Lea Zicchino : Citation Profile

Columbia University (50% share)
Prometeia (50% share)

8

H index

8

i10 index

1132

Citations

RESEARCH PRODUCTION:

7

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 56
   Journals where Lea Zicchino has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 2 (0.18 %)

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   Permalink: http://citec.repec.org/pzi14
   Updated: 2026-02-07    RAS profile: 2022-10-27    
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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 Lea Zicchino.

Is cited by:

Asongu, Simplice (147)

Odhiambo, Nicholas (45)

Nwachukwu, Jacinta (18)

Mamatzakis, Emmanuel (15)

Efobi, Uchenna (14)

Coulibaly, Dramane (14)

Tchamyou, Vanessa (14)

Rault, Christophe (14)

Boubtane, Ekrame (13)

Bouvatier, Vincent (11)

Biekpe, Nicholas (10)

Cites to:

Tsomocos, Dimitrios (15)

Levine, Ross (11)

Gilchrist, Simon (7)

Gambacorta, Leonardo (6)

Pesaran, Mohammad (6)

Whited, Toni (5)

Schuermann, Til (5)

Brunnermeier, Markus (4)

Beck, Thorsten (4)

Ball, Laurence (4)

Fazzari, Steven (3)

Main data

Where Lea Zicchino has published?

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics3
OFRC Working Papers Series / Oxford Financial Research Centre3
Bank of England working papers / Bank of England2

Recent works citing Lea Zicchino (2025 and 2024)

YearTitle of citing document
2025Green Finance and Deforestation Reduction in Brazil: a PVAR Analysis of the Amazon Fund. (2025). Andr, Loris ; Ramos-Tallada, Julio. In: Working papers. RePEc:bfr:banfra:998.

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2024A computable general equilibrium model of the monetary policy implications for financial stability in South Africa. (2024). Beyers, Conrad ; Esselmensah, Kojo A ; Tsomocos, Dimitrios P. In: South African Journal of Economics. RePEc:bla:sajeco:v:92:y:2024:i:4:p:415-443.

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2025Feeling Rich, Feeling Poor: Housing Wealth Effects and Consumption in Europe. (2025). Cevik, Serhan ; Naik, Sadhna. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:1:ceviknaik.

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2025How does investment efficiency affect financial distress risk? Evidence from China. (2025). Geng, Huixia ; Zhu, Hongbing ; Lau, Wei Theng ; Nor, Normaziah Mohd ; Ab, Nazrul Hisyam. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s221463502500005x.

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2024House prices and credit as transmission channels from monetary policy to inequality: Evidence from OECD countries. (2024). Vale, Sofia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:293-307.

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2025Revisiting the impact of financial shocks on the fiscal position of euro area countries. (2025). Verbič, Miroslav ; Zabavnik, Darja. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:622-635.

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2024The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach. (2024). Darne, Olivier ; Levy-Rueff, Guy ; Pop, Adrian. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001007.

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2025Assessing the nexus between industrialization and inclusive green growth in Africa. The critical role of energy efficiency. (2025). Djeunankan, Ronald ; Ndoya, Hermann ; Tadadjeu, Sosson ; Kamguia, Brice. In: Ecological Economics. RePEc:eee:ecolec:v:233:y:2025:i:c:s0921800925000849.

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2025The impact of capital-based macroprudential policy on banks’ balance sheet composition. (2025). Mandas, Marco ; Goodell, John W. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525002149.

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2024Shadow economy implications of financial development in Africa: Do income groups also matter?. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ridwan, Lanre Ibrahim ; Ajide, Kazeem Bello ; Cifuentes-Faura, Javier. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000025.

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2024Does geopolitical uncertainty matter for the diffusion of clean energy?. (2024). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001610.

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2024The ‘complex’ transition: Energy intensity and CO2 emissions amidst technological and structural shifts. Evidence from OECD countries. (2024). Cucculelli, Marco ; Nissi, Eugenia ; Colantonio, Emiliano ; Marra, Alessandro. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004109.

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2024Unveiling the Nexus: Climate change, green innovation, and the pendulum of energy consumption and carbon emissions. (2024). Suardi, Sandy ; Kirat, Yassine ; Prodromou, Tina. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324004353.

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2025Lubrication or ignition? The role of asymmetric oil trade in Russias international conflicts. (2025). Hu, Pan ; Panwang, Yuang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002233.

