Luigi Vena

LIUC - Università Cattaneo

Instructor

Corso Matteotti

Castellanza (VA)

Italy

SCHOLARLY PAPERS

7

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1,547

SSRN CITATIONS

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CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

Running Event Studies Using Stata: The Estudy Command

Number of pages: 14 Posted: 06 Nov 2017
LIUC - Università Cattaneo, LIUC - Università Cattaneo and LIUC Università Cattaneo
Downloads 1,279 (17,087)

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
LIUC Università Cattaneo, LIUC - Università Cattaneo and LIUC Università Cattaneo
Downloads 88 (319,746)
Citation 1

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

3.

Stress Testing Banks: An International Comparison

Number of pages: 44 Posted: 24 Feb 2017
Luigi Vena
LIUC - Università Cattaneo
Downloads 70 (365,342)

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Stress Tests, Macroprudential Supervision, Market Reaction

4.

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

Number of pages: 46 Posted: 02 May 2016
LIUC - Università Cattaneo, LIUC - Università Cattaneo and LIUC Università Cattaneo
Downloads 64 (382,874)
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
LIUC - Università Cattaneo, LIUC - Università Cattaneo and LIUC Università Cattaneo
Downloads 37 (483,731)

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

6.

Macroprudential Supervision and Agents’ Information: What Stress Tests Really Tell the Markets

Number of pages: 40 Posted: 15 Jul 2020
LIUC - Università Cattaneo, LIUC - Università Cattaneo and LIUC Università Cattaneo
Downloads 9 (653,758)

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Disclosure Policy, Macro-prudential Supervision, Risk Assessment, Market Reaction, Stress Tests

7.

Disclosure Quality under Integrated Reporting: A Value Relevance Approach

Posted: 04 Aug 2017 Last Revised: 01 Mar 2019
Alessandro Cortesi and Luigi Vena
Università Carlo Cattaneo (LIUC) and LIUC - Università Cattaneo

Abstract:

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Integrated Reporting, Information Quality, Value Relevance, Disclosure Policy