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Laura Parisi

Personal Details

First Name:Laura
Middle Name:
Last Name:Parisi
Suffix:
RePEc Short-ID:ppa1086
[This author has chosen not to make the email address public]

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Darracq Pariès, Matthieu & Dées, Stéphane & De Gaye, Annabelle & Parisi, Laura & Sun, Yiqiao, 2023. "NGFS climate scenarios for the euro area: role of fiscal and monetary policy conduct," Occasional Paper Series 336, European Central Bank.
  2. Lelli, Chiara & Parisi, Laura & Heemskerk, Irene & Boldrini, Simone & Ceglar, Andrej, 2023. "Living in a world of disappearing nature: physical risk and the implications for financial stability," Occasional Paper Series 333, European Central Bank.
  3. Ceglar, Andrej & Boldrini, Simone & Lelli, Chiara & Parisi, Laura & Heemskerk, Irene, 2023. "The impact of the euro area economy and banks on biodiversity," Occasional Paper Series 335, European Central Bank.
  4. Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2023. "Estimating systemic risk for non-listed euro-area banks," Working Paper Series 2856, European Central Bank.
  5. Gourdel, Régis & Monasterolo, Irene & Dunz, Nepomuk & Mazzocchetti, Andrea & Parisi, Laura, 2022. "The double materiality of climate physical and transition risks in the euro area," Working Paper Series 2665, European Central Bank.
  6. Alogoskoufis, Spyros & Dunz, Nepomuk & Emambakhsh, Tina & Hennig, Tristan & Kaijser, Michiel & Kouratzoglou, Charalampos & Muñoz, Manuel A. & Parisi, Laura & Salleo, Carmelo, 2021. "ECB’s economy-wide climate stress test," Occasional Paper Series 281, European Central Bank.
  7. Parisi, Laura & Chalamandaris, Dimitrios & Amamou, Raschid & Torstensson, Pär & Baumann, Andreas, 2020. "Liquidity in resolution: estimating possible liquidity gaps for specific banks in resolution and in a systemic crisis," Occasional Paper Series 250, European Central Bank.
  8. Behn, Markus & Mangiante, Giacomo & Parisi, Laura & Wedow, Michael, 2019. "Behind the scenes of the beauty contest: window dressing and the G-SIB framework," Working Paper Series 2298, European Central Bank.
  9. Carmassi, Jacopo & Dobkowitz, Sonja & Evrard, Johanne & Parisi, Laura & Silva, André & Wedow, Michael, 2018. "Completing the Banking Union with a European Deposit Insurance Scheme: who is afraid of cross-subsidisation?," Occasional Paper Series 208, European Central Bank.
  10. Paolo Giudici & Laura Parisi, 2016. "CoRisk: measuring systemic risk through default probability contagion," DEM Working Papers Series 116, University of Pavia, Department of Economics and Management.
  11. Paolo Giudici & Laura Parisi, 2016. "Bail in or Bail out? The Atlante example from a systemic risk perspective," DEM Working Papers Series 124, University of Pavia, Department of Economics and Management.
  12. Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici, 2015. "Monetary transmission models for bank interest rates," DEM Working Papers Series 101, University of Pavia, Department of Economics and Management.
  13. Paolo Giudici & Laura Parisi, 2015. "Modeling Systemic Risk with Correlated Stochastic Processes," DEM Working Papers Series 110, University of Pavia, Department of Economics and Management.
  14. Paolo Giudici & Laura Parisi, 2015. "Dynamic hierarchical models for monetary transmission," DEM Working Papers Series 112, University of Pavia, Department of Economics and Management.
  15. Paolo Giudici & Laura Parisi, 2015. "Dynamic models for monetary transmission," DEM Working Papers Series 106, University of Pavia, Department of Economics and Management.

