9
H index
8
i10 index
1216
Citations
Università Commerciale Luigi Bocconi | 9 H index 8 i10 index 1216 Citations RESEARCH PRODUCTION: 14 Articles 8 Papers RESEARCH ACTIVITY: 18 years (2000 - 2018). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psi350 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Andrea Sironi. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Intermediation | 2 |
Journal of Banking & Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 2 |
Post-Print / HAL | 2 |
Year | Title of citing document |
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2023 | Business cycle and realized losses in the consumer credit industry. (2023). Vrins, Frederic ; Roccazzella, Francesco ; Distaso, Walter. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023007. Full description at Econpapers || Download paper |
2024 | The role of CDS spreads in explaining bond recovery rates. (2024). Vrins, Frederic ; Gauthier, Genevieve ; Franois, Pascal ; Barbagli, Matteo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002. Full description at Econpapers || Download paper |
2024 | A New Approach to Estimating Loss-Given-Default Distribution. (2020). Kevkhishvili, Rusudan ; Egami, Masahiko. In: Papers. RePEc:arx:papers:2009.00868. Full description at Econpapers || Download paper |
2023 | Multiparty Democracy in Decentralized Autonomous Organization (DAO): Evidence from MakerDAO. (2022). Sermpinis, Georgios ; Stasinakis, Charalampos ; Chen, XI ; Sun, Xiaotong. In: Papers. RePEc:arx:papers:2210.11203. Full description at Econpapers || Download paper |
2023 | A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper |
2024 | Unconventionally green. (2024). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1453_24. Full description at Econpapers || Download paper |
2023 | Do credit unions have distinct objectives? Evidence from executive compensation structures. (2023). Hueth, Brent ; Zeng, Shuwei ; van Rijn, Jordan. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:94:y:2023:i:1:p:5-38. Full description at Econpapers || Download paper |
2023 | Does ownership concentration affect banks’ credit risk? Evidence from MENA emerging markets. (2023). Jabbouri, Rachid ; Almustafa, Hamza ; Naili, Maryem. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:119-140. Full description at Econpapers || Download paper |
2023 | Bank risk?taking in a mixed duopoly: The role of the state?owned bank. (2022). Guo, Wenchung ; Tseng, Pinglun. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:4:p:688-724. Full description at Econpapers || Download paper |
2023 | Capital requirements and claims recovery: A new perspective on solvency regulation. (2023). Wilhelmy, Lutz ; Weber, Stefan ; Munari, Cosimo. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:329-380. Full description at Econpapers || Download paper |
2023 | The impact of changes in bank capital requirements. (2023). Raja, Akash. In: Bank of England working papers. RePEc:boe:boeewp:1004. Full description at Econpapers || Download paper |
2023 | Banking Stability and Financial Conglomerates in European Emerging Countries. (2023). Kov, Iveta Palea ; Vodov, Pavla Klepkov ; Stavrek, Daniel. In: Cambridge Books. RePEc:cup:cbooks:9781009095112. Full description at Econpapers || Download paper |
2023 | Safe Asset Scarcity and Re-use in the European Repo Market. (2023). Lelyveld, Iman ; van Lelyveld, Iman ; Inhoffen, Justus. In: Working Papers. RePEc:dnb:dnbwpp:787. Full description at Econpapers || Download paper |
2023 | Do election cycles, political stability, and government effectiveness matter for the risk of banks? Evidence from Indian banks. (2023). Maitra, Debasish ; Mvk, Jagannath. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000448. Full description at Econpapers || Download paper |
2023 | Economic preferences for risk-taking and financing costs. (2023). Tsoumas, Chris ; Iosifidi, Maria ; Hasan, Iftekhar ; Delis, Manthos D. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300072x. Full description at Econpapers || Download paper |
2024 | Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x. Full description at Econpapers || Download paper |
2023 | The dark side of bank FinTech: Evidence from a transition economy. (2023). Cheng, Maoyong ; Guo, Pin ; Geng, Hongyan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1811-1830. Full description at Econpapers || Download paper |
