9
H index
8
i10 index
425
Citations
European Central Bank | 9 H index 8 i10 index 425 Citations RESEARCH PRODUCTION: 14 Articles 15 Papers EDITOR: Books edited 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 Mario Quagliariello. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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BANCARIA | 2 |
Banca Impresa Società | 2 |
Year | Title of citing document |
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2021 | Frictions financières et Dynamique macroéconomique : Examen des régularités cycliques. (2021). Katuala, Henock M. In: Dynare Working Papers. RePEc:cpm:dynare:066. Full description at Econpapers || Download paper |
2022 | Inter-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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | Female 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. Full description at Econpapers || Download paper |
2022 | How 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Do 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. Full description at Econpapers || Download paper |
2023 | Measuring 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | Centralised 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. Full description at Econpapers || Download paper |
2021 | Asymmetric 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. Full description at Econpapers || Download paper |
2021 | Asymmetries 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. Full description at Econpapers || Download paper |
2022 | Efficiency 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Bank 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. Full description at Econpapers || Download paper |
2021 | Do 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. Full description at Econpapers || Download paper |
2022 | Banking 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. Full description at Econpapers || Download paper |
2022 | What 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. Full description at Econpapers || Download paper |
2022 | What drives the risk of European banks during crises? New evidence and insights. (2022). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-03625046. Full description at Econpapers || Download paper |
2022 | What drives the risk of European banks during crises? New evidence and insights. (2022). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-03775463. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | Macroeconomic 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. Full description at Econpapers || Download paper |
2022 | Do 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. Full description at Econpapers || Download paper |
2022 | Women’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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | A 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. Full description at Econpapers || Download paper |
2022 | Threshold spatial autoregressive model. (2022). Li, Kunpeng. In: MPRA Paper. RePEc:pra:mprapa:113568. Full description at Econpapers || Download paper |
2022 | Banks’ 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Effects 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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In: . [Full Text][Citation analysis] | article | 0 | |
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 | 22 |
2010 | Countercyclical contingent capital (CCC): possible use and ideal design In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 6 |
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 | 30 |
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 | 3 |
2010 | Regulatory impact assessment at the Bank of Italy In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 2 |
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 | 10 |
2007 | Macroeconomic uncertainty and banks lending decisions: The case of Italy In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 27 |
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: 27 | 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: 27 | paper | |
2008 | Credit risk and business cycle over different regimes In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 9 |
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 | 69 |
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: 69 | paper | ||
2009 | Asymmetric effects of the business cycle on bank credit risk In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 72 |
2020 | Applying the Pre-Commitment Approach to bottom-up stress tests: A new old story In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
2005 | The Value of Market Information in Banking Supervision: Evidence from Italy In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 7 |
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 | 2 |
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: 2 | article | |
2007 | Banks riskiness over the business cycle: a panel analysis on Italian intermediaries In: Applied Financial Economics. [Full Text][Citation analysis] | article | 91 |
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 | 10 |
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