Articles

  1. Markus Behn & Giacomo Mangiante & Laura Parisi & Michael Wedow, 2022. "Behind the Scenes of the Beauty Contest—Window Dressing and the G-SIB Framework," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-42, December.
  2. Alogoskoufis, Spyros & Carbone, Sante & Coussens, Wouter & Fahr, Stephan & Giuzio, Margherita & Kuik, Friderike & Parisi, Laura & Salakhova, Dilyara & Spaggiari, Martina, 2021. "Climate-related risks to financial stability," Financial Stability Review, European Central Bank, vol. 1.
  3. Jacopo Carmassi & Sonja Dobkowitz & Johanne Evrard & Laura Parisi & André F Silva & Michael Wedow, 2020. "Completing the Banking Union with a European deposit insurance scheme: who is afraid of cross-subsidization?," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 35(101), pages 41-95.
  4. Carmassi, Jacopo & Corrias, Renzo & Parisi, Laura, 2019. "Is taxpayers’ money better protected now? An assessment of banking regulatory reforms ten years after the global financial crisis," Macroprudential Bulletin, European Central Bank, vol. 7.
  5. Paolo Giudici & Laura Parisi, 2019. "Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution," Risks, MDPI, vol. 7(1), pages 1-25, January.
  6. Behn, Markus & Parisi, Laura & Wedow, Michael & Mangiante, Giacomo, 2018. "Does the G-SIB framework incentivise window-dressing behaviour? Evidence of G-SIBs and reporting banks," Macroprudential Bulletin, European Central Bank, vol. 6.
  7. Paolo Giudici & Laura Parisi, 2018. "CoRisk: Credit Risk Contagion with Correlation Network Models," Risks, MDPI, vol. 6(3), pages 1-19, September.
  8. Paolo Giudici & Laura Parisi, 2017. "Sovereign risk in the Euro area: a multivariate stochastic process approach," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1995-2008, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Darracq Pariès, Matthieu & Dées, Stéphane & De Gaye, Annabelle & Parisi, Laura & Sun, Yiqiao, 2023. "NGFS climate scenarios for the euro area: role of fiscal and monetary policy conduct," Occasional Paper Series 336, European Central Bank.

    Cited by:

    1. Fischer, Lion & Rapp, Marc Steffen & Zahner, Johannes, 2024. "Central banks sowing the seeds for a green financial sector? NGFS membership and market reactions," IMFS Working Paper Series 198, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

  2. Lelli, Chiara & Parisi, Laura & Heemskerk, Irene & Boldrini, Simone & Ceglar, Andrej, 2023. "Living in a world of disappearing nature: physical risk and the implications for financial stability," Occasional Paper Series 333, European Central Bank.

    Cited by:

    1. Ceglar, Andrej & Boldrini, Simone & Lelli, Chiara & Parisi, Laura & Heemskerk, Irene, 2023. "The impact of the euro area economy and banks on biodiversity," Occasional Paper Series 335, European Central Bank.

  3. Gourdel, Régis & Monasterolo, Irene & Dunz, Nepomuk & Mazzocchetti, Andrea & Parisi, Laura, 2022. "The double materiality of climate physical and transition risks in the euro area," Working Paper Series 2665, European Central Bank.

    Cited by:

    1. Birindelli, Giuliana & Miazza, Aline & Paimanova, Viktoriia & Palea, Vera, 2023. "Just “blah blah blah”? Stock market expectations and reactions to COP26," International Review of Financial Analysis, Elsevier, vol. 88(C).
    2. Pierre Jacques & Louis Delannoy & Baptiste Andrieu & Devrim Yilmaz & Hervé Jeanmart & Antoine Godin, 2023. "Assessing the economic consequences of an energy transition through a biophysical stock-flow consistent model," Post-Print hal-04087628, HAL.
    3. Ghosh, Saibal, 2023. "Does climate legislation matter for bank lending? Evidence from MENA countries," Ecological Economics, Elsevier, vol. 212(C).

  4. Alogoskoufis, Spyros & Dunz, Nepomuk & Emambakhsh, Tina & Hennig, Tristan & Kaijser, Michiel & Kouratzoglou, Charalampos & Muñoz, Manuel A. & Parisi, Laura & Salleo, Carmelo, 2021. "ECB’s economy-wide climate stress test," Occasional Paper Series 281, European Central Bank.

