Lucia Alessi

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

165

SSRN CITATIONS
Rank 38,210

SSRN RANKINGS

Top 38,210

in Total Papers Citations

16

CROSSREF CITATIONS

7

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

Operationalising the Countercyclical Capital Buffer: Indicator Selection, Threshold Identification and Calibration Options

ESRB: Occasional Paper Series No. 2014/5
Number of pages: 95 Posted: 05 Nov 2020
Carsten Detken, Olaf Weeken, Lucia Alessi, Diana Bonfim, Miguel Boucinha, Christian Castro, Sebastian Frontczak, Gaston Giordana, Julia Giese, Nadya Wildmann, Jan Kakes, Benjamin Klaus, Jan Hannes Lang, Natalia Puzanova and Peter Welz
European Central Bank (ECB), ESRB Secretariat, affiliation not provided to SSRN, Banco de Portugal, European Central Bank (ECB), Banco de España, affiliation not provided to SSRN, affiliation not provided to SSRN, Bank of England, affiliation not provided to SSRN, De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank and European Central Bank
Downloads 133 (366,463)
Citation 44

Abstract:

Loading...

banking regulation, countercyclical capital buffer, systemic risk

2.

When Do Investors Go Green? Evidence from a Time-Varying Asset-Pricing Model

Number of pages: 51 Posted: 14 Apr 2023
Lucia Alessi, Elisa Ossola and Roberto Panzica
affiliation not provided to SSRN, University of Milano-Bicocca and Bank of Portugal
Downloads 32 (779,846)

Abstract:

Loading...

Climate risk, environmental disclosure, conditional factor models, asset pricing