Andrea Zaghini

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

29

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2,640

SSRN CITATIONS
Rank 529

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Top 529

in Total Papers Citations

387

CROSSREF CITATIONS

1,103

Scholarly Papers (29)

1.

An Assessment of Financial Sector Rescue Programmes

Bank of Italy Occasional Paper No. 47
Number of pages: 80 Posted: 15 May 2010 Last Revised: 28 Oct 2010
Bank for International Settlements (BIS), Bank of Italy, Bank for International Settlements, Gustavson School Of Business, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 481 (58,174)
Citation 3

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bank asset guarantees, capital injection, banks, financial sector, financial crisis, bank consolidation, bank mergers and acquisitions, event studies, government guaranteed bonds, credit crunch, exit strategy

2.

Trade Advantages and Specialisation Dynamics in Acceding Countries

ECB Working Paper No. 249
Number of pages: 52 Posted: 09 Nov 2003
Andrea Zaghini
Bank of Italy
Downloads 257 (118,719)

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Revealed comparative advantages, International Specialisation model, Distribution dynamics

3.
Downloads 255 (119,730)
Citation 120

Excess Money Growth and Inflation Dynamics

ECB Working Paper No. 749, Bank of Italy Temi di Discussione (Working Paper) No. 657
Number of pages: 46 Posted: 31 May 2007
Barbara Roffia and Andrea Zaghini
European Central Bank (ECB) and Bank of Italy
Downloads 174 (172,276)
Citation 2

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Inflation, money growth, quantity theory of money

Excess Money Growth and Inflation Dynamics

Bank of Italy Temi di Discussione (Working Paper) No. 657
Number of pages: 44 Posted: 27 Mar 2008
Andrea Zaghini and Barbara Roffia
Bank of Italy and European Central Bank (ECB)
Downloads 81 (305,557)
Citation 6

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Inflation, money growth, quantity theory of money

4.

Global Monetary Policy Shocks in the G5: A Svar Approach

CEIS Working Paper No. 93
Number of pages: 25 Posted: 13 Feb 2007
Joao Miguel Sousa and Andrea Zaghini
Bank of Portugal and Bank of Italy
Downloads 187 (161,453)
Citation 19

Abstract:

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Monetary policy, Structural VAR, Global economy

5.

The Pricing of Government-Guaranteed Bank Bonds

Bank of Italy Temi di Discussione (Working Paper) No. 753
Number of pages: 33 Posted: 01 Sep 2010
Aviram Levy and Andrea Zaghini
Bank of Italy and Bank of Italy
Downloads 161 (184,086)
Citation 24

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Banks, Corporate Bonds, Financial Crisis, Government Guarantees

6.

Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers

ECB Working Paper No. 309, Bank of Italy Temi di Discussione (Working Paper) No. 629
Number of pages: 32 Posted: 11 Mar 2004
João Sousa and Andrea Zaghini
Banco de Portugal and Bank of Italy
Downloads 154 (191,174)
Citation 5

Abstract:

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Monetary policy, Structural VAR, International spillovers

7.

Financial Shocks and the Real Economy in a Nonlinear World: A Survey of the Theoretical and Empirical Literature

Bank of Italy Occasional Paper No. 255
Number of pages: 37 Posted: 18 Apr 2015
Andrea Silvestrini and Andrea Zaghini
Bank of Italy and Bank of Italy
Downloads 141 (205,441)
Citation 3

Abstract:

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financial shocks, credit, financial crisis, nonlinearity

8.

Systemic Risk and Systemic Importance Measures During the Crisis

Bank of Italy Temi di Discussione (Working Paper) No. 1153
Number of pages: 44 Posted: 08 Dec 2017
Sergio Masciantonio and Andrea Zaghini
European Union - European Commission and Bank of Italy
Downloads 91 (281,652)

Abstract:

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G-SIFIs, Systemic risk, too-big-to-fail, financial crisis

9.

Monetary Policy Predictability in the Euro Area: An International Comparison

ECB Working Paper No. 504
Number of pages: 34 Posted: 28 Jul 2005
Bjorn-Roger Wilhelmsen and Andrea Zaghini
Norges Bank and Bank of Italy
Downloads 89 (285,690)

Abstract:

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Monetary policy, Predictability, Money market rates

10.

