Mario Pietrunti

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

5

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158

CITATIONS
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in Total Papers Citations

66

Scholarly Papers (5)

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1.

A Microsimulation Model to Evaluate Italian Households’ Financial Vulnerability

Bank of Italy Occasional Paper No. 225
Number of pages: 34 Posted: 13 Feb 2015
Valentina Michelangeli and Mario Pietrunti
Bank of Italy and Bank of Italy
Downloads 45 (400,381)
Citation 11

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households’ vulnerability, debt, stress test

2.

The Impact of CCPs' Margin Policies on Repo Markets

BIS Working Paper No. 515
Number of pages: 41 Posted: 08 Oct 2015
Arianna Miglietta, Cristina Picillo and Mario Pietrunti
Bank of Italy, Bank for International Settlements (BIS) and Bank of Italy
Downloads 39 (422,656)

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repurchase agreements, central clearing counterparties, margin policies

3.

The Impact of CCPs’ Margin Policies on Repo Markets

Bank of Italy Temi di Discussione (Working Paper) No. 1028
Number of pages: 46 Posted: 26 Jan 2016
Arianna Miglietta, Cristina Picillo and Mario Pietrunti
Bank of Italy, Bank for International Settlements (BIS) and Bank of Italy
Downloads 36 (434,849)
Citation 28

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repurchase agreements, central clearing counterparties, margin policies

4.

Monetary Policy in Times of Debt

Bank of Italy Temi di Discussione (Working Paper) No. 1142
Number of pages: 39 Posted: 09 Nov 2017
Mario Pietrunti and Federico Maria Signoretti
Bank of Italy and Bank of Italy
Downloads 24 (492,099)
Citation 18

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Long-Term Mortgages, Monetary Policy, Income Channel

5.

Natural Expectations and Home Equity Extraction

Bank of Italy Temi di Discussione (Working Paper) No. 984
Number of pages: 53 Posted: 18 Feb 2015
Roberto Pancrazi and Mario Pietrunti
Independent and Bank of Italy
Downloads 14 (549,638)
Citation 14

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natural expectations, home equity extraction, consumption/saving decision, housing price