Marcella Lucchetta

Ca Foscari University of Venice

Venice

Italy

SCHOLARLY PAPERS

18

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CITATIONS
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28

Scholarly Papers (18)

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

Number of pages: 51 Posted: 18 Feb 2011 Last Revised: 11 Mar 2014
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 241 (125,552)
Citation 1

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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
Number of pages: 51 Posted: 02 Sep 2011 Last Revised: 11 Mar 2014
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 97 (270,706)
Citation 1

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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 64 (347,714)

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Bank Regulation, Taxation, Dynamic Banking Model

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

Number of pages: 51 Posted: 11 Mar 2012 Last Revised: 11 Mar 2014
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 52 (385,685)
Citation 1

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Bank Regulation, Taxation, Dynamic Banking Model

2.

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 359 (81,984)
Citation 5

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

3.

Microprudential Regulation in a Dynamic Model of Banking

Review of Financial Studies, Forthcoming, AEA 2014 Philadelphia Meeeting Paper
Number of pages: 57 Posted: 13 May 2013 Last Revised: 11 Mar 2014
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 338 (88,115)
Citation 2

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Bank Regulation, Dynamic Banking Model

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 145 (200,245)

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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 91 (282,283)
Citation 1

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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 31 (471,792)

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General Equilibrium, Bank Competition, Market Power Rents, Risk

5.
Downloads 266 (113,868)
Citation 3

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 165 (179,440)
Citation 2

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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 101 (263,466)

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tail risks, density forecasts, factor models, quantile projections

6.
Downloads 241 (126,067)
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 201 (149,928)

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Systemic Risks and the Macroeconomy

NBER Working Paper No. w16998
Number of pages: 52 Posted: 02 May 2011
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 40 (430,840)

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7.

Dynamic Bank Capital Regulation in Equilibrium

WBS Finance Group Research Paper
Number of pages: 63 Posted: 18 Oct 2017 Last Revised: 16 Feb 2018
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 148 (196,451)
Citation 1

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Bank Regulation, Capital Requirements, General Equilibrium, Aggregate Risk

8.

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 142 (203,144)

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

Systematic Risk, Bank Moral Hazard, and Bailouts

Number of pages: 26 Posted: 13 Nov 2017 Last Revised: 28 Nov 2017
Marcella Lucchetta, Michele Moretto and Bruno Maria Parigi
Ca Foscari University of Venice, University of Padua, Dep of Economics and Management and University of Padua - Department of Economics
Downloads 51 (389,118)

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bank closure, real option, systematic 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: 28 Jan 2018
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 50 (392,620)

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

Systematic Risk, Bank Moral Hazard, and Bailouts

CESifo Working Paper Series No. 6878
Number of pages: 29 Posted: 03 Apr 2018
Marcella Lucchetta, Michele Moretto and Bruno Maria Parigi
Ca Foscari University of Venice, University of Padua, Dep of Economics and Management and University of Padua - Department of Economics
Downloads 27 (493,310)

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bailout, bank closure, real option, systematic risk

10.

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 99 (265,285)
Citation 1

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Interbank Markets, Banking Concentration, Risk

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 94 (274,390)

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general equilibrium, bank competition, financial stability

12.

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 82 (298,943)

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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

13.

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 82 (298,943)

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14.

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 32 (455,282)

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

15.

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 22 (507,253)

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Cay, Trend, State-Space Model

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 21 (513,089)

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Bank Tailored integrated rating, banks’ heterogeneity, financial cycle

17.

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 10 (578,704)
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18.

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