Laura Parisi : Citation Profile

Are you Laura Parisi?

European Central Bank

6

H index

3

i10 index

88

Citations

RESEARCH PRODUCTION:

7

Articles

11

Papers

RESEARCH ACTIVITY:

   7 years (2015 - 2022). See details.
   Cites by year: 12
   Journals where Laura Parisi has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 5 (5.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1086
   Updated: 2023-11-04    RAS profile: 2022-11-08    
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Relations with other researchers

Works with:

Wedow, Michael (4)

Giudici, Paolo (2)

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

Is cited by:

Giudici, Paolo (4)

Nikolaidi, Maria (3)

Popov, Alexander (3)

Dafermos, Yannis (3)

Ahelegbey, Daniel Felix (2)

Lewrick, Ulf (2)

Döttling, Robin (2)

Petroulakis, Filippos (1)

Borri, Nicola (1)

Faria-e-Castro, Miguel (1)

Boermans, Martijn (1)

Cites to:

Acharya, Viral (17)

Giudici, Paolo (17)

Lucas, Andre (13)

Koopman, Siem Jan (13)

Schwaab, Bernd (13)

battiston, stefano (12)

Maudos, Joaquin (12)

Billio, Monica (12)

Peltonen, Tuomas (10)

Schweitzer, Frank (10)

Lorenz, Jan (10)

Main data

Where Laura Parisi has published?

Journals with more than one article published# docs
Risks2
Macroprudential Bulletin2

Working Papers Series with more than one paper published# docs
DEM Working Papers Series / University of Pavia, Department of Economics and Management6
Occasional Paper Series / European Central Bank3
Working Paper Series / European Central Bank2

Recent works citing Laura Parisi (2023 and 2022)

YearTitle of citing document
2022.

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2022Climate 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.

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2022Completing 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.

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2022Advances 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.

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2022Effects of Precipitation on Food Consumer Price Inflation. (2022). Moessner, Richhild. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9961.

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2022A literature review of securities holdings statistics research and a practitioner’s guide. (2022). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:757.

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2023The 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.

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2023Enhancing 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.

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2023The 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.

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2022Euro Area banks sensitivity to changes in carbon price. (2022). Mingarelli, Luca ; Kuik, Friderike ; Belloni, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20222654.

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2022Non-banks contagion and the uneven mitigation of climate risk. (2022). Sydow, Matthias ; Gourdel, Regis. In: Working Paper Series. RePEc:ecb:ecbwps:20222757.

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2023Window 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.

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2023The 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.

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2023Too 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.

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2022Fund 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.

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2022A 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.

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2022Bearish 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.

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2022Systemic 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.

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2023Climate 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.

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2022Evaluation 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.

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2022Greening collateral frameworks. (2022). van Lerven, Frank ; Nikolaidi, Maria ; Gabor, Daniela ; Dafermos, Yannis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116640.

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2022Greening capital requirements. (2022). Nikolaidi, Maria ; van Lerven, Frank ; Dafermos, Yannis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116946.

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2022.

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2022Greening capital requirements. (2022). Dafermos, Yannis ; Nikolaidi, Maria. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:37779.

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2023Assessing 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.

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2023The Evolving Academic Field of Climate Finance. (2023). Tufano, Peter ; Gasparini, Matteo. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:23-057.

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2022The 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.

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2023Family Ownership and Carbon Emissions. (2023). Eugster, Nicolas ; Borsuk, Marcin ; Kowalewski, Oskar ; Klein, Paul-Olivier. In: Working Papers. RePEc:ies:wpaper:f202301.

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2023Window 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.

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2022Measuring 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.

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2022Green 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.

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2023Too Levered for Pigou: Carbon Pricing, Financial Constraints, and Leverage Regulation. (2023). Rola-Janicka, Magdalena ; Dottling, Robin. In: OSF Preprints. RePEc:osf:osfxxx:ds7bx.

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2023Towards a climate just financial system. (2023). Dafermos, Yannis. In: Working Papers. RePEc:soa:wpaper:259.

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2022Study 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.

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2022Measuring 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.

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2022Systemic 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.

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2022Effective 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.

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Works by Laura Parisi:

YearTitleTypeCited
2018Does the G-SIB framework incentivise window-dressing behaviour? Evidence of G-SIBs and reporting banks In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article0
2019Is 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]		article1
2018Completing the Banking Union with a European Deposit Insurance Scheme: who is afraid of cross-subsidisation? In: Occasional Paper Series.
[Full Text][Citation analysis]		paper21
2020Completing 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
2020Liquidity in resolution: estimating possible liquidity gaps for specific banks in resolution and in a systemic crisis In: Occasional Paper Series.
[Full Text][Citation analysis]		paper2
2021ECB’s economy-wide climate stress test In: Occasional Paper Series.
[Full Text][Citation analysis]		paper24
2019Behind the scenes of the beauty contest: window dressing and the G-SIB framework In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2022The double materiality of climate physical and transition risks in the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2021Climate-related risks to financial stability In: Financial Stability Review.
[Full Text][Citation analysis]		article7
2018CoRisk: Credit Risk Contagion with Correlation Network Models In: Risks.
[Full Text][Citation analysis]		article11
2019Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution In: Risks.
[Full Text][Citation analysis]		article2
2015Monetary transmission models for bank interest rates In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2015Dynamic models for monetary transmission In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2015Modeling Systemic Risk with Correlated Stochastic Processes In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2015Dynamic hierarchical models for monetary transmission In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2016CoRisk: measuring systemic risk through default probability contagion In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper2
2016Bail in or Bail out? The Atlante example from a systemic risk perspective In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper1
2017Sovereign risk in the Euro area: a multivariate stochastic process approach In: Quantitative Finance.
[Full Text][Citation analysis]		article7

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