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Massimiliano Affinito

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. Massimiliano Affinito & Raffaele Santioni, 2021. "When the panic broke out: COVID-19 and investment funds' portfolio rebalancing around the world," Temi di discussione (Economic working papers) 1342, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Alessandro Moro & Alessandro Schiavone, 2022. "The role of non-bank financial institutions in the intermediation of capital flows to emerging markets," Temi di discussione (Economic working papers) 1367, Bank of Italy, Economic Research and International Relations Area.

  2. Massimiliano Affinito & Fabiana Sabatini & Massimiliano Stacchini, 2021. "Collateral in bank lending during the financial crises:a borrower and a lender story," Temi di discussione (Economic working papers) 1352, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Massimiliano Affinito & Giorgio Meucci, 2023. "Return of the NPLs to the Bright Side: Which Unlikely to Pay Firms are More Likely to Pay?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-48, June.
    2. Forte, Antonio, 2022. "Evidenze dell’uso di moratorie e prestiti garantiti dallo Stato nei Paesi europei [Evidence about Moratoria and Loans subject to Public Guarantee Schemes in European countries]," MPRA Paper 113680, University Library of Munich, Germany.

  3. Massimiliano Affinito & Giorgio Meucci, 2021. "Return of the NPLs to the bright side: which Unlikely to Pay firms are more likely to pay?," Questioni di Economia e Finanza (Occasional Papers) 601, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Massimiliano Affinito & Fabiana Sabatini & Massimiliano Stacchini, 2021. "Collateral in bank lending during the financial crises:a borrower and a lender story," Temi di discussione (Economic working papers) 1352, Bank of Italy, Economic Research and International Relations Area.

  4. Katarzyna Budnik & Gaia Barbic & Giulio Nicoletti & Massimiliano Affinito & Fabrizio Venditti & Saiffedine Ben Hadj & Hans Dewachter & Edouard Chretien & Clara Isabel González & Javier Mencía & Jenny , 2019. "The benefits and costs of adjusting bank capitalisation: evidence from euro area countries," Working Papers 1923, Banco de España.

    Cited by:

    1. Vacca, Valerio Paolo & Bichlmeier, Fabian & Biraschi, Paolo & Boschi, Natalie & Álvarez, Antonio J. Bravo & Di Primio, Luciano & Ebner, André & Hoeretzeder, Silvia & Ballesteros, Elisa Llorente & Mian, 2021. "Measuring the impact of a bank failure on the real economy: an EU-wide analytical framework," ESRB Working Paper Series 122, European Systemic Risk Board.

  5. Massimiliano Affinito, 2019. "What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy," Temi di discussione (Economic working papers) 1238, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Rainone, Edoardo, 2020. "The network nature of over-the-counter interest rates," Journal of Financial Markets, Elsevier, vol. 47(C).

  6. Massimiliano Affinito & Matteo Piazza, 2018. "Always look on the bright side? Central counterparties and interbank markets during the financial crisis," Temi di discussione (Economic working papers) 1181, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Massimiliano Affinito, 2019. "What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy," BIS Working Papers 821, Bank for International Settlements.
    2. Affinito, Massimiliano & Albareto, Giorgio & Santioni, Raffaele, 2022. "Purchases of sovereign debt securities by banks during the crisis: The role of balance sheet conditions," Journal of Banking & Finance, Elsevier, vol. 138(C).
    3. Massimiliano Affinito & Matteo D'Amato & Raffaele Santioni, 2023. "The evolution of bank fees as a source of income: trends and new business models – evidence from Italy," Questioni di Economia e Finanza (Occasional Papers) 777, Bank of Italy, Economic Research and International Relations Area.
    4. Silvia Del Prete & Stefano Federico, 2019. "Does trust among banks matter for bilateral trade? Evidence from shocks in the interbank market," Temi di discussione (Economic working papers) 1217, Bank of Italy, Economic Research and International Relations Area.
    5. Massimo Minesso Ferrari, 2020. "The Real Effects of Endogenous Defaults on the Interbank Market," 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 411-439, November.
    6. Silvia Del Prete & Stefano Federico, 2020. "Do links between banks matter for bilateral trade? Evidence from financial crises," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 156(4), pages 859-885, November.
    7. Massimiliano Affinito & Giorgio Albareto & Raffaele Santioni, 2016. "Purchases of sovereign debt securities by Italian banks during the crisis: the role of balance-sheet conditions," Questioni di Economia e Finanza (Occasional Papers) 330, Bank of Italy, Economic Research and International Relations Area.
    8. Valerio Della Corte & Stefano Federico, 2019. "Two tales of foreign investor outflows: Italy in 2011-2012 and 2018," Questioni di Economia e Finanza (Occasional Papers) 535, Bank of Italy, Economic Research and International Relations Area.