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2025High temperatures and national saving: Experience in the latest six decades. (2025). Liao, Hua ; Hu, Yiming. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002592.

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2024Oil price shocks and energy transition in Africa. (2024). Nchofoung, Tii N. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004408.

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2024Oil market cyclical shocks and fiscal stance in OPEC+. (2024). Sohag, Kazi ; Samargandi, Nahla ; Kalina, Irina. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224007217.

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2025European industrial production in the face of energy dynamics and geopolitical shocks. (2025). Sohag, Kazi ; Karass, Vsevolod ; Alam, Khorshed. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225000933.

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2024Social media information diffusion and excess stock returns co-movement. (2024). Chen, Zhang-Hangjian ; Wu, Wang-Long ; Li, Sai-Ping ; Bao, Kun ; Koedijk, Kees G. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005525.

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2024Social media and family investment behavior. (2024). Zhao, Zhen ; Li, Xiangmin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s154461232301317x.

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2024The impact of COVID-19 on sovereign contagion. (2024). Moratis, Georgios ; Drakos, Anastasios. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300089x.

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2024Immigration, policies of integration and healthcare expenditure: A longitudinal analysis of the INHS (2002‒2018). (2024). Sargiacomo, Massimo ; Antonucci, Gianluca ; Neri, Francesca ; D'Andreamatteo, Antonio. In: Health Policy. RePEc:eee:hepoli:v:142:y:2024:i:c:s0168851023002452.

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2024The impact of institutions on economic growth: Evidence for advanced economies and Latin America and the Caribbean using a panel VAR approach. (2024). de Almeida, Sivanildo Jose ; Esperidio, Fernanda ; de Moura, Fabio Rodrigues. In: International Economics. RePEc:eee:inteco:v:178:y:2024:i:c:s2110701724000039.

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2025The impact of the U.S. Covid-19 response on remittance flows to emerging markets and developing economies. (2025). Simpson, Nicole ; Bansak, Cynthia ; Glebocki, Helena. In: International Economics. RePEc:eee:inteco:v:182:y:2025:i:c:s2110701725000034.

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2024FinTech matters in sustainable finance: Does it redistribute the supply of financial services?. (2024). Wang, Qunwei ; Zhou, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001816.

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2024Size isnt everything: Understanding the relationship between police workforce and crime problems. (2024). Johnson, Shane D ; Birks, Dan ; Bowers, Kate ; Kim, Eon. In: Journal of Criminal Justice. RePEc:eee:jcjust:v:95:y:2024:i:c:s0047235224001405.

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2024Agricultural commodities’ price transmission from international to local markets in developing countries. (2024). Rogna, Marco ; Emediegwu, Lotanna E. In: Food Policy. RePEc:eee:jfpoli:v:126:y:2024:i:c:s0306919224000630.

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2024How do mineral resources trade and financial development affect green entrepreneurship in resource-rich economies?. (2024). Li, Yuming ; Ullah, Sana ; Chen, Ping ; Hafeez, Muhammad ; Ozturk, Ilhan. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011522.

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2024Exacerbate or alleviate? Impact of controlling shareholders share pledging on over-investment. (2024). Lau, Wei Theng ; Nor, Normaziah Mohd ; Ab, Nazrul Hisyam ; Geng, Huixia ; Zhu, Hongbing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000921.

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2024Mineral import behavior in response to shocks: A nonlinear perspective. (2024). Zambrano-Monserrate, Manuel. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:1:p:14-24.

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2025Renewable energy technology innovation, climate risk, and carbon emission reduction: A cross-country analysis. (2025). Zang, Hong ; Wang, Miao ; Zhang, Xinmin. In: Renewable Energy. RePEc:eee:renene:v:240:y:2025:i:c:s0960148124022043.

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2025Dynamic interaction and evolution analysis of the resource-environment-economy-society complex system in China under the advancement of smart cities. (2025). Zhang, Kerong ; Xuan, YE ; Jiang, Liangyu. In: Renewable Energy. RePEc:eee:renene:v:244:y:2025:i:c:s0960148125003660.

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2024Analysis of the Impact of Information and Communication Technology, Digitalization, Renewable Energy and Financial Development on Environmental Sustainability. (2024). Charfeddine, Lanouar ; Kahia, Montassar ; Hussain, Bilal. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:201:y:2024:i:c:s1364032124003356.

