Andrea Carboni

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

11

DOWNLOADS

1,072

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 200 (193,328)
Citation 1

Abstract:

Loading...

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 178 (214,329)

Abstract:

Loading...

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

3.

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 114 (304,739)

Abstract:

Loading...

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

4.

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 112 (308,562)

Abstract:

Loading...

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

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 103 (326,736)
Citation 1

Abstract:

Loading...

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 92 (351,359)
Citation 2

Abstract:

Loading...

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 85 (369,092)

Abstract:

Loading...

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 - Research Department, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 62 (439,064)
Citation 1

Abstract:

Loading...

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 57 (457,257)

Abstract:

Loading...

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 37 (544,290)

Abstract:

Loading...

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 32 (571,041)

Abstract:

Loading...

Taylor rule, asset prices, reaction functions