Fulvia Fringuellotti

Federal Reserve Banks - Federal Reserve Bank of New York

Economist

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

7

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SSRN RANKINGS

Top 41,160

in Total Papers Downloads

2,448

TOTAL CITATIONS
Rank 31,308

SSRN RANKINGS

Top 31,308

in Total Papers Citations

25

Scholarly Papers (7)

1.
Downloads 659 (75,863)

Credit and Entrepreneurs’ Income

FRB of New York Staff Report No. 929, Rev. November 2024.  Previous titles: “Credit, Income, and Income Inequality," "Credit and Income Inequality," "Credit, Income, and Inequality,” and “Credit and Income”, Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 90 Posted: 29 Jun 2020 Last Revised: 22 Nov 2024
Manthos D. Delis, Fulvia Fringuellotti and Steven Ongena
Audencia Business School, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department Finance
Downloads 659 (79,593)

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credit constraints, entrepreneurs’ income, business loans, economic mobility, regression discontinuity design

2.

A Generalized Bachelier Formula for Pricing Basket and Spread Options

Number of pages: 24 Posted: 04 Dec 2015 Last Revised: 02 Nov 2021
Fulvia Fringuellotti and Ciprian Necula
Federal Reserve Banks - Federal Reserve Bank of New York and Bucharest University of Economic Studies, Department of Money and Banking
Downloads 608 (89,165)
Citation 1

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Basket options, Spread options, Option pricing, Gauss-Hermite series expansion

Fixed Rate versus Adjustable Rate Mortgages: Evidence from Euro Area Banks

Swiss Finance Institute Research Paper No. 20-99
Number of pages: 99 Posted: 03 Dec 2020 Last Revised: 14 Sep 2023
Ugo Albertazzi, Fulvia Fringuellotti and Steven Ongena
ECB -DG Monetary Policy, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department Finance
Downloads 272 (222,359)
Citation 1

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Fixed Rate versus Adjustable Rate Mortgages: Evidence from Euro Area Banks

Number of pages: 76 Posted: 29 Oct 2019
Ugo Albertazzi, Steven Ongena and Fulvia Fringuellotti
ECB -DG Monetary Policy, University of Zurich and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 150 (387,384)
Citation 6

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cross-border banks, interest rate fixation, mortgages

Fixed Rate Versus Adjustable Rate Mortgages: Evidence from Euro Area Banks

Bank of Italy Temi di Discussione (Working Paper) No. 1176
Number of pages: 75 Posted: 12 Jul 2018 Last Revised: 17 Aug 2019
Ugo Albertazzi, Fulvia Fringuellotti and Steven Ongena
ECB -DG Monetary Policy, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department Finance
Downloads 111 (491,641)
Citation 8

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mortgages, financial duration, cross-border banks

4.

Insurance Companies and the Growth of Corporate Loans' Securitization

FRB of New York Staff Report No. 975, Rev. September 2023
Number of pages: 84 Posted: 09 Aug 2021 Last Revised: 12 Sep 2023
Fulvia Fringuellotti and João A. C. Santos
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 268 (227,075)
Citation 5

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insurance companies, CLOs, regulatory arbitrage, corporate loans, securitization

5.

The Effect of Bank Monitoring on Loan Repayment

FRB of New York Staff Report No. 923
Number of pages: 78 Posted: 18 May 2020 Last Revised: 24 Feb 2022
Nicola Branzoli and Fulvia Fringuellotti
Bank of Italy and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 232 (265,205)
Citation 2

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bank monitoring, nonperforming loan, tax policy

6.

A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk

Swiss Finance Institute Research Paper No. 20-86, Journal of Corporate Finance, Forthcoming
Number of pages: 44 Posted: 13 Oct 2020 Last Revised: 16 Oct 2020
Walter Farkas, Fulvia Fringuellotti and Radu Tunaru
University of Zurich - Department Finance, Federal Reserve Banks - Federal Reserve Bank of New York and University of Sussex
Downloads 147 (393,524)
Citation 2

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Basel framework, capital requirements, cost-benefit analysis, model risk

7.

Credit and Income

CEPR Discussion Paper No. DP13468
Number of pages: 49 Posted: 23 Jan 2019
Manthos D. Delis, Fulvia Fringuellotti and Steven Ongena
Audencia Business School, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department Finance
Downloads 1 (1,234,263)
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Abstract:

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Business loans, credit constraints, Income, Income inequality, regression discontinuity design