Stefano Corradin

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

16

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1,886

SSRN CITATIONS
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Top 8,861

in Total Papers Citations

50

CROSSREF CITATIONS

95

Scholarly Papers (16)

1.

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 University of Navarra - Department of Microbiology and Infectious Diseases
Downloads 278 (143,355)
Citation 16

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Limits to Arbitrage, Market Anomalies, Central Banks Interventions

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 Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 102 (337,092)
Citation 4

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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 Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 60 (460,441)
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 Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 33 (589,121)
Citation 5

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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 Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 28 (621,000)
Citation 2

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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 105 (330,545)
Citation 13

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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 102 (337,092)

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

4.

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), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 148 (255,009)
Citation 3

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

5.
Downloads 146 (257,732)

Household Leverage

Number of pages: 32 Posted: 19 Feb 2009
Stefano Corradin
European Central Bank (ECB)
Downloads 102 (337,092)

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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 44 (529,676)

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

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 76 (405,386)

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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 43 (534,661)

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Homestead exemptions, Personal bankruptcy, Portfolio allocation, Home ownership

Who Invests in Home Equity to Exempt Wealth from Bankruptcy?

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 3 (825,424)
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home ownership, homestead exemptions, personal bankruptcy, portfolio allocation

7.

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 University of Navarra - Department of Microbiology and Infectious Diseases
Downloads 105 (328,366)

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

8.

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 101 (336,918)
Citation 3

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Home equity, business equity, entrepreneurship

9.

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 97 (345,946)

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house prices, Markov-switching, error-correction models

10.

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 90 (362,670)
Citation 1

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11.

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 85 (375,688)

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Home ownership, collateral channel, entrepreneurship

12.

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
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB)European Central Bank (ECB) and European Central Bank (ECB)
Downloads 67 (429,309)

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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 65 (436,136)
Citation 2

Abstract:

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Homestead exemptions, Personal bankruptcy, Portfolio allocation, Home ownership

14.

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 Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 62 (446,633)

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

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 Banks - Federal Reserve Bank of Boston and University of Navarra - IESE Business School
Downloads 50 (492,837)

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

16.

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
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), European Central Bank (ECB) and Central Bank of Ireland
Downloads 40 (538,431)

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