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2025Exploring the dynamic nexus of factors shaping crop production. (2025). Rivel, Prince Dorian ; Bernard, Jean Baptiste. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:210:y:2025:i:c:s1364032124008888.

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2025The moderating role of government intervention in the relationship between investment in artificial intelligence and the development of financial markets. (2025). Garca, Javier Snchez ; Rambaud, Salvador Cruz ; Maturo, Fabrizio ; Perals, Paula Ortega. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s105905602500615x.

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2024Sustainability of lending diversification of sub-Saharan African low-income countries. (2024). Souar, Ismaila ; Wane, Abdrahmane ; Ndoye, Marme ; Sne, Babacar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005926.

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2024ESG reputational risk and market valuation: Evidence from the European banking industry. (2024). de Lisa, Riccardo ; Lahmar, Oumaima ; Mandas, Marco ; Piras, Luca. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000795.

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2024Interplay between oil prices, country risks, and stock returns in the context of global conflict: A PVAR approach. (2024). Du, Qunyang ; Dong, Qingyuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003386.

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2025The impact of airport opening on urban financial development: Evidence from China. (2025). Yang, Hangjun ; Jing, Puxuan ; Hou, Meng ; Ke, DI. In: Transport Policy. RePEc:eee:trapol:v:172:y:2025:i:c:s0967070x2500318x.

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2024External arms embargoes and their implications for government expenditure, democracy and internal conflict. (2024). Murshed, Syed Mansoob ; Dizaji, Sajjad Faraji. In: World Development. RePEc:eee:wdevel:v:173:y:2024:i:c:s0305750x23002280.

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2024Institutions and financial development: Comparative analysis of developed and developing economies. (2024). Burnquist, Heloisa Lee ; Lisbinski, Fernanda Cigainski. In: EconomiA. RePEc:eme:econpp:econ-11-2023-0201.

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2025Exploring the Link Between Energy Consumption, Economic Growth, and Ecological Footprint in the Major Importers of Poland Energy: A Panel Data Analysis. (2025). Bedycka-Brawska, Aneta ; Brawski, Piotr ; Rokicki, Tomasz ; Kutlar, Aziz ; Noorzai, Mohammad Tawfiq. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:13:p:3303-:d:1686183.

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2024Spatiotemporal Characteristics and Interactive Effect between Urbanization and Sustainable Urban Development: Evidence from Yangtze River Delta. (2024). Yang, Qingke ; Liu, Mengning ; Zhao, Jinli. In: Land. RePEc:gam:jlands:v:13:y:2024:i:7:p:965-:d:1426844.

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2024Dynamic Interactions of Urban Land Use Efficiency, Industrial Structure, and Carbon Emissions Intensity in Chinese Cities: A Panel Vector Autoregression (PVAR) Approach. (2024). Yang, Guihong ; Wang, Xuxi ; Peng, LI ; Zhang, Xinyue. In: Land. RePEc:gam:jlands:v:14:y:2024:i:1:p:57-:d:1557678.

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2024Towards Greener Futures: Investigating the Nexus of Social, Human, and Institutional Capital in Sustainable Waste Management. (2024). Cascioli, Piera ; Odoardi, Iacopo ; Furia, Donatella ; Quaglione, Davide ; Dingiullo, Dario. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:13:p:5386-:d:1421615.

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2024Interaction Effect of Export Trade, Foreign Direct Investment and Technological Independent Innovation in China. (2024). Li, Xianke. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:8:p:3211-:d:1374099.

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2025The Dynamic Relationships Among Green Technological Innovation, Government Policies, and the Low-Carbon Transformation of the Manufacturing Industry in the Yangtze River Economic Belt: An Analysis Based on the PVAR Model. (2025). Xiong, Pingping ; Shangguan, Jiawei ; Wang, Jie ; Ye, Zhexuan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:10:p:4544-:d:1657044.

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2025Deciphering the Intricate Influence of Greenwashing and Environmental Performance on Financial Outcome Through Panel VAR/GMM Analysis. (2025). Liao, Gaoke ; Sidney, Mangenda Tshiaba. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:9:p:3906-:d:1643030.

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2024The Determinants of Renewable Energy Consumption: Which Factors are Most Important?. (2024). BAZIN, Damien ; Kacem, Rami H ; Khribich, Abir. In: GREDEG Working Papers. RePEc:gre:wpaper:2024-08.

