Mario Quagliariello : Citation Profile


Are you Mario Quagliariello?

European Central Bank

9

H index

8

i10 index

425

Citations

RESEARCH PRODUCTION:

14

Articles

15

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 26
   Journals where Mario Quagliariello has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 8 (1.85 %)

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   Permalink: http://citec.repec.org/pqu31
   Updated: 2023-05-27    RAS profile: 2023-04-08    
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Relations with other researchers


Works with:

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

Is cited by:

Turk Ariss, Rima (8)

Ongena, Steven (7)

Calmès, Christian (7)

Peydro, Jose-Luis (6)

Dua, Pami (6)

Athanasoglou, Panayiotis (6)

Jeon, Bang (6)

Jimenez, Gabriel (6)

Gambacorta, Leonardo (5)

Racicot, François-Éric (5)

Caglayan, Mustafa (5)

Cites to:

Laeven, Luc (6)

Gambacorta, Leonardo (5)

Tirole, Jean (5)

Flannery, Mark (4)

Bruno, Giancarlo (4)

Shleifer, Andrei (4)

Reinhart, Carmen (4)

Marcucci, Juri (4)

shin, yongcheol (4)

Otranto, Edoardo (4)

Bernanke, Ben (4)

Main data


Where Mario Quagliariello has published?


Journals with more than one article published# docs
BANCARIA2
Banca Impresa Societ2

Working Papers Series with more than one paper published# docs
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area5
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area4
MPRA Paper / University Library of Munich, Germany2

Recent works citing Mario Quagliariello (2022 and 2021)


YearTitle of citing document
2021Frictions financières et Dynamique macroéconomique : Examen des régularités cycliques. (2021). Katuala, Henock M. In: Dynare Working Papers. RePEc:cpm:dynare:066.

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2022Inter-portfolio credit risk contagion including macroeconomic and financial factors: A case study for Ecuador. (2022). Tonato, Ronny ; Uquillas, Adriana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:299-320.

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2021The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach. (2021). Racicot, François-Éric ; Theoret, Raymond ; Gregoriou, Greg N. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:843-872.

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2021Female leadership and bank performance in Latin America. (2021). Vahamaa, Emilia ; Baselga-Pascual, Laura. In: Emerging Markets Review. RePEc:eee:ememar:v:48:y:2021:i:c:s1566014121000157.

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2022How does financial inclusion affect bank stability in emerging economies?. (2022). Luo, Hang ; Wang, Rui. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000844.

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2022The role of strategic interactions in risk-taking behavior: A study from asset growth perspective. (2022). Schinckus, Christophe ; Vu, Thai ; Quynh, Huong Nguyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000953.

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2022Do capital buffers matter? Evidence from the stocks and flows of nonperforming loans. (2022). Cotugno, Matteo ; Torluccio, Giuseppe ; Perdichizzi, Salvatore ; Cicchiello, Antonella Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003192.

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2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

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2021The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review. (2021). Kunze, Frederik ; Gonzalez, Miguel Rodriguez ; Meier, Samira. In: International Review of Law and Economics. RePEc:eee:irlaec:v:65:y:2021:i:c:s0144818820301587.

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2021Centralised or decentralised banking supervision? Evidence from European banks. (2021). Reghezza, Alessio ; Polizzi, Salvatore ; Altunbas, Yener ; Avignone, Giuseppe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302205.

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2021Asymmetric impacts of monetary policy and business cycles on bank risk-taking: Evidence from Emerging Asian markets. (2021). Su, Thanh Dinh ; Nguyen, Canh Phuc ; Bui, Duy-Tung. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000268.

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2021Asymmetries in the Euro area banking profitability. (2021). Laureano, Luis ; de Carvalho, Paulo Viegas ; Verissimo, Pedro. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000293.

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2022Efficiency evaluation of Chinas listed commercial banks based on a multi-period leader-follower model. (2022). Li, Yongjun ; Jin, XI ; Chen, Lifan ; Xu, Qifan ; Xie, Qiwei. In: Omega. RePEc:eee:jomega:v:110:y:2022:i:c:s030504832200024x.

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2022The capital ratio and the interest rate spread: A panel threshold regression approach. (2022). Golbabaei, Ali ; Botshekan, Mahmoud. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:289-302.

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2022Bank capital and risk adjustment responses to economic uncertainty: Evidence from emerging Southeast Asian economies. (2022). Zhang, Yongmin ; Toh, Moau Yong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921001975.

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2021Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach. (2021). Otranto, Edoardo ; Fallanca, Maria Grazia ; Forgione, Antonio Fabio. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:21-:d:475215.

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2022Banking Industry Sustainable Growth Rate under Risk: Empirical Study of the Banking Industry in ASEAN Countries. (2022). Jie, Ferry ; Saftiana, Yulia. In: Sustainability. RePEc:gam:jsusta:v:15:y:2022:i:1:p:564-:d:1018410.

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2022What drives the risk of European banks during crises? New evidence and insights. (2022). Lapteacru, Ion. In: Bordeaux Economics Working Papers. RePEc:grt:bdxewp:2022-02.

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2022What drives the risk of European banks during crises? New evidence and insights. (2022). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-03625046.

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2022What drives the risk of European banks during crises? New evidence and insights. (2022). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-03775463.

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2021.