    Cited by:

    1. Hamish Steptoe & Claire Souch & Julia Slingo, 2022. "Advances in numerical weather prediction, data science, and open‐source software herald a paradigm shift in catastrophe risk modeling and insurance underwriting," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 25(1), pages 69-81, April.
    2. Maria Alessia Aiello & Cristina Angelico, 2022. "Climate change and credit risk: the effect of carbon taxes on Italian banks' business loan default rates," Questioni di Economia e Finanza (Occasional Papers) 688, Bank of Italy, Economic Research and International Relations Area.
    3. Mercy Berman DeMenno, 2023. "Environmental sustainability and financial stability: can macroprudential stress testing measure and mitigate climate-related systemic financial risk?," Journal of Banking Regulation, Palgrave Macmillan, vol. 24(4), pages 445-473, December.
    4. Richhild Moessner, 2022. "Effects of Precipitation on Food Consumer Price Inflation," CESifo Working Paper Series 9961, CESifo.
    5. Matteo Gasparini & Peter Tufano, 2023. "The Evolving Academic Field of Climate Finance," Harvard Business School Working Papers 23-057, Harvard Business School.
    6. Carbone, Sante & Giuzio, Margherita & Kapadia, Sujit & Krämer, Johannes Sebastian & Nyholm, Ken & Vozian, Katia, 2021. "The low-carbon transition, climate commitments and firm credit risk," Working Paper Series 2631, European Central Bank.
    7. Gourdel, Régis & Sydow, Matthias, 2023. "Non-banks contagion and the uneven mitigation of climate risk," International Review of Financial Analysis, Elsevier, vol. 89(C).
    8. Gourdel, Régis & Sydow, Matthias, 2022. "Non-banks contagion and the uneven mitigation of climate risk," Working Paper Series 2757, European Central Bank.
    9. Cortina, Magdalena & Madeira, Carlos, 2023. "Exposures to climate change's physical risks in Chile," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(2).
    10. Aubrechtova, Jana & Heinle, Elke & Porcel, Rafel Moyà & Torres, Boris Osorno & Piloiu, Anamaria & Queiroz, Ricardo & Silvonen, Torsti & Vaz Cruz, Lia, 2023. "Enhancing climate resilience of monetary policy implementation in the euro area," Occasional Paper Series 318, European Central Bank.
    11. Birindelli, Giuliana & Miazza, Aline & Paimanova, Viktoriia & Palea, Vera, 2023. "Just “blah blah blah”? Stock market expectations and reactions to COP26," International Review of Financial Analysis, Elsevier, vol. 88(C).
    12. Amzallag, Adrien, 2022. "Fund portfolio networks: A climate risk perspective," International Review of Financial Analysis, Elsevier, vol. 84(C).
    13. Drudi, Francesco & Moench, Emanuel & Holthausen, Cornelia & Weber, Pierre-François & Ferrucci, Gianluigi & Setzer, Ralph & Adao, Bernardino & Dées, Stéphane & Alogoskoufis, Spyros & Téllez, Mar Delgad, 2021. "Climate change and monetary policy in the euro area," Occasional Paper Series 271, European Central Bank.
    14. Emambakhsh, Tina & Fuchs, Maximilian & Kördel, Simon & Kouratzoglou, Charalampos & Lelli, Chiara & Pizzeghello, Riccardo & Salleo, Carmelo & Spaggiari, Martina, 2023. "The Road to Paris: stress testing the transition towards a net-zero economy," Occasional Paper Series 328, European Central Bank.
    15. Chiara Colesanti Senni & Maria Sole Pagliari & Jens van ‘t Klooster, 2023. "The CO2 content of the TLTRO III scheme and its greening," Working Papers 792, DNB.
    16. Grill, Michael & Popescu, Alexandra & Rancoita, Elena, 2024. "Climate transition risk in the banking sector: what can prudential regulation do?," Working Paper Series 2910, European Central Bank.
    17. Csaba Burger & Dariusz Wojcik, 2023. "The Geography of Climate Change Risk Analysis at Central Banks in Europe," MNB Occasional Papers 2023/150, Magyar Nemzeti Bank (Central Bank of Hungary).
    18. Marcin Borsuk & Nicolas Eugster & Paul-Olivier Klein & Oskar Kowalewski, 2023. "Family Ownership and Carbon Emissions," Working Papers 2023-ACF-01, IESEG School of Management.
    19. Curcio, Domenico & Gianfrancesco, Igor & Vioto, Davide, 2023. "Climate change and financial systemic risk: Evidence from US banks and insurers," Journal of Financial Stability, Elsevier, vol. 66(C).
    20. Döttling, Robin & Rola-Janicka, Magdalena, 2023. "Too Levered for Pigou: Carbon Pricing, Financial Constraints, and Leverage Regulation," OSF Preprints ds7bx, Center for Open Science.
    21. Dafermos, Yannis & Gabor, Daniela & Nikolaidi, Maria & van Lerven, Frank, 2022. "Greening collateral frameworks," LSE Research Online Documents on Economics 116640, London School of Economics and Political Science, LSE Library.
    22. Yannis Dafermos, 2023. "Towards a climate just financial system," Working Papers 259, Department of Economics, SOAS University of London, UK.
    23. Adler, Martin & Camba-Méndez, Gonzalo & Džaja, Tomislav & Manzanares, Andrés & Metra, Matteo & Vocalelli, Giorgio, 2023. "The valuation haircuts applied to eligible marketable assets for ECB credit operations," Occasional Paper Series 312, European Central Bank.
    24. Martin Guth & Jannika Hesse & Csilla Königswieser & Gerald Krenn & Christian Lipp & Benjamin Neudorfer & Martin Schneider & Philipp Weiss, 2021. "OeNB climate risk stress test – modeling a carbon price shock for the Austrian banking sector," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 42, pages 27-45.
    25. Breckenfelder, Johannes & Maćkowiak, Bartosz & Marqués-Ibáñez, David & Olovsson, Conny & Popov, Alexander & Porcellacchia, Davide & Schepens, Glenn, 2023. "The climate and the economy," Working Paper Series 2793, European Central Bank.
    26. Martijn Boermans, 2022. "A literature review of securities holdings statistics research and a practitioner’s guide," Working Papers 757, DNB.
    27. Belloni, Marco & Kuik, Friderike & Mingarelli, Luca, 2022. "Euro Area banks' sensitivity to changes in carbon price," Working Paper Series 2654, European Central Bank.

