Mario Quagliariello : Citation Profile

Are you Mario Quagliariello?

European Union

7

H index

6

i10 index

271

Citations

RESEARCH PRODUCTION:

12

Articles

15

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   9 years (2004 - 2013). See details.
   Cites by year: 30
   Journals where Mario Quagliariello has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 8 (2.87 %)

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   Permalink: http://citec.repec.org/pqu31
   Updated: 2020-01-25    RAS profile: 2019-06-05    
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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:

Calmès, Christian (7)

Turk Ariss, Rima (6)

Athanasoglou, Panayiotis (6)

Puddu, Stefano (5)

Caglayan, Mustafa (5)

Love, Inessa (5)

Jeon, Bang (5)

Ongena, Steven (5)

Wu, Ji (5)

Chan-Lau, Jorge (4)

Xu, Bing (4)

Cites to:

Gambacorta, Leonardo (5)

Flannery, Mark (4)

Bernanke, Ben (4)

Reinhart, Carmen (4)

Tirole, Jean (4)

Laeven, Luc (4)

Bikker, Jacob (4)

shin, yongcheol (4)

Schmidt, Peter (3)

Zicchino, Lea (3)

Gerardi, Kristopher (3)

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 (2018 and 2017)

YearTitle of citing document
2018Provision 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.

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2018Valuation of contingent convertible catastrophe bonds - the case for equity conversion. (2018). Burnecki, Krzysztof ; Palmowski, Zbigniew ; Nicol, Mario. In: Papers. RePEc:arx:papers:1804.07997.

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2017Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1702.

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2018The 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.

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2018Credit risk and bank competition in Sub-Saharan Africa. (2018). NOAH, Alphonse ; Jacolin, Luc ; Brei, Michael. In: Working papers. RePEc:bfr:banfra:664.

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2018Determinants of bank profitability in emerging markets. (2018). Murcia, Andrés ; Kohlscheen, Emanuel ; Contreras, Juan ; Pabon, Andres Murcia . In: BIS Working Papers. RePEc:bis:biswps:686.

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2017Economic 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.

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2017Fiscal policy effects on non-performing loan formation. (2017). Siakoulis, Vasilis. In: Working Papers. RePEc:bog:wpaper:224.

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2017Can 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.

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2017Bank profitability and risk-taking under low interest rates. (2017). Bikker, Jacob ; Vervliet, Tobias . In: DNB Working Papers. RePEc:dnb:dnbwpp:560.

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2018CREDIT RISK AND BANK COMPETITION IN SUB-SAHARAN AFRICA. (2018). NOAH, Alphonse ; Jacolin, Luc ; Brei, Michael. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-27.

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2017A 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.

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2019Hedge fund return higher moments over the business cycle. (2019). Racicot, François-Éric ; Theoret, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:73-97.

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2017Monetary 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.

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2017International 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.

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2017Cyclically 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.

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2017Peer 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.

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2017Does 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.

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2019Valuation of contingent convertible catastrophe bonds — The case for equity conversion. (2019). Burnecki, Krzysztof ; Giuricich, Mario Nicolo ; Palmowski, Zbigniew. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:238-254.

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2017Do 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.

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2017Liquidity 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.

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2018Credit 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.

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2017A 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.

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2019Market 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.

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2017Unexpected 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.

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2018Macro 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.

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2018Many 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.

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2017Credit, 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.

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2018Multi-moment risk, hedging strategies, & the business cycle. (2018). Racicot, François-Éric ; Theoret, Raymond . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:637-675.

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2017Do 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.

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2017Is 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.

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2017How 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.

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2018Empirical 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.

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2017Can 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.

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2018Private Sector Credit and Inflation Volatility. (2018). Katusiime, Lorna. In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:2:p:28-:d:142810.

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2018Housing, 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.

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2018Toward 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.

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2018Impacts 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.

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2019Financial 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.

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2018A 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.

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2017The 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.

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2017The Interplay between Ex-post Credit Risk and the Cycles: Evidence from the Italian banks. (2017). Anastasiou, Dimitrios. In: MPRA Paper. RePEc:pra:mprapa:79470.

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2019Non-performing loans in European systemic and non-systemic banks. (2019). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:94008.

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2018Does 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.

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2018DETERMINANTS 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.

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2018Shareholder 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.

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2019Determinants of non-performing loans: What do we know? A systematic review and avenues for future research. (2019). Manz, Florian. In: Management Review Quarterly. RePEc:spr:manrev:v:69:y:2019:i:4:d:10.1007_s11301-019-00156-7.

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2018Is Basel III counter-cyclical: The case of South Africa?. (2018). Molise, Thabang ; Liu, Guangling. In: Working Papers. RePEc:sza:wpaper:wpapers303.

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2017Credit 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.

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2017Bank Profitability and Risk-Taking under Low Interest Rates. (2017). Bikker, Jacob ; Vervliet, Tobias M. In: Working Papers. RePEc:use:tkiwps:1710.

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2018Mortgage 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.

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Mario Quagliariello has edited the books:

YearTitleTypeCited

Works by Mario Quagliariello:

YearTitleTypeCited
2010The regulatory reform proposed by the Basel Committee In: BANCARIA.
[Full Text][Citation analysis]		article0
2013Asset quality assessment and stress test for European banks In: BANCARIA.
[Full Text][Citation analysis]		article0
2009Dynamic provisioning: rationale, functioning, and prudential treatment In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper15
2010Countercyclical contingent capital (CCC): possible use and ideal design In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper5
2010Pro-cyclicality of capital regulation: is it a problem? How to fix it? In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper23
2010Lessons learned from the financial crisis for financial stability and banking supervision In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper1
2010Regulatory impact assessment at the Bank of Italy In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper3
2006Banks� Riskiness Over the Business Cicle: a Panel Analysis on Italian Intermediaries In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper7
2007Macroeconomic uncertainty and banks lending decisions: The case of Italy In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper23
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: 23		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: 23		paper
2008Credit risk and business cycle over different regimes In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper6
2013Incentives through the cycle: microfounded macroprudential regulation In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		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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2008Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article50
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: 50		paper
2009Asymmetric effects of the business cycle on bank credit risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article51
2005The Value of Market Information in Banking Supervision: Evidence from Italy In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article6
2007Analisi dimpatto della regolamentazione bancaria: metodologie e applicazioni In: Mercato Concorrenza Regole.
[Full Text][Citation analysis]		article0
2004Ciclo economico e rischiosità dei portafogli bancari: unanalisi panel sullItalia In: Banca Impresa Società.
[Full Text][Citation analysis]		article0
2005La relazione tra capitale e rischio nelle banche italiane: un approccio a equazioni simultanee In: Banca Impresa Società.
[Full Text][Citation analysis]		article0
2006Stress testing credit risk: experience from the italian FSAP In: BNL Quarterly Review.
[Full Text][Citation analysis]		article1
2006Stress testing credit risk: experience from the italian FSAP.(2006) In: Banca Nazionale del Lavoro Quarterly Review.
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2007Banks riskiness over the business cycle: a panel analysis on Italian intermediaries In: Applied Financial Economics.
[Full Text][Citation analysis]		article68
Market and Supervisory Information: Some Evidence from Italian Banks In: Discussion Papers.
[Full Text][Citation analysis]		paper1
Banks Performance over the Business Cycle: A Panel Analysis on Italian Intermediaries In: Discussion Papers.
[Full Text][Citation analysis]		paper9

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