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

23

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3,756

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Top 16,261

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21

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Scholarly Papers (23)

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 611 (41,985)

Abstract:

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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
DISEI University of Florence and IntesaSanpaolo
Downloads 530 (50,506)

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oil price dynamics, feedback trading, speculation, multivariate

3.

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 429 (65,703)

Abstract:

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4.

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
DISEI University of Florence and IntesaSanpaolo
Downloads 330 (89,263)

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spreads, emerging bond markets, PCA, VAR, contagion

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 308 (96,307)

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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 215 (139,422)

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7.

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
DISEI University of Florence and IntesaSanpaolo
Downloads 204 (146,509)

Abstract:

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

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
DISEI University of Florence and IntesaSanpaolo
Downloads 187 (158,746)

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Commodity Spot and Futures Markets, Hedging, Speculation

9.

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
DISEI University of Florence and IntesaSanpaolo
Downloads 163 (179,213)

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

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 DISEI University of Florence
Downloads 135 (209,281)

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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
DISEI University of Florence and IntesaSanpaolo
Downloads 125 (222,241)

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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 118 (232,014)

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foreign direct investment, international banking, ordered probit

13.

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 104 (253,831)

Abstract:

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

14.

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
DISEI University of Florence and IntesaSanpaolo
Downloads 100 (260,722)

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

15.

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
DISEI University of Florence and IntesaSanpaolo
Downloads 98 (264,198)

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

16.

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
DISEI University of Florence and IntesaSanpaolo
Downloads 50 (381,574)

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

17.

Sovereign – Bank Risk Interconnections During the Greek Financial Crisis and the Role of the Italian Debt

DISEI - Università degli Studi di Firenze Working Paper N. 01/2018
Number of pages: 28 Posted: 23 Jan 2018
Giulio Cifarelli and Giovanna Paladino
DISEI University of Florence and IntesaSanpaolo
Downloads 25 (484,444)

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CDS Spreads, Greek Financial Crisis, STCC- and DSTCC-GARCH Correlation Analysis, Contagion

18.

Can the Interaction between a Single Long-Term Attractor and Heterogeneous Trading Explain the Exchange Rate Conundrum?

Number of pages: 29 Posted: 29 Jul 2017
Giulio Cifarelli and Giovanna Paladino
DISEI University of Florence and IntesaSanpaolo
Downloads 24 (489,884)

Abstract:

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Exchange Rates, Heterogeneous Agents, Nonlinearity, LSTAR–GARCH Model

19.

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
DISEI University of Florence and IntesaSanpaolo

Abstract:

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

20.

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
DISEI University of Florence and IntesaSanpaolo

Abstract:

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

21.

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

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

22.

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

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

23.

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:

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