Andrea Venegoni

LIUC Università Cattaneo

Instructor

Corso Matteotti

Castellanza (VA)

Italy

SCHOLARLY PAPERS

5

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921

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CROSSREF CITATIONS

3

Scholarly Papers (5)

1.

Running Event Studies Using Stata: The Estudy Command

Number of pages: 14 Posted: 06 Nov 2017
Fausto Pacicco, Luigi Vena and Andrea Venegoni
LIUC - Università Cattaneo, LIUC - Università Cattaneo and LIUC Università Cattaneo
Downloads 677 (37,704)

Abstract:

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estudy, event study, financial econometrics

2.

Large Scale Supervisory Assessment of Banks: Where Is the Beef?

Number of pages: 39 Posted: 09 Jan 2016 Last Revised: 01 May 2016
Valter Lazzari, Luigi Vena and Andrea Venegoni
LIUC Università Cattaneo, LIUC - Università Cattaneo and LIUC Università Cattaneo
Downloads 84 (298,696)
Citation 1

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Stress Test, Banking Supervision, Policy Signaling, Event Study, ECB

3.

The Symmetry of ECB Monetary Policy Impact Under Scrutiny: An Assessment

Number of pages: 32 Posted: 08 Feb 2017 Last Revised: 21 Dec 2017
Massimiliano Serati and Andrea Venegoni
Carlo Cattaneo - LIUC University and LIUC Università Cattaneo
Downloads 64 (348,083)
Citation 1

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Monetary Policy Transmission, Optimal Currency Areas, European Monetary Union, Time-Varying FAVAR

4.

Full Disclosure and Financial Stability: How Does the Market Digest the Transparency Shock?

Number of pages: 46 Posted: 02 May 2016
Fausto Pacicco, Luigi Vena and Andrea Venegoni
LIUC - Università Cattaneo, LIUC - Università Cattaneo and LIUC Università Cattaneo
Downloads 61 (356,686)
Citation 1

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Disclosure Policy, Stress Test, State-Space Model, Market Reaction, Risk Assessment

5.

Market Reactions to ECB Policy Innovations: A Cross-Country Analysis

Number of pages: 17 Posted: 04 Mar 2017
Fausto Pacicco, Luigi Vena and Andrea Venegoni
LIUC - Università Cattaneo, LIUC - Università Cattaneo and LIUC Università Cattaneo
Downloads 35 (448,547)

Abstract:

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Monetary Policy Transmission, European Monetary Union, Financial Markets, Event Study