Marianna Caccavaio

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

7

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1,008

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in Total Papers Citations

37

CROSSREF CITATIONS

29

Scholarly Papers (7)

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1.

Systemic Risk in the European Banking Sector

Number of pages: 19 Posted: 19 Jul 2012 Last Revised: 20 Jul 2012
Nicola Borri, Marianna Caccavaio, Giorgio Di Giorgio and Alberto Maria Sorrentino
LUISS University - Department of Economics and Finance, Bank of Italy, Luiss Guido Carli University - Department of Economics and Finance and University of Rome II - Faculty of Economics
Downloads 411 (123,747)
Citation 8

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systemic risk, SIFIs, European Banking System, CoVaR

2.

EU Bank Deleveraging

Downloads 168 (301,942)
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 115 (408,882)
Citation 4

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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 53 (652,587)
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 115 (406,867)
Citation 44

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Chinese stock market, market efficiency, event study, bootstrap

4.

Euro Area (Cross-Border?) Banking

Downloads 105 (434,370)
Citation 2

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 58 (624,364)
Citation 4

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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 47 (689,073)
Citation 1

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

5.

Systemic Risk in the Italian Banking Sector

Number of pages: 18 Posted: 30 Jan 2015
Nicola Borri, Giorgio Di Giorgio, Marianna Caccavaio and Alberto Maria Sorrentino
LUISS University - Department of Economics and Finance, Luiss Guido Carli University - Department of Economics and Finance, Bank of Italy and University of Rome II - Faculty of Economics
Downloads 101 (446,596)
Citation 1

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Systemic Risk; SIFI; CoVaR

6.

International Spillovers of Monetary Policy: Evidence from France and Italy

Downloads 73 (544,874)
Citation 5

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
Julia Schmidt, Marianna Caccavaio, Luisa Carpinelli and Giuseppe Marinelli
Banque de France, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 39 (744,338)
Citation 1

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Spillovers, Monetary Policy, International Banking

International Spillovers of Monetary Policy: Evidence from France and Italy

ECB Working Paper No. 2216
Number of pages: 37 Posted: 18 Dec 2018
Julia Schmidt, Marianna Caccavaio, Luisa Carpinelli and Giuseppe Marinelli
Banque de France, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 34 (782,754)
Citation 3

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bank lending channel, foreign funding, global banks

7.

Shock Transmission Through International Banks: The Italian Case

Bank of Italy Occasional Paper No. 232
Number of pages: 22 Posted: 07 Mar 2015
Marianna Caccavaio, Luisa Carpinelli, Giuseppe Marinelli and Enrico Sette
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 35 (754,290)
Citation 2

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liquidity shock, cross-border lending, international banks