  5. Parisi, Laura & Chalamandaris, Dimitrios & Amamou, Raschid & Torstensson, Pär & Baumann, Andreas, 2020. "Liquidity in resolution: estimating possible liquidity gaps for specific banks in resolution and in a systemic crisis," Occasional Paper Series 250, European Central Bank.

    Cited by:

    1. Fukker, Gábor & Kok, Christoffer, 2021. "On the optimal control of interbank contagion in the euro area banking system," Working Paper Series 2554, European Central Bank.
    2. Malgorzata Iwanicz-Drozdowska & Lukasz Kurowski & Bartosz Witkowski, 2022. "Resolution and Depositors' Trust: An Empirical Analysis of Three Resolution Cases in Poland," IADI Sponsored Papers 1, International Association of Deposit Insurers.

  6. Behn, Markus & Mangiante, Giacomo & Parisi, Laura & Wedow, Michael, 2019. "Behind the scenes of the beauty contest: window dressing and the G-SIB framework," Working Paper Series 2298, European Central Bank.

    Cited by:

    1. Mr. Eugenio M Cerutti & Mr. Maurice Obstfeld & Haonan Zhou, 2019. "Covered Interest Parity Deviations: Macrofinancial Determinants," IMF Working Papers 2019/014, International Monetary Fund.
    2. Luis Garcia & Ulf Lewrick & Taja Sečnik, 2023. "Window Dressing and the Designation of Global Systemically Important Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(2), pages 231-264, October.
    3. Behn, Markus & Schramm, Alexander, 2020. "The impact of G-SIB identification on bank lending: evidence from syndicated loans," Working Paper Series 2479, European Central Bank.
    4. Miguel Faria-e-Castro & Pascal Paul & Juan M. Sanchez, 2022. "Evergreening," Working Paper Series 2022-14, Federal Reserve Bank of San Francisco.
    5. Shida, Jakob, 2023. "Primary market demand for German government bonds," Journal of International Money and Finance, Elsevier, vol. 137(C).
    6. Bassi, Claudio & Behn, Markus & Grill, Michael & Waibel, Martin, 2023. "Window dressing of regulatory metrics: evidence from repo markets," Working Paper Series 2771, European Central Bank.
    7. Busch, Pascal & Cappelletti, Giuseppe & Marincas, Vlad & Meller, Barbara & Wildmann, Nadya, 2021. "How useful is market information for the identification of G-SIBs?," Occasional Paper Series 260, European Central Bank.
    8. Luis Garcia & Ulf Lewrick & Taja Sečnik, 2021. "Is window dressing by banks systemically important?," BIS Working Papers 960, Bank for International Settlements.
    9. Behn, Markus & Schramm, Alexander, 2021. "The impact of G-SIB identification on bank lending: Evidence from syndicated loans," Journal of Financial Stability, Elsevier, vol. 57(C).
    10. Tirupam Goel & Ulf Lewrick & Aakriti Mathur, 2019. "Playing it safe: global systemically important banks after the crisis," BIS Quarterly Review, Bank for International Settlements, September.

  7. Carmassi, Jacopo & Dobkowitz, Sonja & Evrard, Johanne & Parisi, Laura & Silva, André & Wedow, Michael, 2018. "Completing the Banking Union with a European Deposit Insurance Scheme: who is afraid of cross-subsidisation?," Occasional Paper Series 208, European Central Bank.

    Cited by:

    1. Bofinger, Peter & Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Wieland, Volker, 2018. "Vor wichtigen wirtschaftspolitischen Weichenstellungen. Jahresgutachten 2018/19 [Setting the Right Course for Economic Policy. Annual Report 2018/19]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201819.
    2. Francesco Spadafora, 2020. "Completing the Economic and Monetary Union: Wisdom Come Late?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 6(3), pages 379-409, November.