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2025Is the CEMAC Banking System Resilient to Macrofinancial Shocks ?. (2025). Ntonga, Fabien Clive ; Avom, Dsir ; Blaise, Etienne Indit. In: Post-Print. RePEc:hal:journl:hal-05057312.

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2024Sustainability of lending diversification of sub-Saharan African low-income countries. (2024). Ndoye, Marme ; Sene, Babacar ; Souar, Ismaila ; Wane, Abdrahmane. In: Post-Print. RePEc:hal:journl:hal-05182576.

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2024The Usability of Bank Capital Buffers and Credit Supply Shocks at SMEs during the Pandemic. (2024). Seay, Matthew P ; Berrospide, Jose M ; Gupta, Arun. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:3:a:5.

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2024Does the presence of democratic traits enhance Africa’s appeal for foreign direct investment?. (2024). Ajide, Kazeem Bello. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:6:d:10.1007_s10644-024-09820-9.

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2024Corporate social responsibility, earnings management and firm performance: evidence from panel VAR estimation. (2024). Hyun, Soonchul ; Anderson, Mark ; Warsame, Hussein. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:1:d:10.1007_s11156-023-01203-x.

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2025Government Expenditure and Inclusive Growth: Advanced vs. Developing Economies. (2025). PARK, DONGHYUN ; Seok, Byoung Hoon. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:2508.

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2024Artificial intelligence and religious freedom: divergent paths converging on economic expansion. (2024). He, Yugang. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02642-0.

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2024ESG uncertainty, investor attention and stock price crash risk in China: evidence from PVAR model analysis. (2024). Meng, Tiantian ; Ma, Rongyi ; Zheng, Minyu ; Yu, Danni. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03621-1.

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2025The effect of macroeconomic shocks on non-performing loans and credit risk in the iranian banking system using time-varying parameter vector autoregressions. (2025). Reghabi, Atefeh ; Peykani, Pejman ; Sargolzaei, Mostafa ; Oprean-Stan, Camelia ; Kamyabfar, Hamidreza. In: PLOS ONE. RePEc:plo:pone00:0329587.

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2025Entrepreneurship and business cycles: Global evidence. (2025). Ho, Sin-Yu ; Beri, Parfait. In: MPRA Paper. RePEc:pra:mprapa:123786.

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2024Non-performing loans (NPLs) and non-performance: evidence from South Asian banks. (2024). Bhowmik, Probir Kumar ; Sarker, Niluthpaul. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:13:y:2024:i:2:p:197-206.

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2025Relationship Between Macroeconomic instability and current account in WAEMU countries. (2025). Eby, Moro Jean-Pierre ; Koffi, Mounoufie Valery ; Arthur, Dago Okoubi. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:165-174.

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2024The impact of negative oil shocks on military spending and democracy in the oil states of the greater Middle East: Implications for the oil sanctions. (2024). Dizaji, Sajjad F. In: Journal of Peace Research. RePEc:sae:joupea:v:61:y:2024:i:2:p:197-213.

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2025Certified by social networks: the role of social certifications in medical crowdfunding. (2025). Zhang, Fangliang ; Li, Xianguo ; Hao, Wanting. In: Electronic Commerce Research. RePEc:spr:elcore:v:25:y:2025:i:3:d:10.1007_s10660-023-09748-8.

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2025A positive spiral effect of M-health app videos. (2025). Oh, Junhyoung ; Kim, Hyunsung ; Koh, Byungwan. In: Electronic Markets. RePEc:spr:elmark:v:35:y:2025:i:1:d:10.1007_s12525-025-00773-z.

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2024Energy consumption, economic growth and Ecological footprint relationship in the top Russian energy importers: a panel data analysis. (2024). Kabasakal, Ali ; Acar, Samet ; Kutlar, Aziz ; Oncel, Abidin. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:8:d:10.1007_s10668-023-03517-1.

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2024How Corruption Mitigates the Effect of FDI on Economic Growth?. (2024). Yahyaoui, Ismahene. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01098-y.

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2024Immigration, Growth and Unemployment: Panel VAR Evidence From Ε.U. Countries. (2024). Dritsaki, Chaido. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01909-w.

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2025Public Health Expenditure and Health Outcomes in Africa: The Moderating Effect of ICT Development. (2025). Btila, Rafiou Raphal. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02069-7.

