Alberto Di Iorio

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

139

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Forecasting Sovereign Risk in the Euro Area via Machine Learning

Number of pages: 32 Posted: 30 Nov 2021
Banque de France, Banque de France, Banque de France, Bank of Italy, Banque de France, Bank of Greece and Banque de France
Downloads 54 (476,886)

Abstract:

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Sovereign Risk, Machine Learning, forecasting, euro area, Google Trends, Text Mining, XGBOOST, Support Vector Machines, Neural Networks, Random Forests.

2.

Break-even Inflation Rates: The Italian Case

Bank of Italy Occasional Paper No. 578
Number of pages: 41 Posted: 13 Oct 2020
Marco Fanari and Alberto Di Iorio
Bank of Italy and Bank of Italy
Downloads 45 (515,219)

Abstract:

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inflation-linked bonds, government yields, break-even inflation rate, expected inflation, inflation risk premium, term structure model

3.

The Impact of Complex Financial Instruments on Banks’ Vulnerability: Empirical Evidence on SSM Banks

Bank of Italy Occasional Paper No. 633
Number of pages: 29 Posted: 30 Jul 2021
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 40 (538,922)

Abstract:

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fair value accounting, level 2 instruments, level 3 instruments, non-performing loans, prudential regulation, panel data models