2023 | Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework. (2023). Vrins, Frederic ; Barbagli, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001335. Full description at Econpapers || Download paper |
2024 | The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper |
2023 | Political career concerns and bank lending in China. (2023). Wu, Yiping ; Pang, Baoqing ; Tian, Yunlin. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000055. Full description at Econpapers || Download paper |
2023 | Bond issuance and the funding choices of European banks: The consequences of public debt. (2023). Keasey, Kevin ; Cariboni, Jessica ; Rancan, Michela ; Vallascas, Francesco. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000750. Full description at Econpapers || Download paper |
2023 | Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?. (2023). Ferriani, Fabrizio. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001692. Full description at Econpapers || Download paper |
2023 | Banks funding costs: Do ESG factors really matter?. (2023). Giacomini, Emanuela ; Agnese, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006146. Full description at Econpapers || Download paper |
2023 | Effect of COVID-19 on non-performing loans in China. (2023). Zhang, Jie ; Liu, Jinjing ; Kryzanowski, Lawrence. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005499. Full description at Econpapers || Download paper |
2024 | Measuring the risk appetite of bank-controlling shareholders: The Risk-Weighted Ownership index. (2024). Previtali, Daniele ; Murro, Pierluigi ; Bellardini, Luca. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000073. Full description at Econpapers || Download paper |
2023 | Competition and banking efficiency in the WAEMU: The role of multinationals and institutions. (2023). Couchoro, Mawuli Kodjovi ; Aguey, Segnon ; Nantob, N'Yilimon ; Kuessi, Richard. In: International Economics. RePEc:eee:inteco:v:175:y:2023:i:c:p:45-62. Full description at Econpapers || Download paper |
2024 | Does local government debt regulation improve rural banks’ performance? Evidence from China. (2024). Zhang, Xuan ; Wei, LU ; Wang, Zexi ; Liu, Wei ; Jing, Zhongbo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001828. Full description at Econpapers || Download paper |
2023 | Implicit guarantees and the rise of shadow banking: The case of trust products. (2023). Qian, Yiming ; Qj, Jun ; Li, Wei C ; Gu, Xian ; Allen, Franklin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:2:p:115-141. Full description at Econpapers || Download paper |
2023 | Bail-in and bank funding costs. (2023). Galfrascoli, Paola ; Cerasi, Vittoria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000797. Full description at Econpapers || Download paper |
2023 | Banking in the MENA region: The pro-active role of financial and economic freedom. (2023). HAMDI, Helmi ; Khemiri, Mohamed Ali ; Hakimi, Abdelaziz. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:5:p:1058-1076. Full description at Econpapers || Download paper |
2023 | Predicting loss given default of unsecured consumer loans with time-varying survival scores. (2023). Bellotti, Anthony ; Li, Zhiyong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x2300015x. Full description at Econpapers || Download paper |
2023 | Bank funding costs during the COVID-19 pandemic: Evidence from China. (2023). Wen, Huiyu ; Li, Jinxuan ; Gao, Haoyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000720. Full description at Econpapers || Download paper |
2023 | Do competition and market structure affect sensitivity of bank profitability to the business cycle?. (2023). Kowalska, Iwona ; Olszak, Magorzata. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001695. Full description at Econpapers || Download paper |
2023 | The effect of capitalization on the competition-stability Nexus: Evidence from dual banking systems. (2023). Temimi, Akram ; Smaoui, Houcem ; Ernaningsih, Indria. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002238. Full description at Econpapers || Download paper |
2024 | How do banks price carbon risk? Evidence from India. (2024). Kumari, Damini ; Chaudhry, Neeru. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000556. Full description at Econpapers || Download paper |
2023 | The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119. Full description at Econpapers || Download paper |
2023 | Systemic risk in European banks: Does ownership structure matter?. (2023). Jean- Laurent Viviani, ; Srour, Zainab ; Saghi, Nadia ; Jezzini, Mohamad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:88-111. Full description at Econpapers || Download paper |
