Arianna Miglietta

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

6

DOWNLOADS

676

SSRN CITATIONS
Rank 5,815

SSRN RANKINGS

Top 5,815

in Total Papers Citations

261

CROSSREF CITATIONS

46

Scholarly Papers (6)

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 128 (409,720)
Citation 22

Abstract:

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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 82 (560,582)
Citation 57

Abstract:

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CoCos, Basel III, contagion

2.
Downloads 188 (296,724)
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 126 (414,678)
Citation 3

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 62 (657,244)
Citation 3

Abstract:

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leverage, deleveraging, European banks, financial stability

3.

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 130 (403,457)
Citation 3

Abstract:

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financial stability, systemic risk, financial condition index

4.

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 82 (554,132)
Citation 30

Abstract:

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repurchase agreements, central clearing counterparties, margin policies

5.

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 66 (625,167)

Abstract:

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repurchase agreements, central clearing counterparties, margin policies

6.

Financial Conditions and 'Growth at Risk' in Italy

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

Abstract:

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financial conditions, quantile regression, growth risk