Narrow search
Showing 1 - 10 of 1,111
Cover Image
Asymmetric effects of the business cycle on bank credit risk
Marcucci, Juri; Quagliariello, Mario - In: Journal of banking & finance 33 (2009) 9, pp. 1624-1635
Persistent link: https://www.econbiz.de/10003872854
Cover Image
Stress-testing credit risk : the Italian experience
Laviola, Sebastiano; Marcucci, Juri; Quagliariello, Mario - In: Stress-testing the banking system : methodologies and …, (pp. 133-148). 2009
Persistent link: https://www.econbiz.de/10003906134
Cover Image
Is bank portfolio riskiness procyclical? Evidence from Italy using a vector autoregression
Marcucci, Juri; Quagliariello, Mario - In: Journal of international financial markets, … 18 (2008) 1, pp. 46-63
Persistent link: https://www.econbiz.de/10003710306
Cover Image
Stress testing credit risk : experience from the Italian FSAP
Laviola, Sebastiano; Marcucci, Juri; Quagliariello, Mario - In: Quarterly review / Banca Nazionale del Lavoro, Roma 59 (2006), pp. 269-291
Persistent link: https://www.econbiz.de/10003392965
Cover Image
Is bank portfolio riskiness procyclical? : Evidence from Italy using a vector autoregression
Marcucci, Juri (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002846010
Cover Image
Credit Risk and Business Cycle Over Different Regimes
Marcucci, Juri - 2008
In the recent banking literature on the relationship between credit risk and the business cycle, the presence of asymmetric effects both across credit risk regimes and through the business cycle has been generally neglected. Employing threshold regression models both at the aggregate and the...
Persistent link: https://www.econbiz.de/10012723726
Cover Image
Asymmetric effects of the business cycle on bank credit risk
Marcucci, Juri; Quagliariello, Mario - In: Journal of banking & finance 33 (2009) 9, pp. 1624-1635
Persistent link: https://www.econbiz.de/10008262215
Cover Image
Is bank portfolio riskiness procyclical?
Marcucci, Juri; Quagliariello, Mario - In: Journal of international financial markets, … 18 (2008) 1, pp. 46-63
Persistent link: https://www.econbiz.de/10007893949
Cover Image
Is bank portfolio riskiness procyclical?
Marcucci, Juri; Quagliariello, Mario - In: Journal of international financial markets, … 18 (2008) 1, pp. 46-64
Persistent link: https://www.econbiz.de/10008880039
Cover Image
Asymmetric effects of the business cycle on bank credit risk
Marcucci, Juri; Quagliariello, Mario - In: Journal of banking & finance 33 (2009) 9, pp. 1624-1636
Persistent link: https://www.econbiz.de/10008895818