods in sparse index tracking In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article6

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