  7. Massimiliano Affinito & Alberto Franco Pozzolo, 2017. "The interbank network across the global financial crisis: evidence from Italy," Temi di discussione (Economic working papers) 1118, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Massimiliano Affinito, 2019. "What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy," BIS Working Papers 821, Bank for International Settlements.
    2. Federica Bianchi & Francesco Bartolucci & Stefano Peluso & Antonietta Mira, 2020. "Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(4), pages 711-739, August.
    3. Mardi Dungey & Moses Kangogo & Vladimir Volkov, 2022. "Dynamic effects of network exposure on equity markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 569-629, December.
    4. Le, Chau & Dickinson, David & Le, Anh, 2022. "Sovereign risk spillovers: A network approach," Journal of Financial Stability, Elsevier, vol. 60(C).
    5. Bhattacharya, Mita & Inekwe, John Nkwoma & Valenzuela, Maria Rebecca, 2020. "Credit risk and financial integration: An application of network analysis," International Review of Financial Analysis, Elsevier, vol. 72(C).
    6. Wang, Shengquan & Chen, Langnan & Xiong, Xiong, 2019. "Asset bubbles, banking stability and economic growth," Economic Modelling, Elsevier, vol. 78(C), pages 108-117.
    7. Deng, Yang & Zhang, Ziqing & Zhu, Li, 2021. "A model-based index for systemic risk contribution measurement in financial networks," Economic Modelling, Elsevier, vol. 95(C), pages 35-48.
    8. Jose Arreola Hernandez & Sang Hoon Kang & Ron P. McIver & Seong-Min Yoon, 2021. "Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 613-647, December.
    9. Elisa Letizia & Fabrizio Lillo, 2017. "Corporate payments networks and credit risk rating," Papers 1711.07677, arXiv.org, revised Sep 2018.
    10. Massimiliano Affinito & Matteo Piazza, 2021. "Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis," International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 231-283, March.
    11. Pihu Feng & Duoyong Sun & Zaiwu Gong, 2019. "A Case Study of Pyramid Scheme Finance Flow Network Based on Social Network Analysis," Sustainability, MDPI, vol. 11(16), pages 1-12, August.
    12. Anastasios Demertzidis, 2019. "Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-," MAGKS Papers on Economics 201932, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    13. Chotipong Charoensom & Thaisiri Watewai, 2022. "Optimal Liquidity Control and Systemic Risk in an Interbank Network with Liquidity Shocks and Regime-dependent Interconnectedness," PIER Discussion Papers 175, Puey Ungphakorn Institute for Economic Research.
    14. Castrén, Olli & Kavonius, Ilja Kristian & Rancan, Michela, 2022. "Digital currencies in financial networks," Journal of Financial Stability, Elsevier, vol. 60(C).
    15. Yong Tang & Jason Jie Xiong & Zi-Yang Jia & Yi-Cheng Zhang, 2018. "Complexities in Financial Network Topological Dynamics: Modeling of Emerging and Developed Stock Markets," Complexity, Hindawi, vol. 2018, pages 1-31, November.
    16. Jose Arreola Hernandez & Sang Hoon Kang & Seong‐Min Yoon, 2022. "Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 678-696, January.
    17. Stefano Zedda & Simone Sbaraglia, 2020. "Which interbank net is the safest?," Risk Management, Palgrave Macmillan, vol. 22(1), pages 65-82, March.
    18. Jose Arreola Hernandez & Sang Hoon Kang & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2020. "Spillovers and diversification potential of bank equity returns from developed and emerging America," Post-Print hal-02966894, HAL.
    19. Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
    20. Massimo Minesso Ferrari, 2020. "The Real Effects of Endogenous Defaults on the Interbank Market," 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 411-439, November.
    21. Giorgio Barba Navaretti & Giacomo Calzolari & Alberto Franco Pozzolo & Maria Teresa Trentinaglia Daverio, 2019. "Few Large with Many Small: Banks Size Distribution and Cross-Border Financial Linkages," Journal of Financial Services Research, Springer;Western Finance Association, vol. 56(3), pages 229-258, December.
    22. Alessandro Ferracci & Giulio Cimini, 2021. "Systemic risk in interbank networks: disentangling balance sheets and network effects," Papers 2109.14360, arXiv.org, revised Sep 2022.
    23. Sophie Brana & Dalila Chenaf-Nicet & Delphine Lahet, 2023. "Drivers of cross-border bank claims: The role of foreign-owned banks in emerging countries," Working Papers 2023.06, International Network for Economic Research - INFER.
    24. Kangogo, Moses & Volkov, Vladimir, 2021. "Dynamic effects of network exposure on equity markets," Working Papers 2021-03, University of Tasmania, Tasmanian School of Business and Economics.
    25. Qifa Xu & Liukai Wang & Cuixia Jiang & Fu Jia & Lujie Chen, 2022. "Tail dependence network of new energy vehicle industry in mainland China," Annals of Operations Research, Springer, vol. 315(1), pages 565-590, August.
    26. Ha, Le Thanh & Nham, Nguyen Thi Hong, 2022. "An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis," Technological Forecasting and Social Change, Elsevier, vol. 183(C).

