Luca Mingarelli

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

4

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230

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Scholarly Papers (4)

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1.

Euro Area Banks' Sensitivity to Changes in Carbon Price

ECB Working Paper No. 2022/2654
Number of pages: 43 Posted: 12 Mar 2022
Marco Belloni, Friderike Kuik and Luca Mingarelli
European Union - European Investment Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 85 (437,181)

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climate change, empirical banking, financial networks, transition risk

2.

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
Matthias Sydow, Aurore Schilte, Giovanni Covi, Marija Deipenbrock, Leonardo Del Vecchio, Pawel Fiedor, Gábor Fukker, Max Gehrend, Régis Gourdel, Alberto Grassi, Björn Hilberg, Michiel Kaijser, Georgios Kaoudis, Luca Mingarelli, Mattia Montagna, Thibaut Piquard, Dilyara Salakhova and Natalia Tente
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, WU Vienna University of Economics and Business, European Central Bank (ECB), Goethe University Frankfurt, European Central Bank (ECB), Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB) and Deutsche Bundesbank
Downloads 80 (452,959)

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3.

Dawn of the (Half) Dead: The Twisted World of Zombie Identification

ECB Working Paper No. 2022/2743
Number of pages: 49 Posted: 01 Nov 2022
Luca Mingarelli, Beatrice Ravanetti, Tamarah Shakir and Jonas Wendelborn
European Central Bank (ECB), European Bank for Reconstruction and Development (EBRD), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 41 (620,972)

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vulnerable firms, zombie firms

4.

Contagion from Market Price Impact: A Price-at-Risk Perspective

ECB Working Paper No. 2022/2692
Number of pages: 48 Posted: 02 Aug 2022
Gábor Fukker, Michiel Kaijser, Luca Mingarelli and Matthias Sydow
European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 24 (734,675)

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fire sales, indirect contagion, overlapping portfolios, price impact, quantile regression