Margherita Giuzio : Citation Profile


Are you Margherita Giuzio?

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

4

H index

2

i10 index

56

Citations

RESEARCH PRODUCTION:

8

Articles

10

Papers

RESEARCH ACTIVITY:

   6 years (2016 - 2022). See details.
   Cites by year: 9
   Journals where Margherita Giuzio has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 4 (6.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi428
   Updated: 2022-09-24    RAS profile: 2022-06-15    
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Relations with other researchers


Works with:

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 (4)

Volk, Matjaž (4)

Pancaro, Cosimo (3)

Ambrocio, Gene (2)

Caporin, Massimiliano (2)

D'Orazio, Paola (2)

Arnould, Guillaume (2)

Żochowski, Dawid (2)

HASAN, IFTEKHAR (2)

Kleemann, Michael (1)

Marchionne, Francesco (1)

Cites to:

Altavilla, Carlo (14)

Gürkaynak, Refet (12)

Brugnolini, Luca (10)

Winker, Peter (6)

Paterlini, Sandra (5)

Gertler, Mark (5)

Szczerbowicz, Urszula (5)

Hoerova, Marie (5)

Fan, Jianqing (5)

Lo Duca, Marco (4)

Bekaert, Geert (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 Bank4
Occasional Paper Series / European Central Bank2

Recent works citing Margherita Giuzio (2022 and 2021)


YearTitle of citing document
2022Alternative financing and investment in intangibles: evidence from Italian firms. (2022). Pisicoli, Beniamino ; Marchionne, Francesco ; Beccari, Gabriele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:174.

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2021Sustainability Manifesto for Financial Products: Carbon Equivalence Principle. (2021). Macrina, Andrea ; Berrahoui, Mourad ; Kenyon, Chris. In: Papers. RePEc:arx:papers:2112.04181.

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2021Society, Politicians, Climate Change and Central Banks: An Index of Green Activism. (2021). Tarsia, Romano Vincenzo ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20167.

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2021Society, Politicians, Climate Change and Central Banks: An Index of Green Activism. (2021). Tarsia, Romano Vincenzo ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21167.

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2022A model of system-wide stress simulation: market-based finance and the Covid-19 event. (2022). Vause, Nicholas ; Nicoletti, Giulio ; Kryczka, Dominika ; Kordel, Simon ; Alogoskoufis, Spyridon ; di Iasio, Giovanni. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_687_22.

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2022Tail risk in the fossil fuel industry: an option implied analysis around the unburnable carbon news. (2022). Neudorfer, Pablo. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:493-511.

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2021Policies in support of lending following the coronavirus (COVID 19) pandemic. (2021). Gross, Johannes ; Dimitrov, Ivan ; Budnik, Katarzyna ; Volk, Matjaz ; Stular, Anze ; Sorvillo, Bianca ; Lampe, Max ; Janokova, Martina. In: Occasional Paper Series. RePEc:ecb:ecbops:2021257.

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2021The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area. (2021). Budnik, Katarzyna ; Volk, Matjaz ; Vagliano, Gianluca ; Tarbe, Matthieu ; Sarychev, Andrei ; Lampe, Max ; Gross, Johannes ; Giglio, Carla ; Dimitrov, Ivan. In: Occasional Paper Series. RePEc:ecb:ecbops:2021258.

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2021ECB’s economy-wide climate stress test. (2021). Salleo, Carmelo ; Parisi, Laura ; Muoz, Manuel A ; Kouratzoglou, Charalampos ; Kaijser, Michiel ; Hennig, Tristan ; Emambakhsh, Tina ; Dunz, Nepomuk ; Alogoskoufis, Spyros. In: Occasional Paper Series. RePEc:ecb:ecbops:2021281.

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2022Europes growing league of small corporate bond issuers: new players, different game dynamics. (2022). Papoutsi, Melina ; Darmouni, Olivier. In: Research Bulletin. RePEc:ecb:ecbrbu:2022:0096:.

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2021Market failures in market-based finance. (2021). Kryczka, Dominika ; di Iasio, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20212545.

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2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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2021Do macroprudential measures increase inequality? Evidence from the euro area household survey. (2021). Martin, Diego Vila ; Georgescu, Oana-Maria . In: Working Paper Series. RePEc:ecb:ecbwps:20212567.

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2022Dynamic large financial networks via conditional expected shortfalls. (2022). Caporin, Massimiliano ; Maillet, Bertrand B ; Bonaccolto, Giovanni. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:1:p:322-336.

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2022Catastrophic and systemic risk in the non-life insurance sector: A micro-structural contagion approach. (2022). Dvoakova, Hana ; Radi, Davide ; Torri, Gabriele. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000435.

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2021Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions. (2021). Pammolli, Fabio ; Spelta, Alessandro ; Flori, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s157230892100036x.