  8. Massimiliano Affinito & Giorgio Albareto & Raffaele Santioni, 2016. "Purchases of sovereign debt securities by Italian banks during the crisis: the role of balance-sheet conditions," Questioni di Economia e Finanza (Occasional Papers) 330, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Massimiliano Affinito, 2019. "What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy," BIS Working Papers 821, Bank for International Settlements.
    2. Daniel Gros, 2017. "Banks as Buyers of Last Resort for Government Bonds?," EconPol Policy Brief 4, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    3. Carlos Alberto Piscarreta Pinto Ferreira, 2023. "Drivers of Sovereign Bond Demand – The Case of Japans," Working Papers REM 2023/0264, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    4. Carlos Alberto Piscarreta Pinto Ferreira, 2021. "Does Public Debt Ownership Structure Matter for a Borrowing Country?," Working Papers REM 2021/0190, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    5. Giovanni Dosi & Marcello Minenna & Andrea Roventini & Roberto Violi, 2021. "Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism," SciencePo Working papers Main hal-04103825, HAL.
    6. Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano & Paolo Piselli, 2018. "Banking Crises and Boom-Bust Dynamics: Evidence for Italy (1861-2016)," CESifo Working Paper Series 6972, CESifo.
    7. Agovino, Massimiliano & Bartoletto, Silvana & Garofalo, Antonio, 2022. "A long-term analysis of efficiency in the Italian banking system from 1861 to 2010," Structural Change and Economic Dynamics, Elsevier, vol. 61(C), pages 227-241.
    8. Francesco Cusano & Giuseppe Marinelli & Stefano Piermattei, 2021. "Learning from revisions: a tool for detecting potential errors in banks' balance sheet statistical reporting," Questioni di Economia e Finanza (Occasional Papers) 611, Bank of Italy, Economic Research and International Relations Area.
    9. Francesco Cusano & Giuseppe Marinelli & Stefano Piermattei, 2022. "Learning from revisions: an algorithm to detect errors in banks’ balance sheet statistical reporting," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(6), pages 4025-4059, December.
    10. Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano & Paolo Piselli, 2018. "Banking crises and business cycle: evidence for Italy(1861-2016)," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 11(1), pages 34-61, October.

  9. Massimiliano Affinito, 2013. "Central bank refinancing, interbank markets, and the hypothesis of liquidity hoarding: evidence from a euro-area banking system," Temi di discussione (Economic working papers) 928, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Massimiliano Affinito, 2019. "What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy," BIS Working Papers 821, Bank for International Settlements.
    2. Daniele Pianeselli & Andrea Zaghini, 2014. "The cost of firms� debt financing and the global financial crisis," Temi di discussione (Economic working papers) 950, Bank of Italy, Economic Research and International Relations Area.
    3. Affinito, Massimiliano & Albareto, Giorgio & Santioni, Raffaele, 2022. "Purchases of sovereign debt securities by banks during the crisis: The role of balance sheet conditions," Journal of Banking & Finance, Elsevier, vol. 138(C).
    4. Jef Boeckx & Maarten Dossche & Gert Peersman, 2014. "Effectiveness and transmission of the ECB’s balance sheet policies," Working Paper Research 275, National Bank of Belgium.
    5. Affinito, Massimiliano & Franco Pozzolo, Alberto, 2017. "The interbank network across the global financial crisis: Evidence from Italy," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 90-107.
    6. Massimiliano Affinito & Matteo Piazza, 2021. "Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis," International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 231-283, March.
    7. Graziella Morandi & Giulio Nicoletti, 2017. "Using microdata from monetary statistics to understand intra-group transactions and their implication in financial stability issues," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
    8. Lorenzo Burlon & Davide Fantino & Andrea Nobili & Gabriele Sene, 2016. "The quantity of corporate credit rationing with matched bank-firm data," Temi di discussione (Economic working papers) 1058, Bank of Italy, Economic Research and International Relations Area.
    9. Olivier Brossard & Susanna Saroyan, 2016. "Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market," Post-Print hal-01293693, HAL.

  10. Massimiliano Affinito, 2011. "Convergence clubs, the euro-area rank and the relationship between banking and real convergence," Temi di discussione (Economic working papers) 809, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Bruno, Giuseppe & De Bonis, Riccardo & Silvestrini, Andrea, 2012. "Do financial systems converge? New evidence from financial assets in OECD countries," Journal of Comparative Economics, Elsevier, vol. 40(1), pages 141-155.
    2. Kannyiri Banyen & Nicholas Biekpe, 2020. "Financial integration, competition and bank efficiency: evidence from Africa’s sub-regional markets," Economic Change and Restructuring, Springer, vol. 53(4), pages 495-518, November.

