Marcella Lucchetta

Ca Foscari University of Venice

Venice

Italy

SCHOLARLY PAPERS

7

DOWNLOADS

549

CITATIONS
Rank 33,154

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Top 33,154

in Total Papers Citations

6

Scholarly Papers (7)

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
Number of pages: 51 Posted: 02 Sep 2011 Last Revised: 11 Mar 2014
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
International Monetary Fund and CESifo, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 93 (224,435)
Citation 1

Abstract:

Capital requirements, liquidity requirements, taxation of liabilities

2.
Downloads 223 (108,095)
Citation 3

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
International Monetary Fund and CESifo and Ca Foscari University of Venice
Downloads 196 (122,314)
Citation 3

Abstract:

Systemic Risks and the Macroeconomy

NBER Working Paper No. w16998
Number of pages: 52 Posted: 02 May 2011
Gianni De Nicolo and Marcella Lucchetta
International Monetary Fund and CESifo and Ca Foscari University of Venice
Downloads 27 (402,606)
Citation 3

Abstract:

3.

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 77 (183,666)
Citation 1

Abstract:

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

4.

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 73 (252,466)
Citation 1

Abstract:

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

5.

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
Goethe University Frankfurt - Research Center SAFE and Ca Foscari University of Venice
Downloads 24 (391,751)

Abstract:

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

6.

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
Goethe University Frankfurt - Research Center SAFE, Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 0 (486,709)

Abstract:

Cay, Trend, State-Space Model

7.

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

Abstract:

Financial crisis, Firm credit availability