Gianni De Nicolo

Johns Hopkins University - Carey Business School

100 International Drive

Baltimore, MD 21202

United States

CESifo (Center for Economic Studies and Ifo Institute)

Poschinger Str. 5

Munich, DE-81679

Germany

SCHOLARLY PAPERS

42

DOWNLOADS
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Top 2,650

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13,067

CITATIONS
Rank 781

SSRN RANKINGS

Top 781

in Total Papers Citations

662

Scholarly Papers (42)

1.

Size, Charter Value and Risk in Banking: An International Perspective

EFA 2001 Barcelona Meetings; FRB International Finance Discussion Paper No. 689
Number of pages: 42 Posted: 10 Jul 2001
Gianni De Nicolo
Johns Hopkins University - Carey Business School
Downloads 1,211 (15,774)
Citation 47

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2.

Bank Risk-Taking and Competition Revisited: New Theory and New Evidence

IMF Working Paper No. 06/297
Number of pages: 51 Posted: 12 Jan 2007
John H. Boyd, Gianni De Nicolo and Abu M. Jalal
University of Minnesota - Twin Cities - Carlson School of Management, Johns Hopkins University - Carey Business School and University of Minnesota - Twin Cities - Department of Business Finance
Downloads 1,193 (16,130)
Citation 50

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Bank soundness, Competition, Profits, Asset management, Resource allocation, Risk management, Economic models

3.

Monetary Policy and Bank Risk Taking

Number of pages: 21 Posted: 08 Aug 2010
Johns Hopkins University - Carey Business School, International Monetary Fund (IMF) - Research Department, European Central Bank (ECB) and International Monetary Fund (IMF)
Downloads 1,096 (18,351)
Citation 4

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monetary policy, banking, leverage, risk

Systemic Risk and Financial Consolidation: Are They Related?

FEDS Discussion Paper No. 2001-33
Number of pages: 28 Posted: 28 Aug 2001
Myron L. Kwast and Gianni De Nicolo
Federal Reserve Board - Division of Research & Statistics and Johns Hopkins University - Carey Business School
Downloads 446 (61,671)
Citation 48

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Systemic risk, banks, consolidation

Systemic Risk and Financial Consolidation: Are They Related?

IMF Working Paper No. 02/55
Number of pages: 26 Posted: 09 Feb 2006
Gianni De Nicolo and Myron L. Kwast
Johns Hopkins University - Carey Business School and Federal Reserve Board - Division of Research & Statistics
Downloads 368 (77,593)
Citation 48

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Systemic risk, bank consolidation

5.

Bank Ownership, Market Structure and Risk

IMF Working Paper No. 07/215
Number of pages: 46 Posted: 28 Nov 2007
Gianni De Nicolo and Elena Loukoianova
Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 706 (34,371)
Citation 27

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Working Paper, Banks, Corporate sector, Financial risk, Bankruptcy, Industrial structure

6.

Bank Risk Taking and Competition Revisited

IMF Working Paper No. 03/114
Number of pages: 24 Posted: 29 Jan 2006
John H. Boyd and Gianni De Nicolo
University of Minnesota - Twin Cities - Carlson School of Management and Johns Hopkins University - Carey Business School
Downloads 552 (47,674)
Citation 163

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bank risk shifting, competition

7.

Corporate Governance Quality: Trends and Real Effects

IMF Working Paper No. 06/293
Number of pages: 43 Posted: 12 Jan 2007
Gianni De Nicolo, Luc Laeven and Kenichi Ueda
Johns Hopkins University - Carey Business School, European Central Bank (ECB) and University of Tokyo - Faculty of Economics
Downloads 535 (49,577)
Citation 15

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Governance, Transparency, Economic growth, Gross domestic product, Productivity, Investment

8.

