Similar Search Results

The Interaction of Financial Fragility and the Business Cycle in Determining Banks’ Loan Losses: An Investigation of the Italian Case

Pederzoli, Chiara; Torricelli, Costanza; Castellani, Simona - In: Economic notes : economic review of Banca Monte dei … 39 (2010) 3, pp. 129-147

Persistent link: https://www.econbiz.de/10008993148

Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy

Castellani, Simona; Pederzoli, Chiara; Torricelli, Costanza - Dipartimento di Economia "Marco Biagi", Università … - 2008

The Basel II capital accord has fostered the debate over the financial stability of the aggregate banking sector. There is a large empirical literature focused on the effects of macroeconomic disturbances on the banking system. Specifically, loan losses are an important factor for the banking...

Persistent link: https://www.econbiz.de/10005416793

The Interaction of Financial Fragility and the Business Cycle in Determining Banks’ Loan Losses: An Investigation of the Italian Case

Pederzoli, Chiara; Torricelli, Costanza; Castellani, Simona - In: Economic Notes 39 (2010) 3, pp. 129-146

Persistent link: https://www.econbiz.de/10010626457

The population ageing in Italy : facts and impact on household portfolios

Brunetti, Marianna; Torricelli, Constanza - In: Money, finance and demography : the consequences of …, (pp. 175-211). 2007

Persistent link: https://www.econbiz.de/10003645444

The time dimension of credit risk : modelling issues and regulatory implications

Bertocchi, Marida; Torricelli, Constanza - In: Cycles, growth and the Great Recession : economic …, (pp. 143-156). 2015

Persistent link: https://www.econbiz.de/10010463353

Tests of the expectations hypothesis and policy reaction to the term spread : some comparative evidence

Boero, Gianna; Torricelli, Constanza - 1998

Persistent link: https://www.econbiz.de/10001362022

Stochastic volatility and GARCH : a comparison based on UK stock data

Pederzoli, Chiara - In: The European journal of finance 12 (2006) 1, pp. 41-59

Persistent link: https://www.econbiz.de/10003305243

Rating systems, procyclicality and Basel II : an evaluation in a general equilibrium framework

Pederzoli, Chiara; Torricelli, Costanza; Tsomocos, … - In: Annals of finance 6 (2010) 1, pp. 33-49

Persistent link: https://www.econbiz.de/10003939546

A parsimonious default prediction model for Italian SMEs

Pederzoli, Chiara; Torricelli, Costanza - In: Banks and bank systems : international research journal 5 (2010) 4, pp. 5-9

Persistent link: https://www.econbiz.de/10008806496

Capital requirements and business cycle regimes : forward-looking modelling of default probabilities

Pederzoli, Chiara; Torricelli, Costanza - In: Journal of banking & finance 29 (2005) 12, pp. 3121-3140

Persistent link: https://www.econbiz.de/10003203855