    3. Joop Adema & Christa Hainz & Carla Rhode, 2019. "Deposit Insurance: System Design and Implementation Across Countries," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(01), pages 42-51, May.
    4. Paolo Fegatelli, 2019. "Central bank digital currencies: The case of universal central bank reserves," BCL working papers 130, Central Bank of Luxembourg.
    5. Marius Clemens & Stefan Gebauer & Tobias König, 2020. "The Macroeconomic Effects of a European Deposit (Re-) Insurance Scheme," Discussion Papers of DIW Berlin 1873, DIW Berlin, German Institute for Economic Research.
    6. Philip R. Lane, 2019. "Macrofinancial Stability and the Euro," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(3), pages 424-442, September.
    7. Francesco Spadafora, 2019. "European integration in the time of mistrust," Questioni di Economia e Finanza (Occasional Papers) 512, Bank of Italy, Economic Research and International Relations Area.
    8. Parisi, Laura & Chalamandaris, Dimitrios & Amamou, Raschid & Torstensson, Pär & Baumann, Andreas, 2020. "Liquidity in resolution: estimating possible liquidity gaps for specific banks in resolution and in a systemic crisis," Occasional Paper Series 250, European Central Bank.
    9. Fernández-Aguado, Pilar Gómez & Martínez, Eduardo Trigo & Ruíz, Rafael Moreno & Ureña, Antonio Partal, 2022. "Evaluation of European Deposit Insurance Scheme funding based on risk analysis," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 234-247.
    10. Esther Gordo & Ivan Kataryniuk, 2019. "Towards a more resilient euro area," Economics and Business Letters, Oviedo University Press, vol. 8(2), pages 106-114.
    11. Herzberg, Valerie & McQuade, Peter, 2018. "International bank flows and bank business models since the crisis," Financial Stability Notes 5/FS/18, Central Bank of Ireland.
    12. Philip R. Lane, 2021. "The Resilience of the Euro," Journal of Economic Perspectives, American Economic Association, vol. 35(2), pages 3-22, Spring.
    13. Diana Bonfim & João A. C. Santos, 2020. "The importance of deposit insurance credibility," Working Papers w202011, Banco de Portugal, Economics and Research Department.
    14. Koetter, Michael & Nguyen, Huyen, 2023. "European banking in transformational times: Regulation, crises, and challenges," IWH Studies 7/2023, Halle Institute for Economic Research (IWH).
    15. Esa Jokivuolle & George Pennacchi, 2019. "Designing a Multinational Deposit Insurance System: Implications for the European Deposit Insurance Scheme," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(01), pages 21-25, May.
    16. Maria Karadima & Helen Louri, 2020. "Bank competition and credit risk in the Euro area, 2005-2017: Is there evidence of convergence?," LEQS – LSE 'Europe in Question' Discussion Paper Series 155, European Institute, LSE.
    17. Mario Tümmler, 2022. "Completing Banking Union? The Role of National Deposit Guarantee Schemes in Shifting Member States' Preferences on the European Deposit Insurance Scheme," Journal of Common Market Studies, Wiley Blackwell, vol. 60(6), pages 1556-1572, November.
    18. Huertas, Thomas F., 2019. "Completing banking union," SAFE White Paper Series 63, Leibniz Institute for Financial Research SAFE.
    19. Angeloni, Ignazio (ed.), 2020. "Beyond the Pandemic: Reviving Europe’s Banking Union," Vox eBooks, Centre for Economic Policy Research, number p327.
    20. Falko Fecht & Patrick Weber, 2019. "What We Can Learn from the Introduction of Blanket Deposit Guarantees in Germany 2008 about the Benefits of EDIS," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(01), pages 26-29, May.

