2
H index
1
i10 index
33
Citations
Matteo Farnè : Citation Profile
Alma Mater Studiorum - Università di Bologna | RESEARCH PRODUCTION: 12 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2016 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Matteo Farnè. | Is cited by:
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Main data
Where Matteo Farnè has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Multivariate Analysis | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series / European Central Bank | 3 |
Recent works citing Matteo Farnè (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Business Model Contributions to Bank Profit Performance: A Machine Learning Approach. (2024). Lozano-Vivas, Ana ; Duran, Miguel ; Bolivar, F. In: Papers. RePEc:arx:papers:2401.12334. Full description at Econpapers || Download paper |
| 2025 | The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series. (2025). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2407.10653. Full description at Econpapers || Download paper |
| 2025 | Multi-Band Variable-Lag Granger Causality: A Unified Framework for Causal Time Series Inference across Frequencies. (2025). Sookkongwaree, Chakattrai ; Lakmuang, Tattep ; Amornbunchornvej, Chainarong. In: Papers. RePEc:arx:papers:2508.00658. Full description at Econpapers || Download paper |
| 2024 | The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/377116. Full description at Econpapers || Download paper |
| 2024 | US banks efficiency after global financial crisis: Transient and persistent decomposition. (2024). Ferrara, Giancarlo ; Kounetas, Konstantinos E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000408. Full description at Econpapers || Download paper |
| 2024 | Business model and ESG pillars: The impacts on banking default risk. (2024). Palmieri, Egidio ; Altunbas, Yener ; Stefanelli, Valeria ; Ferilli, Greta Benedetta ; Geretto, Enrico Fioravante. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004945. Full description at Econpapers || Download paper |
| 2024 | Capital price distortion, financial leverage, and credit risk in commercial banks. (2024). Sun, Guanglin ; Li, Mengding ; An, Jin ; He, Guiqian ; Ma, Baolin. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012297. Full description at Econpapers || Download paper |
| 2025 | Operationalization of the construct “Business model of a Bank”: clustering analyses with deep neural networks. (2025). Schulte-Mattler, Hermann ; Herdt, Manfred. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:3:d:10.1057_s41261-025-00269-y. Full description at Econpapers || Download paper |
| 2025 | Governance, business model and size as drivers of loan’s portfolio management and provisioning in European banks. (2025). Niedzika, Pawe ; Matysek, Anna ; Korzeb, Zbigniew ; Karkowska, Renata. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:3:d:10.1057_s41261-025-00277-y. Full description at Econpapers || Download paper |
Works by Matteo Farnè:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Does a banks business model affect its capital and profitability? In: Economic Notes. [Full Text][Citation analysis] | article | 1 |
| 2017 | Business models of the banks in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2018 | A methodology for automised outlier detection in high-dimensional datasets: an application to euro area banks supervisory data In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Banks risk-taking within a banking union In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Banks’ risk-taking within a banking union.(2021) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | A large covariance matrix estimator under intermediate spikiness regimes In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2024 | Large factor model estimation by nuclear norm plus ℓ1 norm penalization In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2024 | Do retail-oriented banks have less non-performing loans? In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 2 |
| 2022 | A Log-Det Heuristics for Covariance Matrix Estimation: The Analytic Setup In: Stats. [Full Text][Citation analysis] | article | 0 |
| 2022 | A Bootstrap Method to Test Granger-Causality in the Frequency Domain In: Computational Economics. [Full Text][Citation analysis] | article | 3 |
| 2024 | Liszt’s Étude S.136 no.1: audio data analysis of two different piano recordings In: Advances in Data Analysis and Classification. [Full Text][Citation analysis] | article | 0 |
| 2021 | Banks’ business models in the euro area: a cluster analysis in high dimensions In: Annals of Operations Research. [Full Text][Citation analysis] | article | 2 |
| 2024 | ROBOUT: a conditional outlier detection methodology for high-dimensional data In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2024 | An Algebraic Estimator for Large Spectral Density Matrices In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 2 |
| 2016 | Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
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