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>

type="main" xml:lang="en" <p>This paper presents different specifications of a structural VAR model which are useful to identify monetary policy shocks and their macroeconomic effects for the Italian economy in the 1990s. The analysis is based on a detailed institutional description of the...</p>