Roberto Violi

Bank of Italy

Director

91 via Nazionale

Rome, rome 00184

Italy

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 12,771

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Top 12,771

in Total Papers Downloads

3,710

SSRN CITATIONS
Rank 8,926

SSRN RANKINGS

Top 8,926

in Total Papers Citations

6

CROSSREF CITATIONS

100

Scholarly Papers (14)

1.

Market Dynamics Associated with Credit Ratings: A Literature Review

ECB Occasional Paper No. 16
Number of pages: 40 Posted: 16 Nov 2005
European Central Bank (ECB), Banque de France, Sveriges Riksbank, Banco de España, Bank of Italy, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 780 (30,781)

Abstract:

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Credit rating agencies, ratings, market dynamics, rating triggers, rating methodologies

2.

Making the Eurozone Works: A Risk-Sharing Reform of the European Stability Mechanism

Number of pages: 47 Posted: 25 Jul 2018
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM), The Italian Securities and Exchange Commission (CONSOB), Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) and Bank of Italy
Downloads 566 (47,339)
Citation 2

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Sovereign Debt, Risk Mutualization, Insurance Fund, ESM, ECB, OMT, CDS Spread, Investment Multiplier, Market Discipline

3.

Credit Ratings Transition in Structured Finance

Journal of Financial Transformation, No. 22, June 2008
Number of pages: 36 Posted: 18 Sep 2008
Roberto Violi
Bank of Italy
Downloads 507 (54,379)

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Structured Finance, Ratings Transition, Credit Risk Measures, Markov Chains, Random Matrix Theory

Credit Ratings in Structured Finance and the Role of Systemic Risk

Bank of Italy Temi di Discussione (Working Paper) No. 774
Number of pages: 66 Posted: 24 Mar 2011
Roberto Violi
Bank of Italy
Downloads 179 (167,883)
Citation 15

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structured finance, systemic risk, credit risk measures, bond pricing

Credit Ratings in Structured Finance and the Role of Systemic Risk

Bank of Italy Temi di Discussione (Working Paper) No. 774
Number of pages: 66 Posted: 02 Jan 2011
Roberto Violi
Bank of Italy
Downloads 141 (205,900)
Citation 15

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Structured Finance, Systemic Risk, Credit Risk Measures, Bond Pricing

5.

Asset Prices and Monetary Policy Rules: Should We Forsake Financial Markets Stabilisation?

MONETARY POLICY, PROFITS AND FINANCE, G. Nardozzi, ed., LUISS University Press, Forthcoming
Number of pages: 41 Posted: 18 Sep 2008
Roberto Violi
Bank of Italy
Downloads 289 (104,937)
Citation 1

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Monetary Policy, Financial markets Stabilisation, Asset Prices, Cost of Capital Fluctuations

6.

Government Bonds Ammunitions for the ECB Quantitative Easing

Number of pages: 78 Posted: 06 Feb 2015
Umberto Cherubini and Roberto Violi
University of Bologna - Department of Economics and Bank of Italy
Downloads 229 (133,333)
Citation 2

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Quantitative Easing, Securitization, Gaussian Copula Function, Senior Debt

7.

The Probability Density Function of Interest Rates Implied in the Price of Options

Bank of Italy Economic Research Paper No. 339
Number of pages: 44 Posted: 04 May 2006
Fabio Fornari and Roberto Violi
European Central Bank (ECB) and Bank of Italy
Downloads 229 (133,333)
Citation 46

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Option Pricing, risk-neutral probability density function, interest rate, risk reversal, monetary policy

8.

Emerging Market Portfolio Strategies, Investment Performance, Transaction Cost and Liquidity Risk

Bank of Italy Occasional Paper
Number of pages: 93 Posted: 19 Mar 2018
Roberto Violi and Enrico Camerini
Bank of Italy and BlackRock Investment Management (UK) Limited - Succursale Italiana
Downloads 192 (157,602)

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Emerging Markets Investing, Portfolio Management Strategies, Transaction Costs, Liquidity Risk

9.

Is There an Equity Premium Puzzle in Italy? A look at Asset Returns, Consumption and Financial Structure Data over the Last Century

Bank of Italy Temi di Discussione (Working Paper) No. 353
Number of pages: 60 Posted: 18 Sep 2008
Fabio Panetta and Roberto Violi
Bank of Italy and Bank of Italy
Downloads 149 (196,432)
Citation 11

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Equity Premium Puzzle, Stocks, Bonds and Money Market Return, Italian Financial Markets

10.

Tax Systems, Financial Integration and Efficiency of European Capital Markets

Ente per gli Studi Monetari, Bancari e Finanziari Luigi Einaudi
Number of pages: 64 Posted: 22 Sep 2008
Roberto Violi
Bank of Italy
Downloads 142 (204,221)

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European Financial Integration, Capital Income Taxation, Net of Tax Bond and Stock Returns

11.

Enhancing the Toolbox of Fixed Income Active Portfolio Management

Procedia Economics and Finance 29 (2015) 96-121
Number of pages: 26 Posted: 21 May 2016 Last Revised: 26 May 2016
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 120 (232,874)

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Fixed income risk premia; business cycle and investor sentiment; active portfolio management; risk-adjusted performance measurement

12.

Capital Income Taxation in the EU: Financial Integration and Beyond

Review of Economic Conditions in Italy, September-December 2006
Number of pages: 37 Posted: 18 Sep 2008
Roberto Violi
Bank of Italy
Downloads 116 (238,821)

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European Financial Market Integration, Capital Income Taxation, Tax Policy Coordination

13.

Long-Term Interest Rate Convergence in Europe and the Probability of EMU

Bank of Italy Temi di Discussione (Working Paper) No. 322
Number of pages: 24 Posted: 19 Sep 2008
Ignazio Angeloni and Roberto Violi
Italian Finance Ministry - International Financial Relations and Bank of Italy
Downloads 54 (375,065)
Citation 3

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Term Structure of Interest Rates, Expectational Model, Probability of Entering EMU

14.

Multimarket Contact in Italian Retail Banking: Competition and Welfare

Number of pages: 39 Posted: 25 May 2016
Jozsef Molnar, Roberto Violi and Xiaolan Zhou
Bank of Canada, Bank of Italy and Shanghai University of Finance and Economics
Downloads 17 (539,409)
Citation 1

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Competition; multi-market contacts; retail banking; welfare analysis