  11. Massimiliano Affinito, 2011. "Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy," Temi di discussione (Economic working papers) 826, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Massimiliano Affinito, 2019. "What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy," BIS Working Papers 821, Bank for International Settlements.
    2. Bednarek, Peter & Dinger, Valeriya & von Westernhagen, Natalja, 2015. "Fundamentals matter: Idiosyncratic shocks and interbank relations," Discussion Papers 44/2015, Deutsche Bundesbank.
    3. Vasilis Hatzopoulos & Giulia Iori & Rosario N. Mantegna & Salvatore Miccich� & Michele Tumminello, 2015. "Quantifying preferential trading in the e-MID interbank market," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 693-710, April.
    4. Egorov, Alexey & Kovalenko, Olga, 2013. "Structural features and interest-rate dynamics of Russia's interbank lending market," BOFIT Discussion Papers 23/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
    5. Linardi, Fernando & Diks, Cees & van der Leij, Marco & Lazier, Iuri, 2020. "Dynamic interbank network analysis using latent space models," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
    6. Bátiz-Zuk Enrique & Lara Sánchez José Luis, 2021. "Revisiting the link between systemic risk and competition based on network theory and interbank exposures," Working Papers 2021-26, Banco de México.
    7. Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    8. Olessia Caillé & Louis Raffestin, 2018. "Cross-asset holdings and the resiliency of wholesale funding," Working Papers hal-01973120, HAL.
    9. Hans Degryse & Alexei Karas & Koen Schoors, 2019. "Relationship Lending During A Trust Crisis On The Interbank Market: A Friend In Need Is A Friend Indeed," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/954, Ghent University, Faculty of Economics and Business Administration.
    10. Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel, 2016. "Overnight interbank markets and the determination of the interbank rate: A selective survey," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 149-161.
    11. Federica Bianchi & Francesco Bartolucci & Stefano Peluso & Antonietta Mira, 2020. "Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(4), pages 711-739, August.
    12. Bluhm, Marcel, 2018. "Persistent liquidity shocks and interbank funding," Journal of Financial Stability, Elsevier, vol. 36(C), pages 246-262.
    13. Mr. Itai Agur, 2014. "Bank Risk Within and Across Equilibria," IMF Working Papers 2014/116, International Monetary Fund.
    14. Silvia Gabrieli & Claire Labonne, 2018. "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Working papers 687, Banque de France.
    15. Temizsoy, A. & Iori, G. & Montes-Rojas, G., 2016. "Network Centrality and Funding Rates in the e-MID Interbank Market," Working Papers 16/08, Department of Economics, City University London.
    16. Nath, Golaka, 2013. "Repo Market – A Tool to Manage Liquidity in Financial Institutions," MPRA Paper 51590, University Library of Munich, Germany.
    17. Chen, Bing & Li, Li & Peng, Fei & Anwar, Sajid, 2020. "Risk contagion in the banking network: New evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    18. Francisco Blasques & Falk Bräuning & Iman Van Lelyveld, 2016. "A dynamic network model of the unsecured interbank lending market," Working Papers 16-3, Federal Reserve Bank of Boston.
    19. Federico Cingano & Francesco Manaresi & Enrico Sette, 2016. "Does Credit Crunch Investment Down? New Evidence on the Real Effects of the Bank-Lending Channel," The Review of Financial Studies, Society for Financial Studies, vol. 29(10), pages 2737-2773.
    20. León, Carlos & Miguélez, Javier, 2021. "Interbank relationship lending revisited: Are the funds available at a similar price?," Research in International Business and Finance, Elsevier, vol. 58(C).
    21. Craig, Ben & Ma, Yiming, 2022. "Intermediation in the interbank lending market," Journal of Financial Economics, Elsevier, vol. 145(2), pages 179-207.
    22. Bednarek, Peter & Dinger, Valeriya & Schultz, Alison & von Westernhagen, Natalja, 2023. "Banks of a feather: The informational advantage of being alike," Discussion Papers 09/2023, Deutsche Bundesbank.
    23. Saroyan, Susanna, 2022. "Counterparty choice, maturity shifts and market freezes: lessons from the e-MID interbank market," INET Oxford Working Papers 2022-28, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    24. Paolo Del Giovane & Andrea Nobili & Federico Maria Signoretti, 2013. "Supply tightening or lack of demand? An analysis of credit developments during the Lehman Brothers and the sovereign debt crises," Temi di discussione (Economic working papers) 942, Bank of Italy, Economic Research and International Relations Area.
    25. Hüser, Anne-Caroline, 2016. "Too interconnected to fail: A survey of the Interbank Networks literature," SAFE Working Paper Series 91, Leibniz Institute for Financial Research SAFE, revised 2016.
    26. Aldasoro, Iñaki & Hüser, Anne-Caroline & Kok, Christoffer, 2020. "Contagion accounting," Bank of England working papers 897, Bank of England.
    27. Edoardo Rainone, 2017. "Pairwise trading in the money market during the European sovereign debt crisis," Temi di discussione (Economic working papers) 1160, Bank of Italy, Economic Research and International Relations Area.
    28. Affinito, Massimiliano & Franco Pozzolo, Alberto, 2017. "The interbank network across the global financial crisis: Evidence from Italy," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 90-107.
