Luca Giordano

IOSCO (International Organization of Securities Commissions)

Senior Economist

Calle Oquendo, 12

Madrid, Madrid 28006

Spain

CONSOB (Commissione Nazionale per le Società e la Borsa)

Roma 00198

Italy

SCHOLARLY PAPERS

14

DOWNLOADS

1,408

SSRN CITATIONS

1

CROSSREF CITATIONS

9

Scholarly Papers (14)

Real-World and Risk-Neutral Probabilities in the Regulation on the Transparency of Structured Products

ESMA Working Paper n. 1 2015
Number of pages: 30 Posted: 19 Jan 2015
Luca Giordano and Giovanni Siciliano
IOSCO (International Organization of Securities Commissions) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Downloads 178 (258,789)
Citation 1

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derivatives, structured products, risk-neutral pricing, probability scenarios

Real-World and Risk-Neutral Probabilities in the Regulation on the Transparency of Structured Products

ESMA Working Paper No. 1, 2015, CONSOB Working Papers No. 74
Number of pages: 30 Posted: 17 Oct 2013 Last Revised: 01 Jul 2016
Luca Giordano and Giovanni Siciliano
IOSCO (International Organization of Securities Commissions) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Downloads 107 (386,905)
Citation 3

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derivatives, structured products, risk-neutral pricing, probability scenarios

2.

The Determinants of Government Yield Spreads in the Euro Area

CONSOB Working Papers No. 71
Number of pages: 41 Posted: 09 Oct 2012
Luca Giordano, Nadia Linciano and Paola Soccorso
IOSCO (International Organization of Securities Commissions), Commissione Nazionale per le Societa e la Borsa (CONSOB) and Commissione Nazionale per le Societa e la Borsa (CONSOB)
Downloads 226 (208,352)
Citation 4

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government yield spreads, sovereign risk premia, government debt, financial crisis, sovereign debt crisis, contagion

3.

Probabilità reali e probabilità neutrali al rischio nella stima del valore futuro degli strumenti derivati (Real-World and Risk-Neutral Probabilities in the Regulation on the Transparency of Structured Products)

CONSOB Working Papers No. 74
Number of pages: 66 Posted: 05 Sep 2013 Last Revised: 10 Sep 2014
Luca Giordano and Giovanni Siciliano
IOSCO (International Organization of Securities Commissions) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Downloads 183 (252,549)

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pricing, fair-value, misura neutrale al rischio, partizioni di probabilità, martingala

4.

Financial Contagion During Lehman Default and Sovereign Debt Crisis: An Empirical Analysis on Euro Area Bond and Equity Markets

CONSOB Working Paper No. 72
Number of pages: 46 Posted: 29 Dec 2012
Monica Gentile and Luca Giordano
CONSOB (Commissione Nazionale per le Società e la Borsa) and IOSCO (International Organization of Securities Commissions)
Downloads 129 (336,247)
Citation 7

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contagion, Euro area sovereign debt crisis, sovereign bond spread, stock market

5.

Competition Versus Efficiency: What Drives Banks’ Spreads in Italian Banking System?

Academic Journal of Economic Studies, Vol. 1, No. 2, June 2015, pp. 93-119
Number of pages: 32 Posted: 08 Aug 2015 Last Revised: 29 Jan 2016
Luca Giordano and Antonio Lopes
IOSCO (International Organization of Securities Commissions) and Second University of Naples
Downloads 111 (374,780)

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Bank, Spreads, Market Structure, Cost Efficiency, Market Power, Stochastic Frontier Analysis

6.

Financial Architecture and the Source of Growth. International Evidence on Technological Change

CONSOB Working Papers No. 78
Number of pages: 54 Posted: 02 Aug 2014 Last Revised: 04 Sep 2014
Luca Giordano and Claudia Guagliano
IOSCO (International Organization of Securities Commissions) and European Securities and Markets Authority (ESMA)
Downloads 80 (462,650)
Citation 1

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financial structure, economic growth, technological change, stochastic frontier analysis (SFA), total factor productivity (TFP)

7.

