Francisco Nadal De Simone

Universite du Luxembourg - Luxembourg School of Finance

162a, avenue de la Faïencerie

Luxembourg-Limpertsberg, L-1511

Luxembourg

http://https://wwwfr.uni.lu/fdef/luxembourg_school_of_finance

Sacred Heart University - Jack Welsh College of Business

Adjunct Professor

7, rue Alcide de Gasperi

Luxembourg, CT L-2981

Luxembourg

http://www.shu.lu/

SCHOLARLY PAPERS

4

DOWNLOADS

157

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Monetary Policy and Systemic Risk-taking in the Euro Area Banking Sector

Number of pages: 41 Posted: 25 Jun 2019
Alain Ntumba Kabundi and Francisco Nadal De Simone
World Bank and Universite du Luxembourg - Luxembourg School of Finance
Downloads 73 (389,277)

Abstract:

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monetary policy, systemic risk, financial stability, non-linearities, structural FAVAR

2.

Effects on Growth and Inflation of the Unraveling of Systemic Risk in the Euro Area Banking Sector: Lessons from the Financial Crisis

Number of pages: 39 Posted: 17 Apr 2020 Last Revised: 05 Feb 2021
Alain Ntumba Kabundi and Francisco Nadal De Simone
World Bank and Universite du Luxembourg - Luxembourg School of Finance
Downloads 52 (460,590)
Citation 1

Abstract:

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systemic risk, financial stability, non-linearities, FAVAR, monetary policy

3.

Euro Area Banking and Monetary Policy Shocks in the QE Era: A Structural Credit Risk and Vector-autoregression Approach

Number of pages: 55 Posted: 19 Mar 2021
Alain Ntumba Kabundi and Francisco Nadal De Simone
World Bank and Universite du Luxembourg - Luxembourg School of Finance
Downloads 32 (552,150)

Abstract:

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quantitative easing, banking sector, financial stability, structural credit risk model, structural FAVAR

4.

(Systemic) Risk-taking in the Euro Area Investment Fund Industry

Posted: 22 Aug 2019 Last Revised: 07 Oct 2019
Xisong Jin and Francisco Nadal De Simone
Universite du Luxembourg - Luxembourg School of Finance and Universite du Luxembourg - Luxembourg School of Finance

Abstract:

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monetary policy, systemic risk, financial stability, non-linearities, structural FAVAR