    29. Giulia Iori & Rosario N. Mantegna & Luca Marotta & Salvatore Micciche' & James Porter & Michele Tumminello, 2014. "Networked relationships in the e-MID Interbank market: A trading model with memory," Papers 1403.3638, arXiv.org.
    30. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Identifying relationship lending in the interbank market: A network approach," Papers 1708.08594, arXiv.org, revised Apr 2018.
    31. Fecht, Falko & Weber, Patrick, 2023. "Who borrows from the Eurosystem’s lender-of-the-last-resort facility?," Journal of Banking & Finance, Elsevier, vol. 150(C).
    32. Marek Lubiński, 2013. "Międzybankowy rynek pieniężny i zarażenie," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5-6, pages 19-41.
    33. Narayan Bulusu & Pierre Guérin, 2018. "What Drives Interbank Loans? Evidence from Canada," Staff Working Papers 18-5, Bank of Canada.
    34. I�aki Aldasoro & Ignazio Angeloni, 2015. "Input-output-based measures of systemic importance," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 589-606, April.
    35. Falk Bräuning & Falko Fecht, 2017. "Relationship Lending in the Interbank Market and the Price of Liquidity," Review of Finance, European Finance Association, vol. 21(1), pages 33-75.
    36. Massimiliano Affinito & Matteo Piazza, 2021. "Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis," International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 231-283, March.
    37. Basu, Shubhabrata & Aulakh, Preet S. & Munjal, Surender, 2021. "Pluralistic ignorance, risk perception, and the governance of the dark side in peer-to-peer transactions: Evidence from the Indian banking industry," Journal of Business Research, Elsevier, vol. 129(C), pages 328-340.
    38. Francesco Palazzo, 2016. "Peer monitoring via loss mutualization," Temi di discussione (Economic working papers) 1088, Bank of Italy, Economic Research and International Relations Area.
    39. Rainone, Edoardo, 2020. "The network nature of over-the-counter interest rates," Journal of Financial Markets, Elsevier, vol. 47(C).
    40. Gofman, Michael, 2017. "Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions," Journal of Financial Economics, Elsevier, vol. 124(1), pages 113-146.
    41. Brossard, Olivier & Saroyan, Susanna, 2016. "Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 163-185.
    42. Carlos León & Javier Miguélez, 2020. "Interbank relationship lending in Colombia," Borradores de Economia 1118, Banco de la Republica de Colombia.
    43. Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
    44. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
    45. Zongyuan Li & Rose Neng Lai, 2022. "Interbank borrowing and bank liquidity risk," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(1), pages 53-91, March.
    46. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Significant ties: Identifying relationship lending in temporal interbank networks," Discussion Papers 1717, Graduate School of Economics, Kobe University.
    47. Giuseppe Cappelletti & Antonio De Socio & Giovanni Guazzarotti & Enrico Mallucci, 2011. "The impact of the financial crisis on inter-bank funding: evidence from Italian balance sheet data," Questioni di Economia e Finanza (Occasional Papers) 95, Bank of Italy, Economic Research and International Relations Area.
    48. Diemo Dietrich & Achim Hauck, 2020. "Interbank borrowing and lending between financially constrained banks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 347-385, September.
    49. Olivier Brossard & Susanna Saroyan, 2016. "Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market," Post-Print hal-01293693, HAL.
    50. Anastasios Demertzidis & Vahidin Jeleskovic, 2021. "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID," JRFM, MDPI, vol. 14(5), pages 1-23, May.
    51. Aldasoro, Iñaki & Hüser, Anne-Caroline & Kok, Christoffer, 2022. "Contagion accounting in stress-testing," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
    52. Fricke, Daniel & Lux, Thomas, 2012. "Core-periphery structure in the overnight money market: Evidence from the e-MID trading platform," Kiel Working Papers 1759, Kiel Institute for the World Economy (IfW Kiel).
    53. Jokivuolle, Esa & Tölö, Eero & Virén, Matti, 2015. "Do banks’ overnight borrowing rates lead their CDS Price? Evidence from the Eurosystem," Working Paper Series 1809, European Central Bank.
    54. Daniel O. Beltran & Valentin Bolotnyy & Elizabeth C. Klee, 2015. "Un-Networking: The Evolution of Networks in the Federal Funds Market," Finance and Economics Discussion Series 2015-55, Board of Governors of the Federal Reserve System (U.S.).
    55. Ben R. Craig & Yiming Ma, 2020. "Intermediation in the Interbank Lending Market," Working Papers 20-09, Federal Reserve Bank of Cleveland.
    56. Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel, 2015. "The role of bank relationships in the interbank market," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 118-141.
    57. Massimiliano Affinito, 2013. "Central bank refinancing, interbank markets, and the hypothesis of liquidity hoarding: evidence from a euro-area banking system," Temi di discussione (Economic working papers) 928, Bank of Italy, Economic Research and International Relations Area.
    58. Batiz-Zuk, Enrique & López-Gallo, Fabrizio & Martínez-Jaramillo, Serafín & Solórzano-Margain, Juan Pablo, 2016. "Calibrating limits for large interbank exposures from a system-wide perspective," Journal of Financial Stability, Elsevier, vol. 27(C), pages 198-216.
    59. León, Carlos & Miguélez, Javier, 2021. "Interbank relationship lending: A network perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).