The Impact of Financial Architecture on Technical Innovation

Applied Economics and Finance, Vol. 3, No 3, August 2016
Number of pages: 25 Posted: 28 May 2016 Last Revised: 15 Jun 2016
Luca Giordano and Claudia Guagliano
IOSCO (International Organization of Securities Commissions) and European Securities and Markets Authority (ESMA)
Downloads 71 (494,656)

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financial structure, economic growth, technological change, stochastic frontier analysis (SFA), total factor productivity (TFP)

8.

Implicazioni e possibili motivazioni della scelta di non quotarsi da parte delle medie imprese italiane (Earnings Management and Financial Constraints for Listed and Not-listed Firms. Is There Any Rationality for Not Going Public?)

Number of pages: 68 Posted: 16 Nov 2017
Luca Giordano and Matteo Modena
IOSCO (International Organization of Securities Commissions) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Downloads 70 (498,436)

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9.

L'overpricing dei Covered Warrant: Evidenze per il Mercato Italiano (Why are Derivative Warrants More Expensive than Options? - The Italian case)

Number of pages: 50 Posted: 23 Oct 2012
Emilio Ciccone, Luca Giordano and Renato Grasso
CONSOB (Commissione Nazionale per le Società e la Borsa), IOSCO (International Organization of Securities Commissions) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Downloads 64 (522,269)

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10.

Management Quality and Risk Preference as Determinants of Efficiency in the Italian Banking System

Studi Economici n. 91, 2007
Number of pages: 20 Posted: 21 Apr 2015
Luca Giordano and Antonio Lopes
IOSCO (International Organization of Securities Commissions) and University of Foggia
Downloads 52 (575,808)

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Bank Efficiency, Stochastic Frontiers, Italian Banks

11.

Divari territoriali e limiti nell’accesso al credito per le PMI meridionali: quale ruolo per i Confidi? (Credit Constraints for SMEs in the Italian Mezzogiorno: Which Role for Mutual Loan-Guarantee Consortia?)

Rivista Economica del Mezzogiorno, Il Mulino, n. 1 2009
Number of pages: 44 Posted: 26 Apr 2015
University of Basilicata, DiMIE, The Italian Securities and Exchange Commission (CONSOB) and IOSCO (International Organization of Securities Commissions)
Downloads 41 (633,927)

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Mutual Loan-Guarantee Consortia, credit rationing, Italian Mezzogiorno, bank-firm relationships

12.

I Confidi Nella Crisi:Riforme, Nuovi Assetti E Vecchie Sfide (Mutual Loan-Guarantee Consortia and the Crisis: Reforms, New Arrangements and Old Challenges)

Rivista Economica del Mezzogiorno n.4/2014
Number of pages: 24 Posted: 28 Jan 2016
IOSCO (International Organization of Securities Commissions), The Italian Securities and Exchange Commission (CONSOB) and University of Basilicata, DiMIE
Downloads 37 (657,386)

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Mutual Loan-Guarantee Consortia; Credit Rationing; Italian Mezzogiorno; Bank-firm Relationships

13.

Reti Bancarie, Credito e Sistema Produttivo Meridionale (Banking Network, Credit System and Southern Italy’s Productive System)

Rivista Economica del Mezzogiorno, 2009, n. 4
Number of pages: 42 Posted: 25 Oct 2015
Luca Giordano and Antonio Lopes
IOSCO (International Organization of Securities Commissions) and Second University of Naples
Downloads 37 (657,386)

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14.

Politica monetaria, credito e squilibri territoriali in Europa al tempo della crisi. Monetary policy, credit and territorial imbalances in Europe at the time of the crisis.

Rivista Economica del Mezzogiorno, n. 1, 2016
Number of pages: 56 Posted: 31 Jul 2016
Luca Giordano and Antonio Lopes
IOSCO (International Organization of Securities Commissions) and Second University of Naples
Downloads 22 (485,467)

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