Stefano Corradin

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

17

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80

Scholarly Papers (17)

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1.

Euro Area Sovereign Bond Risk Premia During the COVID-19 Pandemic

ECB Working Paper No. 2021/2561
Number of pages: 40 Posted: 01 Jun 2021
Stefano Corradin, Niklas Grimm and Bernd Schwaab
European Central Bank (ECB), European Central Bank, Financial Research Division and European Central Bank (ECB) - Directorate General Research
Downloads 506 (119,776)
Citation 5

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2.

Non-Bank Financial Intermediation in the Euro Area: Implications for Monetary Policy Transmission and Key Vulnerabilities

ECB Occasional Paper No. 2021/270
Number of pages: 86 Posted: 23 Sep 2021 Last Revised: 19 Jan 2022
Lorenzo Cappiello, Federic Holm-Hadulla, Angela Maddaloni, Laura Arts, Nicolas Meme, Petros Migiakis, Caterina Behrens, Alban Moura, Stefano Corradin, Annalisa Ferrando, Juha Niemelä, Margherita Giuzio, Olivier Pierrard, Lev Ratnovski, Lev Ratnovski, Adam Gulan, Alexandra Schober-Rhomberg, Andreas Hertkorn, Michael Sigmund, Christoph Kaufmann, Lucía Kazarian Avakian, Patricia Stupariu, Kimmo Koskinen, Marco Taboga, Franck Sédillot, Luis Tavares, Jani Matilainen, Emme Van den, Falk Mazelis, Andrea Zaghini and Barra McCarthy
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, Banque de France, Athens University of Economics and Business - Department of Accounting and Finance, European Central Bank (ECB), Banque Centrale du Luxembourg, European Central Bank (ECB), European Central Bank (ECB), Bank of Finland, European Central Bank (ECB), Banque Centrale du Luxembourg, International Monetary FundEuropean Central Bank, Financial Research Division, Bank of Finland - Research, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), European Central Bank, European Central Bank (ECB), Banco de España, Bank of Finland, Bank of Italy, Banque de France, Banque de France, European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), Bank of Italy and Central Bank of Ireland
Downloads 415 (151,555)
Citation 5

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Asset purchases, Financial markets stress, Low interest rates, Monetary policy transmission, Non-bank intermediation, Risk-taking

3.

The Importance of Being Special: Repo Markets During the Crisis

Downloads 373 (170,839)
Citation 18

The Importance of Being Special: Repo Markets During the Crisis

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 74 Posted: 18 Oct 2019
Stefano Corradin and Angela Maddaloni
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 231 (280,396)
Citation 18

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repo, specialness, central bank asset purchases, short-selling, market liquidity and credit risk

The Importance of Being Special: Repo Markets During the Crisis

ECB Working Paper No. 2065
Number of pages: 66 Posted: 27 Jun 2017
Stefano Corradin and Angela Maddaloni
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 142 (436,107)

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Repo, Specialness, Central bank asset purchases, Short-selling

4.

Limits to Arbitrage: Empirical Evidence from Euro Area Sovereign Bond Markets

Number of pages: 43 Posted: 10 Apr 2013 Last Revised: 16 Jul 2014
Stefano Corradin and Maria Rodriguez-Moreno
European Central Bank (ECB) and Banco de España
Downloads 344 (186,812)
Citation 16

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Limits to Arbitrage, Market Anomalies, Central Banks Interventions

5.

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

Downloads 333 (193,359)
Citation 21

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

Number of pages: 36 Posted: 14 Feb 2009 Last Revised: 20 Nov 2009
Stefano Corradin, Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB), Federal Reserve Bank of Boston and University of Navarra, IESE Business School
Downloads 132 (463,120)
Citation 3

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Portfolio Choice, Predictability, House Prices, Transaction Costs, Real Estate Bubbles

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

IESE Business School Working Paper No. 948
Number of pages: 96 Posted: 08 Jun 2012
Stefano Corradin, Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB), Federal Reserve Bank of Boston and University of Navarra, IESE Business School
Downloads 94 (599,215)
Citation 4

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Portfolio choice, predictability, house prices, household finance

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

ECB Working Paper No. 1470
Number of pages: 80 Posted: 24 Sep 2012
Stefano Corradin, Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB), Federal Reserve Bank of Boston and University of Navarra, IESE Business School
Downloads 59 (784,707)
Citation 12

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durable goods, transaction costs, housing returns predictability, optimal housing consumption and investment

Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

46th Annual AREUEA Conference Paper
Number of pages: 95 Posted: 01 Dec 2010 Last Revised: 15 Feb 2012
Stefano Corradin, Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB), Federal Reserve Bank of Boston and University of Navarra, IESE Business School
Downloads 48 (868,813)
Citation 2

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6.

Money Markets, Central Bank Balance Sheet and Regulation

ECB Working Paper No. 20202483
Number of pages: 46 Posted: 21 Oct 2020 Last Revised: 18 Nov 2021
Stefano Corradin, Jens Eisenschmidt, Marie Hoerova, Tobias Linzert, Glenn Schepens and Jean-David Sigaux
European Central Bank (ECB), Morgan Stanley, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 325 (198,513)

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7.

On Collateral: Implications for Financial Stability and Monetary Policy

ECB Working Paper No. 2107
Number of pages: 51 Posted: 10 Nov 2017
Stefano Corradin, Florian Heider and Marie Hoerova
European Central Bank (ECB), Leibniz Institute for Financial Research SAFE and European Central Bank (ECB)
Downloads 267 (244,131)
Citation 4

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Repo, Haircuts, Margins, Central-Clearing Counterparties, Central Bank Policies

8.

