Antonio Scalia

Banca d'Italia

Head

Financial Risk Management

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

16

DOWNLOADS
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1,157

SSRN CITATIONS
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Top 6,170

in Total Papers Citations

38

CROSSREF CITATIONS

152

Scholarly Papers (16)

1.

Is Foreign Exchange Intervention Effective? Some Micro-Analytical Evidence from Central Europe

Number of pages: 31 Posted: 15 Sep 2004
Antonio Scalia
Banca d'Italia
Downloads 185 (177,137)
Citation 32

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Foreign exchange, central bank intervention, forex market microstructure, ERM II, Czech koruna

2.

The Net Stable Funding Ratio and Banks’ Participation in Monetary Policy Operations: Some Evidence for the Euro Area

Bank of Italy Occasional Paper No. 195
Number of pages: 34 Posted: 19 Dec 2013
Antonio Scalia, Sergio Longoni and Tiziana Rosolin
Banca d'Italia, Bank of Italy and Bank of Italy
Downloads 172 (188,953)

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Basel III, liquidity regulation, central bank operations

3.

Leverage Ratio, Central Bank Operations and Repo Market

Bank of Italy Occasional Paper No. 347
Number of pages: 39 Posted: 03 Nov 2016
Annalisa Bucalossi and Antonio Scalia
Bank of Italy and Banca d'Italia
Downloads 128 (240,606)
Citation 2

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Basel III, leverage ratio, central bank operations, European banks, repo market

4.

Banks' Participation in the Eurosystem Auctions and Money Market Integration

Bank of Italy Discussion Paper Series No. 562
Number of pages: 56 Posted: 03 Aug 2003
Antonio Scalia, Maurizio Ordine and Giuseppe Bruno
Banca d'Italia, Bank of Italy - Monetary and Exchange Rate Policy Department and Bank of Italy
Downloads 116 (258,930)
Citation 20

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Bidding behavior, repo auctions, open market operations, money market, reserve management

5.

Is Foreign Exchange Intervention Effective? Some Micro-Analytical Evidence from the Czech Republic

Bank of Italy Economic Research Paper No. 579
Number of pages: 48 Posted: 06 Mar 2005
Antonio Scalia
Banca d'Italia
Downloads 101 (285,148)
Citation 25

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Exchange rates, central bank intervention

Ranking, Risk-Taking and Effort: An Analysis of the ECB's Foreign Reserves Management

Bank of Italy Temi di Discussione (Working Paper) No. 840
Number of pages: 53 Posted: 29 Feb 2012
Antonio Scalia and Benjamin Sahel
Banca d'Italia and European Central Bank
Downloads 62 (384,381)
Citation 8

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foreign exchange reserves, tournament, incentives, effort, portfolio management

Ranking, Risk-Taking and Effort: An Analysis of the ECB's Foreign Reserves Management

ECB Working Paper No. 1377
Number of pages: 51 Posted: 02 Sep 2011
Antonio Scalia and Benjamin Sahel
Banca d'Italia and European Central Bank
Downloads 27 (535,766)

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Foreign reserves, tournament, incentives, effort, delegated portfolio management

7.

Basel III and Recourse to Eurosystem Monetary Policy Operations

ECB Occasional Paper No. 171
Number of pages: 49 Posted: 28 Apr 2016
Bank of Italy, Bank of Portugal, European Central Bank (ECB), Central Bank of Ireland, Bank of Greece, Banque de France, European Central Bank, Banca d'Italia, Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank, Bank of Portugal and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 86 (315,937)

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Basel III, liquidity regulation, monetary policy implementation

Does Market Transparency Matter? A Case Study

Bank of Italy Temi di Discussione (Working Paper) No. 359
Number of pages: 47 Posted: 08 Apr 2011
Antonio Scalia
Banca d'Italia
Downloads 80 (333,190)
Citation 58

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Market transparency, Liquidity, Market efficiency

Does Market Transparency Matter? A Case Study

CGFS Publications, No. 11, May 1999
Posted: 22 Feb 2003
Antonio Scalia and Valerio Paolo Vacca
Banca d'Italia and Bank of Italy

