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

45

DOWNLOADS
Rank 3,185

SSRN RANKINGS

Top 3,185

in Total Papers Downloads

15,105

SSRN CITATIONS
Rank 1,381

SSRN RANKINGS

Top 1,381

in Total Papers Citations

219

CROSSREF CITATIONS

682

Scholarly Papers (45)

1.

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 1,549 (15,109)
Citation 25

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monetary policy, banking, leverage, risk

2.

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

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 1,376 (18,145)
Citation 62

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

3.

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

Number of pages: 42 Posted: 10 Jul 2001
Gianni De Nicolo
Johns Hopkins University - Carey Business School
Downloads 1,371 (18,242)
Citation 36

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Systemic Risk and Financial Consolidation: Are They Related?

Number of pages: 28 Posted: 28 Aug 2001
Myron L. Kwast and Gianni De Nicolo
Board of Governors of the Federal Reserve System and Johns Hopkins University - Carey Business School
Downloads 459 (79,932)
Citation 2

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Systemic risk, banks, consolidation

Systemic Risk and Financial Consolidation: Are They Related?

Number of pages: 26 Posted: 09 Feb 2006
Gianni De Nicolo and Myron L. Kwast
Johns Hopkins University - Carey Business School and Board of Governors of the Federal Reserve System
Downloads 384 (98,456)
Citation 6

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Systemic risk, bank consolidation

5.

Bank Ownership, Market Structure and Risk

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 743 (43,717)

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

6.

Bank Risk Taking and Competition Revisited

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 600 (57,841)
Citation 1

Abstract:

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bank risk shifting, competition

7.

Bank Competition, Risk and Asset Allocations

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 557 (63,665)

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

8.

Corporate Governance Quality: Trends and Real Effects

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 546 (65,304)
Citation 3

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

9.

Banking Crises and Crisis Dating: Theory and Evidence

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 526 (68,311)

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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

Number of pages: 45 Posted: 28 Jan 2006
Johns Hopkins University - Carey Business School, Independent, Independent and Independent
Downloads 475 (76,647)
Citation 3

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Bank Consolidation, Internationalization, Conglomeration, Financial Risk

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

Number of pages: 45 Posted: 09 Oct 2004
Johns Hopkins University - Carey Business School, Independent, Independent and Independent
Downloads 42 (531,990)
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11.
Downloads 482 ( 76,047)
Citation 14

Dollarization of the Banking System: Good or Bad?

Number of pages: 43 Posted: 20 Apr 2016
Gianni De Nicolo, Patrick Honohan, Patrick Honohan and Alain Ize
Johns Hopkins University - Carey Business School, IndependentTrinity College Dublin - Department of Economics and World Bank
Downloads 397 (94,674)
Citation 1

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Dollarization of the Banking System: Good or Bad?

Number of pages: 44 Posted: 30 Jan 2006
Gianni De Nicolo, Patrick Honohan, Patrick Honohan and Alain Ize
Johns Hopkins University - Carey Business School, IndependentTrinity College Dublin - Department of Economics and World Bank
Downloads 85 (373,609)
Citation 2

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Dollarization, Financial Deepening, Financial Instability

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

WBS Finance Group Research Paper No. 151
Number of pages: 51 Posted: 18 Feb 2011 Last Revised: 23 Dec 2019
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 245 (159,549)
Citation 3

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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, WBS Finance Group Research Paper No. 168
Number of pages: 51 Posted: 02 Sep 2011 Last Revised: 26 Dec 2019
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 99 (338,846)
Citation 2

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Capital requirements, liquidity requirements, taxation of liabilities

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

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 73 (408,771)

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Bank Regulation, Taxation, Dynamic Banking Model

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

WBS Finance Group Research Paper No. 173
Number of pages: 51 Posted: 11 Mar 2012 Last Revised: 26 Dec 2019
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 54 (477,503)
Citation 1

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Bank Regulation, Taxation, Dynamic Banking Model

13.

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), Swiss Finance Institute and Johns Hopkins University - Carey Business School
Downloads 441 (84,575)
Citation 15

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

14.

Microprudential Regulation in a Dynamic Model of Banking

Review of Financial Studies, Forthcoming, AEA 2014 Philadelphia Meeeting Paper, WBS Finance Group Research Paper No. 204
Number of pages: 57 Posted: 13 May 2013 Last Revised: 26 Dec 2019
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 402 (94,148)
Citation 14

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Bank Regulation, Dynamic Banking Model

15.

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 366 (104,793)
Citation 7

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

16.
Downloads 306 (127,500)
Citation 7

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 197 (196,538)
Citation 7

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tail risks, density forecasts, factor models, quantile projections

Forecasting Tail Risks

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 109 (317,326)

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tail risks, density forecasts, factor models, quantile projections

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

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 148 (251,752)

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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 110 (315,301)
Citation 2

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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 32 (587,025)

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General Equilibrium, Bank Competition, Market Power Rents, Risk

18.
Downloads 265 (148,072)
Citation 7

Systemic Risks and the Macroeconomy

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 217 (179,510)

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Systemic Risks and the Macroeconomy

Number of pages: 52 Posted: 02 May 2011 Last Revised: 13 Jun 2021
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 48 (503,413)

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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 250 (157,017)
Citation 8

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Global Liquidity, Risk Premiums and Growth Opportunities

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 162 (233,308)
Citation 1

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liquidity, risk premiums, growth opportunities

Global Liquidity, Risk Premiums and Growth Opportunities

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 78 (393,432)

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Working Papers

21.

