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

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Top 12,102

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3,937

SSRN CITATIONS
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SSRN RANKINGS

Top 3,472

in Total Papers Citations

24

CROSSREF CITATIONS

276

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 1,740 (9,225)
Citation 38

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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

World Bank Policy Research Working Paper No. 2913
Number of pages: 34 Posted: 20 Apr 2016
Inessa Love and Lea Zicchino
World Bank - Development Economics Data Group (DECDG) and Prometeia SpA
Downloads 1,019 (21,201)
Citation 14

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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 885 (25,619)
Citation 14

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Capital adequacy, regulation, bank lending, procyclicality

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

Manchester School, Vol. 74, No. S1, pp. 50-77, September 2006
Number of pages: 28 Posted: 17 Aug 2006
Lea Zicchino
Prometeia SpA
Downloads 22 (531,288)
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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 185 (164,313)
Citation 1

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Loan supply, Financial stability, Monetary policy

5.

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

Number of pages: 50 Posted: 26 Jul 2018
UnipolSai Assicurazioni SpA, Prometeia SpA, University of Bologna - Department of Management, Prometeia and Prometeia SpA
Downloads 34 (452,616)

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

6.

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, University of Toulouse 1 - Toulouse School of Economics (TSE), Prometeia SpA and Prometeia SpA
Downloads 34 (452,616)
Citation 1

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

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 Bologna, Prometeia SpA, University of Toulouse 1 - Toulouse School of Economics (TSE), Prometeia SpA and Prometeia SpA
Downloads 18 (537,809)

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