7
H index
6
i10 index
267
Citations
European Union | 7 H index 6 i10 index 267 Citations RESEARCH PRODUCTION: 12 Articles 15 Papers EDITOR: Books edited RESEARCH ACTIVITY:
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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: | Cites to: |
Journals with more than one article published | # docs |
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BANCARIA | 2 |
Banca Impresa Societ | 2 |
Year | Title of citing document |
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2018 | Provision for Bad & Doubtful Financing and Contingency Reserve Management: Assessing Resilient and Stable Islamic Banks. (2018). Ahmad, Asmalia Che ; Kamsi, Nor Samsinar ; Abd, Farrah Dina ; Nasir, Noormahayu Mohd ; Abu, Mohd Afandi. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:621-627. Full description at Econpapers || Download paper |
2018 | Valuation of contingent convertible catastrophe bonds - the case for equity conversion. (2018). Burnecki, Krzysztof ; Palmowski, Zbigniew ; Nicol, Mario. In: Papers. RePEc:arx:papers:1804.07997. Full description at Econpapers || Download paper |
2017 | Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1702. Full description at Econpapers || Download paper |
2018 | The impact of the interest rate level on bank profitability and balance sheet structure. (2018). Perez, Alejandro Ferrer ; Montes, Carlos Perez. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2018:i:11:n:6. Full description at Econpapers || Download paper |
2018 | Credit risk and bank competition in Sub-Saharan Africa. (2018). NOAH, Alphonse ; Jacolin, Luc ; Brei, Michael. In: Working papers. RePEc:bfr:banfra:664. 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 |
2017 | Economic Activity and Credit Market Linkages: New Evidence From Italy. (2017). D'Apice, Vincenzo ; Pagnini, Marcello ; Puopolo, Giovanni Walter ; Morelli, Pierluigi ; Chiorazzo, Vincenzo ; Vacca, Valerio ; Rossi, Paola. In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:3:p:491-526. Full description at Econpapers || Download paper |
2017 | Fiscal policy effects on non-performing loan formation. (2017). Siakoulis, Vasilis. In: Working Papers. RePEc:bog:wpaper:224. Full description at Econpapers || Download paper |
2017 | Can Italy Grow Out of Its NPL Overhang? A Panel Threshold Analysis. (2017). Weber, Anke ; Raissi, Mehdi ; Mohaddes, Kamiar. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1723. Full description at Econpapers || Download paper |
2017 | Bank profitability and risk-taking under low interest rates. (2017). Bikker, Jacob ; Vervliet, Tobias . In: DNB Working Papers. RePEc:dnb:dnbwpp:560. Full description at Econpapers || Download paper |
2018 | CREDIT RISK AND BANK COMPETITION IN SUB-SAHARAN AFRICA. (2018). NOAH, Alphonse ; Jacolin, Luc ; Brei, Michael. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-27. Full description at Econpapers || Download paper |
2017 | A Pooled Mean Group Approach to the Joint Effects of Oil Price Changes and Environmental Risks on Non-Performing Loans: Evidence from Organisation of the Petroleum Exporting the Countries. (2017). Idris, Ismail Tijjani ; Nayan, Sabri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-42. Full description at Econpapers || Download paper |
2019 | Hedge fund return higher moments over the business cycle. (2019). Racicot, François-Ãric ; Theoret, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:73-97. Full description at Econpapers || Download paper |
2017 | Monetary policy and bank risk-taking: Evidence from emerging economies. (2017). Wu, Ji ; Jeon, Bang ; Wang, Rui ; Chen, Minghua . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:116-140. Full description at Econpapers || Download paper |
2017 | International oil price uncertainty and corporate investment: Evidence from Chinas emerging and transition economy. (2017). Cheung, Adrian (Wai-Kong) ; Wang, Yong ; Hu, Wei ; Ruan, Wenjuan ; Xiang, Erwei. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:330-339. Full description at Econpapers || Download paper |
2017 | Cyclically adjusted provisions and financial stability. (2017). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:143-162. Full description at Econpapers || Download paper |
2017 | Peer bank behavior, economic policy uncertainty, and leverage decision of financial institutions. (2017). Lee, Chien-Chiang ; Hsu, Yu-Ling ; Zeng, Jhih-Hong . In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:79-91. Full description at Econpapers || Download paper |
2017 | Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies. (2017). Wu, Ji ; Jeon, Bang ; Wang, Rui ; Chen, Minghua . In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:45-61. Full description at Econpapers || Download paper |
2017 | Do foreign banks take more risk? Evidence from emerging economies. (2017). Wu, Ji ; Jeon, Bang ; Wang, Rui ; Chen, Minghua . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:20-39. Full description at Econpapers || Download paper |
2017 | Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology. (2017). Tsionas, Mike ; Izzeldin, Marwan ; Kapetanios, George ; Baltas, Konstantinos N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:36-56. Full description at Econpapers || Download paper |