House Price Cycles in Europe

ECB Working Paper No. 1613
Number of pages: 43 Posted: 30 Nov 2013
Stefano Corradin and Alessandro Fontana
European Central Bank (ECB) and European Insurance and Occupational Pensions Authority
Downloads 237 (274,967)

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house prices, Markov-switching, error-correction models

9.

Household Leverage

Downloads 192 (335,752)
Citation 2

Household Leverage

Number of pages: 32 Posted: 19 Feb 2009
Stefano Corradin
European Central Bank (ECB)
Downloads 126 (480,935)

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household finance

Household Leverage

ECB Working Paper No. 1452
Number of pages: 56 Posted: 27 Jul 2012
Stefano Corradin
European Central Bank (ECB)
Downloads 66 (739,540)
Citation 2

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Default premium, rent risk premium, loan to value ratio, loan to income ratio and negative home equity

10.

Who Invests in Home Equity to Exempt Wealth from Bankruptcy?

Downloads 173 (368,719)

Who Invests in Home Equity to Exempt Wealth from Bankruptcy?

SAFE Working Paper No. 21
Number of pages: 49 Posted: 23 May 2013
Stefano Corradin, Reint Gropp, Harry Huizinga and Luc Laeven
European Central Bank (ECB), Halle Institute for Economic Research, Tilburg University - Center for Economic Research (CentER) and European Central Bank (ECB)
Downloads 108 (542,474)

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Homestead exemptions, Personal bankruptcy, Portfolio allocation, Home ownership

Who Invests in Home Equity to Exempt Wealth from Bankruptcy?

ECB Working Paper No. 1337
Number of pages: 52 Posted: 18 May 2011
Stefano Corradin, Reint Gropp, Harry Huizinga and Luc Laeven
European Central Bank (ECB), Halle Institute for Economic Research, Tilburg University - Center for Economic Research (CentER) and European Central Bank (ECB)
Downloads 61 (771,230)

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Homestead exemptions, Personal bankruptcy, Portfolio allocation, Home ownership

Who Invests in Home Equity to Exempt Wealth from Bankruptcy?

CEPR Discussion Paper No. DP8097
Number of pages: 52 Posted: 29 Nov 2010
Stefano Corradin, Reint Gropp, Harry Huizinga and Luc Laeven
European Central Bank (ECB), Halle Institute for Economic Research, Tilburg University - Center for Economic Research (CentER) and European Central Bank (ECB)
Downloads 4 (1,359,162)
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home ownership, homestead exemptions, personal bankruptcy, portfolio allocation

11.

Violating the Law of One Price: The Role of Non-Conventional Monetary Policy

ECB Working Paper No. 1927
Number of pages: 65 Posted: 02 Jul 2016
Stefano Corradin and Maria Rodriguez-Moreno
European Central Bank (ECB) and Banco de España
Downloads 169 (376,452)

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law of one price, financial frictions, margin constraints, non-conventional monetary policy

12.

House Prices, Household Leverage, and Entrepreneurship

Number of pages: 38 Posted: 15 Mar 2012
Stefano Corradin and Alexander A. Popov
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 148 (421,131)
Citation 3

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Home equity, business equity, entrepreneurship

13.

Who Invests in Home Equity to Exempt Wealth from Bankruptcy?

European Business School Research Paper No. 10-15
Number of pages: 50 Posted: 18 Nov 2010
Stefano Corradin, Reint Gropp, Harry Huizinga and Luc Laeven
European Central Bank (ECB), Halle Institute for Economic Research, Tilburg University - Center for Economic Research (CentER) and European Central Bank (ECB)
Downloads 146 (425,697)
Citation 2

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Homestead exemptions, Personal bankruptcy, Portfolio allocation, Home ownership

14.

House Prices, Home Equity and Entrepreneurships

ECB Working Paper No. 1544
Number of pages: 44 Posted: 19 Jun 2013
Stefano Corradin and Alexander A. Popov
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 130 (470,206)
Citation 2

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Home ownership, collateral channel, entrepreneurship

15.

Portfolio Choice with House Value Misperception

FRB of Boston Working Paper No. 17-16
Number of pages: 59 Posted: 11 Jan 2018
Stefano Corradin, Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB), Federal Reserve Bank of Boston and University of Navarra, IESE Business School
Downloads 123 (488,111)
Citation 2

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portfolio choice, housing, transaction costs, information costs, inaction bands, rational inattention

16.

Optimal Portfoliio Choice with Predictability in House Prices and Transaction Costs

Number of pages: 91 Posted: 23 Mar 2009 Last Revised: 14 Dec 2011
Stefano Corradin, Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB), Federal Reserve Bank of Boston and University of Navarra, IESE Business School
Downloads 92 (601,045)

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Portfolio Choice, Predictability, House Prices, Transaction Costs, Real Estate Bubbles

17.

LOLR Policies, Banks' Borrowing Capacities and Funding Structures

ECB Working Paper No. 2022/2738
Number of pages: 77 Posted: 08 Oct 2022
Stefano Corradin and Suresh M. Sundaresan
European Central Bank (ECB) and Columbia University - Columbia Business School, Finance
Downloads 66 (726,892)

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borrowing capacity, collateral, haircut, liquidity, LOLR