Lea Zicchino

Prometeia SpA

Specialist, Financial and Monetary Market Analysis

Viale G. Marconi 43

Bologna

Italy

http://www.prometeia.it

Dipartimento di Analisi e Ricerca Economica, Prometeia

Viale G. Marconi 43

Bologna

Italy

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 21,699

SSRN RANKINGS

Top 21,699

in Total Papers Downloads

5,043

TOTAL CITATIONS
Rank 5,990

SSRN RANKINGS

Top 5,990

in Total Papers Citations

166

Scholarly Papers (7)

1.

Stress Tests of UK Banks Using a VAR Approach

Bank of England Working Paper Series No. 282
Number of pages: 43 Posted: 29 Dec 2005
Glenn Hoggarth, Steffen Sorensen and Lea Zicchino
Bank of England, Moody's Investor Services and Prometeia SpA
Downloads 2,290 (14,231)
Citation 50

Abstract:

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Macro stress testing, bank fragility, loan write-offs, VAR analysis

2.

Financial Development and Dynamic Investment Behavior: Evidence from Panel Vector Autoregression

Number of pages: 34 Posted: 20 Apr 2016
Inessa Love and Lea Zicchino
World Bank - Development Economics Data Group (DECDG) and Prometeia SpA
Downloads 1,146 (40,990)
Citation 89

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3.

A Model of Bank Capital, Lending and the Macroeconomy: Basel I Versus Basel Ii

Bank of England Working Paper No. 270
Number of pages: 41 Posted: 19 Oct 2005
Lea Zicchino
Prometeia SpA
Downloads 1,009 (49,128)
Citation 15

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Capital adequacy, regulation, bank lending, procyclicality

4.

Bank Losses, Monetary Policy and Financial Stability - Evidence on the Interplay from Panel Data

IMF Working Paper No. 08/232
Number of pages: 32 Posted: 08 Oct 2008
Erlend W. Nier and Lea Zicchino
International Monetary Fund (IMF) and Prometeia SpA
Downloads 224 (293,979)
Citation 5

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Loan supply, Financial stability, Monetary policy

5.

Forecasting Macro-Financial Variables in an International Data-Rich Environment Vector Autoregressive Model (iDREAM)

Forecasting Macro-financial Variables in an International Data-rich Environment Vector Autoregressive Model (iDREAM), March 2018, Prometeia Working Paper Series
Number of pages: 34 Posted: 02 Jul 2018
UnipolSai Assicurazioni SpA, Prometeia SpA, Prometeia SpA and Prometeia SpA
Downloads 177 (365,866)
Citation 2

Abstract:

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Spillover, Weak and Strong Cross Section Dependence, High-Dimensional VAR, Network Analysis, Factor Models

6.

European Banks in the 21st Century: Are Their Business Models Profitable?

Number of pages: 50 Posted: 26 Jul 2018
UnipolSai Assicurazioni SpA, Bank of Italy, University of Bologna - Department of Management, Prometeia and Prometeia SpA
Downloads 123 (494,628)
Citation 5

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Euro Area Banks, Business Models, Bank Profitability, Hard Clustering, Fuzzy Clustering, K-Nearest-Neighbour

7.

Fed Rate Hikes and the Effects on Turkish Banking System. Could It Catch a Cold This Time?

Number of pages: 23 Posted: 13 Jan 2019
University of Padua - Department of Economics and Management, Universita di Cagliari, Prometeia SpA, Prometeia SpA and Prometeia SpA
Downloads 74 (692,736)

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Turkish Banking Sector, Interest Rate Risk, Maturity Transformation, High-Dimensional VAR, Factor Models, Spillover, Monetary Policy