Fabio Parlapiano

Bank of Italy

Financial Analyst

Via Nazionale 91

Rome, 00184

Italy

http://www.bancaditalia.it/

SCHOLARLY PAPERS

9

DOWNLOADS

585

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Ideas:
“  The decline of Banks' interest rates to NFC  ”

Scholarly Papers (9)

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1.

Explainable Artificial Intelligence: Interpreting Default Forecasting Models Based on Machine Learning

Bank of Italy Occasional Paper No. 674
Number of pages: 38 Posted: 22 Apr 2022
Giuseppe Cascarino, Mirko Moscatelli and Fabio Parlapiano
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 350 (133,403)

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explainable artificial intelligence, model-agnostic explainability, artificial intelligence, machine learning, credit scoring, fintech

2.

Firms’ Listings: What is New? Italy Versus the Main European Stock Exchanges

Bank of Italy Occasional Paper No. 555
Number of pages: 32 Posted: 28 May 2020
Paolo Finaldi Russo, Fabio Parlapiano, Daniele Pianeselli and Ilaria Supino
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 71 (494,656)

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capital markets, stock market, IPOs, SMEs listings

3.

M&A Announcements in Australia and Their Impact on Competitors

Number of pages: 22 Posted: 05 Jun 2017
Fabio Parlapiano and Vitali Alexeev
Bank of Italy and University of Tasmania
Downloads 61 (534,837)

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M&A, Event study, Rivals, Australian firms.

4.

The Drop in Non-Financial Firms Cost of Credit: A Cross-Country Analysis

Bank of Italy Occasional Paper No. 426
Number of pages: 25 Posted: 17 Apr 2018
Paolo Finaldi Russo and Fabio Parlapiano
Bank of Italy and Bank of Italy
Downloads 40 (639,571)

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interest rates, SAFE, financial constraints, credit rationing

5.

Corporate Bond Financing of Italian Non-financial Firms

Bank of Italy Occasional Paper No. 655
Number of pages: 23 Posted: 11 Feb 2022
Giorgio Meucci and Fabio Parlapiano
Bank of Italy and Bank of Italy
Downloads 27 (723,755)

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non-performing loans, firm distress, firm recovery

6.

Exchange Rate Risk Exposure and the Value of European Firms

Downloads 21 (769,604)

Exchange Rate Risk Exposure and the Value of European Firms

Fabio Parlapiano, Vitali Alexeev & Mardi Dungey (2017) Exchange rate risk exposure and the value of European firms, The European Journal of Finance, 23:2, 111-129
Number of pages: 31 Posted: 12 Aug 2019
Fabio Parlapiano, Vitali Alexeev and Mardi H. Dungey
Bank of Italy, University of Technology Sydney and University of Tasmania (deceased)
Downloads 21 (795,101)

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Exchange rate risk, firm value, European firms

Exchange Rate Risk Exposure and the Value of European Firms

Posted: 21 Aug 2015
Fabio Parlapiano, Vitali Alexeev and Mardi Dungey
Bank of Italy, University of Tasmania and University of Cambridge - Cambridge Endowment for Research in Finance (CERF)

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exchange rate risk, firm value, European firms

7.

The Features of Equity Capital Increases by Italian Corporates

Bank of Italy Occasional Paper No. 709
Number of pages: 39 Posted: 07 Dec 2022
Francesco Columba, Tommaso Orlando, Francesco Palazzo and Fabio Parlapiano
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 15 (819,971)

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capital increases, capital structure, corporate finance

8.

Credit Risk in Banks’ Exposures to Non-Financial Firms

European Financial Management, 2017; 1-17.
Posted: 02 Oct 2017
Matteo Accornero, Giuseppe Cascarino, Roberto Felici, Fabio Parlapiano and Alberto Maria Sorrentino
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy

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credit risk, sectoral risk, systemic risk, structural multi-factor model

9.

The Carry Trade on the Euro and the European Stock Market

Journal of Advanced Studies in Finance, Forthcoming
Posted: 17 Nov 2014
Fabio Parlapiano
Bank of Italy

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Carry trade, speculative net open future positions on the Euro, Eurozone stock market, carry-to-risk ratio.