default author photo

Kevin Pallara

Bank of Italy

SCHOLARLY PAPERS

7

DOWNLOADS

823

TOTAL CITATIONS

2

Scholarly Papers (7)

Fiscal Fatigue and Sovereign Credit Spreads

Number of pages: 55 Posted: 08 Apr 2026
Jean-Paul Renne and Kevin Pallara
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Bank of Italy
Downloads 9 (1,640,921)

Abstract:

Loading...

Sovereign Credit Risk, Term Structure Models, Shadow-Intensity Model

2.

The Macroeconomic Effects of the Green Transition

Number of pages: 37 Posted: 17 Sep 2024
Riccardo Degasperi, Filippo Natoli and Kevin Pallara
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 236 (326,127)
Citation 2

Abstract:

Loading...

3.

Exploring EU-UK Trade and Investment Four Years After Brexit

ECB Occasional Paper No. 2025/379
Number of pages: 96 Posted: 14 Nov 2025
Bank of Italy, Bank of Portugal, National Bank of Romania, European Central Bank (ECB), National Bank of Belgium, Czech National Bank (CNB), De Nederlandsche Bank (Dutch Central Bank), Bank of Italy, Banque de France, National Bank of Belgium, Paris School of Economics, European Central Bank (ECB), Deutsche Bundesbank, Bank of Italy, Bank of Greece - Economic Research Department, Bank of Greece and Central Bank of Ireland
Downloads 178 (454,356)

Abstract:

Loading...

Brexit, FDI, global value chains, trade

4.

Issuing European Safe Assets: How to Get the Most out of Eurobonds?

Number of pages: 32 Posted: 25 Aug 2025
Kevin Pallara, Marcello Pericoli and Pietro Tommasino
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 165 (485,678)

Abstract:

Loading...

European safe asset, Eurobonds, joint liability, sovereign credit risk, term structure of interest rates

5.

The Treasury Does Monetary Policy

Number of pages: 108 Posted: 09 Mar 2026 Last Revised: 12 Jun 2026
Northwestern University, Bank of Italy, Bank of Italy and Northwestern University
Downloads 164 (699,467)

Abstract:

Loading...

monetary policy, Treasury policy shocks, fiscal-monetary, debt management

6.

The Economic Impact of European Capital Market Integration

Number of pages: 25 Posted: 03 Feb 2026
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 41 (1,222,651)

Abstract:

Loading...

Capital Market Union, Savings and Investment Union, capital market integration, safe asset, investment, R&D

7.

Macroeconomic shocks and the term premium in the US

Number of pages: 37 Posted: 28 Apr 2026
Kevin Pallara, Luca Rossi and Fabrizio Venditti
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 30 (1,411,822)

Abstract:

Loading...

term premium, BVAR, sign restrictions, narrative restrictions