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2021Macroeconomic and bank-specific determinants of non-performing loans: the case of baltic states. (2021). Petkovski, Mihail ; Kjosevski, Jordan. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:4:d:10.1007_s10663-020-09491-5.

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2022Do board characteristics and ownership structure matter for bank non-performing loans? Empirical evidence from US commercial banks. (2022). Bouri, Abdelfettah ; Jarraya, Bilel ; Tarchouna, Ameni. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:26:y:2022:i:2:d:10.1007_s10997-020-09558-2.

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2022Women’s leadership impact on risks and financial performance in banking: evidence from the Southeast Asian Countries. (2022). Bouteska, Ahmed ; Mili, Mehdi. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:26:y:2022:i:4:d:10.1007_s10997-021-09594-6.

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2021The Impact of Macroeconomic and Banking Variables on Non-Performing Loans in Oil Cycles: Evidence from Iran. (2021). Soufiani, Mohsen Behzadi ; Rahbar, Farhad. In: Journal of Money and Economy. RePEc:mbr:jmonec:v:16:y:2021:i:2:p:135-164.

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2021A data-driven approach to measuring financial soundness throughout the world. (2021). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0199.

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2022Threshold spatial autoregressive model. (2022). Li, Kunpeng. In: MPRA Paper. RePEc:pra:mprapa:113568.

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2022Banks’ Credit Losses and Provisioning over the Business Cycle: Implications for IFRS. (2022). Aneta, Tesaova ; Simona, Malovana. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:22:y:2022:i:1:p:53-74:n:1.

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2022The determinants of banks credit risk: Review of the literature and future research agenda. (2022). Lahrichi, Younes ; Naili, Maryem. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:334-360.

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2022Effects of the bank levy introduction on the interbank market. (2022). Puawska, Karolina. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:844-864.

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Mario Quagliariello has edited the books:


YearTitleTypeCited

Works by Mario Quagliariello:


YearTitleTypeCited
In: .
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article0
2010The regulatory reform proposed by the Basel Committee In: BANCARIA.
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article0
2013Asset quality assessment and stress test for European banks In: BANCARIA.
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article0
2009Dynamic provisioning: rationale, functioning, and prudential treatment In: Questioni di Economia e Finanza (Occasional Papers).
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paper22
2010Countercyclical contingent capital (CCC): possible use and ideal design In: Questioni di Economia e Finanza (Occasional Papers).
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paper6
2010Pro-cyclicality of capital regulation: is it a problem? How to fix it? In: Questioni di Economia e Finanza (Occasional Papers).
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paper30
2010Lessons learned from the financial crisis for financial stability and banking supervision In: Questioni di Economia e Finanza (Occasional Papers).
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paper3
2010Regulatory impact assessment at the Bank of Italy In: Questioni di Economia e Finanza (Occasional Papers).
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paper2
2006Banks� Riskiness Over the Business Cicle: a Panel Analysis on Italian Intermediaries In: Temi di discussione (Economic working papers).
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paper10
2007Macroeconomic uncertainty and banks lending decisions: The case of Italy In: Temi di discussione (Economic working papers).
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paper27
2009Macroeconomic uncertainty and banks lending decisions: the case of Italy.(2009) In: Applied Economics.
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This paper has another version. Agregated cites: 27
article
2006Macroeconomics Uncertainty and Banks Lending Decisions: The Case of Italy.(2006) In: Discussion Papers.
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This paper has another version. Agregated cites: 27
paper
2008Credit risk and business cycle over different regimes In: Temi di discussione (Economic working papers).
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paper9
2013Incentives through the cycle: microfounded macroprudential regulation In: Temi di discussione (Economic working papers).
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paper0
2011Incentives through the cycle: microfounded macroprudential regulation.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2011Incentives through the cycle: microfounded macroprudential regulation.(2011) In: MPRA Paper.
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paper
2008Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression In: Journal of International Financial Markets, Institutions and Money.
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article69
Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression.() In: Discussion Papers.
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This paper has another version. Agregated cites: 69
paper
2009Asymmetric effects of the business cycle on bank credit risk In: Journal of Banking & Finance.
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article72
2020Applying the Pre-Commitment Approach to bottom-up stress tests: A new old story In: Journal of Economics and Business.
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article0
2005The Value of Market Information in Banking Supervision: Evidence from Italy In: Journal of Financial Services Research.
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article7
2007Analisi dimpatto della regolamentazione bancaria: metodologie e applicazioni In: Mercato Concorrenza Regole.
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article0
2004Ciclo economico e rischiosità dei portafogli bancari: unanalisi panel sullItalia In: Banca Impresa Società.
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article0
2005La relazione tra capitale e rischio nelle banche italiane: un approccio a equazioni simultanee In: Banca Impresa Società.
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article0
2006Stress testing credit risk: experience from the italian FSAP In: BNL Quarterly Review.
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article2
2006Stress testing credit risk: experience from the italian FSAP.(2006) In: Banca Nazionale del Lavoro Quarterly Review.
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This paper has another version. Agregated cites: 2
article
2007Banks riskiness over the business cycle: a panel analysis on Italian intermediaries In: Applied Financial Economics.
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article91
Market and Supervisory Information: Some Evidence from Italian Banks In: Discussion Papers.
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paper1
Banks Performance over the Business Cycle: A Panel Analysis on Italian Intermediaries In: Discussion Papers.
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paper10

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