Antonio Scalia

Bank of Italy

Head

Financial Risk Management

Via Nazionale 91

Rome, 00184

Italy

  • Bank of Italy

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SCHOLARLY PAPERS

18

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2,131

SSRN CITATIONS
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46

CROSSREF CITATIONS

162

Scholarly Papers (18)

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1.

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
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 288 (203,570)

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Basel III, liquidity regulation, central bank operations

2.

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 Bank of Italy
Downloads 245 (239,330)
Citation 4

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

3.

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

Number of pages: 31 Posted: 15 Sep 2004
Antonio Scalia
Bank of Italy
Downloads 214 (272,327)
Citation 32

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

4.

Banks' Participation in the Eurosystem Auctions and Money Market Integration

Bank of Italy Discussion Paper Series No. 562, EFA 2003 Annual Conference Paper No. 783
Number of pages: 56 Posted: 03 Aug 2003
Antonio Scalia, Maurizio Ordine and Giuseppe Bruno
Bank of Italy, Bank of Italy - Monetary and Exchange Rate Policy Department and Bank of Italy
Downloads 153 (366,538)
Citation 20

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

5.

Asymmetric Information and Corporate Lending: Evidence from SME Bond Markets

Bank of Italy Temi di Discussione (Working Paper) No. 1292
Number of pages: 50 Posted: 13 Oct 2020 Last Revised: 19 Mar 2021
Stefano Nobili, Antonio Scalia, Luana Zaccaria and Alessandra Iannamorelli
Bank of Italy, Bank of Italy, Einaudi Institute for Economics and Finance (EIEF) and Bank of Italy
Downloads 150 (372,589)
Citation 15

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asymmetric information, bank credit, bond markets, SME finance

6.

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

Downloads 137 (400,253)
Citation 7

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
Bank of Italy and European Central Bank
Downloads 91 (543,278)
Citation 7

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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
Bank of Italy and European Central Bank
Downloads 46 (779,853)
Citation 2

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

7.

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

Bank of Italy Economic Research Paper No. 579, EFA 2005 Moscow Meetings
Number of pages: 48 Posted: 06 Mar 2005
Antonio Scalia
Bank of Italy
Downloads 131 (414,535)
Citation 25

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Exchange rates, central bank intervention

8.

Basel III and Recourse to Eurosystem Monetary Policy Operations

ECB Occasional Paper No. 2016/171
Number of pages: 49 Posted: 28 Apr 2016
Annalisa Bucalossi, Cristina Coutinho, Kerstin Junius, Alaoishe Luskin, Angeliki Momtsia, Imene Rahmouni-Rousseau, Benjamin Sahel, Antonio Scalia, Stefan W. Schmitz, Franziska Schobert, Rita Isabel Soares and Michael Wedow
Bank of Italy, Bank of Portugal, European Central Bank (ECB), Central Bank of Ireland, Bank of Greece, Banque de France, European Central Bank, Bank of Italy, Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank, Bank of Portugal and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 128 (421,975)

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Basel III, liquidity regulation, monetary policy implementation

9.

Does Market Transparency Matter? A Case Study

Downloads 117 (451,700)

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
Bank of Italy
Downloads 117 (453,822)
Citation 60

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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
Bank of Italy and Bank of Italy

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Electronic trading, market efficiency

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 Bank of Italy
Downloads 109 (476,065)
Citation 20

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foreign exchange reserve management, bond portfolios

11.

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

Downloads 102 (499,192)

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
Bank of Italy
Downloads 102 (502,975)
Citation 13

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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
Bank of Italy

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

12.

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 Bank of Italy
Downloads 98 (512,791)

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repo market, leverage ratio, monetary policy transmission

13.

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
Bank of Italy and European Central Bank
Downloads 74 (607,732)
Citation 6

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

14.

From Public to Internal Capital Markets: The Effects of Affiliated IPOs on Group Firms

Number of pages: 42 Posted: 28 Nov 2023
Luana Zaccaria, Simone Narizzano, Francesco Savino and Antonio Scalia
Einaudi Institute for Economics and Finance (EIEF), Bank of Italy, Bank of Italy and Bank of Italy
Downloads 57 (693,800)

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IPOs, Business Groups, Financial constraints

15.

Information Transmission and Causality in the Italian Treasury Bond Market

Downloads 44 (775,165)

Information Transmission and Causality in the Italian Treasury Bond Market

Number of pages: 39 Posted: 08 Apr 2011
Antonio Scalia
Bank of Italy
Downloads 44 (794,433)
Citation 2

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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
Bank of Italy

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

16.

From SMP to PEPP: A Further Look at the Risk Endogeneity of the Central Bank

Mercati, infrastrutture, sistemi di pagamento, 2021
Number of pages: 50 Posted: 15 Apr 2022
Marco Fruzzetti, Giulio Gariano, Gerardo Palazzo and Antonio Scalia
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 42 (789,378)

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financial risk measurement, unconventional monetary policy, ELA, sovereign risk, Eurosystem financial risk

17.

Periodic Information Asymmetry and Intraday Market Behaviour: An Empirical Analysis

Downloads 42 (789,378)
Citation 1

Periodic Information Asymmetry and Intraday Market Behaviour: An Empirical Analysis

Number of pages: 44 Posted: 08 Apr 2011
Antonio Scalia
Bank of Italy
Downloads 42 (809,565)
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
Bank of Italy

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

18.

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
Bank of Italy

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