6
H index
3
i10 index
88
Citations
European Central Bank | 6 H index 3 i10 index 88 Citations RESEARCH PRODUCTION: 7 Articles 11 Papers 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 Laura Parisi. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Risks | 2 |
Macroprudential Bulletin | 2 |
Working Papers Series with more than one paper published | # docs |
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DEM Working Papers Series / University of Pavia, Department of Economics and Management | 6 |
Occasional Paper Series / European Central Bank | 3 |
Working Paper Series / European Central Bank | 2 |
Year | Title of citing document |
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2022 | . Full description at Econpapers || Download paper |
2022 | Climate change and credit risk: the effect of carbon taxes on Italian banks’ business loan default rates. (2022). Angelico, Cristina ; Aiello, Maria Alessia. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_688_22. Full description at Econpapers || Download paper |
2022 | Completing Banking Union? The Role of National Deposit Guarantee Schemes in Shifting Member States Preferences on the European Deposit Insurance Scheme. (2022). Tummler, Mario. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:6:p:1556-1572. Full description at Econpapers || Download paper |
2022 | Advances in numerical weather prediction, data science, and open?source software herald a paradigm shift in catastrophe risk modeling and insurance underwriting. (2022). Slingo, Julia ; Souch, Claire ; Steptoe, Hamish. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:25:y:2022:i:1:p:69-81. Full description at Econpapers || Download paper |
2022 | Effects of Precipitation on Food Consumer Price Inflation. (2022). Moessner, Richhild. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9961. Full description at Econpapers || Download paper |
2022 | A literature review of securities holdings statistics research and a practitioner’s guide. (2022). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:757. Full description at Econpapers || Download paper |
2023 | The valuation haircuts applied to eligible marketable assets for ECB credit operations. (2023). Vocalelli, Giorgio ; Metra, Matteo ; Manzanares, Andres ; Daja, Tomislav ; Camba-Mendez, Gonzalo ; Adler, Martin. In: Occasional Paper Series. RePEc:ecb:ecbops:2023312. Full description at Econpapers || Download paper |
2023 | Enhancing climate resilience of monetary policy implementation in the euro area. (2023). Cruz, Lia Vaz ; Silvonen, Torsti ; Queiroz, Ricardo ; Piloiu, Anamaria ; Torres, Boris Osorno ; Porcel, Rafel Moya ; Heinle, Elke ; Aubrechtova, Jana. In: Occasional Paper Series. RePEc:ecb:ecbops:2023318. Full description at Econpapers || Download paper |
2023 | The Road to Paris: stress testing the transition towards a net-zero economy. (2023). Salleo, Carmelo ; Pizzeghello, Riccardo ; Lelli, Chiara ; Kouratzoglou, Charalampos ; Kordel, Simon ; Fuchs, Maximilian ; Emambakhsh, Tina ; Spaggiari, Martina. In: Occasional Paper Series. RePEc:ecb:ecbops:2023328. Full description at Econpapers || Download paper |
2022 | Euro Area banks sensitivity to changes in carbon price. (2022). Mingarelli, Luca ; Kuik, Friderike ; Belloni, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20222654. Full description at Econpapers || Download paper |
2022 | Non-banks contagion and the uneven mitigation of climate risk. (2022). Sydow, Matthias ; Gourdel, Regis. In: Working Paper Series. RePEc:ecb:ecbwps:20222757. Full description at Econpapers || Download paper |
2023 | Window dressing of regulatory metrics: evidence from repo markets. (2023). Waibel, Martin ; Grill, Michael ; Behn, Markus ; Bassi, Claudio. In: Working Paper Series. RePEc:ecb:ecbwps:20232771. Full description at Econpapers || Download paper |
2023 | The climate and the economy. (2023). Schepens, Glenn ; Popov, Alexander ; Breckenfelder, Johannes ; Porcellacchia, Davide ; Olovsson, Conny ; Marques-Ibaez, David ; Makowiak, Bartosz. In: Working Paper Series. RePEc:ecb:ecbwps:20232793. Full description at Econpapers || Download paper |
2023 | Too levered for Pigou: carbon pricing, financial constraints, and leverage regulation. (2023). Döttling, Robin ; Rola-Janicka, Magdalena ; Dottling, Robin. In: Working Paper Series. RePEc:ecb:ecbwps:20232812. Full description at Econpapers || Download paper |
2022 | Fund portfolio networks: A climate risk perspective. (2022). Amzallag, Adrien. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002174. Full description at Econpapers || Download paper |
2022 | A study of interconnections and contagion among Chinese financial institutions using a ?CoV aR network. (2022). Xu, Zezhou ; Mo, Dongxu ; Chen, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321003950. Full description at Econpapers || Download paper |
2022 | Bearish Vs Bullish risk network: A Eurozone financial system analysis. (2022). Angelini, Eliana ; Wang, Gang-Jin ; Addi, Abdelhamid ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000142. Full description at Econpapers || Download paper |
2022 | Systemic risk and the COVID challenge in the european banking sector. (2022). Borri, Nicola ; di Giorgio, Giorgio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621000315. Full description at Econpapers || Download paper |
2023 | Climate change and credit risk: The effect of carbon tax on Italian banks business loan default rates. (2023). Angelico, Cristina ; Aiello, Maria Alessia. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:1:p:187-201. Full description at Econpapers || Download paper |
2022 | Evaluation of European Deposit Insurance Scheme funding based on risk analysis. (2022). Urea, Antonio Partal ; Ruiz, Rafael Moreno ; Martinez, Eduardo Trigo ; Fernandez-Aguado, Pilar Gomez. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:234-247. Full description at Econpapers || Download paper |
2022 | Greening collateral frameworks. (2022). van Lerven, Frank ; Nikolaidi, Maria ; Gabor, Daniela ; Dafermos, Yannis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116640. Full description at Econpapers || Download paper |
