Fulvia Fringuellotti

Federal Reserve Banks - Federal Reserve Bank of New York

Economist

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

5

DOWNLOADS

413

SSRN CITATIONS

4

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.

A Generalized Bachelier Formula for Pricing Basket and Spread Options

Number of pages: 19 Posted: 04 Dec 2015
Fulvia Fringuellotti and Ciprian Necula
Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department of Banking and Finance
Downloads 215 (155,639)
Citation 1

Abstract:

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

2.

Credit, Income and Inequality

FRB of New York Staff Report No. 929
Number of pages: 60 Posted: 29 Jun 2020
Manthos D. Delis, Fulvia Fringuellotti and Steven Ongena
Montpellier Business School, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department of Banking and Finance
Downloads 100 (288,329)

Abstract:

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credit constraints, income, business loans, economic mobility, income inequality, regression discontinuity design

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 of Banking and Finance
Downloads 74 (350,534)
Citation 9

Abstract:

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mortgages, financial duration, cross-border banks

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

ECB Working Paper No. 2322
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 15 (621,024)

Abstract:

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cross-border banks, interest rate fixation, mortgages

4.

The Effect of Bank Monitoring on Loan Repayment

FRB of New York Staff Report No. 923
Number of pages: 63 Posted: 18 May 2020
Nicola Branzoli and Fulvia Fringuellotti
Bank of Italy and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 9 (639,793)

Abstract:

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bank monitoring, nonperforming loan, tax policy

5.

Credit and Income

CEPR Discussion Paper No. DP13468
Number of pages: 49 Posted: 23 Jan 2019
Manthos D. Delis, Fulvia Fringuellotti and Steven Ongena
Montpellier Business School, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department of Banking and Finance
Downloads 0 (724,911)
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Abstract:

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