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2022When banks punch back: Macrofinancial feedback loops in stress tests. (2022). Hoffmaister, Alexander ; Catalan, Mario. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560621002230.

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2021Heterogeneous Impacts of Extreme Climate Risks on Global Energy Consumption Transition: An International Comparative Study. (2021). Mao, KE ; Zheng, Yuhang ; Peng, Jiaying. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4189-:d:592291.

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2021Make the Best from Comparing Conventional and Islamic Asset Classes: A Design of an All-Seasons Combined Portfolio. (2021). Pola, Gianni ; delle Foglie, Andrea. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:484-:d:655579.

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2021The Impact of Macroeconomic, Social and Governance Factors on the Sustainability and Well-Being of the Economic Environment and the Robustness of the Banking System. (2021). Cristea, Maria-Alexandra ; Niescu, Dan-Costin ; DEDU, Vasile . In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5713-:d:558063.

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2021Dynamic Large Financial Networks via Conditional Expected Shortfalls. (2021). Caporin, Massimiliano ; Maillet, Bertrand ; Bonaccolto, Giovanni. In: Post-Print. RePEc:hal:journl:hal-03287947.

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2022Regulatory Stress Tests and Bank Responses: Heterogeneous Treatment Effect in Dynamic Settings. (2022). Kravtsov, Oleg ; Janda, Karel. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:1.

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2021Corporate Credit Risk Modelling in the Supervisory Stress Test of the Magyar Nemzeti Bank. (2021). Horvath, Gerg. In: Financial and Economic Review. RePEc:mnb:finrev:v:20:y:2021:i:1:p:43-73.

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2022Measuring the Climate Risk Exposure of Financial Assets - Methodological Challenges and Central Bank Practices. (2022). Kolozsi, Pál ; Straubinger, Andras ; Ladanyi, Sandor. In: Financial and Economic Review. RePEc:mnb:finrev:v:21:y:2022:i:1:p:113-140.

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2021Testing for persistence in US mutual funds’ performance: a Bayesian dynamic panel model. (2021). Tsionas, Mike G ; Mamatzakis, Emmanuel. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03691-9.

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2021Quantile– based portfolios: post– model– selection estimation with alternative specifications. (2021). Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:3:d:10.1007_s10287-021-00396-7.

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2021Optimal portfolio selections via $$\ell _{1, 2}$$ ? 1 , 2 -norm regularization. (2021). Qi, Hou-Duo ; Kong, Lingchen ; Zhao, Hongxin. In: Computational Optimization and Applications. RePEc:spr:coopap:v:80:y:2021:i:3:d:10.1007_s10589-021-00312-4.

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2021Inter-cohort risk sharing with long-term guarantees: Evidence from German participating contracts. (2021). Hombert, Johan ; Weiss, Matthias ; Mohlmann, Axel. In: Discussion Papers. RePEc:zbw:bubdps:102021.

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2022No need to worry? Estimating the exposure of the German banking sector to climate-related transition risks. (2022). Kasbrink, Fynn ; Hertel, Tobias ; D'Orazio, Paola. In: Ruhr Economic Papers. RePEc:zbw:rwirep:946.

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Works by Margherita Giuzio:


YearTitleTypeCited
2021A theoretical model analysing investment funds’ liquidity management and policy measures In: Macroprudential Bulletin.
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article0
2019Macroprudential stress test of the euro area banking system In: Occasional Paper Series.
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paper16
2021Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities In: Occasional Paper Series.
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paper2
2019Insurers’ investment strategies: pro- or countercyclical? In: Working Paper Series.
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paper7
2020The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios In: Working Paper Series.
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paper3
2019The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2019The effect of possible EU diversification requirements on the risk of banks sovereign bond portfolios.(2019) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 3
paper
2021Investment funds, risk-taking, and monetary policy in the euro area In: Working Paper Series.
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paper0
2021The low-carbon transition, climate commitments and firm credit risk In: Working Paper Series.
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paper0
2022The low-carbon transition, climate commitments and firm credit risk.(2022) In: Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2019Climate change and financial stability In: Financial Stability Review.
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article11
2021Climate-related risks to financial stability In: Financial Stability Review.
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article4
2022Climate-related risks to financial stability.(2022) In: Financial Stability Review.
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This paper has another version. Agregated cites: 4
article
2016Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization In: European Journal of Operational Research.
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article1
2016Undiversifying during Crises: Is It a Good Idea? In: Working Papers (Old Series).
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paper6
2019Un-diversifying during crises: Is it a good idea?.(2019) In: Computational Management Science.
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This paper has another version. Agregated cites: 6
article
2018Tracking hedge funds returns using sparse clones In: Annals of Operations Research.
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article2
2017Genetic algorithm versus classical methods in sparse index tracking In: Decisions in Economics and Finance.
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article4

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