Bank Competition, Risk and Asset Allocations

IMF Working Paper No. 09/143
Number of pages: 36 Posted: 04 Aug 2009
Gianni De Nicolo, John H. Boyd and Abu M. Jalal
Johns Hopkins University - Carey Business School, Florida International University (FIU) - Department of Economics and affiliation not provided to SSRN
Downloads 514 (52,187)
Citation 12

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Asset management, Banking, Bankruptcy, Banks, Competition, Credit risk, Cross country analysis, Depositories, Economic models, Financial crisis, Time series, United States

9.

Banking Crises and Crisis Dating: Theory and Evidence

IMF Working Paper No. 09/141
Number of pages: 51 Posted: 04 Aug 2009
John H. Boyd, Gianni De Nicolo and Elena Loukoianova
Florida International University (FIU) - Department of Economics, Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 492 (55,094)
Citation 25

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Banking crisis, Banking sector, Banks, Cross country analysis, Deposit insurance, Economic models, External shocks, Financial crisis

Bank Consolidation, Internationalization, and Conglomeration: Trends and Implications for Financial Risk

IMF Working Paper No. 03/158
Number of pages: 45 Posted: 28 Jan 2006
Johns Hopkins University - Carey Business School, Independent, Independent and Independent
Downloads 440 (62,707)
Citation 42

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Bank Consolidation, Internationalization, Conglomeration, Financial Risk

Bank Consolidation, Internationalization, and Conglomeration: Trends and Implications for Financial Risk

Financial Markets, Institutions & Instruments, Vol. 13, No. 4, pp. 173-217, October 2004
Number of pages: 45 Posted: 09 Oct 2004
Johns Hopkins University - Carey Business School, Independent, Independent and Independent
Downloads 42 (415,578)
Citation 42
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11.
Downloads 459 ( 60,151)
Citation 34

Dollarization of the Banking System: Good or Bad?

World Bank Policy Research Working Paper No. 3116
Number of pages: 43 Posted: 20 Apr 2016
Gianni De Nicolo, Patrick Honohan and Alain Ize
Johns Hopkins University - Carey Business School, Trinity College Dublin - Department of Economics and World Bank
Downloads 377 (75,368)
Citation 34

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Dollarization of the Banking System: Good or Bad?

IMF Working Paper No. 03/146
Number of pages: 44 Posted: 30 Jan 2006
Gianni De Nicolo, Patrick Honohan and Alain Ize
Johns Hopkins University - Carey Business School, Trinity College Dublin - Department of Economics and World Bank
Downloads 82 (296,776)
Citation 34

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Dollarization, Financial Deepening, Financial Instability

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

Number of pages: 51 Posted: 18 Feb 2011 Last Revised: 11 Mar 2014
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 241 (123,395)
Citation 1

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Capital requirements, liquidity requirements, Taxation of liabilities

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

European Banking Center Discussion Paper No. 2011-025, CentER Working Paper Series No. 2011-090
Number of pages: 51 Posted: 02 Sep 2011 Last Revised: 11 Mar 2014
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 97 (266,480)
Citation 1

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Capital requirements, liquidity requirements, taxation of liabilities

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

Bundesbank Discussion Paper No. 10/2012
Number of pages: 68 Posted: 21 Jun 2016
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 64 (342,043)
Citation 1

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Bank Regulation, Taxation, Dynamic Banking Model

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

Number of pages: 51 Posted: 11 Mar 2012 Last Revised: 11 Mar 2014
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 52 (379,284)
Citation 1

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Bank Regulation, Taxation, Dynamic Banking Model

13.

Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing

Number of pages: 57 Posted: 19 Feb 2011 Last Revised: 03 Oct 2017
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 358 (80,794)
Citation 1

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Systemic Risks, Dynamic Factor Model, Quantile Auto-regressions, Density Forecasts

14.

Aggregate Bank Capital and Credit Dynamics

Swiss Finance Institute Research Paper No. 16-42
Number of pages: 53 Posted: 30 Jun 2016
University of Zurich, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), GFRI, University of Geneva and Johns Hopkins University - Carey Business School
Downloads 357 (81,057)

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macro-model with a banking sector, aggregate bank capital, pecuniary externality, capital requirements

15.

