Maria Ludovica Drudi

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

882

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (4)

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1.

Economic Fundamentals and Stock Market Valuation: A CAPE-based Approach

Bank of Italy Temi di Discussione (Working Paper) No. 1393
Number of pages: 41 Posted: 30 May 2023
Maria Ludovica Drudi and Federico Nucera
Bank of Italy and Bank of Italy
Downloads 451 (124,191)

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stock market valuation, CAPE, macroeconomic fundamentals, macroeconomic volatility, return predictability

2.

A Liquidity Risk Early Warning Indicator for Italian Banks: A Machine Learning Approach

Bank of Italy Temi di Discussione (Working Paper) No. 1337
Number of pages: 66 Posted: 22 Jul 2021
Maria Ludovica Drudi and Stefano Nobili
Bank of Italy and Bank of Italy
Downloads 329 (176,899)
Citation 4

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banking crisis, early warning models, liquidity risk, lender of last resort, machine learning

3.

Asset Encumbrance in Euro Area Banks: Analysing Trends, Drivers and Prediction Properties for Individual Bank Crises

ECB Occasional Paper No. 2021/261
Number of pages: 75 Posted: 01 Sep 2021
Pierre Berthonnaud, Enrico Cesati, Maria Ludovica Drudi, Kirsten Jager, Heinrich Kick, Marcello Lanciani, Ludwig Schneider, Claudia Schwarz, Vasileios Siakoulis and Robert Vroege
French Banking Supervisory Authority - Autorité de Contrôle Prudentiel et de Résolution (ACPR), European Central Bank (ECB), Bank of Italy, De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), Boston Consulting Group, European Central Bank (ECB), Bank of Greece and De Nederlandsche Bank
Downloads 75 (603,213)
Citation 1

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asset encumbrance, bank crisis, bank funding, collateral, early warning model, liquidity, panel econometrics

4.

Assessing the Liquidity Premium in the Italian Bond Market

Bank of Italy Occasional Paper No. 795
Number of pages: 42 Posted: 02 Jun 2024
Maria Ludovica Drudi and Giulio Carlo Venturi
Bank of Italy and Imperial College Business School
Downloads 27 (912,407)

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liquidity, sovereign bonds, liquidity risk, market microstructure