  12. Massimiliano Affinito & Edoardo Tagliaferri, 2010. "Why do (or did?) banks securitize their loans? Evidence from Italy," Temi di discussione (Economic working papers) 741, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Marques, Manuel O. & Pinto, João M., 2020. "A comparative analysis of ex ante credit spreads: Structured finance versus straight debt finance," Journal of Corporate Finance, Elsevier, vol. 62(C).
    2. Affinito, Massimiliano, 2012. "Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3163-3184.
    3. de Mendonça, Helder Ferreira & Barcelos, Vívian Íris, 2015. "Securitization and credit risk: Empirical evidence from an emerging economy," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 12-28.
    4. Nadège Jassaud & Mr. Kenneth H Kang, 2015. "A Strategy for Developing a Market for Nonperforming Loans in Italy," IMF Working Papers 2015/024, International Monetary Fund.
    5. Bertay, A.C., 2014. "Essays on the impact of government policy, internationalization and financial innovation on financial stability," Other publications TiSEM 709fc70f-59d5-4fdc-a029-3, Tilburg University, School of Economics and Management.
    6. Fabio Panetta & Alberto Franco Pozzolo, 2018. "Why do banks securitise their assets? Bank-level evidence from over one hundred countries in the pre-crisis period," Temi di discussione (Economic working papers) 1183, Bank of Italy, Economic Research and International Relations Area.
    7. Helder Ferreira de Mendonça & Vívian Íris Barcelos, 2021. "Securitization of assets and risk transfer in a large emerging market: Evidence from Brazil," Bulletin of Economic Research, Wiley Blackwell, vol. 73(4), pages 580-605, October.
    8. Hryckiewicz, Aneta & Kozłowski, Łukasz, 2017. "Banking business models and the nature of financial crisis," Journal of International Money and Finance, Elsevier, vol. 71(C), pages 1-24.
    9. Bedendo, Mascia & Bruno, Brunella, 2012. "Credit risk transfer in U.S. commercial banks: What changed during the 2007–2009 crisis?," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3260-3273.
    10. Milcheva, Stanimira & Falkenbach, Heidi & Markmann, Holger, 2019. "Bank liquidity management through the issuance of bonds in the aftermath of the global financial crisis," Research in International Business and Finance, Elsevier, vol. 48(C), pages 32-47.
    11. Yener Altunbas & Alper Kara & Aydin Ozkan, 2014. "Securitisation and banking risk: What do we know so far?," Working Papers 14006, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
    12. Bayeh, Antonio & Bitar, Mohammad & Burlacu, Radu & Walker, Thomas, 2021. "Competition, securitization, and efficiency in US banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 553-576.
    13. Battaglia, Francesca & Buchanan, Bonnie G. & Fiordelisi, Franco & Ricci, Ornella, 2021. "Securitization and crash risk: Evidence from large European banks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    14. Aysan, Ahmet Faruk & Rengifo, Erick William & Ozsoz, Emre, 2012. "Securitization in Turkish banking system," MPRA Paper 36812, University Library of Munich, Germany.
    15. Awartani, Basel & Belkhir, Mohamed & Boubaker, Sabri & Maghyereh, Aktham, 2016. "Corporate debt maturity in the MENA region: Does institutional quality matter?," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 309-325.
    16. Guo, Guixia & Wu, Ho-Mou, 2014. "A study on risk retention regulation in asset securitization process," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 61-71.
    17. Xiao, Shuhua & Zhu, Shushang & Wu, Ying, 2023. "Asset securitization, cross holdings, and systemic risk in banking," Journal of Financial Stability, Elsevier, vol. 67(C).
    18. Benito, Enrique & Banal-Estanol, Albert & Khametshin, Dmitry, 2017. "Asset encumbrance and bank risk: First evidence from public disclosures in Europe," CEPR Discussion Papers 12168, C.E.P.R. Discussion Papers.
    19. Seda Oz, 2020. "Did SFAS 166/167 decrease the information asymmetry of securitizing banks?," The Financial Review, Eastern Finance Association, vol. 55(4), pages 557-581, November.
    20. Sascha Tobias Wengerek & Benjamin Hippert & André Uhde, 2019. "Risk allocation through securitization - Evidence from non-performing loans," Working Papers Dissertations 58, Paderborn University, Faculty of Business Administration and Economics.
    21. Gong, D. & Ligthart, J.E., 2013. "Does Corporate Income Taxation Affect Securitization? Evidence from OECD Banks," Discussion Paper 2013-067, Tilburg University, Center for Economic Research.
