Marcella Lucchetta

Ca Foscari University of Venice

Venice

Italy

SCHOLARLY PAPERS

21

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3,605

SSRN CITATIONS
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Top 15,037

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36

CROSSREF CITATIONS

39

Scholarly Papers (21)

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

WBS Finance Group Research Paper No. 151
Number of pages: 51 Posted: 18 Feb 2011 Last Revised: 23 Dec 2019
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 251 (178,515)
Citation 3

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Capital requirements, liquidity requirements, Taxation of liabilities

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

European Banking Center Discussion Paper No. 2011-025, CentER Working Paper Series No. 2011-090, WBS Finance Group Research Paper No. 168
Number of pages: 51 Posted: 02 Sep 2011 Last Revised: 26 Dec 2019
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 104 (373,735)
Citation 2

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Capital requirements, liquidity requirements, taxation of liabilities

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

Bundesbank Discussion Paper No. 10/2012
Number of pages: 68 Posted: 21 Jun 2016
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 80 (444,972)

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Bank Regulation, Taxation, Dynamic Banking Model

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

WBS Finance Group Research Paper No. 173
Number of pages: 51 Posted: 11 Mar 2012 Last Revised: 26 Dec 2019
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 59 (520,735)
Citation 1

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Bank Regulation, Taxation, Dynamic Banking Model

2.

Microprudential Regulation in a Dynamic Model of Banking

Review of Financial Studies, Forthcoming, AEA 2014 Philadelphia Meeeting Paper, WBS Finance Group Research Paper No. 204
Number of pages: 57 Posted: 13 May 2013 Last Revised: 26 Dec 2019
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 426 (101,782)
Citation 14

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Bank Regulation, Dynamic Banking Model

3.

Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing

Number of pages: 57 Posted: 19 Feb 2011 Last Revised: 03 Oct 2017
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 373 (118,456)
Citation 7

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Systemic Risks, Dynamic Factor Model, Quantile Auto-regressions, Density Forecasts

4.
Downloads 326 (137,249)
Citation 7

Forecasting Tail Risks

Journal of Applied Econometrics, Forthcoming
Number of pages: 43 Posted: 04 Nov 2015
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 210 (212,076)
Citation 7

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tail risks, density forecasts, factor models, quantile projections

Forecasting Tail Risks

CESifo Working Paper Series No. 5286
Number of pages: 47 Posted: 14 Apr 2015
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 116 (346,245)

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tail risks, density forecasts, factor models, quantile projections

Financial Intermediation, Competition, and Risk: A General Equilibrium Exposition

IMF Working Paper No. 09/105
Number of pages: 30 Posted: 01 Jun 2009
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 152 (281,255)

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Financial Intermediation, Competition, and Risk: A General Equilibrium Exposition

European Banking Center Discussion Paper No. 2010-19S, CentER Discussion Paper Series No. 2010-67S
Number of pages: 31 Posted: 07 Jul 2010
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 123 (331,758)
Citation 2

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General Equilibrium, Bank Competition, Market Power Rents, Risk

Financial Intermediation, Competition, and Risk: a General Equilibrium Exposition

Number of pages: 39 Posted: 19 Mar 2010
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 39 (622,759)

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General Equilibrium, Bank Competition, Market Power Rents, Risk

6.
Downloads 281 (160,088)
Citation 7

Systemic Risks and the Macroeconomy

IMF Working Paper No. 10/29
Number of pages: 41 Posted: 22 Feb 2010
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 222 (201,346)

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Systemic Risks and the Macroeconomy

NBER Working Paper No. w16998
Number of pages: 52 Posted: 02 May 2011 Last Revised: 13 Jun 2021
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 59 (520,735)

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7.
Downloads 211 (212,378)
Citation 2

Bad Bank Resolutions and Bank Lending

BIS Working Paper No. 837
Number of pages: 41 Posted: 12 Feb 2020
Université de Lille, Bank for International Settlements (BIS), Ca Foscari University of Venice and University of Padua - Department of EconomicsCESifo (Center for Economic Studies and Ifo Institute)
Downloads 211 (212,076)

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bad banks, resolutions, lending, non-performing loans, rescue packages, recapitalisations

Bad Bank Resolutions and Bank Lending

CEPR Discussion Paper No. DP14379
Number of pages: 40 Posted: 11 Feb 2020
Université de Lille, Bank for International Settlements (BIS), Ca Foscari University of Venice and University of Padua - Department of EconomicsCESifo (Center for Economic Studies and Ifo Institute)
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Citation 2
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bad banks, lending, Non-performing loans, recapitalisations, rescue packages, resolutions

8.

Dynamic Bank Capital Regulation in Equilibrium

WBS Finance Group Research Paper No. 240
Number of pages: 63 Posted: 18 Oct 2017 Last Revised: 26 Dec 2019
Douglas M. Gale, Andrea Gamba and Marcella Lucchetta
New York University (NYU) - Department of Economics, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 208 (214,319)

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Bank Regulation, Capital Requirements, General Equilibrium, Aggregate Risk

Systematic Risk, Bank Moral Hazard, and Bailouts

Bank of Finland Research Discussion Paper No. 2/2018
Number of pages: 30 Posted: 23 Jan 2018 Last Revised: 18 Nov 2021
Marcella Lucchetta, Michele Moretto and Bruno Parigi
Ca Foscari University of Venice, University of Padua, Dep of Economics and Management and Università degli Studi di Padova
Downloads 86 (425,989)

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bailout, bank closure, real option, systematic risk, moral hazard