  8. Paolo Giudici & Laura Parisi, 2016. "CoRisk: measuring systemic risk through default probability contagion," DEM Working Papers Series 116, University of Pavia, Department of Economics and Management.

    Cited by:

    1. Paolo Giudici & Laura Parisi, 2016. "Bail in or Bail out? The Atlante example from a systemic risk perspective," DEM Working Papers Series 124, University of Pavia, Department of Economics and Management.
    2. Laleh Tafakori & Armin Pourkhanali & Riccardo Rastelli, 2022. "Measuring systemic risk and contagion in the European financial network," Empirical Economics, Springer, vol. 63(1), pages 345-389, July.
    3. Chatterjee, Somnath & Jobst, Andreas, 2019. "Market-implied systemic risk and shadow capital adequacy," Bank of England working papers 823, Bank of England.

  9. Paolo Giudici & Laura Parisi, 2016. "Bail in or Bail out? The Atlante example from a systemic risk perspective," DEM Working Papers Series 124, University of Pavia, Department of Economics and Management.

    Cited by:

    1. Nicholas S. Coleman & Andromachi Georgosouli & Tara N. Rice, 2018. "Measuring the Implementation of the FSB Key Attributes of Effective Resolution Regimes for Financial Institutions in the European Union," International Finance Discussion Papers 1238, Board of Governors of the Federal Reserve System (U.S.).

  10. Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici, 2015. "Monetary transmission models for bank interest rates," DEM Working Papers Series 101, University of Pavia, Department of Economics and Management.

    Cited by:

    1. Paolo Giudici & Laura Parisi, 2015. "Dynamic models for monetary transmission," DEM Working Papers Series 106, University of Pavia, Department of Economics and Management.

Articles

  1. Markus Behn & Giacomo Mangiante & Laura Parisi & Michael Wedow, 2022. "Behind the Scenes of the Beauty Contest—Window Dressing and the G-SIB Framework," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-42, December.
    See citations under working paper version above.
  2. Alogoskoufis, Spyros & Carbone, Sante & Coussens, Wouter & Fahr, Stephan & Giuzio, Margherita & Kuik, Friderike & Parisi, Laura & Salakhova, Dilyara & Spaggiari, Martina, 2021. "Climate-related risks to financial stability," Financial Stability Review, European Central Bank, vol. 1.

