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Systemic Risk in the Italian Banking Industry

Borri, Nicola; Caccavaio, Marianna; Giorgio, Giorgio Di; … - In: Economic Notes 43 (2014) 1, pp. 21-38

type="main" <p>Systemic risk is the risk of a collapse of the entire financial system, typically triggered by the default of one, or more, interconnected financial institutions. In this paper, we estimate the systemic risk contribution of Italian-listed banks for the period 2000–2011. We follow a...</p>

Persistent link: https://www.econbiz.de/10011033625

Systemic risk and the COVID challenge in the european banking sector

Borri, Nicola; Di Giorgio, Giorgio - In: Journal of banking & finance 140 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013463104

Measuring CoVaR : an empirical comparison

Bianchi, Michele Leonardo; Sorrentino, Alberto Maria - In: Computational economics 55 (2020) 2, pp. 511-528

Persistent link: https://www.econbiz.de/10012223647

Exploring the systemic risk of domestic banks with ΔCoVaR and elastic-net

Bianchi, Michele Leonardo; Sorrentino, Alberto Maria - In: Journal of financial services research 62 (2022) 1/2, pp. 127-141

Persistent link: https://www.econbiz.de/10013443858

Conditional tail-risk in cryptocurrency markets

Borri, Nicola - In: Journal of empirical finance 50 (2019), pp. 1-19

Persistent link: https://www.econbiz.de/10012169911

Local currency systemic risk

Borri, Nicola - In: Emerging markets review 34 (2018), pp. 111-123

Persistent link: https://www.econbiz.de/10012114686

Redenomination-risk spillovers in the Eurozone

Borri, Nicola - In: Economics letters 174 (2019), pp. 173-178

Persistent link: https://www.econbiz.de/10012121083

Monetary policy challenges : how central banks changed their modus operandi

Di Giorgio, Giorgio - In: Eurasian economic review : a journal in applied … 4 (2014) 1, pp. 25-43

Persistent link: https://www.econbiz.de/10010512223

International banking and liquidity risk transmission : evidence from Italy

Caccavaio, Marianna; Carpinelli, Luisa; Marinelli, Giuseppe - In: IMF economic review 63 (2015) 3, pp. 568-584

Persistent link: https://www.econbiz.de/10011537379

International spillovers of monetary policy : evidence from France and Italy

Schmidt, Julia; Caccavaio, Marianna; Carpinelli, Luisa; … - In: Journal of international money and finance 89 (2018), pp. 50-66

Persistent link: https://www.econbiz.de/10012000973

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