2018 | Credit risk in European banks: The bright side of the internal ratings based approach. (2018). Cucinelli, Doriana ; Nieri, Laura ; marchese, malvina ; di Battista, Maria Luisa . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:213-229. Full description at Econpapers || Download paper |
2017 | A structural model for the housing and credit market in Italy. (2017). Nobili, Andrea ; Zollino, Francesco. In: Journal of Housing Economics. RePEc:eee:jhouse:v:36:y:2017:i:c:p:73-87. Full description at Econpapers || Download paper |
2019 | Market reactions to ECB policy innovations: A cross-country analysis. (2019). Pacicco, Fausto ; Venegoni, Andrea ; Vena, Luigi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:126-137. Full description at Econpapers || Download paper |
2017 | Unexpected loan losses and bank capital in an estimated DSGE model of the euro area. (2017). Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:161-186. 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 | Many a little makes a mickle: Stress testing small and medium-sized German banks. (2018). Koziol, Philipp ; Mitrovic, Marc ; Busch, Ramona. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:237-253. Full description at Econpapers || Download paper |
2017 | Credit, Endogenous Collateral and Risky Assets: A DSGE Model. (2017). Saia, Alessandro ; Falagiarda, Matteo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:125-148. Full description at Econpapers || Download paper |
2018 | Multi-moment risk, hedging strategies, & the business cycle. (2018). Racicot, François-Ãric ; Theoret, Raymond . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:637-675. Full description at Econpapers || Download paper |
2017 | Do credit commitments compromise credit quality?. (2017). Laidroo, Laivi ; Mannasoo, Kadri. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:303-317. Full description at Econpapers || Download paper |
2017 | Is ex-post credit risk affected by the cycles? The case of Italian banks. (2017). Anastasiou, Dimitrios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:242-248. Full description at Econpapers || Download paper |
2017 | How to explain non-performing loans by many corporate governance variables simultaneously? A corporate governance index is built to US commercial banks. (2017). Jarraya, Bilel ; Tarchouna, Ameni ; Bouri, Abdelfettah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:645-657. Full description at Econpapers || Download paper |
2018 | Empirical Panel Analysis of Non-performing Loans in the Czech Republic. What are their Determinants and How Strong is their Impact on the Real Economy?. (2018). Petkovski, Mihail ; Jovanovski, Kiril ; Kjosevski, Jordan. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:5:p:460-490. Full description at Econpapers || Download paper |
2017 | Can Italy Grow Out of Its NPL Overhang? A Panel Threshold Analysis. (2017). Weber, Anke ; Raissi, Mehdi ; Mohaddes, Kamiar. In: Globalization Institute Working Papers. RePEc:fip:feddgw:309. Full description at Econpapers || Download paper |
2018 | Private Sector Credit and Inflation Volatility. (2018). Katusiime, Lorna. In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:2:p:28-:d:142810. Full description at Econpapers || Download paper |
2018 | Housing, Housing Finance and Credit Risk. (2018). Canepa, Alessandra ; Khaled, Fawaz. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:50-:d:145475. Full description at Econpapers || Download paper |
2018 | Toward a More Resilient Financial System: Should Banks Be Diversified?. (2018). Baselga-Pascual, Laura ; Trujillo-Ponce, Antonio ; del Orden-Olasagasti, Olga. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1903-:d:151129. Full description at Econpapers || Download paper |
2018 | Impacts of Financial Inclusion on Non-Performing Loans of Commercial Banks: Evidence from China. (2018). Chen, Feng-Wen ; Wang, Wei ; Feng, Yuan. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3084-:d:166573. Full description at Econpapers || Download paper |
2019 | Financial Structure and Systemic Risk of Banks: Evidence from Chinese Reform. (2019). Ahn, Kwangwon ; Kim, Daniel Sungyeon ; Ji, Guseon. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:13:p:3721-:d:246506. Full description at Econpapers || Download paper |
2018 | A Comparative Study of Prudential Regulation on Loan Classification and Provisioning of the South East European Countries. (2018). Shala, Albulena ; Perri, Rezearta ; Ismajli, Hysen. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2018066051337. Full description at Econpapers || Download paper |
2017 | The Impact of Macroeconomic Dynamic on Bank Lending Behavior in Nigeria. (2017). Marshal, Iwedi . In: Noble International Journal of Economics and Financial Research. RePEc:nap:nijefr:2017:p:131-139. Full description at Econpapers || Download paper |
2017 | The Interplay between Ex-post Credit Risk and the Cycles: Evidence from the Italian banks. (2017). Anastasiou, Dimitrios. In: MPRA Paper. RePEc:pra:mprapa:79470. Full description at Econpapers || Download paper |
2019 | Non-performing loans in European systemic and non-systemic banks. (2019). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:94008. Full description at Econpapers || Download paper |