    Cited by:

    1. Chris Kenyon & Mourad Berrahoui & Andrea Macrina, 2021. "Sustainability Manifesto for Financial Products: Carbon Equivalence Principle," Papers 2112.04181, arXiv.org.
    2. Gergely Manasses & Eva Paulik & Attila Tapaszti, 2022. "Green Bond Impact Report as an Essential Next Step in Market Development," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 21(4), pages 180-204.
    3. Chen, Ning & Li, Shaofang & Lu, Shuai, 2023. "The extreme risk connectedness of the global financial system: G7 and BRICS evidence," Journal of Multinational Financial Management, Elsevier, vol. 69(C).
    4. Dafermos, Yannis & van Lerven, Frank & Nikolaidi, Maria, 2022. "Greening capital requirements," LSE Research Online Documents on Economics 116946, London School of Economics and Political Science, LSE Library.
    5. Donato Masciandaro & Romano Vincenzo Tarsia, 2021. "Society, Politicians, Climate Change and Central Banks: An Index of Green Activism," BAFFI CAREFIN Working Papers 21167, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    6. Pal Peter Kolozsi & Sandor Ladanyi & Andras Straubinger, 2022. "Measuring the Climate Risk Exposure of Financial Assets - Methodological Challenges and Central Bank Practices," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 21(1), pages 113-140.

  3. Jacopo Carmassi & Sonja Dobkowitz & Johanne Evrard & Laura Parisi & André F Silva & Michael Wedow, 2020. "Completing the Banking Union with a European deposit insurance scheme: who is afraid of cross-subsidization?," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 35(101), pages 41-95.
    See citations under working paper version above.
  4. Carmassi, Jacopo & Corrias, Renzo & Parisi, Laura, 2019. "Is taxpayers’ money better protected now? An assessment of banking regulatory reforms ten years after the global financial crisis," Macroprudential Bulletin, European Central Bank, vol. 7.

    Cited by:

    1. Thomas Pöchel & Alexandra Schober-Rhomberg & Alexander Trachta & Matthias Wicho, 2019. "Nonbank financial intermediation in Austria – developments since 2008," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 38, pages 74-86.

  5. Paolo Giudici & Laura Parisi, 2019. "Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution," Risks, MDPI, vol. 7(1), pages 1-25, January.

    Cited by:

    1. Borri, Nicola & Giorgio, Giorgio di, 2022. "Systemic risk and the COVID challenge in the european banking sector," Journal of Banking & Finance, Elsevier, vol. 140(C).
    2. Y'erali Gandica & Sophie B'ereau & Jean-Yves Gnabo, 2019. "A multilevel analysis to systemic exposure: insights from local and system-wide information," Papers 1910.08611, arXiv.org.

  6. Paolo Giudici & Laura Parisi, 2018. "CoRisk: Credit Risk Contagion with Correlation Network Models," Risks, MDPI, vol. 6(3), pages 1-19, September.

    Cited by:

    1. Colin Ellis, 2020. "Are Corporate Bond Defaults Contagious across Sectors?," IJFS, MDPI, vol. 8(1), pages 1-17, January.
    2. Laleh Tafakori & Armin Pourkhanali & Riccardo Rastelli, 2022. "Measuring systemic risk and contagion in the European financial network," Empirical Economics, Springer, vol. 63(1), pages 345-389, July.
    3. Matteo Foglia & Eliana Angelini, 2019. "The Time-Spatial Dimension of Eurozone Banking Systemic Risk," Risks, MDPI, vol. 7(3), pages 1-25, July.
    4. Katerina Rigana & Ernst-Jan Camiel Wit & Samantha Cook, 2021. "Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market," Papers 2112.13127, arXiv.org.
    5. Yudistira Permana & Saiqa Akbar & Anisa Nurpita, 2022. "Systemic risk and the financial network system: an experimental investigation," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 631-651, December.
    6. Paolo Giudici & Laura Parisi, 2019. "Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution," Risks, MDPI, vol. 7(1), pages 1-25, January.
    7. Chen, Yan & Mo, Dongxu & Xu, Zezhou, 2022. "A study of interconnections and contagion among Chinese financial institutions using a ΔCoV aR network," Finance Research Letters, Elsevier, vol. 45(C).
    8. Alin Marius Andries & Elena Galasan, 2020. "Measuring Financial Contagion and Spillover Effects with a State-Dependent Sensitivity Value-at-Risk Model," Risks, MDPI, vol. 8(1), pages 1-20, January.
    9. Mehmet Ali Balcı & Larissa M. Batrancea & Ömer Akgüller, 2022. "Network-Induced Soft Sets and Stock Market Applications," Mathematics, MDPI, vol. 10(21), pages 1-24, October.
    10. Olena Kostylenko & Helena Sofia Rodrigues & Delfim F. M. Torres, 2019. "The spread of a financial virus through Europe and beyond," Papers 1901.07241, arXiv.org.
    11. Foglia, Matteo & Addi, Abdelhamid & Wang, Gang-Jin & Angelini, Eliana, 2022. "Bearish Vs Bullish risk network: A Eurozone financial system analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    12. Nicoló Andrea Caserini & Paolo Pagnottoni, 2022. "Effective transfer entropy to measure information flows in credit markets," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(4), pages 729-757, October.

