Luigi Falasconi

University of Pennsylvania

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

4

DOWNLOADS

1,290

TOTAL CITATIONS

4

Scholarly Papers (4)

1.

Monetary Policy and the Maturity Structure of Corporate Debt

Number of pages: 72 Posted: 19 Oct 2021 Last Revised: 14 Nov 2024
Andrea Fabiani, Janko Heineken and Luigi Falasconi
Bank of Italy, University of Bonn and University of Pennsylvania
Downloads 704 (80,124)
Citation 4

Abstract:

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Monetary Policy, Corporate Debt, Maturity, Reach for yield, Financial Frictions

2.

Collateralized Loan Obligations as Fire-Sale Insulation

The Wharton School Research Paper
Number of pages: 44 Posted: 13 Dec 2024
William Diamond, Luigi Falasconi and Chi ("Clara") Xu
University of Pennsylvania - Finance Department, University of Pennsylvania and University of Pennsylvania - The Wharton School
Downloads 336 (195,370)

Abstract:

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Collateralized Loan Obligations, Financial Intermediation, Safe Assets

3.

On Welfare in Over-the-Counter and Centralized Markets

The Wharton School Research Paper
Number of pages: 76 Posted: 12 Aug 2024 Last Revised: 28 Dec 2024
Luigi Falasconi, Alfonso Maselli and Chi ("Clara") Xu
University of Pennsylvania, University of Pennsylvania - Department of Economics and University of Pennsylvania - The Wharton School
Downloads 137 (454,919)

Abstract:

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Collateral, OTC Markets, Asymmetric Information, Informed Principal, Multidimensional Signalling

4.

The Foreign Liability Channel of Bank Capital Requirements 

Number of pages: 66 Posted: 04 Nov 2024
University of Pennsylvania, European University Institute, European Central Bank (ECB) - Directorate General Research and Columbia Business School
Downloads 113 (532,317)

Abstract:

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Emerging markets, macroprudential policy, foreign exchange rate interventions, Emerging markets, macroprudential policy, bank default risk, foreign prudential interventions, capital management flows, bank capital requirements, financial intermediation frictions