9
H index
8
i10 index
439
Citations
Mario Quagliariello : Citation Profile
European Central Bank | RESEARCH PRODUCTION: 14 Articles 15 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2004 - 2020). 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:
| Cites to:
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Main data
Where Mario Quagliariello has published?
| Journals with more than one article published | # docs |
|---|---|
| Banca Impresa Società | 2 |
| BANCARIA | 2 |
Recent works citing Mario Quagliariello (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Measuring 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 |
| 2024 | Prescreening 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 |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Corruption, 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. Full description at Econpapers || Download paper |
| 2023 | Does 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. Full description at Econpapers || Download paper |
| 2023 | A 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 |
| 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 |
| 2024 | Regulatory 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. Full description at Econpapers || Download paper |
Mario Quagliariello has edited the books:
| Year | Title | Type | Cited |
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Works by Mario Quagliariello:
| Year | Title | Type | Cited |
|---|---|---|---|
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2010 | The regulatory reform proposed by the Basel Committee In: BANCARIA. [Full Text][Citation analysis] | article | 0 |
| 2013 | Asset quality assessment and stress test for European banks In: BANCARIA. [Full Text][Citation analysis] | article | 0 |
| 2009 | Dynamic provisioning: rationale, functioning, and prudential treatment In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 22 |
| 2010 | Countercyclical contingent capital (CCC): possible use and ideal design In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 7 |
| 2010 | Pro-cyclicality of capital regulation: is it a problem? How to fix it? In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 31 |
| 2010 | Lessons learned from the financial crisis for financial stability and banking supervision In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 3 |
| 2010 | Regulatory impact assessment at the Bank of Italy In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 2 |
| 2006 | Banks� Riskiness Over the Business Cicle: a Panel Analysis on Italian Intermediaries In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 10 |
| 2007 | Macroeconomic uncertainty and banks lending decisions: The case of Italy In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 27 |
| 2009 | Macroeconomic uncertainty and banks lending decisions: the case of Italy.(2009) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
| 2006 | Macroeconomics Uncertainty and Banks Lending Decisions: The Case of Italy.(2006) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2008 | Credit risk and business cycle over different regimes In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 9 |
| 2013 | Incentives through the cycle: microfounded macroprudential regulation In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 0 |
| 2011 | Incentives through the cycle: microfounded macroprudential regulation.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Incentives through the cycle: microfounded macroprudential regulation.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 70 |
| Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression.() In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | ||
| 2009 | Asymmetric effects of the business cycle on bank credit risk In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 76 |
| 2020 | Applying the Pre-Commitment Approach to bottom-up stress tests: A new old story In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
| 2005 | The Value of Market Information in Banking Supervision: Evidence from Italy In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 9 |
| 2007 | Analisi dimpatto della regolamentazione bancaria: metodologie e applicazioni In: Mercato Concorrenza Regole. [Full Text][Citation analysis] | article | 0 |
| 2004 | Ciclo economico e rischiosità dei portafogli bancari: unanalisi panel sullItalia In: Banca Impresa Società . [Full Text][Citation analysis] | article | 0 |
| 2005 | La relazione tra capitale e rischio nelle banche italiane: un approccio a equazioni simultanee In: Banca Impresa Società . [Full Text][Citation analysis] | article | 0 |
| 2006 | Stress testing credit risk: experience from the italian FSAP In: BNL Quarterly Review. [Full Text][Citation analysis] | article | 2 |
| 2006 | Stress testing credit risk: experience from the italian FSAP.(2006) In: Banca Nazionale del Lavoro Quarterly Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2007 | Banks riskiness over the business cycle: a panel analysis on Italian intermediaries In: Applied Financial Economics. [Full Text][Citation analysis] | article | 94 |
| Market and Supervisory Information: Some Evidence from Italian Banks In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 | |
| Banks Performance over the Business Cycle: A Panel Analysis on Italian Intermediaries In: Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team