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2025The Impact of Oil Price Shocks on Oil and Gas Production Amidst Geopolitical Risk in OPEC: Insights from Method of Moments Quantile Regression. (2025). Islam, Md. Monirul ; Ahmed, Faroque ; Ur, Anis ; Alam, Md Fakhre. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-02296-y.

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2025Diversification-Performance Linkage: Does Market Structure Play a Moderating Role in India?. (2025). Chakraborty, Indrani ; Bose, Zinnia Mitra. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:2:d:10.1007_s40953-024-00436-4.

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2024Do exports enhance savings in the developing economies? An analysis of Maizels’ hypothesis. (2024). , Nazaria ; Trofimov, Ivan D. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:26:y:2024:i:1:d:10.1007_s40847-023-00259-8.

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2025The asymmetric impact of economic policy uncertainty, trade and geopolitical risk on firm-level investment in BRICS countries fresh insights from multiple thresholds NARDL approach. (2025). Ettayib, Mezouri ; Mimouni, Yassine ; Trari, Medjaoui-Hocine. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:10:d:10.1007_s43546-025-00902-y.

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2024Financial development impact on domestic investment: does income level matter?. (2024). Yoo, Tae Hwan ; He, Yizhou. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2321811.

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2025Impact of Tech‐Enabled Financial Disruptions and Internet Plus Initiative on Environmental, Social, and Governance (ESG) Performance in China: Evidence From a PVAR Approach. (2025). Agboare, Edward Idemudia ; Iftikhar, Huma ; Guang, Luo. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:6:p:3467-3485.

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2024Do human capital development and innovation matter in sustaining economic development? Panel data evidence from selected developing economies. (2024). Sahu, Tarak Nath ; Agarwalla, Megha. In: Sustainable Development. RePEc:wly:sustdv:v:32:y:2024:i:6:p:6864-6880.

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2024Monetary policy, bank lending, and inflation in the post-pandemic recovery era: A case of the East African Community. (2024). Ochen, Ronald. In: KBA Centre for Research on Financial Markets and Policy Working Paper Series. RePEc:zbw:kbawps:297993.

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Works by Lea Zicchino:

YearTitleTypeCited
2011Towards Basel 3: ten years of limits to credit growth? In: BANCARIA.
[Full Text][Citation analysis]		article0
2005Macro stress tests of UK banks In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter40
2006A MODEL OF BANK CAPITAL, LENDING AND THE MACROECONOMY: BASEL I VERSUS BASEL II* In: Manchester School.
[Full Text][Citation analysis]		article38
2005A model of bank capital, lending and the macroeconomy: Basel I versus Basel II.(2005) In: Bank of England working papers.
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2005A model of bank capital, lending and the macro economy: Basel I versus Basel II.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
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2005Stress tests of UK banks using a VAR approach In: Bank of England working papers.
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2005Un modelo para analizar la fragilidad financiera In: Monetaria.
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2006Financial development and dynamic investment behavior: Evidence from panel VAR In: The Quarterly Review of Economics and Finance.
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2006Towards a measure of financial fragility In: LSE Research Online Documents on Economics.
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2007Towards a measure of financial fragility.(2007) In: Annals of Finance.
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2006Towards a Measure of Financial Fragility.(2006) In: Economics Series Working Papers.
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2006Towards a Measure of Financial Fragility.(2006) In: OFRC Working Papers Series.
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2005On modelling endogenous default In: LSE Research Online Documents on Economics.
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2005On Modelling Endogenous Default.(2005) In: Economics Series Working Papers.
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2005On Modelling Endogenous Default.(2005) In: OFRC Working Papers Series.
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2006Searching for a Metric for Financial Stability.(2006) In: Economics Series Working Papers.
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2006Searching for a Metric for Financial Stability.(2006) In: OFRC Working Papers Series.
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2008Bank Losses, Monetary Policy and Financial Stability—Evidence on the Interplay from Panel Data In: IMF Working Papers.
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2010Strengthening banks capital positions: a first look at the effects of the Basel Committees proposals In: Banca Impresa Società.
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2022Model-based approach for scenario design: stress test severity and banks resiliency In: Quantitative Finance.
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2002Financial development and dynamic investment behavior : evidence from panel vector autoregression In: Policy Research Working Paper Series.
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