Systematic Risk, Bank Moral Hazard, and Bailouts

Number of pages: 26 Posted: 13 Nov 2017 Last Revised: 28 Nov 2017
Ca Foscari University of Venice, University of Padua, Dep of Economics and Management and University of Padua - Department of EconomicsCESifo (Center for Economic Studies and Ifo Institute)
Downloads 73 (465,668)
Citation 1

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bank closure, real option, systematic risk

Systematic Risk, Bank Moral Hazard, and Bailouts

CESifo Working Paper Series No. 6878
Number of pages: 29 Posted: 03 Apr 2018
Ca Foscari University of Venice, University of Padua, Dep of Economics and Management and University of Padua - Department of EconomicsCESifo (Center for Economic Studies and Ifo Institute)
Downloads 33 (660,852)

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bailout, bank closure, real option, systematic risk

10.

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

IMF Working Paper No. 12/72
Number of pages: 55 Posted: 25 Mar 2012
Gianni De Nicoló, Andrea Gamba and Marcella Lucchetta
affiliation not provided to SSRN, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 154 (277,589)

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Bank Regulation, Taxation, Dynamic Banking Model, Capital, Credit Risk, Economic Models, Liquidity

11.

Bank Competition and Financial Stability: A General Equilibrium Exposition

CESifo Working Paper Series No. 4123
Number of pages: 34 Posted: 27 Feb 2013
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 108 (361,946)
Citation 1

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general equilibrium, bank competition, financial stability

12.

Bank Market Structure, Systemic Risk, and Interbank Market Breakdowns

Number of pages: 35 Posted: 31 Aug 2010
Marcella Lucchetta
Ca Foscari University of Venice
Downloads 108 (361,946)
Citation 1

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Interbank Markets, Banking Concentration, Risk

13.

Bank Restructuring without Government Intervention

Swiss Finance Institute Research Paper No. 19-63
Number of pages: 48 Posted: 12 Dec 2019
Ca Foscari University of Venice, University of Padua - Department of EconomicsCESifo (Center for Economic Studies and Ifo Institute) and Swiss Finance Institute
Downloads 100 (381,051)

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Bad banks, Under-investment, Debt overhang, Bail-inable bond

14.

Bank Competition and Financial Stability: A General Equilibrium Exposition

IMF Working Paper No. 11/295
Number of pages: 39 Posted: 20 Dec 2011
Gianni De Nicoló and Marcella Lucchetta
affiliation not provided to SSRN and Ca Foscari University of Venice
Downloads 92 (401,770)

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15.

Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing

IMF Working Paper No. NO.12/58
Number of pages: 41 Posted: 25 Mar 2012
Gianni De Nicoló and Marcella Lucchetta
affiliation not provided to SSRN and Ca Foscari University of Venice
Downloads 88 (415,889)

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Systemic Risks, Dynamic Factor Model, Quantile Auto-regressions, Density Forecasts, Economic Indicators, Financial Risk, Forecasting Models, Group Of Seven, Econometric Modeling, Prices, Business Fluctuations, And Cycles,financial Institutions And Services

16.

Catch the Heterogeneity: The New Bank Tailored Integrated Rating

Number of pages: 16 Posted: 08 Feb 2018
Daniela Arzu, Marcella Lucchetta and Guido Max Mantovani
Ca Foscari University of Venice - Department of Management, Ca Foscari University of Venice and International University of Monaco
Downloads 39 (608,927)

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Bank Tailored integrated rating, banks’ heterogeneity, financial cycle

17.

Emerging Stock Premia: Do Industries Matter?

Ca’ Foscari University of Venice Department of Economics Working Paper No. 22/WP/2012
Number of pages: 18 Posted: 03 Oct 2012
Michael Donadelli and Marcella Lucchetta
University of Brescia and Ca Foscari University of Venice
Downloads 37 (620,239)
Citation 1

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industry excess returns, emerging stock premia, time-varying performances

18.

Do We Need a Stochastic Trend in Cay Estimation? Yes.

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 24/WP/2016
Number of pages: 15 Posted: 02 Nov 2016
Ca' Foscari University of Venice, European Commission-Joint Research Centre, Ca Foscari University of Venice and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 36 (626,094)

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Cay, Trend, State-Space Model

19.

What do Data Say about Monetary Policy, Bank Liquidity and Bank Risk Taking?

Economic Notes, Vol. 36, No. 2, pp. 189-203, July 2007
Number of pages: 16 Posted: 11 Jan 2008
Marcella Lucchetta
Ca Foscari University of Venice
Downloads 14 (794,684)

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20.

Immigration, Uncertainty and Macroeconomic Dynamics

The World Economy, Vol. 43, Issue 2, pp. 326-354, 2020
Number of pages: 29 Posted: 07 Jun 2020
Michael Donadelli, Luca Gerotto, Marcella Lucchetta and Daniela Arzu
University of Brescia, Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice and Ca Foscari University of Venice - Department of Management
Downloads 4 (901,287)

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business cycle, fear, Google trends, immigration, life satisfaction, uncertainty

21.

Bank Credit to Medium-Sized Enterprises in Italy: The Trends Before and During the Crisis

Bancaria No. 02-2011
Posted: 18 Apr 2011
Ivan Lorenzon, Marcella Lucchetta and Loriana Pelizzon
affiliation not provided to SSRN, Ca Foscari University of Venice and Goethe University Frankfurt - Faculty of Economics and Business Administration

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Financial crisis, Firm credit availability