    22. Marco Migliorelli & Philippe Dessertine, 2018. "Time for new financing instruments? A market-oriented framework to finance environmentally friendly practices in EU agriculture," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 8(1), pages 1-25, January.
    23. Liu, Wenzhen & Wu, Wenfeng, 2023. "Underwriter reputation and the pricing of securities: Evidence from asset-backed securities," International Review of Financial Analysis, Elsevier, vol. 88(C).
    24. De Bonis, Riccardo & Pozzolo, Alberto Franco & Stacchini, Massimiliano, 2012. "The Italian banking system: Facts and interpretations," Economics & Statistics Discussion Papers esdp12068, University of Molise, Department of Economics.
    25. Adrian Van Rixtel & Gabriele Gasperini, 2013. "Financial crises and bank funding: recent experience in the euro area," BIS Working Papers 406, Bank for International Settlements.
    26. João M. Pinto & Mafalda C. Correia, 2017. "Are Covered Bonds Different from Asset Securitization Bonds?," Working Papers de Gestão (Management Working Papers) 01, Católica Porto Business School, Universidade Católica Portuguesa.
    27. Kozubovska, Mariolia, 2017. "The effect of US bank holding companies’ exposure to asset-backed commercial paper conduits on the information opacity and systemic risk," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 530-545.
    28. Jie Li & Zhenyu Sheng & Aaron D. Smallwood, 2021. "Determinants of credit loan securitization in Chinese banking," Pacific Economic Review, Wiley Blackwell, vol. 26(2), pages 241-262, May.
    29. Shiwei Hu & Di Gong, 2014. "Tax distortions in securitization: an overview," Chapters, in: Sajid M. Chaudhry & Andrew W Mullineux (ed.), Taxing Banks Fairly, chapter 3, pages 54-72, Edward Elgar Publishing.
    30. Aziz Jaafar & M. Shahid Ebrahim & Fatma A. Omar & Murizah Osman Salleh, 2016. "Can Islamic Injunctions Indemnify the Structural Flaws of Securitized Debt?," Working Papers 16001, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
    31. Abdelsalam, Omneya & Elnahass, Marwa & Batten, Jonathan A. & Mollah, Sabur, 2021. "New insights into bank asset securitization: The impact of religiosity," Journal of Financial Stability, Elsevier, vol. 54(C).
    32. Farruggio, Christian & Uhde, André, 2015. "Determinants of loan securitization in European banking," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 12-27.
    33. Omneya Abdelsalam & Marwa Elnahass & Sabur Mollah, 2018. "Asset Securitization and Risk: Does Bank Type Matter?," Working Papers 2018-15, Swansea University, School of Management.
    34. Zhang, Jinqing & Yin, Yiwen & Zhang, Linlin, 2019. "Determinants of loan securitization in Chinese banking: Cost-benefit-based analysis," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
    35. Xueer Chen & Chao Wang, 2021. "Information Disclosure in China’s Rising Securitization Market," IJFS, MDPI, vol. 9(4), pages 1-29, December.
    36. Boesel, Nils & Kool, Clemens & Lugo, Stefano, 2018. "Do European banks with a covered bond program issue asset-backed securities for funding?," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 76-87.
    37. Ugo Albertazzi & Ginette Eramo & Leonardo Gambacorta & Carmelo Salleo, 2011. "Securitization is not that evil after all," Temi di discussione (Economic working papers) 796, Bank of Italy, Economic Research and International Relations Area.
    38. Omneya Abdelsalam & Marwa Elnahass & Sabur Mollah, 2018. "Religiosity and Bank Asset Securitization," Working Papers 2018-13, Swansea University, School of Management.
    39. Vivian Íris Barcelos & Helder Ferreira De Mendonça, 2016. "Securitization And Credit Risk In The Brazilian Economy," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 115, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    40. Marco Migliorelli & Philippe Dessertine, 2017. "Time for new financing instruments? A market-oriented framework to finance environmentally friendly practices in EU agriculture," Post-Print halshs-02103991, HAL.
    41. Ricardo Branco & João Pinto & Ricardo Ribeiro, 2020. "The Pricing of Bank Bonds, Sovereign Credit Risk and ECB's Asset Purchase Programmes," Working Papers de Economia (Economics Working Papers) 01, Católica Porto Business School, Universidade Católica Portuguesa.
    42. Wengerek, Sascha Tobias & Hippert, Benjamin & Uhde, André, 2022. "Risk allocation through securitization: Evidence from non-performing loans," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 48-64.
    43. Giorgio Nuzzo, 2017. "A critical review of the statistics on the size and riskiness of the securitization market: evidence from Italy and other euro-area countries," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