2024 | Banking sector reforms in a challenging environment: An emerging financial market experience. (2024). Dhruva, Kamini ; Ghulam, Yaseen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1074-1096. Full description at Econpapers || Download paper |
2024 | The impact of financial institutions cross-shareholdings on risk-taking. (2024). Liao, Gaoke ; Lu, Siting ; Chen, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1526-1544. Full description at Econpapers || Download paper |
2024 | Basel liquidity regulation and credit risk market perception: Evidence from large European banks. (2024). Veller, Andrea ; Cavezzali, Elisa ; Rigoni, Ugo ; Simion, Giorgia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000205. Full description at Econpapers || Download paper |
2023 | The Nexus of Banks’ Competition, Ownership Structure, and Economic Growth on Credit Risk and Financial Stability. (2023). Nesa, Zinnatun ; Karim, Ziaul ; Sobhani, Farid Ahammad ; Moudud-Ul, Syed ; Halim, Md Abdul. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:8:p:203-:d:1205132. Full description at Econpapers || Download paper |
2023 | Analysis of the Impact of State-Owned Banks on the Sustainability of Public Finances. (2023). Nehrey, Maryna ; Cherniavska, Olena ; Boiko, Svitlana ; Davydenko, Nadiia. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:9:p:229-:d:1234027. Full description at Econpapers || Download paper |
2023 | Corporate Governance and Operational Performance of Banks in the MENA Region. (2023). Trad, Khodor. In: International Business Research. RePEc:ibn:ibrjnl:v:16:y:2023:i:11:p:60. Full description at Econpapers || Download paper |
2024 | Reassessing the Role of State-Owned Enterprises in Central, Eastern and Southeastern Europe. (2019). Weber, Sebastian ; Richmond, Christine ; Turk, Rima ; Roaf, James ; Parodi, Francisco J ; Dohlman, Peter ; Benedek, Dora. In: IMF Departmental Papers / Policy Papers. RePEc:imf:imfdep:19/11. Full description at Econpapers || Download paper |
2023 | Bankruptcy regime change and credit risk premium on corporate bonds: Evidence from the Indian economy. (2023). Sengupta, Rajeswari ; Vardhan, Harsh. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2023-001. Full description at Econpapers || Download paper |
2023 | Do bankers want their umbrellas back when it rains? Evidence from typhoons in China. (2023). ROMOCEA TURCU, Camelia ; Levieuge, Gregory ; Avril, Pauline. In: Working Papers. RePEc:inf:wpaper:2023.08. Full description at Econpapers || Download paper |
2023 | The bond agio premium. (2023). Güntner, Jochen ; Karner, Benjamin ; Gntner, Jochen. In: Economics working papers. RePEc:jku:econwp:2023-13. Full description at Econpapers || Download paper |
2023 | Determinants of bail-in debt yields in the EU banking sector: a multi-country approach with idiosyncratic factors. (2023). Rocamora, Maria ; Monjas, Manuel ; Suarez, Nuria. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09586-9. Full description at Econpapers || Download paper |
2023 | Reassessing bank monitoring models: an empirical analysis of the value of market signals in the period 2008–2020. (2023). Pacheco, Luis ; Lobo, Julio ; Costa, Tania. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:2:d:10.1057_s41261-022-00194-4. Full description at Econpapers || Download paper |
2023 | Does Country Risk Affect Banking Efficiency: Empirical Evidence from Turkey and Selected Countries from the European Union. (2023). Samarah, Miral R ; Al-Gasaymeh, Anwar. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:6:p:1401-1417. Full description at Econpapers || Download paper |
2023 | Banks in India: A Balancing Act Between Profitability, Regulation and NPA. (2023). Bhimavarapu, Venkata Mrudula ; Kanoujiya, Jagjeevan ; Rastogi, Shailesh. In: Vision. RePEc:sae:vision:v:27:y:2023:i:5:p:650-660. Full description at Econpapers || Download paper |
2023 | Bank regulation, ownership and risk taking behavior in the MENA region: policy implications for banks in emerging economies. (2023). Tariq, Muhammad Usman ; Sahyouni, Ahmad ; Mateev, Miroslav. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:1:d:10.1007_s11846-022-00529-5. Full description at Econpapers || Download paper |
2023 | The impact of external governance and regulatory settings on the profitability of Islamic banks: Evidence from Arab markets. (2023). Bahreini, Mahboubeh ; Athari, Seyed Alireza. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2124-2147. Full description at Econpapers || Download paper |
