Mirco Balatti

Henley Business School - ICMA Centre

Whiteknights Park

P.O. Box 242

Reading RG6 6BA, RG6 6JE

United Kingdom

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

6

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SSRN CITATIONS

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Scholarly Papers (6)

1.

Did Quantitative Easing Only Inflate Stock Prices? Macroeconomic Evidence from the US and UK

Number of pages: 48 Posted: 14 Sep 2016 Last Revised: 23 Feb 2018
Henley Business School - ICMA Centre, University of Reading - ICMA Centre, University of Reading - Henley Business School and University of Reading - ICMA Centre
Downloads 1,076 (22,163)
Citation 4

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Quantitative Easing, Monetary Policy, Stock Market, Vector Autoregression

2.

Fundamental Indexing in the UK

Number of pages: 44 Posted: 07 Mar 2016 Last Revised: 19 Feb 2017
Mirco Balatti, Chris Brooks and Konstantina Kappou
Henley Business School - ICMA Centre, University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 193 (175,475)
Citation 1

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indexing, passive investing, fundamentally weighted index, market capitalisation weighted index, noise in price

3.

Macroprudential Stress Test of the Euro Area Banking System

ECB Occasional Paper No. 226 (2019); ISBN 978-92-899-3691-0
Number of pages: 62 Posted: 03 Jul 2019
European Central Bank (ECB) - Directorate Financial Stability and Supervision, Henley Business School - ICMA Centre, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Bank of Lithuania, European Central Bank (ECB), European Central Bank (ECB), Bank of Latvia, Bank of Slovenia, Financial Stability, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 36 (488,697)

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macro stress test, macroprudential policy, banking sector deleveraging, real-financial feedback mechanism

4.

Banking Euro Area Stress Test Model

ECB Working Paper No. 20202469
Number of pages: 59 Posted: 22 Sep 2020
European Central Bank (ECB) - Directorate Financial Stability and Supervision, Henley Business School - ICMA Centre, European Central Bank (ECB), European Central Bank (ECB), CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Bank of Lithuania, European Central Bank (ECB), European Central Bank (ECB), Bank of Latvia and Bank of Slovenia, Financial Stability
Downloads 19 (585,444)

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banking sector deleveraging, macroprudential policy, macro stress test, real economy-financial sector feedback loop

5.

Limited Liability, Strategic Default and Bargaining Power

Number of pages: 39
Carolina Lopez-Quiles and Mirco Balatti
European University Institute and Henley Business School - ICMA Centre
Downloads 15

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strategic, default, mortgage, limited liability, renegotiation, discontinuity

6.

Inflation Volatility in Small and Large Advanced Open Economies

ECB Working Paper No. 20202448
Number of pages: 41 Posted: 21 Jul 2020
Mirco Balatti
Henley Business School - ICMA Centre
Downloads 8 (661,665)

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