  7. Paolo Giudici & Laura Parisi, 2017. "Sovereign risk in the Euro area: a multivariate stochastic process approach," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1995-2008, December.

    Cited by:

    1. Paolo Giudici & Laura Parisi, 2018. "CoRisk: Credit Risk Contagion with Correlation Network Models," Risks, MDPI, vol. 6(3), pages 1-19, September.
    2. Giudici, Paolo & Abu-Hashish, Iman, 2019. "What determines bitcoin exchange prices? A network VAR approach," Finance Research Letters, Elsevier, vol. 28(C), pages 309-318.
    3. Giudici, Paolo, 2018. "Financial data science," Statistics & Probability Letters, Elsevier, vol. 136(C), pages 160-164.
    4. Yali Cao & Yue Shao & Hongxia Zhang, 2022. "Study on early warning of E-commerce enterprise financial risk based on deep learning algorithm," Electronic Commerce Research, Springer, vol. 22(1), pages 21-36, March.
    5. Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2018. "Latent Factor Models for Credit Scoring in P2P Systems," MPRA Paper 92636, University Library of Munich, Germany, revised 11 Oct 2018.
    6. Nicoló Andrea Caserini & Paolo Pagnottoni, 2022. "Effective transfer entropy to measure information flows in credit markets," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(4), pages 729-757, October.
    7. Basse, Tobias, 2020. "Solvency II and sovereign credit risk: Additional empirical evidence and some thoughts about implications for regulators and lawmakers," International Review of Law and Economics, Elsevier, vol. 64(C).

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (11) 2015-05-22 2015-10-04 2015-11-21 2015-12-08 2016-02-23 2016-07-02 2018-04-23 2019-08-12 2020-11-30 2023-11-06 2024-01-08. Author is listed
  2. NEP-EEC: European Economics (9) 2015-11-21 2016-02-23 2018-04-23 2020-11-30 2021-09-27 2022-06-20 2023-11-06 2023-11-27 2024-01-08. Author is listed
  3. NEP-BAN: Banking (7) 2016-02-23 2018-04-23 2019-08-12 2020-11-30 2023-11-06 2023-11-27 2024-01-01. Author is listed
  4. NEP-ENV: Environmental Economics (5) 2021-09-27 2022-06-20 2023-11-27 2024-01-01 2024-01-08. Author is listed
  5. NEP-MON: Monetary Economics (5) 2015-05-22 2015-10-04 2015-12-08 2020-11-30 2024-01-08. Author is listed
  6. NEP-RMG: Risk Management (5) 2015-11-21 2016-02-23 2016-07-02 2023-11-06 2023-11-27. Author is listed
  7. NEP-MAC: Macroeconomics (3) 2015-05-22 2015-10-04 2015-12-08
  8. NEP-ECM: Econometrics (2) 2015-10-04 2015-12-08
  9. NEP-FDG: Financial Development and Growth (2) 2021-09-27 2022-06-20
  10. NEP-AGR: Agricultural Economics (1) 2024-01-01
  11. NEP-CMP: Computational Economics (1) 2020-11-30
  12. NEP-ENE: Energy Economics (1) 2022-06-20
  13. NEP-HME: Heterodox Microeconomics (1) 2022-06-20
  14. NEP-IAS: Insurance Economics (1) 2018-04-23
  15. NEP-ISF: Islamic Finance (1) 2021-09-27
  16. NEP-SEA: South East Asia (1) 2024-01-01

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