2018 | Does Credit Risk Management affect the Financial Performance of Commercial Banks in Kosovo?. (2018). Asllanaj, Rrustem. In: International Journal of Finance & Banking Studies. RePEc:rbs:ijfbss:v:7:y:2018:i:2:p:49-57. Full description at Econpapers || Download paper |
2018 | DETERMINANTS OF LOAN AND BAD LOAN DYNAMICS: EVIDENCE FROM ITALY. (2018). Baldini, Andrea ; Causi, Marco. In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:o232. Full description at Econpapers || Download paper |
2018 | Shareholder power and income smoothing in Central European banks. (2018). Biczak, Tamara ; Skaa, Dorota ; Kaczmarek, Filip. In: Collegium of Economic Analysis Annals. RePEc:sgh:annals:i:53:y:2018:p:117-130. Full description at Econpapers || Download paper |
2018 | Is Basel III counter-cyclical: The case of South Africa?. (2018). Molise, Thabang ; Liu, Guangling. In: Working Papers. RePEc:sza:wpaper:wpapers303. Full description at Econpapers || Download paper |
2017 | Credit Risk Determinants in the Vulnerable Economies of Europe: Evidence from the Spanish Banking System. (2017). Nikolaidou, Eftychia ; Gila-Gourgoura, E. In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:10:y:2017:i:1:p:60-71. Full description at Econpapers || Download paper |
2017 | Bank Profitability and Risk-Taking under Low Interest Rates. (2017). Bikker, Jacob ; Vervliet, Tobias M. In: Working Papers. RePEc:use:tkiwps:1710. Full description at Econpapers || Download paper |
2018 | Mortgage Loans and Bank Risk Taking: Finding the Risk “Sweet Spot”. (2018). Mugerman, Yevgeny ; Jacobi, Arie ; Tzur, Joseph. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:04:n:s2010139218400086. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2010 | The regulatory reform proposed by the Basel Committee In: BANCARIA. [Full Text][Citation analysis] | article | 0 |
2013 | Asset quality assessment and stress test for European banks In: BANCARIA. [Full Text][Citation analysis] | article | 0 |
2009 | Dynamic provisioning: rationale, functioning, and prudential treatment In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 15 |
2010 | Countercyclical contingent capital (CCC): possible use and ideal design In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 4 |
2010 | Pro-cyclicality of capital regulation: is it a problem? How to fix it? In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 23 |
2010 | Lessons learned from the financial crisis for financial stability and banking supervision In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 1 |
2010 | Regulatory impact assessment at the Bank of Italy In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 3 |
2006 | Banks� Riskiness Over the Business Cicle: a Panel Analysis on Italian Intermediaries In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 7 |
2007 | Macroeconomic uncertainty and banks lending decisions: The case of Italy In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 23 |
2009 | Macroeconomic uncertainty and banks lending decisions: the case of Italy.(2009) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2006 | Macroeconomics Uncertainty and Banks Lending Decisions: The Case of Italy.(2006) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2008 | Credit risk and business cycle over different regimes In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 6 |
2013 | Incentives through the cycle: microfounded macroprudential regulation In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 0 |
2011 | Incentives through the cycle: microfounded macroprudential regulation.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | Incentives through the cycle: microfounded macroprudential regulation.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2008 | Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 49 |
Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression.() In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | ||
2009 | Asymmetric effects of the business cycle on bank credit risk In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 51 |
2005 | The Value of Market Information in Banking Supervision: Evidence from Italy In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 6 |
2007 | Analisi dimpatto della regolamentazione bancaria: metodologie e applicazioni In: Mercato Concorrenza Regole. [Full Text][Citation analysis] | article | 0 |
2004 | Ciclo economico e rischiosità dei portafogli bancari: unanalisi panel sullItalia In: Banca Impresa Società. [Full Text][Citation analysis] | article | 0 |
2005 | La relazione tra capitale e rischio nelle banche italiane: un approccio a equazioni simultanee In: Banca Impresa Società. [Full Text][Citation analysis] | article | 0 |
2006 | Stress testing credit risk: experience from the italian FSAP In: BNL Quarterly Review. [Full Text][Citation analysis] | article | 1 |
2006 | Stress testing credit risk: experience from the italian FSAP.(2006) In: Banca Nazionale del Lavoro Quarterly Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2007 | Banks riskiness over the business cycle: a panel analysis on Italian intermediaries In: Applied Financial Economics. [Full Text][Citation analysis] | article | 66 |
Market and Supervisory Information: Some Evidence from Italian Banks In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 | |
Banks Performance over the Business Cycle: A Panel Analysis on Italian Intermediaries In: Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 11 2019. Contact: CitEc Team