Via Nazionale 91
Rome, 00184
Italy
Bank of Italy
credit default swaps, asset swap, price discovery, basis, limits to arbitrage
Taylor rule, monetary transmission mechanism, unconventional policies, Nelson-Siegel curves, Central Banks’ announcements
Non-performing exposures, loan loss provisions, general and specific reserves, earnings management, capital management
European Liquidity, Factor Model, Monetary Policy, Credit Supply, Credit Demand, European Central Bank
Bad loans, credit risk, determinants, feedback effects, threshold models
Financial crisis, credit default swaps, risk transfer, event study
Nelson-Siegel curves, Eurocoin, macrofinancial models
statistics, internationalization, international trade in services, foreign direct investment, microdata
Emerging markets, credit default swaps, bond spreads, price discovery
fair value accounting, level 2 instruments, level 3 instruments, non-performing loans, prudential regulation, panel data models
Taylor rule, asset prices, reaction functions
