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

  • Henley Business School - ICMA Centre

  • European Central Bank (ECB)

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

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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
Mirco Balatti, Chris Brooks, Michael P. Clements and Konstantina Kappou
Henley Business School - ICMA Centre, University of Reading - ICMA Centre, University of Reading - Henley Business School and University of Reading - ICMA Centre
Downloads 1,506 (15,456)
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 204 (187,346)
Citation 1

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

3.

Limited Liability, Strategic Default and Bargaining Power

Downloads 77 (386,299)

Limited Liability, Strategic Default and Bargaining Power

Number of pages: 45 Posted: 15 Jan 2021
Mirco Balatti and Carolina Lopez-Quiles
Henley Business School - ICMA Centre and European University Institute
Downloads 61 (443,507)

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

Limited Liability, Strategic Default and Bargaining Power

ECB Working Paper No. 2021/2519
Number of pages: 48 Posted: 05 Mar 2021
Mirco Balatti and Carolina López-Quiles
Henley Business School - ICMA Centre and European Central Bank (ECB)
Downloads 16 (694,497)

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4.

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
Katarzyna Barbara Budnik, Mirco Balatti, Giovanni Covi, Ivan Dimitrov, Johannes Groß, Ib Hansen, Michael Kleemann, Tomas Reichenbachas, Francesco Sanna, Andrei Sarychev, Nadežda Siņenko, Matjaz Volk, Katharina Cera, Giovanni di Iasio, Margherita Giuzio, Harun Mirza, Diego Moccero, Giulio Nicoletti, Cosimo Pancaro and Spyros Palligkinis
European Central Bank (ECB), 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 74 (395,061)

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

5.

Banking Euro Area Stress Test Model

ECB Working Paper No. 20202469
Number of pages: 59 Posted: 22 Sep 2020
Katarzyna Barbara Budnik, Mirco Balatti, Ivan Dimitrov, Johannes Groß, Michael Kleemann, Tomas Reichenbachas, Francesco Sanna, Andrei Sarychev, Nadežda Siņenko and Matjaz Volk
European Central Bank (ECB), 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 54 (463,002)

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

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 10 (717,010)

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