Microprudential Regulation in a Dynamic Model of Banking

Review of Financial Studies, Forthcoming, AEA 2014 Philadelphia Meeeting Paper
Number of pages: 57 Posted: 13 May 2013 Last Revised: 11 Mar 2014
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 335 (87,226)

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Bank Regulation, Dynamic Banking Model

Financial Intermediation, Competition, and Risk: A General Equilibrium Exposition

IMF Working Paper No. 09/105
Number of pages: 30 Posted: 01 Jun 2009
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 145 (197,017)
Citation 4

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Financial Intermediation, Competition, and Risk: A General Equilibrium Exposition

European Banking Center Discussion Paper No. 2010-19S, CentER Discussion Paper Series No. 2010-67S
Number of pages: 31 Posted: 07 Jul 2010
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 90 (279,827)
Citation 4

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General Equilibrium, Bank Competition, Market Power Rents, Risk

Financial Intermediation, Competition, and Risk: a General Equilibrium Exposition

Number of pages: 39 Posted: 19 Mar 2010
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 31 (463,611)
Citation 4

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General Equilibrium, Bank Competition, Market Power Rents, Risk

17.
Downloads 258 (115,596)

Forecasting Tail Risks

Journal of Applied Econometrics, Forthcoming
Number of pages: 43 Posted: 04 Nov 2015
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 160 (181,284)

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tail risks, density forecasts, factor models, quantile projections

Forecasting Tail Risks

CESifo Working Paper Series No. 5286
Number of pages: 47 Posted: 14 Apr 2015
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 98 (264,672)

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tail risks, density forecasts, factor models, quantile projections

18.
Downloads 240 (124,454)
Citation 3

Systemic Risks and the Macroeconomy

IMF Working Paper No. 10/29
Number of pages: 41 Posted: 22 Feb 2010
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 200 (148,194)
Citation 3

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Systemic Risks and the Macroeconomy

NBER Working Paper No. w16998
Number of pages: 52 Posted: 02 May 2011
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 40 (423,604)
Citation 3

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19.

Bank Market Power Rents and Risk: Theory and Measurement

Paolo Baffi Centre Research Paper No. 2010-73
Number of pages: 32 Posted: 14 Jul 2010 Last Revised: 20 Nov 2010
Gianni De Nicolo and Rima Turk-Ariss
Johns Hopkins University - Carey Business School and International Monetary Fund
Downloads 232 (128,798)
Citation 2

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20.

Economic Integration and Financial Stability: A European Perspective

IMF Working Paper No. 06/296
Number of pages: 30 Posted: 12 Jan 2007
Gianni De Nicolo and Alexander F. Tieman
Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 219 (136,195)
Citation 9

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Financial stability, Europe, European Union, Economic models

Global Liquidity, Risk Premiums and Growth Opportunities

CESifo Working Paper Series No. 2598
Number of pages: 38 Posted: 26 Mar 2009
Gianni De Nicolo and Iryna V. Ivaschenko
Johns Hopkins University - Carey Business School and International Monetary Fund (IMF) - Research Department
Downloads 152 (189,459)
Citation 4

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liquidity, risk premiums, growth opportunities

Global Liquidity, Risk Premiums and Growth Opportunities

IMF Working Paper No. 09/52
Number of pages: 35 Posted: 23 Mar 2009
Gianni De Nicolo and Iryna V. Ivaschenko
Johns Hopkins University - Carey Business School and International Monetary Fund (IMF) - Research Department
Downloads 66 (336,512)
Citation 4

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Working Papers

22.

Financial Reforms, Financial Openness, and Corporate Borrowing: International Evidence

IMF Working Paper No. 07/186
Number of pages: 48 Posted: 23 Aug 2007
Senay Agca, Gianni De Nicolo and Enrica Detragiache
George Washington University - School of Business, Department of Finance, Johns Hopkins University - Carey Business School and International Monetary Fund (IMF) - European Department
Downloads 193 (153,440)
Citation 7

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Working Paper, Debt, International capital markets, Credit

23.

