Giovanna Paladino

IntesaSanpaolo

Head of Management Board Chairman Office

Piazza San Carlo

Torino, 10121

Italy

LUISS Economics Department

Prof.

Viale di Villa Massimo, 57

Rome, 00161

Italy

SCHOLARLY PAPERS

21

DOWNLOADS
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CITATIONS
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Top 16,311

in Total Papers Citations

21

Scholarly Papers (21)

1.

Country Default Risk: An Empirical Assessment

CESifo Working Paper Series No. 469
Number of pages: 36 Posted: 18 Jun 2001
Jerome L. Stein and Giovanna Paladino
Brown University - Division of Applied Mathematics and IntesaSanpaolo
Downloads 584 (33,870)
Citation 5

Abstract:

Default Risk, Foreign Debt, Stochastic Optimal Control, Debt Rescheduling, Uncertainty

2.

Oil Price Dynamics and Speculation: A Multivariate Financial Approach

Number of pages: 28 Posted: 04 Nov 2008
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Downloads 456 (43,839)
Citation 2

Abstract:

oil price dynamics, feedback trading, speculation, multivariate

3.

An Empirical Analysis of the Co-Movement Among Spreads on Emerging-Market Debt

U of Florence Economics Working Paper No. 127
Number of pages: 43 Posted: 19 Apr 2002
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Downloads 318 (72,636)
Citation 4

Abstract:

spreads, emerging bond markets, PCA, VAR, contagion

4.

Is M&A Different During a Crisis? Evidence from the European Banking Sector

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 34 Posted: 03 Oct 2011 Last Revised: 04 Jan 2012
Andrea Beltratti and Giovanna Paladino
Bocconi University - Department of Finance and IntesaSanpaolo
Downloads 289 (65,483)

Abstract:

5.

Why Do Banks Optimize Risk Weights? The Relevance of the Cost of Equity Capital

Number of pages: 40 Posted: 21 Apr 2013
Andrea Beltratti and Giovanna Paladino
Bocconi University - Department of Finance and IntesaSanpaolo
Downloads 208 (91,881)

Abstract:

Basel Accord, risk-weighted assets, internal rating models, panel OLS, dynamic system GMM

6.

Exchange Rate Misalignments And Crises

CESifo Working Paper Series No. 205
Number of pages: 65 Posted: 17 Jun 2001
Jerome L. Stein and Giovanna Paladino
Brown University - Division of Applied Mathematics and IntesaSanpaolo
Downloads 201 (114,747)
Citation 4

Abstract:

7.

The Impact of the Argentine Default on Volatility Co-Movements in Emerging Bond Markets

Number of pages: 45 Posted: 25 Mar 2004
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Downloads 159 (146,473)
Citation 2

Abstract:

Bond yields, O-GARCH, O-EWMA, contagion

8.

Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures

University of Florence Department of Economics Working Paper No. 13/2010
Number of pages: 34 Posted: 20 Nov 2010
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Downloads 153 (143,379)

Abstract:

Commodity Spot and Futures Markets, Hedging, Speculation

9.

The International Reserves Glut: Is it for Real?

University of Florence Economics Working Paper No. 142
Number of pages: 40 Posted: 07 Feb 2006
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Downloads 145 (146,473)

Abstract:

Emerging Markets' International Reserves, Cointegration Analysis, Principal Components Analysis.

10.

Stock Market Exuberance: Linkages between U.S. and the European Markets

Quaderni di Ricerca LUISS Working Paper No. 121
Number of pages: 27 Posted: 22 Jun 2004
Giovanna Paladino and Giulio Cifarelli
IntesaSanpaolo and University of Florence - Dipartimento di Scienze Economiche
Downloads 128 (173,755)
Citation 3

Abstract:

Equity market, arbitrage, GARCH

11.

The Buffer Stock Model Redux? An Analysis of the Dynamics of Foreign Reserve Accumulation

Collana Ricerche Economics Department Working Paper
Number of pages: 29 Posted: 27 Feb 2007
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Downloads 114 (188,430)
Citation 1

Abstract:

Emerging markets reserves, cointegration, P-T components decomposition, asymmetric adjustment

12.

