Mario Quagliariello : Citation Profile


Are you Mario Quagliariello?

European Central Bank

9

H index

8

i10 index

439

Citations

RESEARCH PRODUCTION:

14

Articles

15

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 27
   Journals where Mario Quagliariello has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 8 (1.79 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pqu31
   Updated: 2024-11-04    RAS profile: 2023-04-08    
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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 Mario Quagliariello.

Is cited by:

Love, Inessa (8)

Turk Ariss, Rima (8)

Calmès, Christian (7)

Ongena, Steven (7)

Jimenez, Gabriel (6)

Jeon, Bang (6)

Athanasoglou, Panayiotis (6)

Dua, Pami (6)

Peydro, Jose-Luis (6)

Puddu, Stefano (5)

Caglayan, Mustafa (5)

Cites to:

Laeven, Luc (6)

Tirole, Jean (5)

Gambacorta, Leonardo (5)

Shleifer, Andrei (5)

Otranto, Edoardo (4)

Bruno, Giancarlo (4)

shin, yongcheol (4)

Reinhart, Carmen (4)

Flannery, Mark (4)

Bernanke, Ben (4)

Marcucci, Juri (4)

Main data


Where Mario Quagliariello has published?


Journals with more than one article published# docs
BANCARIA2
Banca Impresa Società2

Working Papers Series with more than one paper published# docs
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area5
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area4
MPRA Paper / University Library of Munich, Germany2

Recent works citing Mario Quagliariello (2024 and 2023)


YearTitle of citing document
2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

Full description at Econpapers || Download paper

2024Prescreening bank failures with K-means clustering: Pros and cons. (2024). Gormus, Alper ; Parnes, Dror. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001546.

Full description at Econpapers || Download paper

2024The evolution and determinants of the non-performing loan burden in Italian banking. (2024). Williams, Jonathan ; ap Gwilym, Owain ; Pancotto, Livia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x2400057x.

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2024Corruption, lending and bank performance. (2024). Molyneux, Philip ; ben Ammar, Mouldi ; Abuzayed, Bana ; Al-Fayoumi, Nedal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:802-830.

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2023Does Fiscal Consolidation Affect Non-Performing Loans? Global Evidence from Heavily Indebted Countries (HICs). (2023). Sands, John ; Arian, Adam ; Ur, Habib. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:9:p:417-:d:1243372.

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2023A Framework for Integrating Extreme Weather Risk, Probability of Default, and Loss Given Default for Residential Mortgage Loans. (2023). Ho, Ho Ming. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:15:p:11808-:d:1207974.

Full description at Econpapers || Download paper

2023Reassessing 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.

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2024Regulatory capital requirements, inflation targeting, and equilibrium determinacy.. (2024). Tadjeddine, Yamina ; Mylonidis, Nikolaos ; Moise, Sidiropoulos ; Xakousti, Chrysanthopoulou. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-05.

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Mario Quagliariello has edited the books:


YearTitleTypeCited

Works by Mario Quagliariello:


YearTitleTypeCited
In: .
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article0
2010The regulatory reform proposed by the Basel Committee In: BANCARIA.
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article0
2013Asset quality assessment and stress test for European banks In: BANCARIA.
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article0
2009Dynamic provisioning: rationale, functioning, and prudential treatment In: Questioni di Economia e Finanza (Occasional Papers).
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paper22
2010Countercyclical contingent capital (CCC): possible use and ideal design In: Questioni di Economia e Finanza (Occasional Papers).
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paper7
2010Pro-cyclicality of capital regulation: is it a problem? How to fix it? In: Questioni di Economia e Finanza (Occasional Papers).
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paper31
2010Lessons learned from the financial crisis for financial stability and banking supervision In: Questioni di Economia e Finanza (Occasional Papers).
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paper3
2010Regulatory impact assessment at the Bank of Italy In: Questioni di Economia e Finanza (Occasional Papers).
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paper2
2006Banks� Riskiness Over the Business Cicle: a Panel Analysis on Italian Intermediaries In: Temi di discussione (Economic working papers).
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paper10
2007Macroeconomic uncertainty and banks lending decisions: The case of Italy In: Temi di discussione (Economic working papers).
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paper27
2009Macroeconomic uncertainty and banks lending decisions: the case of Italy.(2009) In: Applied Economics.
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This paper has nother version. Agregated cites: 27
article
2006Macroeconomics Uncertainty and Banks Lending Decisions: The Case of Italy.(2006) In: Discussion Papers.
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This paper has nother version. Agregated cites: 27
paper
2008Credit risk and business cycle over different regimes In: Temi di discussione (Economic working papers).
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paper9
2013Incentives through the cycle: microfounded macroprudential regulation In: Temi di discussione (Economic working papers).
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paper0
2011Incentives through the cycle: microfounded macroprudential regulation.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0
paper
2011Incentives through the cycle: microfounded macroprudential regulation.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0
paper
2008Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression In: Journal of International Financial Markets, Institutions and Money.
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article70
Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression.() In: Discussion Papers.
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This paper has nother version. Agregated cites: 70
paper
2009Asymmetric effects of the business cycle on bank credit risk In: Journal of Banking & Finance.
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article76
2020Applying the Pre-Commitment Approach to bottom-up stress tests: A new old story In: Journal of Economics and Business.
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article0
2005The Value of Market Information in Banking Supervision: Evidence from Italy In: Journal of Financial Services Research.
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article9
2007Analisi dimpatto della regolamentazione bancaria: metodologie e applicazioni In: Mercato Concorrenza Regole.
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article0
2004Ciclo economico e rischiosità dei portafogli bancari: unanalisi panel sullItalia In: Banca Impresa Società.
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article0
2005La relazione tra capitale e rischio nelle banche italiane: un approccio a equazioni simultanee In: Banca Impresa Società.
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article0
2006Stress testing credit risk: experience from the italian FSAP In: BNL Quarterly Review.
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article2
2006Stress testing credit risk: experience from the italian FSAP.(2006) In: Banca Nazionale del Lavoro Quarterly Review.
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This paper has nother version. Agregated cites: 2
article
2007Banks riskiness over the business cycle: a panel analysis on Italian intermediaries In: Applied Financial Economics.
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article94
Market and Supervisory Information: Some Evidence from Italian Banks In: Discussion Papers.
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paper1
Banks Performance over the Business Cycle: A Panel Analysis on Italian Intermediaries In: Discussion Papers.
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paper10

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