Bank Competition, Asset Allocations and Risk of Failure: An Empirical Investigation

CESifo Working Paper Series No. 3198
Number of pages: 39 Posted: 08 Oct 2010
John H. Boyd, Gianni De Nicolo and Abu Jalal
University of Minnesota - Twin Cities - Carlson School of Management, Johns Hopkins University - Carey Business School and Suffolk University - Sawyer School of Management
Downloads 170 (171,907)
Citation 1

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24.

Revisiting the Impact of Bank Capital Requirements on Lending and Real Activity

Number of pages: 37 Posted: 10 Nov 2015
Gianni De Nicolo
Johns Hopkins University - Carey Business School
Downloads 146 (195,396)

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bank capital, bank lending, real activity

25.

Financial Development in the Cis-7 Countries: Bridging the Great Divide

IMF Working Paper No. 03/205
Number of pages: 20 Posted: 14 Feb 2006
Gianni De Nicolo, Sami Geadah and Dmitriy Rozhkov
Johns Hopkins University - Carey Business School, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 144 (197,620)
Citation 4

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Financial development, transition economies

26.

Monetary Disturbances Matter for Business Fluctuations in the G-7

International Finance Working Paper No. 660
Number of pages: 38 Posted: 01 Nov 2000
Fabio Canova and Gianni De Nicolo
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and Johns Hopkins University - Carey Business School
Downloads 142 (199,852)
Citation 79

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structural shocks, business cycles, monetary disturbances, dynamic correlations

27.

Financial Integration, Globalization, and Real Activity

CESifo Working Paper Series No. 3737
Number of pages: 40 Posted: 21 Feb 2012
Gianni De Nicolo and Luciana Juvenal
Johns Hopkins University - Carey Business School and Federal Reserve Bank of Saint Louis
Downloads 141 (200,941)

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financial integration, globalization, real activity

28.

Crises in Competitive Versus Monopolistic Banking Systems

IMF Working Paper No. 03/188
Number of pages: 39 Posted: 03 Feb 2006
John H. Boyd, Gianni De Nicolo and Bruce D. Smith
University of Minnesota - Twin Cities - Carlson School of Management, Johns Hopkins University - Carey Business School and University of Texas at Austin (Deceased)
Downloads 132 (211,959)
Citation 14

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Banking Crisis (Panic), Monetary General Equilibrium

29.

The Implications of Economic Integration for Financial Stability: A European Perspective

LAW AND ECONOMICS OF RISK IN FINANCE, Peter Nobel and Marina Gets, eds., pp. 95-100, Schulthess, Zürich, 2007, U. of St. Gallen Law & Economics Working Paper No. 2008-17
Number of pages: 7 Posted: 28 May 2008 Last Revised: 07 Aug 2008
Gianni De Nicolo
Johns Hopkins University - Carey Business School
Downloads 131 (213,240)
Citation 8

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financial integration, financial risk management, financial institutions, financial stability

30.

On the Sources of Business Cycles in the G-7

Universitat Pompeu Fabra Working Paper No. 459
Number of pages: 30 Posted: 06 Nov 2000
Fabio Canova and Gianni De Nicolo
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and Johns Hopkins University - Carey Business School
Downloads 119 (229,333)
Citation 26

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structural shocks, business cycles, demand disturbances, dynamic correlations, impulse responses

Externalities and Macroprudential Policy

IMF Working Paper No. SDN/12/05
Number of pages: 24 Posted: 13 Jun 2012
Gianni De Nicolo, Giovanni Favara and Lev Ratnovski
Johns Hopkins University - Carey Business School, HEC University of Lausanne and International Monetary Fund
Downloads 95 (270,186)

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Externalities, systemic risk, macroprudential policy

Externalities and Macroprudential Policy

Journal of Financial Perspectives, Vol. 2, No. 1, 2014
Number of pages: 16 Posted: 29 Nov 2017
Gianni De Nicolo, Giovanni Favara and Lev Ratnovski
Johns Hopkins University - Carey Business School, Federal Reserve Board and International Monetary Fund
Downloads 13 (571,902)

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32.

