Marianna Caccavaio

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

7

DOWNLOADS

1,220

TOTAL CITATIONS
Rank 21,259

SSRN RANKINGS

Top 21,259

in Total Papers Citations

70

Scholarly Papers (7)

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 - Department of Economics and Finance and University of Rome II - Faculty of Economics
Downloads 472 (124,135)
Citation 8

Abstract:

Loading...

systemic risk, SIFIs, European Banking System, CoVaR

2.
Downloads 197 (311,715)
Citation 6

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 131 (441,781)
Citation 3

Abstract:

Loading...

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 66 (696,512)
Citation 3

Abstract:

Loading...

leverage, deleveraging, European banks, financial stability

3.
Downloads 160 (374,657)
Citation 5

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 101 (539,515)
Citation 4

Abstract:

Loading...

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 59 (736,926)
Citation 1

Abstract:

Loading...

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

4.

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 137 (425,282)
Citation 44

Abstract:

Loading...

Chinese stock market, market efficiency, event study, bootstrap

5.

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 - Department of Economics and Finance, Bank of Italy and University of Rome II - Faculty of Economics
Downloads 116 (483,622)
Citation 1

Abstract:

Loading...

Systemic Risk; SIFI; CoVaR

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 50 (796,150)
Citation 1

Abstract:

Loading...

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
Banque de France, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 41 (865,184)
Citation 3

Abstract:

Loading...

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
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 47 (798,750)
Citation 2

Abstract:

Loading...

liquidity shock, cross-border lending, international banks