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Identifying and managing risk : J. P. Morgan, Global Markets Corporate Finance Conference, Venice, 28 October 1993

Dini, Lamberto - 1993

Persistent link: https://www.econbiz.de/10000873773

Money and uncertainty : inflation, interest, indexation ; Banca d'Italia, Roma, 6 novembre 1992

Drèze, Jacques H. - 1993

Persistent link: https://www.econbiz.de/10000877254

Financial stability report

Banca d'Italia - Roma - 1.2010 - 6.2013; 2014 -

Persistent link: https://www.econbiz.de/10009663370

Background UNcertainty and the Demand for Insurance Against Insurable Risks.

Guiso, L.; Jappelli, T. - Banca d'Italia - 1996

Theory suggests that people facing higher uninsurable background risk buy more insurance against other risks that are …

Persistent link: https://www.econbiz.de/10005671377

Real Interest Rates, Sovereign Risk and Optimal Debt Management.

Drudi, F.; Giordano, R. - Banca d'Italia - 1994

The role of movements in real rates in explaining the relationship between long and short-term interest rates is explored using a model of optimal government debt management.

Persistent link: https://www.econbiz.de/10005780674

Are Banks Risk-Averse? A Note on the Timing of Operations in the Interbank Market.

Angelini, P. - Banca d'Italia - 1996

The paper presents a simple theory of intraday behavior in the interbank market.

Persistent link: https://www.econbiz.de/10005780675

Bank risk and monetary policy

Altunbas, Yener; Gambacorta, Leonardo; David … - Banca d'Italia - 2009

We find evidence of a bank lending channel for the euro area operating via bank risk. Financial innovation and the new … ways to transfer credit risk have tended to diminish the informational content of standard bank balance-sheet indicators …. We show that bank risk conditions, as perceived by financial market investors, need to be considered, together with the …

Persistent link: https://www.econbiz.de/10004962187

Style, Fees and Performance of Italian Equity Funds

Cesari, R.; Panetta, F. - Banca d'Italia - 1998

Using a clustering procedure, we classify Italian funds ex-post on the basis of the composition of their portfolios and find that the optimal number of clusters is equal to 4. The four groups which result from the statistical classification closely match the 4-level aggregation of the 20 ex-ante...

Persistent link: https://www.econbiz.de/10005486714

Investment and Demand Uncertainty.

Guiso, L.; Parigi, G. - Banca d'Italia - 1996

Theoretical models of investment under uncertainty predict that the sign and the strength of the investment -uncertaintyrelationship is in principle ambiguous and can vary greatly across groups of firms depending on the degree of irreversibility of investment and the market power of the firm....

Persistent link: https://www.econbiz.de/10005640898

Sensitivity of VAR Measures to Different Risk Models

Drudi, F.; Generale, A.; Majnoni, G. - Banca d'Italia - 1997

The paper provides an empirical assessment of the market risk exposure of several portfolios representative of real … life investment positions. We employ the notion of value at risk made popular by the recent debate on capital budgeting …

Persistent link: https://www.econbiz.de/10005640899