2022 | Greening capital requirements. (2022). Nikolaidi, Maria ; van Lerven, Frank ; Dafermos, Yannis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116946. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Greening capital requirements. (2022). Dafermos, Yannis ; Nikolaidi, Maria. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:37779. Full description at Econpapers || Download paper |
2023 | Assessing the economic consequences of an energy transition through a biophysical stock-flow consistent model. (2023). Yilmaz, Devrim ; Andrieu, Baptiste ; Delannoy, Louis ; Jacques, Pierre ; Godin, Antoine ; Jeanmart, Herve. In: Post-Print. RePEc:hal:journl:hal-04087628. Full description at Econpapers || Download paper |
2023 | The Evolving Academic Field of Climate Finance. (2023). Tufano, Peter ; Gasparini, Matteo. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:23-057. Full description at Econpapers || Download paper |
2022 | The low-carbon transition, climate commitments and firm credit risk. (2022). Giuzio, Margherita ; Vozian, Katia ; Nyholm, Ken ; Kramer, Johannes Sebastian ; Kapadia, Sujit ; Carbone, Sante. In: Working Paper Series. RePEc:hhs:rbnkwp:0409. Full description at Econpapers || Download paper |
2023 | Family Ownership and Carbon Emissions. (2023). Eugster, Nicolas ; Borsuk, Marcin ; Kowalewski, Oskar ; Klein, Paul-Olivier. In: Working Papers. RePEc:ies:wpaper:f202301. Full description at Econpapers || Download paper |
2023 | Window Dressing and the Designation of Global Systemically Important Banks. (2023). Senik, Taja ; Lewrick, Ulf ; Garcia, Luis. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-023-00417-3. Full description at Econpapers || Download paper |
2022 | Measuring 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. Full description at Econpapers || Download paper |
2022 | Green Bond Impact Report as an Essential Next Step in Market Development. (2022). Manasses, Gergely ; Paulik, Eva ; Tapaszti, Attila. In: Financial and Economic Review. RePEc:mnb:finrev:v:21:y:2022:i:4:p:180-204. Full description at Econpapers || Download paper |
2023 | Too Levered for Pigou: Carbon Pricing, Financial Constraints, and Leverage Regulation. (2023). Rola-Janicka, Magdalena ; Dottling, Robin. In: OSF Preprints. RePEc:osf:osfxxx:ds7bx. Full description at Econpapers || Download paper |
2023 | Towards a climate just financial system. (2023). Dafermos, Yannis. In: Working Papers. RePEc:soa:wpaper:259. Full description at Econpapers || Download paper |
2022 | Study on early warning of E-commerce enterprise financial risk based on deep learning algorithm. (2022). Zhang, Hongxia ; Shao, Yue ; Cao, Yali. In: Electronic Commerce Research. RePEc:spr:elcore:v:22:y:2022:i:1:d:10.1007_s10660-020-09454-9. Full description at Econpapers || Download paper |
2022 | Measuring systemic risk and contagion in the European financial network. (2022). Tafakori, Laleh ; Rastelli, Riccardo ; Pourkhanali, Armin. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02135-y. Full description at Econpapers || Download paper |
2022 | Systemic risk and the financial network system: an experimental investigation. (2022). Nurpita, Anisa ; Akbar, Saiqa ; Permana, Yudistira. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:4:d:10.1007_s40822-022-00207-7. Full description at Econpapers || Download paper |
2022 | Effective transfer entropy to measure information flows in credit markets. (2022). Pagnottoni, Paolo ; Caserini, Nicolo Andrea. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:4:d:10.1007_s10260-021-00614-1. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Does the G-SIB framework incentivise window-dressing behaviour? Evidence of G-SIBs and reporting banks In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 0 |
2019 | Is taxpayers’ money better protected now? An assessment of banking regulatory reforms ten years after the global financial crisis In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 1 |
2018 | Completing the Banking Union with a European Deposit Insurance Scheme: who is afraid of cross-subsidisation? In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 21 |
2020 | Completing the Banking Union with a European deposit insurance scheme: who is afraid of cross-subsidization?.(2020) In: Economic Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2020 | Liquidity in resolution: estimating possible liquidity gaps for specific banks in resolution and in a systemic crisis In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 2 |
2021 | ECB’s economy-wide climate stress test In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 24 |
2019 | Behind the scenes of the beauty contest: window dressing and the G-SIB framework In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2022 | The double materiality of climate physical and transition risks in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2021 | Climate-related risks to financial stability In: Financial Stability Review. [Full Text][Citation analysis] | article | 7 |
2018 | CoRisk: Credit Risk Contagion with Correlation Network Models In: Risks. [Full Text][Citation analysis] | article | 11 |
2019 | Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution In: Risks. [Full Text][Citation analysis] | article | 2 |
2015 | Monetary transmission models for bank interest rates In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Dynamic models for monetary transmission In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Modeling Systemic Risk with Correlated Stochastic Processes In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Dynamic hierarchical models for monetary transmission In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2016 | CoRisk: measuring systemic risk through default probability contagion In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2016 | Bail in or Bail out? The Atlante example from a systemic risk perspective In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2017 | Sovereign risk in the Euro area: a multivariate stochastic process approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
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