7
H index
6
i10 index
314
Citations
Università Ca' Foscari Venezia | 7 H index 6 i10 index 314 Citations RESEARCH PRODUCTION: 9 Articles 11 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marcella Lucchetta. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Department of Economics, University of Venice "Ca' Foscari" | 2 |
| CESifo Working Paper Series / CESifo | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper |
| 2024 | International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628. Full description at Econpapers || Download paper |
| 2025 | Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007. Full description at Econpapers || Download paper |
| 2024 | Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750. Full description at Econpapers || Download paper |
| 2024 | Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075. Full description at Econpapers || Download paper |
| 2025 | The positive neutral countercyclical capital buffer. (2025). Smets, Frank ; Muoz, Manuel A. In: Bank of England working papers. RePEc:boe:boeewp:1128. Full description at Econpapers || Download paper |
| 2024 | International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814. Full description at Econpapers || Download paper |
| 2025 | Does national culture affect macroprudential policy? An international investigation of regulatory behavior on macroprudential interventions. (2025). Nistor, Simona ; Frca, Ioana Georgiana. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635024001333. Full description at Econpapers || Download paper |
| 2025 | An early prediction model on systemic risk under global risk: Using FinBERT and temporal fusion transformer to multimodal data fusion framework. (2025). Lin, Shu-Ling ; Jin, Xiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000014. Full description at Econpapers || Download paper |
| 2024 | Liquidity regulation, bank capital ratio, and interbank rate. (2024). Moreira, Fernando ; Huang, Chao. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003379. Full description at Econpapers || Download paper |
| 2024 | Functional quantile autoregression. (2024). Liu, Weiyi ; Xiao, Zhijie ; Chen, Rong ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001118. Full description at Econpapers || Download paper |
| 2024 | Should Basel-style liquidity requirements be set countercyclically? Evidence from a numerical analysis. (2024). Archibald, Thomas W ; Moreira, Fernando ; Huang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004344. Full description at Econpapers || Download paper |
| 2024 | Endogenous bank regulation and supervision: Long term implications. (2024). Neyapti, Bilin ; Karakaplan, Mustafa ; Karakoyun, Ouz Kaan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308924000019. Full description at Econpapers || Download paper |
| 2024 | Impact of higher capital buffers on banks’ lending and risk-taking in the short- and medium-term: Evidence from the euro area experiments. (2024). Varraso, Paolo ; Marques, Aurea ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000354. Full description at Econpapers || Download paper |
| 2024 | Excessive bank risk-taking in an infinite horizon economy. (2024). Pozo, Jorge. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000482. Full description at Econpapers || Download paper |
| 2024 | Desirable banking competition and stability. (2024). Benchimol, Jonathan ; Bozou, Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000512. Full description at Econpapers || Download paper |
| 2024 | The benefits are at the tail: Uncovering the impact of macroprudential policy on growth-at-risk. (2024). Galan, Jorge E. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920301340. Full description at Econpapers || Download paper |
| 2024 | International transmission of monetary policy shocks and the bank lending channel: Evidence from Australia. (2024). Singh, Abhay ; Smith, Tom ; Yahyaei, Hamid. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001281. Full description at Econpapers || Download paper |
| 2024 | A balance sheet analysis of monetary policy effects on banks. (2024). Li, Boyao. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000450. Full description at Econpapers || Download paper |
| 2025 | Macroprudential policy spillovers in international banking groups. Beggar-thy-neighbour and the role of internal capital markets. (2025). Marques, Aurea Ponte ; Martn, Diego Vila ; Salleo, Carmelo ; Cappelletti, Giuseppe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002632. Full description at Econpapers || Download paper |
| 2025 | The state-dependent impact of changes in bank capital requirements. (2025). Menno, Dominik ; Lang, Jan Hannes. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000597. Full description at Econpapers || Download paper |
| 2025 | Macroprudential assessment framework and firms’ access to bank credit: Evidence from China. (2025). Liu, Guanchun ; Wu, Jiaqi ; You, Linqing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125002306. Full description at Econpapers || Download paper |
| 2025 | The global financial cycle and macroeconomic tail risks. (2025). Schüler, Yves ; Prieto, Esteban ; Metiu, Norbert ; Emter, Lorenz ; Schler, Yves ; Beutel, Johannes. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000774. Full description at Econpapers || Download paper |
| 2025 | Learning about tail risk: Machine learning and combination with regularization in market risk management. (2025). Wang, Jianzhou ; Lu, Helen ; Zhang, Dongxue ; Xing, Qianyi. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048324002135. Full description at Econpapers || Download paper |
| 2025 | The effect of regulatory requirements on market liquidity: ESG promotion as a special case. (2025). Csóka, Péter ; Cska, Pter ; Hevr, Judit. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002412. Full description at Econpapers || Download paper |