Financial Integration and Risk-Adjusted Growth Opportunities

IMF Working Paper No. 08/126
Number of pages: 26 Posted: 01 Jul 2008
Gianni De Nicolo and Iryna V. Ivaschenko
Johns Hopkins University - Carey Business School and International Monetary Fund (IMF) - Research Department
Downloads 95 (268,223)
Citation 4

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Working Paper, Economic integration, Developed countries, Developing countries, Globalization, Liquidity, Financial risk

33.

Bank Competition and Financial Stability: A General Equilibrium Exposition

CESifo Working Paper Series No. 4123
Number of pages: 34 Posted: 27 Feb 2013
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 93 (271,947)
Citation 1

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general equilibrium, bank competition, financial stability

34.

The Determinants of Banking Crises: A Reassessment

Number of pages: 28 Posted: 24 Jul 2015
John H. Boyd, Gianni De Nicolo and Tatiana Rodionova
University of Minnesota - Twin Cities - Carlson School of Management, Johns Hopkins University - Carey Business School and Odessa National Mechnikov University
Downloads 85 (287,737)

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Banking Crises, Systemic Bank Shocks

35.

An Early Warning System for Systemic Risks

Number of pages: 51 Posted: 07 Mar 2018
Gianni De Nicolo
Johns Hopkins University - Carey Business School
Downloads 83 (291,948)

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Systemic Risks, VAR, Quantile Auto-regressions, Quantile curves

36.

Banking Crises and Crisis Dating: Theory and Evidence

CESifo Working Paper Series No. 3134
Number of pages: 46 Posted: 31 Jul 2010
John H. Boyd, Gianni De Nicolo and Elena Loukoianova
University of Minnesota - Twin Cities - Carlson School of Management, Johns Hopkins University - Carey Business School and European Bank for Reconstruction and Development
Downloads 82 (294,086)
Citation 25

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37.

Financial Integration, Globalization, Growth and Systemic Real Risk

Federal Reserve Bank of St. Louis Working Paper 2010-012D
Number of pages: 37 Posted: 14 Apr 2010 Last Revised: 23 Oct 2010
Gianni De Nicolo and Luciana Juvenal
Johns Hopkins University - Carey Business School and Federal Reserve Bank of Saint Louis
Downloads 72 (317,169)

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financial integration, growth, financial openness, financial development, equity market liquidity

38.

The Costs and Benefits of Bank Capital Requirements

Number of pages: 15 Posted: 03 Mar 2018
Gianni De Nicolo
Johns Hopkins University - Carey Business School
Downloads 60 (348,812)

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Bank Capital, Bank Lending, Real Activity, Costs, Benefits

39.

The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination

CEPR Discussion Paper No. 1119
Number of pages: 52 Posted: 11 Oct 2001
Fabio Canova and Gianni De Nicolo
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and Johns Hopkins University - Carey Business School
Downloads 44 (400,185)
Citation 2
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Calibration, consumption based CAPM, equity premium, model evaluation, risk free rate, term structure

40.

Banking Crises and Crisis Dating: Disentangling Shocks and Policy Responses

Number of pages: 27 Posted: 30 Apr 2018
John H. Boyd, Gianni De Nicolo and Tatiana Rodionova
University of Minnesota - Twin Cities - Carlson School of Management, Johns Hopkins University - Carey Business School and Odessa National Mechnikov University
Downloads 36 (430,846)

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Banking crises, bank fragility

41.

Did You Know that Monetary Disturbances Matter for Business Cycles Fluctuations? Evidence from the G-7 Countries

CEPR Discussion Paper Series No. 2028
Posted: 19 May 1999
Gianni De Nicolo and Fabio Canova
Johns Hopkins University - Carey Business School and Universitat Pompeu Fabra - Department of Economics and Business (DEB)

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42.

Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective

Universitat Pompeu Fabra Economics WP 203
Posted: 14 Apr 1997
Fabio Canova and Gianni De Nicolo
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and Johns Hopkins University - Carey Business School

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