The Cost of Firms’ Debt Financing and the Global Financial Crisis

Bank of Italy Temi di Discussione (Working Paper) No. 950
Number of pages: 30 Posted: 02 Apr 2014
Daniele Pianeselli and Andrea Zaghini
Bank of Italy and Bank of Italy
Downloads 73 (321,679)
Citation 32

Abstract:

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corporate bonds, risk-premium, too-big-to-fail, sovereign debt crisis

11.

Financial Shocks and the Real Economy in a Nonlinear World: From Theory to Estimation

CFS Working Paper, No. 505
Number of pages: 26 Posted: 16 Jun 2015
Andrea Silvestrini and Andrea Zaghini
Bank of Italy and Bank of Italy
Downloads 68 (334,387)

Abstract:

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financial crisis, nonlinearities, financial shocks

12.

The Recent Trends in Long-Term Bank Funding

Bank of Italy Occasional Paper No. 137
Number of pages: 41 Posted: 17 Nov 2012
Andrea Cardillo and Andrea Zaghini
Bank of Italy and Bank of Italy
Downloads 62 (350,738)
Citation 3

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long-term funding, bank balance sheet, financial crisis, G-SIFIs

13.

Recent Trends in Long-Term Bank Funding

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 21 Posted: 06 Sep 2012 Last Revised: 22 Jan 2013
Andrea Cardillo and Andrea Zaghini
Bank of Italy and Bank of Italy
Downloads 56 (368,768)
Citation 4

Abstract:

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Long-term funding, Bank balance sheet, Financial crisis

14.

Fragmentation and Heterogeneity in the Euro – Area Corporate Bond Market: Back to Normal?

CFS Working Paper No. 530
Number of pages: 31 Posted: 19 Feb 2016
Andrea Zaghini
Bank of Italy
Downloads 54 (375,124)
Citation 3

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Corporate bond market; Sovereign debt crisis, financial fragmentation

The CSPP at Work: Yield Heterogeneity and the Portfolio Rebalancing Channel

Bank of Italy Temi di Discussione (Working Paper) No. 1157
Number of pages: 45 Posted: 08 Dec 2017
Andrea Zaghini
Bank of Italy
Downloads 48 (402,000)
Citation 15

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quantitative easing, CSPP, corporate bond market, portfolio rebalancing channel

The CSPP at Work - Yield Heterogeneity and the Portfolio Rebalancing Channel

ECB Working Paper No. 2264
Number of pages: 29 Posted: 20 Apr 2019
Andrea Zaghini
Bank of Italy
Downloads 4 (650,273)

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quantitative easing, unconventional monetary policy, bond yields, market segmentation

16.

Long-Term Bank Funding Cost: Does Sovereign Matter?

Number of pages: 24 Posted: 29 Oct 2013
Andrea Zaghini
Bank of Italy
Downloads 51 (384,848)

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Too-big-to-fail, Market discipline, Financial crisis, G-SIFIs

17.

Tracking Banks' Systemic Importance Before and after the Crisis

Bank of Italy Occasional Paper No. 259
Number of pages: 34 Posted: 18 Apr 2015
Bank of Italy, European Union - European Commission and Bank of Italy
Downloads 49 (391,553)
Citation 1

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systemic risk, too big to fail

Welfare Costs of Inflation and the Circulation of US Currency Abroad

ECB Working Paper No. 1326
Number of pages: 37 Posted: 16 Apr 2011
Alessandro Calza and Andrea Zaghini
European Central Bank (ECB) and Bank of Italy
Downloads 26 (502,064)

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Welfare costs of inflation, flow of funds data, US currency abroad

Welfare Costs of Inflation and the Circulation of US Currency Abroad

Bank of Italy Temi di Discussione (Working Paper) No. 812
Number of pages: 38 Posted: 17 Nov 2011
Alessandro Calza and Andrea Zaghini
European Central Bank (ECB) and Bank of Italy
Downloads 23 (520,526)
Citation 93

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welfare cost of inflation, flow of funds data, US currency abroad

19.