| 2024 | Desirable banking competition and stability. (2024). Benchimol, Jonathan ; Bozou, Caroline. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:emse-04624985. Full description at Econpapers || Download paper |
| 2024 | Desirable banking competition and stability. (2024). Benchimol, Jonathan ; Bozou, Caroline. In: Post-Print. RePEc:hal:journl:emse-04624985. Full description at Econpapers || Download paper |
| 2024 | Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models. (2024). Straughan, Michael ; Sahuc, Jean-Guillaume ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; Durdu, C. Bora ; DE BANDT, OLIVIER ; Scalone, Valerio ; Roehrs, Sigrid ; Ichiue, Hibiki. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:1:a:1. Full description at Econpapers || Download paper |
| 2025 | Understanding Multiple Perspectives on Social Value in Business: An Integrative Review and Typology. (2025). Spanjol, Jelena ; Cruz, Marcelo F. In: Journal of Business Ethics. RePEc:kap:jbuset:v:198:y:2025:i:2:d:10.1007_s10551-024-05692-1. Full description at Econpapers || Download paper |
| 2025 | Liquidity funding and lending in MENA. (2025). Alzoubi, Marwan. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:3:d:10.1057_s41261-025-00270-5. Full description at Econpapers || Download paper |
| 2024 | A balance sheet analysis of monetary policy effects on banks. (2024). Li, Boyao. In: MPRA Paper. RePEc:pra:mprapa:120882. Full description at Econpapers || Download paper |
| 2025 | Impact of monetary policy on financial stability in good times. (2025). Ozili, Peterson. In: MPRA Paper. RePEc:pra:mprapa:125030. Full description at Econpapers || Download paper |
| 2024 | Liquidity and Credit Risk in Indonesia: The Role of FinTech Development. (2024). Yudaruddin, Rizky ; Hapsari, Pebiansyah ; Santi, Eka Nor ; Nugroho, Bramantyo Adi ; Fitrian, Zhikry ; Fitrianto, Yuli. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241245248. Full description at Econpapers || Download paper |
| 2025 | Inside Household Debt: Disentangling Mortgages and Consumer Credit, and Household and Bank Factors. Evidence from Italy. (2025). Affinito, Massimiliano ; Santioni, Raffaele ; Tomassetti, Luca. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:11:y:2025:i:2:d:10.1007_s40797-025-00319-4. Full description at Econpapers || Download paper |
| 2025 | Bank Heterogeneity and Crisis Migration: A General Equilibrium Analysis of Systemic Risk. (2025). Lucchetta, Marcella. In: Working Papers. RePEc:ven:wpaper:2025:05. Full description at Econpapers || Download paper |
| 2025 | UNDERSTANDING THE GREAT RECESSION THROUGH THE BANKING SECTOR. (2025). Ogawa, Toshiaki. In: International Economic Review. RePEc:wly:iecrev:v:66:y:2025:i:1:p:331-361. Full description at Econpapers || Download paper |
| 2024 | Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions. (2024). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:5:p:1099-1127. Full description at Econpapers || Download paper |
| 2024 | Desirable banking competition and stability. (2024). Benchimol, Jonathan ; Bozou, Caroline. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:323973. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Bank credit to medium-sized enterprises in Italy: the trends before and during the crisis In: BANCARIA. [Full Text][Citation analysis] | article | 0 |
| 2007 | What Do Data Say About Monetary Policy, Bank Liquidity and Bank Risk Taking? In: Economic Notes. [Full Text][Citation analysis] | article | 26 |
| 2013 | Bank Competition and Financial Stability: A General Equilibrium Exposition In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2015 | Forecasting Tail Risks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 53 |
| 2017 | Forecasting Tail Risks.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
| 2014 | Investigating the US consumer credit determinants using linear and non-linear cointegration techniques In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2015 | Does the bank risk concentration freeze the interbank system? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2014 | Sluggish US employment recovery after the Great Recession: Cyclical or structural factors? In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2017 | Banking competition and welfare In: Annals of Finance. [Full Text][Citation analysis] | article | 5 |
| 2011 | Systemic Risks and the Macroeconomy In: NBER Chapters. [Full Text][Citation analysis] | chapter | 59 |
| 2011 | Systemic Risks and the Macroeconomy.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
| 2014 | Microprudential Regulation in a Dynamic Model of Banking In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 89 |
| 2016 | The Status Quo Crisis: Global Financial Governance after the 2008 Meltdown In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2010 | Opacity of Banks and Runs with Solvency In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Bank Market Structure, Systemic Risk, and Interbank Market Breakdowns In: RSCAS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Financial Intermediation, Competition, and Risk : A General Equilibrium Exposition In: Discussion Paper. [Full Text][Citation analysis] | paper | 7 |
| 2011 | Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking In: Discussion Paper. [Full Text][Citation analysis] | paper | 47 |
| 2012 | Capital regulation, liquidity requirements and taxation in a dynamic model of banking.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2013 | A knowledge economy approach in empirical growth models for the Nordic countries In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Emerging Stock Premia: Do Industries Matter? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Do we need a stochastic trend in cay estimation? Yes. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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