Marianna Caccavaio

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

8

DOWNLOADS

691

SSRN CITATIONS
Rank 15,786

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Top 15,786

in Total Papers Citations

27

CROSSREF CITATIONS

27

Scholarly Papers (8)

1.

Systemic Risk in the European Banking Sector

Number of pages: 19 Posted: 19 Jul 2012 Last Revised: 20 Jul 2012
LUISS University - Department of Economics and Finance, Bank of Italy, LUISS Guido Carli University - Facoltà di Economia and University of Rome II - Faculty of Economics
Downloads 312 (98,467)
Citation 5

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systemic risk, SIFIs, European Banking System, CoVaR

2.
Downloads 121 (235,759)
Citation 2

EU Bank Deleveraging

Bank of Italy Occasional Paper No. 235
Number of pages: 23 Posted: 16 Jan 2015 Last Revised: 21 Jan 2015
Pierluigi Bologna, Marianna Caccavaio and Arianna Miglietta
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 85 (302,065)
Citation 2

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leverage, deleveraging, European banks, financial stability

EU Bank Deleveraging

Bank of Italy Occasional Paper No. 235
Number of pages: 23 Posted: 10 Mar 2015
Pierluigi Bologna, Marianna Caccavaio and Arianna Miglietta
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 36 (459,136)
Citation 2

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leverage, deleveraging, European banks, financial stability

3.

Stock Market Efficiency in China: Evidence from the Split-Share Reform

Bank of Italy Temi di Discussione (Working Paper) No. 969
Number of pages: 43 Posted: 18 Nov 2014
Andrea Beltratti, Bernardo Bortolotti and Marianna Caccavaio
Bocconi University - Department of Finance, Bocconi University and Bank of Italy
Downloads 93 (282,926)
Citation 43

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Chinese stock market, market efficiency, event study, bootstrap

4.

Systemic Risk in the Italian Banking Sector

Number of pages: 18 Posted: 30 Jan 2015
LUISS University - Department of Economics and Finance, LUISS Guido Carli University - Facoltà di Economia, Bank of Italy and University of Rome II - Faculty of Economics
Downloads 75 (322,655)

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Systemic Risk; SIFI; CoVaR

5.
Downloads 56 (375,716)
Citation 1

Euro Area (Cross-Border?) Banking

Bank of Italy Occasional Paper No. 228
Number of pages: 36 Posted: 13 Feb 2015
Pierluigi Bologna and Marianna Caccavaio
Bank of Italy and Bank of Italy
Downloads 30 (488,670)
Citation 2

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Euro Area, cross-border banking, foreign claims, financial stability

Euro Area (Cross-Border?) Banking

Bank of Italy Occasional Paper No. 228
Number of pages: 36 Posted: 16 Jan 2015 Last Revised: 21 Jan 2015
Pierluigi Bologna and Marianna Caccavaio
Bank of Italy and Bank of Italy
Downloads 26 (511,742)
Citation 1

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Euro Area, Cross-border banking, Foreign claims, Financial stability

International Spillovers of Monetary Policy: Evidence from France and Italy

ECB Working Paper No. 2216
Number of pages: 37 Posted: 18 Dec 2018
Banque de France, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 12 (604,145)

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bank lending channel, foreign funding, global banks

International Spillovers of Monetary Policy: Evidence from France and Italy

Banque de France Working Paper No. 689
Number of pages: 32 Posted: 14 Aug 2018
Banque de France, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 8 (632,582)

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Spillovers, Monetary Policy, International Banking

7.

Shock Transmission Through International Banks: The Italian Case

Bank of Italy Occasional Paper No. 232
Number of pages: 22 Posted: 07 Mar 2015
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 14 (567,623)
Citation 1

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liquidity shock, cross-border lending, international banks

8.

Systemic Risk in the Italian Banking Industry

Economic Notes, Vol. 43, Issue 1, pp. 21-38, 2014
Number of pages: 18 Posted: 17 Jan 2014
LUISS University - Department of Economics and Finance, LUISS Guido Carli University - Facoltà di Economia, University of Rome II - Faculty of Economics and Bank of Italy
Downloads 0 (679,174)
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