Stefano Nobili

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

7

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301

SSRN CITATIONS
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31

CROSSREF CITATIONS

29

Scholarly Papers (7)

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1.

An Indicator of Systemic Liquidity Risk in the Italian Financial Markets

Bank of Italy Occasional Paper No. 217
Number of pages: 39 Posted: 02 Sep 2014
Eleonora Iachini and Stefano Nobili
Bank of Italy and Bank of Italy
Downloads 104 (317,488)
Citation 3

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financial crisis, liquidity risk, systemic risk, stress index, multivariate GARCH

2.

A Beta Based Framework for (Lower) Bond Risk Premia

Bank of Italy Temi di Discussione (Working Paper) No. 689
Number of pages: 59 Posted: 31 Oct 2008
Stefano Nobili and Gerardo Palazzo
Bank of Italy and Bank of Italy
Downloads 74 (391,145)
Citation 14

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Term structure model, bond risk premium, modern portfolio theory

3.

Asymmetric Information and Corporate Lending: Evidence from SME Bond Markets

Bank of Italy Temi di Discussione (Working Paper) No. 1292
Number of pages: 50 Posted: 13 Oct 2020 Last Revised: 19 Mar 2021
Stefano Nobili, Antonio Scalia, Luana Zaccaria and Alessandra Iannamorelli
Bank of Italy, Bank of Italy, Einaudi Institute for Economics and Finance (EIEF) and Bank of Italy
Downloads 51 (470,309)
Citation 13

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asymmetric information, bank credit, bond markets, SME finance

4.

Banks’ Holdings of and Trading in Government Bonds

Bank of Italy Temi di Discussione (Working Paper) No. 1166
Number of pages: 50 Posted: 17 Apr 2018
Michele Manna and Stefano Nobili
Bank of Italy and Bank of Italy
Downloads 37 (532,901)
Citation 17

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government bond yields, investor holdings, panel cointegration

5.

A Liquidity Risk Early Warning Indicator for Italian Banks: A Machine Learning Approach

Bank of Italy Temi di Discussione (Working Paper) No. 1337
Number of pages: 66 Posted: 22 Jul 2021
Maria Ludovica Drudi and Stefano Nobili
affiliation not provided to SSRN and Bank of Italy
Downloads 22 (621,967)
Citation 2

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banking crisis, early warning models, liquidity risk, lender of last resort, machine learning

6.

The Missing Links: A Global Study on Uncovering Financial Network Structures from Partial Data

ESRB: Working Paper Series No. 2017/51
Number of pages: 40 Posted: 05 Nov 2020
Kartik Anand, Iman van Lelyveld, Ádám Banai, Soeren Friedrich, Rodney Garratt, Grzegorz Hałaj, Jose Fique, Ib Hansen, Serafín Martínez Jaramillo, Hwayun Lee, José Luis Molina-Borboa, Stefano Nobili, Sriram Rajan, Dilyara Salakhova, Laura Silvestri, Sergio Rubens Stancato and Thiago Cerqueira-Silva
Deutsche Bundesbank, De Nederlandsche Bank, Magyar Nemzeti Bank, Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of New York, Government of Canada - Bank of Canada, Indiana University Bloomington - Department of Economics, European Central Bank (ECB), Banco de Mexico, The Bank of Korea, Bank of Mexico, Bank of Italy, Government of the United States of America - Office of Financial Research, European Central Bank (ECB), Bank of England, Government of the Federative Republic of Brazil - Central Bank of Brazil and Oswaldo Cruz Foundation (FIOCRUZ) - Gonçalo Moniz Institute (IGM)
Downloads 13 (687,276)
Citation 10

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intermediation, market structure, network reconstruction

7.

Explaining and Forecasting Bond Risk Premiums

Financial Analysts Journal, Vol. 66, No. 4, pp. 67-82, 2010
Posted: 11 Aug 2010
Gerardo Palazzo and Stefano Nobili
Bank of Italy and Bank of Italy

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Portfolio Management, Asset Allocation, Portfolio Theory Foundations, Fixed Income, Term Structure Determination and Yield Spreads, Theories of the Term Structure of Interest Rates