2023 | Are European commercial banks more profitable than cooperative banks? Evidence from a low interest rate environment. (2023). Tepl, Petr ; Kuc, Matj. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4385-4400. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | Leveraging prices from credit and equity option markets for portfolio risk management. (2024). Boudreault, Mathieu ; Begin, Jeanfranois ; Theriault, Mathieu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:122-147. Full description at Econpapers || Download paper |
2023 | Supply and Demand Effects of Bank Bailouts: Depositors Need Not Apply and Need Not Run. (2023). Schoors, Koen ; Roman, Raluca A ; Lamers, Martien ; Berger, Allen N. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:6:p:1397-1442. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | The evolution of banking regulation since the financial crisis: a critical assessment In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 9 |
2007 | Understanding and measuring liquidity risk In: BANCARIA. [Full Text][Citation analysis] | article | 0 |
2005 | THE BASEL COMMITTEE APPROACH TO RISK-WEIGHTS AND EXTERNAL RATINGS: WHAT DO WE LEARN FROM BOND SPREADS? In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 8 |
2002 | The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios In: BIS Working Papers. [Full Text][Citation analysis] | paper | 59 |
2002 | Strengthening banks market discipline and leveling the playing field: Are the two compatible? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
2007 | Ownership structure, risk and performance in the European banking industry In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 379 |
2007 | Ownership structure, risk and performance in the European banking industry.(2007) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 379 | paper | |
2007 | The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 7 |
2013 | The impact of government ownership on bank risk In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 133 |
2013 | The impact of government ownership on bank risk.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
2003 | The Basel Committee proposals for a new capital accord: implications for Italian banks In: Review of Financial Economics. [Full Text][Citation analysis] | article | 9 |
2003 | The Basel Committee proposals for a new capital accord: implications for Italian banks.(2003) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2000 | Testing for market discipline in the European banking industry: evidence from subordinated debt issues In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 251 |
2001 | Testing for market discipline in the European banking industry: evidence from subordinated debt issues.(2001) In: Proceedings. [Citation analysis] This paper has nother version. Agregated cites: 251 | paper | |
2003 | Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues..(2003) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 251 | article | |
2000 | An analysis of European banks SND issues and its implications for the design of a mandatory subordinated debt policy In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 36 |
2001 | An Analysis of European Banks SND Issues and its Implications for the Design of a Mandatory Subordinated Debt Policy.(2001) In: Journal of Financial Services Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
2010 | What is different about loans? An analysis of the risk structure of credit spreads In: International Journal of Banking, Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2010 | The Basel Committee proposals to reform the capital adequacy system: empirical evidence from past research and implications for future research activity In: Banca Impresa Società. [Full Text][Citation analysis] | article | 0 |
2014 | Breaking up the Bank: Alternative Proposals to Separate Banking Activities. A Critical Analysis In: Rivista di Politica Economica. [Citation analysis] | article | 0 |
2005 | Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads In: The European Journal of Finance. [Full Text][Citation analysis] | article | 36 |
2005 | The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications In: The Journal of Business. [Full Text][Citation analysis] | article | 273 |
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