Location Decisions of Italian Banks: Drivers of Expansion into Emerging and Transition Economies

LLEE Working Document No. 51
Number of pages: 40 Posted: 12 Nov 2008
Giovanna Paladino
IntesaSanpaolo
Downloads 100 (198,419)

Abstract:

foreign direct investment, international banking, ordered probit

13.

Is Oil a Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years

Università degli Studi di Firenze, Dipartimento di Scienze Economiche Working Paoer No. 12/2009,
Number of pages: 29 Posted: 03 Nov 2009
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Downloads 85 (218,255)

Abstract:

oil price dynamics, feedback trading, multivariate GARCH-M, portfolio allocation

14.

One Size Does Not Fit All. A Non-Linear Analysis of European Monetary Transmission

Number of pages: 36 Posted: 04 Nov 2014 Last Revised: 25 Jun 2016
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Downloads 72 (221,261)

Abstract:

Interest rate pass-through, Cointegration, ESTAR/LSTAR parameterization, EMU

15.

Stressing the European Banks: An Evaluation of the Comprehensive Assessment

Number of pages: 30 Posted: 02 Jul 2015
Giovanna Paladino and Zeno Rotondi
IntesaSanpaolo and UNICREDIT
Downloads 45 (226,037)

Abstract:

macroprudential regulation, stress test, systemic risk, risk-weighted assets

16.

Time-Varying Mark-Up and the ECB Monetary Policy Transmission in a Highly Non Linear Framework

Forthcoming International Review of Economics and Finance, doi:10.1016/j.iref.2016.06.001
Posted: 25 Jun 2016
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo

Abstract:

Interest rate pass-through, Cointegration, ESTAR/LSTAR parameterization, EMU

17.

The Impact of Unconventional Monetary Policy on the Sovereign Bank Nexus within and Across EU Countries. A Time-Varying Conditional Correlation Analysis

Number of pages: 35 Posted: 20 Jun 2016 Last Revised: 23 Jun 2016
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Downloads 0 (387,277)

Abstract:

CDS spreads, Unconventional monetary policy, STCC-GARCH correlation analysis

18.

A Dynamic Model of Hedging and Speculation in the Commodity Futures Markets

Journal of Financial Markets, Vol. 25, 2015, pp1-15 doi:10.1016/j.finmar.2015.07.002
Posted: 07 Mar 2016
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo

Abstract:

Commodity spot and futures markets, Dynamic hedging, Speculation, non-linear GARCH, Markov regime switching

19.

Basel II and Regulatory Arbitrage. Evidence from Financial Crises

Journal of Empirical Finance, Forthcoming http://dx.doi.org/10.1016/j.jempfin.2016.02.006
Posted: 07 Mar 2016
Andrea Beltratti and Giovanna Paladino
Bocconi University - Department of Finance and IntesaSanpaolo

Abstract:

Basel Accord, risk-weighted assets, internal rating models, panel data, dynamic system GMM

20.

Bank Leverage and Profitability: Evidence from a Sample of International Banks

Review of Financial Economics, Vol. 27, pp. 46-57, November 2015
Posted: 29 Nov 2015 Last Revised: 09 Dec 2015
Andrea Beltratti and Giovanna Paladino
Bocconi University - Department of Finance and IntesaSanpaolo

Abstract:

Implied cost of capital; residual income capital structure; Dynamic system GMM; Banking Industry

21.

Exchange Rate Determination: Single-Equation or Economy-Wide Models? A Test Against the Random Walk

Journal of Banking and Finance, Vol. 14, pp. 965-992, November 1990
Posted: 02 May 2011
Giancarlo Gandolfo, Giovanna Paladino and Pier Carlo Padoan
Accademia dei Lincei, IntesaSanpaolo and University of Rome I - Department of Public Economics

Abstract:

Exchange rate, random walk, out-of-sample forecasting