Economic Integration and Financial Stability: A European Perspective

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 231 (169,415)

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Financial stability, Europe, European Union, Economic models

22.

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

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 210 (185,406)

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Working Paper, Debt, International capital markets, Credit

23.

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 205 (189,530)
Citation 5

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bank capital, bank lending, real activity

24.

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

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 195 (198,421)

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25.

An Early Warning System for Tail Financial Risks

Number of pages: 30 Posted: 07 Mar 2018 Last Revised: 25 Mar 2021
Gianni De Nicolo
Johns Hopkins University - Carey Business School
Downloads 179 (214,133)
Citation 1

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

26.

Monetary Disturbances Matter for Business Fluctuations in the G-7

Number of pages: 38 Posted: 01 Nov 2000
Fabio Canova and Gianni De Nicolo
BI Norwegian Business School and Johns Hopkins University - Carey Business School
Downloads 154 (243,063)
Citation 63

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structural shocks, business cycles, monetary disturbances, dynamic correlations

27.

Financial Integration, Globalization, and Real Activity

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 152 (245,743)
Citation 1

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financial integration, globalization, real activity

28.

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

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 152 (245,743)

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Financial development, transition economies

29.
Downloads 151 (247,071)
Citation 19

Externalities and Macroprudential Policy

Number of pages: 24 Posted: 13 Jun 2012
Johns Hopkins University - Carey Business School, HEC University of Lausanne and International Monetary FundEuropean Central Bank, Financial Research Division
Downloads 102 (332,163)
Citation 20

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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
Johns Hopkins University - Carey Business School, Board of Governors of the Federal Reserve System and International Monetary FundEuropean Central Bank, Financial Research Division
Downloads 49 (498,849)
Citation 1

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30.

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 149 (249,696)
Citation 1

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

31.

Crises in Competitive Versus Monopolistic Banking Systems

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 137 (267,109)
Citation 1

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Banking Crisis (Panic), Monetary General Equilibrium

32.

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 134 (271,732)
Citation 2

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

33.

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
BI Norwegian Business School and Johns Hopkins University - Carey Business School
Downloads 124 (287,928)
Citation 16

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

The Long-Term Effects of Capital Requirements

Johns Hopkins Carey Business School Research Paper No. 21-03, Swiss Finance Institute Research Paper No. 21-52
Number of pages: 52 Posted: 14 Jun 2021 Last Revised: 06 Aug 2021
Johns Hopkins University - Carey Business School, University of Zurich, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Swiss Finance Institute
Downloads 69 (421,813)

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Bank capital requirements, credit crunch, systemic risk

The Long-Term Effects of Capital Requirements

Number of pages: 51 Posted: 11 Jun 2021
Johns Hopkins University - Carey Business School, University of Zurich, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Swiss Finance Institute
Downloads 38 (552,832)

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35.

Bank Competition and Financial Stability: A General Equilibrium Exposition

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 107 (319,495)

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general equilibrium, bank competition, financial stability

36.

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 102 (329,907)
Citation 1

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Banking Crises, Systemic Bank Shocks

37.

Financial Integration and Risk-Adjusted Growth Opportunities

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 (345,355)

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

38.

Banking Crises and Crisis Dating: Theory and Evidence

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 87 (364,906)

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39.

Technology Adoption, Market Structure, and the Cost of Bank Intermediation

Number of pages: 60 Posted: 24 Mar 2021
Johns Hopkins University - Carey Business School, Johns Hopkins University, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 79 (386,561)

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Banking, Cost of Finance, Financial Intermediation, Imperfect Competition, Productivity slowdown, Technology Adoption

40.

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 78 (389,401)

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

41.

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 54 (469,947)
Citation 5

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Banking crises, bank fragility

42.

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

Number of pages: 52 Posted: 11 Oct 2001
Fabio Canova and Gianni De Nicolo
BI Norwegian Business School and Johns Hopkins University - Carey Business School
Downloads 44 (512,144)
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Calibration, consumption based CAPM, equity premium, model evaluation, risk free rate, term structure

43.

Bank Risk and Bank Rents: The Franchise Value Hypothesis Reconsidered

Number of pages: 41 Posted: 06 Nov 2020 Last Revised: 04 Apr 2021
Gianni De Nicolo and Viktoriya Zotova
Johns Hopkins University - Carey Business School and Georgetown University - Department of Accounting and Business Law
Downloads 38 (540,901)

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Tobin Q, Bank Risk of Insolvency, Bank Rents

44.

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 BI Norwegian Business School

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45.

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
BI Norwegian Business School and Johns Hopkins University - Carey Business School

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