Mattia Montagna

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

948

SSRN CITATIONS
Rank 36,091

SSRN RANKINGS

Top 36,091

in Total Papers Citations

12

CROSSREF CITATIONS

10

Scholarly Papers (6)

1.
Downloads 285 (137,893)
Citation 2

The Interbank Market Puzzle

Number of pages: 72 Posted: 12 Feb 2018 Last Revised: 29 Apr 2021
Imperial College London, Bank of England, Durham University Business School, IESEG School of Management and European Central Bank (ECB)
Downloads 196 (198,333)
Citation 1

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Interbank Market, Trust, Networks, Centrality, Community Detection

The Interbank Market Puzzle

Number of pages: 72 Posted: 20 Feb 2020
Imperial College London, Bank of England, Durham University Business School, IESEG School of Management and European Central Bank (ECB)
Downloads 70 (418,408)

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centrality, community detection, interbank market, networks, trust

The Interbank Market Puzzle

Bank of England Working Paper No. 862
Number of pages: 70 Posted: 18 May 2020
Imperial College London, Bank of England, Durham University Business School, IESEG School of Management and European Central Bank (ECB)
Downloads 19 (679,972)
Citation 1

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Interbank market, trust, networks, centrality, community detection

2.

Multi-Layered Interbank Model For Assessing Systemic Risk

ECB Working Paper No. 1944
Number of pages: 55 Posted: 28 Aug 2016
Mattia Montagna and Christoffer Kok
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 253 (155,157)
Citation 7

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financial contagion, interbank market, network theory

3.
Downloads 142 (259,540)

On the Origin of Systemic Risk

Number of pages: 42 Posted: 13 Nov 2020
Mattia Montagna, Gabriele Torri and Giovanni Covi
European Central Bank (ECB), University of Bergamo and Bank of England
Downloads 54 (477,503)
Citation 1

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Systemic risk, financial contagion, microstructural models

On the Origin of Systemic Risk

Bank of England Working Paper No. 906
Number of pages: 49 Posted: 03 Feb 2021
Mattia Montagna, Gabriele Torri and Giovanni Covi
European Central Bank (ECB), University of Bergamo and Bank of England
Downloads 45 (517,416)

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Systemic risk, financial contagion, microstructural models

On the Origin of Systemic Risk

ECB Working Paper No. 20202502
Number of pages: 52 Posted: 15 Dec 2020
Mattia Montagna, Gabriele Torri and Giovanni Covi
European Central Bank (ECB), University of Bergamo and Bank of England
Downloads 43 (527,031)

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4.

The Transmission Channels of Quantitative Easing: Evidence from the Cross-Section of Bond Prices and Issuance

Number of pages: 59 Posted: 26 Jul 2017 Last Revised: 30 Mar 2021
Stefano Pegoraro and Mattia Montagna
University of Notre Dame - Department of Finance and European Central Bank (ECB)
Downloads 128
Citation 1

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Market timing, corporate bonds, credit risk, capital structure, quantitative easing, CSPP, PSPP, transmission channels

Issuance and Valuation of Corporate Bonds with Quantitative Easing

Number of pages: 64 Posted: 26 Mar 2021 Last Revised: 12 Apr 2021
Stefano Pegoraro and Mattia Montagna
University of Notre Dame - Department of Finance and European Central Bank (ECB)
Downloads 77 (399,380)
Citation 4

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Quantitative easing, corporate bonds, market timing, risk premia, CSPP

Issuance and Valuation of Corporate Bonds with Quantitative Easing

ECB Working Paper No. 2021/2520
Number of pages: 61 Posted: 05 Mar 2021
Stefano Pegoraro and Mattia Montagna
University of Notre Dame - Department of Finance and European Central Bank (ECB)
Downloads 31 (593,106)

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6.

Shock Amplification in an Interconnected Financial System of Banks and Investment Funds

ECB Working Paper No. 2021/2581
Number of pages: 66 Posted: 10 Aug 2021
European Central Bank (ECB), Banque de France, Bank of England, European Central Bank (ECB), Bank of Italy, Central Bank of Ireland, European Central Bank (ECB), Banque Centrale du Luxembourg, European Central Bank (ECB), European Central Bank (ECB), Goethe University Frankfurt, European Central Bank (ECB), Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), Banque de FranceParis School of Economics (PSE), European Central Bank (ECB) and Deutsche Bundesbank
Downloads 32 (572,693)

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