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Diego Nicolas Moccero

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

2

DOWNLOADS

118

TOTAL CITATIONS

1

Scholarly Papers (2)

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1.

The Impact of Macroeconomic and Monetary Policy Shocks on the Default Risk of the Euro-Area Corporate Sector

Bank of Italy Temi di Discussione (Working Paper) No. 1460
Number of pages: 45 Posted: 03 May 2025
Marco Lo Duca, Diego Nicolas Moccero and Fabio Parlapiano
European Central Bank (ECB), European Central Bank (ECB) and Bank of Italy
Downloads 61 (961,006)

Abstract:

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corporate default risk, demand and supply-driven inflation shocks, monetary policy shocks, local projections

2.

The Nonlinear Effects of Banks’ Vulnerability to Capital Depletion in Euro Area Countries

ECB Working Paper No. 2024/2912
Number of pages: 57 Posted: 22 Feb 2024
Sharada Nia Davidson and Diego Nicolas Moccero
University of Strathclyde and European Central Bank (ECB)
Downloads 57 (989,921)
Citation 1

Abstract:

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bank balance sheet, bank capital vulnerability, hierarchical prior, long run marginal expected shortfall, macroeconomic adjustment, panel threshold var