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Electronic trading, market efficiency

Bidder Profitability Under Uniform Price Auctions and Systematic Reopenings: The Case of Italian Treasury Bonds

Bank of Italy Temi di Discussione (Working Paper) No. 303
Number of pages: 35 Posted: 08 Apr 2011
Antonio Scalia
Banca d'Italia
Downloads 52 (419,023)
Citation 12

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Uniform price auction, Auction reopening, Revenue efficiency, Italian Treasury bonds

Bidder Profitability Under Uniform Price Auctions and Systematic Reopenings: The Case of Italian Treasury Bonds

Journal of Fixed Income, Vol. 7, No. 4, 1998
Posted: 05 Apr 2011
Antonio Scalia
Banca d'Italia

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Uniform price auction, Auction reopening, Revenue efficiency, Italian Treasury bonds

10.

Market Timing and Performance Attribution in the ECB Reserve Management Framework

Bank of Italy Temi di Discussione (Working Paper) No. 1062
Number of pages: 48 Posted: 20 Oct 2016
Francesco Potente and Antonio Scalia
Bank of Italy and Banca d'Italia
Downloads 43 (446,022)
Citation 20

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foreign exchange reserve management, bond portfolios

11.

Ranking, Risk-Taking and Effort: An Analysis of the ECB’s Foreign Reserves Management

Number of pages: 44 Posted: 04 Mar 2012
Antonio Scalia and Benjamin Sahel
Banca d'Italia and European Central Bank
Downloads 43 (446,022)
Citation 5

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foreign exchange reserves, tournament, incentives, effort, portfolio management

Information Transmission and Causality in the Italian Treasury Bond Market

Number of pages: 39 Posted: 08 Apr 2011
Antonio Scalia
Banca d'Italia
Downloads 28 (529,771)
Citation 3

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Causality, Electronic trading, Information transmission, Trading rules, Weak-form efficiency

Information Transmission and Causality in the Italian Treasury Bond Market

Journal of Empirical Finance, Vol. 5, No. 4, 1998
Posted: 05 Apr 2011
Antonio Scalia
Banca d'Italia

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Causality, Information transmission, Trading rules, Weak-form efficiency

Periodic Information Asymmetry and Intraday Market Behaviour: An Empirical Analysis

Number of pages: 44 Posted: 08 Apr 2011
Antonio Scalia
Banca d'Italia
Downloads 23 (562,019)
Citation 1

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Information asymmetry, Market microstructure, Intraday regularities, US macroeconomic news

Periodic Information Asymmetry and Intraday Market Behaviour: An Empirical Analysis

European Finance Review, Vol. 1, No. 3, 1998
Posted: 05 Apr 2011
Antonio Scalia
Banca d'Italia

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Information asymmetry, Market microstructure, Intraday patterns, US macroeconomic news

14.

Repo Market and Leverage Ratio in the Euro Area

Bank of Italy Occasional Paper No. 551
Number of pages: 37 Posted: 28 May 2020
Filippo Pasqualone, Luca Baldo and Antonio Scalia
Bank of Italy, Bank of Italy and Banca d'Italia
Downloads 10 (629,489)

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repo market, leverage ratio, monetary policy transmission

15.

Leverage Ratio and Central Bank Operations in the Euro Area

Economic Notes, Vol. 47, Issue 1, pp. 21-68, 2018
Number of pages: 48 Posted: 05 Jan 2018
Luca Baldo, Annalisa Bucalossi and Antonio Scalia
Bank of Italy, Bank of Italy and Banca d'Italia
Downloads 1 (702,586)
Citation 1
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16.

Is Foreign Exchange Intervention Effective? Some Microanalytical Evidence from the Czech Republic

Journal of International Money and Finance, Vol. 27, No. 4, 2008
Posted: 05 Apr 2011
Antonio Scalia
Banca d'Italia

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Foreign exchange, Central bank intervention, Czech koruna, ERM II, Market microstructure