Arianna Miglietta

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

6

DOWNLOADS

292

SSRN CITATIONS
Rank 12,816

SSRN RANKINGS

Top 12,816

in Total Papers Citations

44

CROSSREF CITATIONS

27

Scholarly Papers (6)

1.
Downloads 121 (235,759)
Citation 2

EU Bank Deleveraging

Bank of Italy Occasional Paper No. 235
Number of pages: 23 Posted: 16 Jan 2015 Last Revised: 21 Jan 2015
Pierluigi Bologna, Marianna Caccavaio and Arianna Miglietta
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 85 (302,065)
Citation 2

Abstract:

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leverage, deleveraging, European banks, financial stability

EU Bank Deleveraging

Bank of Italy Occasional Paper No. 235
Number of pages: 23 Posted: 10 Mar 2015
Pierluigi Bologna, Marianna Caccavaio and Arianna Miglietta
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 36 (459,136)
Citation 2

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leverage, deleveraging, European banks, financial stability

Contagion in the CoCos Market?: A Case Study of Two Stress Events

Number of pages: 35 Posted: 22 Jun 2018
Pierluigi Bologna, Arianna Miglietta and Anatoli Segura
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 64 (356,099)
Citation 21

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CoCos, Basel III, Contagion

Contagion in the CoCos Market? A Case Study of Two Stress Events

Bank of Italy Temi di Discussione (Working Paper) No. 1201
Number of pages: 42 Posted: 31 Jul 2019
Pierluigi Bologna, Arianna Miglietta and Anatoli Segura
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 16 (576,309)

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CoCos, Basel III, contagion

3.

The Impact of CCPs’ Margin Policies on Repo Markets

Bank of Italy Temi di Discussione (Working Paper) No. 1028
Number of pages: 46 Posted: 26 Jan 2016
Arianna Miglietta, Cristina Picillo and Mario Pietrunti
Bank of Italy, Bank for International Settlements (BIS) and Bank of Italy
Downloads 39 (436,364)
Citation 27

Abstract:

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repurchase agreements, central clearing counterparties, margin policies

4.

The Impact of CCPs' Margin Policies on Repo Markets

BIS Working Paper No. 515
Number of pages: 41 Posted: 08 Oct 2015
Arianna Miglietta, Cristina Picillo and Mario Pietrunti
Bank of Italy, Bank for International Settlements (BIS) and Bank of Italy
Downloads 39 (436,364)

Abstract:

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repurchase agreements, central clearing counterparties, margin policies

5.

An Indicator of Macro-Financial Stress for Italy

Bank of Italy Occasional Paper No. 497, April 2019
Number of pages: 28 Posted: 07 Aug 2019
Arianna Miglietta and Fabrizio Venditti
Bank of Italy and Bank of Italy
Downloads 13 (573,871)

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financial stability, systemic risk, financial condition index

6.

Financial Conditions and 'Growth at Risk' in Italy

Posted: 04 Sep 2019
Bank of Italy, Bank of Italy and Bank of Italy

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financial conditions, quantile regression, growth risk