Andrea Carboni

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

11

DOWNLOADS

1,198

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (11)

1.

The Cash-CDS Basis for Sovereign Countries: Market Strategy, Price Discovery and Determinants

Number of pages: 31 Posted: 23 Nov 2011 Last Revised: 06 Nov 2012
Andrea Carboni and Alessandro Carboni
Bank of Italy and Bank of Italy - Banking and Finance Supervision Department
Downloads 211 (217,412)
Citation 1

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credit default swaps, asset swap, price discovery, basis, limits to arbitrage

2.

From Taylor Rule to Money - Traditional and Unconventional Monetary Policies in the First Years of the Financial Crisis: Evidence from the United Kingdom, the USA and Europe

Number of pages: 49 Posted: 18 Jan 2012
Andrea Carboni and Alessandro Carboni
Bank of Italy and Bank of Italy - Banking and Finance Supervision Department
Downloads 194 (234,700)

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Taylor rule, monetary transmission mechanism, unconventional policies, Nelson-Siegel curves, Central Banks’ announcements

3.

Provisioning and Non-Performing Exposures During the Financial Crisis: Are Italian Banks Special?

Number of pages: 41 Posted: 23 Nov 2015
Alessandro Carboni and Andrea Carboni
Bank of Italy - Banking and Finance Supervision Department and Bank of Italy
Downloads 123 (340,566)

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Non-performing exposures, loan loss provisions, general and specific reserves, earnings management, capital management

4.

European Liquidity: What Matters Most? A Factor Model Analysis

Number of pages: 21 Posted: 27 Mar 2013
Alessandro Carboni and Andrea Carboni
Bank of Italy - Banking and Finance Supervision Department and Bank of Italy
Downloads 123 (340,566)

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European Liquidity, Factor Model, Monetary Policy, Credit Supply, Credit Demand, European Central Bank

5.

An Analysis of Italian Bad Loans: Determinants, Forecasts and Transmission to the Real Economy

Number of pages: 65 Posted: 22 Nov 2014
Alessandro Carboni and Andrea Carboni
Bank of Italy - Banking and Finance Supervision Department and Bank of Italy
Downloads 115 (357,415)
Citation 1

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Bad loans, credit risk, determinants, feedback effects, threshold models

6.

A Note on Banks and Sovereign CDS Premia Dynamics: Market Reactions and Determinants

Number of pages: 23 Posted: 21 Nov 2011
Alessandro Carboni and Andrea Carboni
Bank of Italy - Banking and Finance Supervision Department and Bank of Italy
Downloads 102 (388,392)
Citation 2

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Financial crisis, credit default swaps, risk transfer, event study

7.

The Euro Area Yield Curve: An Analysis with Nelson-Siegel Type Models

Number of pages: 16 Posted: 22 Nov 2011
Andrea Carboni and Alessandro Carboni
Bank of Italy and Bank of Italy - Banking and Finance Supervision Department
Downloads 98 (398,717)

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Nelson-Siegel curves, Eurocoin, macrofinancial models

8.

Investimenti Diretti Esteri E Scambi Internazionali Di Servizi: Un’Analisi Basata Sui Microdati Della Bilancia Dei Pagamenti (Foreign Direct Investment and International Trade in Services: An Analysis Based on Balance of Payments Microdata)

Bank of Italy Occasional Paper No. 327
Number of pages: 60 Posted: 30 Apr 2016
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 78 (458,622)
Citation 1

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statistics, internationalization, international trade in services, foreign direct investment, microdata

9.

An Empirical Investigation of Emerging Markets: What Does the Dynamics of Credit Risk Tell Us?

Number of pages: 30 Posted: 22 Nov 2011
Andrea Carboni and Alessandro Carboni
Bank of Italy and Bank of Italy - Banking and Finance Supervision Department
Downloads 63 (514,291)

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Emerging markets, credit default swaps, bond spreads, price discovery

10.

The Impact of Complex Financial Instruments on Banks’ Vulnerability: Empirical Evidence on SSM Banks

Bank of Italy Occasional Paper No. 633
Number of pages: 29 Posted: 30 Jul 2021
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 51 (567,354)

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fair value accounting, level 2 instruments, level 3 instruments, non-performing loans, prudential regulation, panel data models

11.

Do Asset Price Developments Matter? Evidence for the United States and the Euro Area

Number of pages: 10 Posted: 21 Nov 2011
Alessandro Carboni and Andrea Carboni
Bank of Italy - Banking and Finance Supervision Department and Bank of Italy
Downloads 40 (625,168)

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Taylor rule, asset prices, reaction functions