Non-Linear Dynamics in the Euro Area Demand for M1

ECB Working Paper No. 592
Number of pages: 32 Posted: 23 Mar 2006
Alessandro Calza and Andrea Zaghini
European Central Bank (ECB) and Bank of Italy
Downloads 48 (395,023)

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Euro area, cointegration, non-linear error correction, demand for money

Sectoral Money Demand and the Great Disinflation in the US

ECB Working Paper No. 1218
Number of pages: 44 Posted: 29 Jun 2010
Alessandro Calza and Andrea Zaghini
European Central Bank (ECB) and Bank of Italy
Downloads 26 (502,064)
Citation 3

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welfare cost of inflation, flow of funds data, demand for money

Sectoral Money Demand and the Great Disinflation in the US

Bank of Italy Temi di Discussione (Working Paper) No. 785
Number of pages: 32 Posted: 09 May 2011
Alessandro Calza and Andrea Zaghini
European Central Bank (ECB) and Bank of Italy
Downloads 18 (552,834)
Citation 20

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welfare cost of inflation, flow of funds data, demand for money

Shoe-Leather Costs in the Euro Area and the Foreign Demand for Euro Banknotes

Bank of Italy Temi di Discussione (Working Paper) No. 1039
Number of pages: 26 Posted: 12 Feb 2016
Alessandro Calza and Andrea Zaghini
European Central Bank (ECB) and Bank of Italy
Downloads 24 (514,322)
Citation 144

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money demand, welfare cost of inflation, currency abroad, euro banknotes

Shoe-Leather Costs in the Euro Area and the Foreign Demand for Euro Banknotes

ECB Working Paper No. 1824
Number of pages: 20 Posted: 10 Jul 2015
Alessandro Calza and Andrea Zaghini
European Central Bank (ECB) and Bank of Italy
Downloads 17 (559,395)

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money demand, welfare cost of inflation, currency abroad, euro

22.

Bank Bonds: Size, Systemic Relevance and the Sovereign

Bank of Italy Temi di Discussione (Working Paper) No. 966
Number of pages: 36 Posted: 18 Nov 2014
Andrea Zaghini
Bank of Italy
Downloads 39 (428,325)
Citation 26

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Too-big-to-fail, market discipline, sovereign guarantees, G-SIFIs

23.

Nonlinearities in the Dynamics of the Euro Area Demand for M1

Bank of Italy Temi di Discussione (Working Paper) No. 690
Number of pages: 36 Posted: 31 Oct 2008
Alessandro Calza and Andrea Zaghini
European Central Bank (ECB) and Bank of Italy
Downloads 38 (432,480)
Citation 30

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Euro area, cointegration, non-linear error-correction, demand for money

24.

A Tale of Fragmentation: Corporate Funding in the Euro-Area Bond Market

Bank of Italy Temi di Discussione (Working Paper) No. 1104
Number of pages: 46 Posted: 05 Apr 2017
Andrea Zaghini
Bank of Italy
Downloads 31 (462,507)
Citation 24

Abstract:

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credit risk, corporate bonds, market fragmentation, sovereign debt crisis

25.

Gradualism, Transparency and the Improved Operational Framework: A Look at the Overnight Volatility Transmission

Bank of Italy Temi di Discussione (Working Paper) No. 710
Number of pages: 33 Posted: 26 Sep 2009
Silvio Colarossi and Andrea Zaghini
Bank of Italy and Bank of Italy
Downloads 28 (477,173)
Citation 19

Abstract:

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monetary policy, yield curve, GARCH

26.

The Role of the Banking System in the International Transmission of Shocks

The World Economy, Vol. 26, pp. 727-754, May 2003
Number of pages: 28 Posted: 20 Sep 2003
Massimo Sbracia and Andrea Zaghini
Bank of Italy and Bank of Italy
Downloads 25 (493,202)
Citation 2
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27.

Evolution of Trade Patterns in the New EU Member States

Economics of Transition, Vol. 13, No. 4, pp. 629-658, October 2005
Number of pages: 30 Posted: 03 Nov 2005
Andrea Zaghini
Bank of Italy
Downloads 16 (545,372)
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28.

Increasing Public Expenditures: Wagner's Law in OECD Countries

CFS Working Paper No. 2008/13
Posted: 23 Apr 2008 Last Revised: 11 Jan 2009
Andrea Zaghini and Serena Lamartina
Bank of Italy and Government of the Italian Republic (Italy) - Department of Economic Affairs

Abstract:

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Fiscal Policy, Wagner's Law, Panel Cointegration

29.

Gradualism, Transparency and Improved Operational Framework: A Look at the Overnight Volatility Transmission

CFS Working Paper No. 2007/16
Posted: 14 Mar 2007
Andrea Zaghini and Silvio Colarossi
Bank of Italy and Bank of Italy

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Monetary Policy, Yield Curve, GARCH