    44. Bertay, Ata Can & Gong, Di & Wagner, Wolf, 2017. "Securitization and economic activity: The credit composition channel," Journal of Financial Stability, Elsevier, vol. 28(C), pages 225-239.
    45. Chang, Chuen-Ping & Chen, Shi, 2016. "Government capital injection, credit risk transfer, and bank performance during a financial crisis," Economic Modelling, Elsevier, vol. 53(C), pages 477-486.
    46. Konstantinos J. Liapis, 2018. "Managing NPEs Under Financial Crisis Conditions: A Synthetic Quick Approach," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 688-713.
    47. Abdelsalam, Omneya & Elnahass, Marwa & Ahmed, Habib & Williams, Julian, 2022. "Asset securitizations and bank stability: Evidence from different banking systems," Global Finance Journal, Elsevier, vol. 51(C).
    48. Davide Castellani, 2018. "Mortgage†backed Securitization and SME Lending During the Financial and Economic Crisis: Evidence from the Italian Cooperative Banking System," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 47(1), pages 187-222, February.
    49. Nils Boesel & C.J.M. Kool & S. Lugo, 2016. "Do European Banks with a Covered Bond Program still issue Asset-Backed Securities for funding?," Working Papers 16-03, Utrecht School of Economics.
    50. van der Plaat, Mark T., 2021. "How to Measure Securitization: A Structural Equation Approach," MPRA Paper 109735, University Library of Munich, Germany.
    51. Karim, Dilruba & Liadze, Iana & Barrell, Ray & Davis, E. Philip, 2013. "Off-balance sheet exposures and banking crises in OECD countries," Journal of Financial Stability, Elsevier, vol. 9(4), pages 673-681.
    52. Barbara Casu & Andrew Clare & Anna Sarkisyan & Stephen Thomas, 2013. "Securitization and Bank Performance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1617-1658, December.
    53. McGowan, Danny & Nguyen, Huyen & Schaeck, Klaus, 2022. "Deposit competition and securitization," IWH Discussion Papers 6/2021, Halle Institute for Economic Research (IWH), revised 2022.
    54. Ammann, Manuel & Arnold, Marc & Straumann, Simon, 2023. "Pricing, issuance volume, and design of innovative securities: The role of investor information," Journal of Financial Intermediation, Elsevier, vol. 55(C).
    55. Bulbarelli, Miriam, 2016. "The housing finance system in Italy and Spain: Why did a housing bubble develop in Spain - and not in Italy?," PIPE - Papers on International Political Economy 26/2016, Free University Berlin, Center for International Political Economy.
    56. Deku, Solomon Y. & Kara, Alper & Zhou, Yifan, 2019. "Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 245-254.
    57. Klein, Philipp & Mössinger, Carina & Pfingsten, Andreas, 2021. "Transparency as a remedy for agency problems in securitization? The case of ECB’s loan-level reporting initiative," Journal of Financial Intermediation, Elsevier, vol. 46(C).
    58. Bolognesi, Enrica & Stucchi, Patrizia & Miani, Stefano, 2020. "Are NPL-backed securities an investment opportunity?," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 327-339.
    59. Kara, Alper & Marques-Ibanez, David & Ongena, Steven, 2016. "Securitization and lending standards: Evidence from the European wholesale loan market," Journal of Financial Stability, Elsevier, vol. 26(C), pages 107-127.
    60. Bakoush, Mohamed & Abouarab, Rabab & Wolfe, Simon, 2019. "Disentangling the impact of securitization on bank profitability," Research in International Business and Finance, Elsevier, vol. 47(C), pages 519-537.
    61. Bonnie G. Buchanan, 2016. "Securitization: A Financing Vehicle for All Seasons?," Journal of Business Ethics, Springer, vol. 138(3), pages 559-577, October.
    62. Choi, Chi-Young & Hansz, J. Andrew, 2021. "From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices," Journal of Financial Stability, Elsevier, vol. 54(C).
    63. Deku, Solomon Y. & Kara, Alper & Marqués-Ibáñez, David, 2019. "Do reputable issuers provide better-quality securitizations?," Working Paper Series 2236, European Central Bank.

  13. Massimiliano Affinito & Matteo Piazza, 2008. "What are borders made of? An analysis of barriers to European banking integration," Temi di discussione (Economic working papers) 666, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Christian Beer & Walter Waschiczek, 2017. "What is the financial sector’s contribution to the Austrian economy?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/17, pages 54-72.
    2. Francesca Arnaboldi & Barbara Casu, 2012. "Corporate Governance in European Banking," Chapters, in: James R. Barth & Chen Lin & Clas Wihlborg (ed.), Research Handbook on International Banking and Governance, chapter 31, Edward Elgar Publishing.
    3. Pozzolo, Alberto Franco, 2008. "Bank Cross-Border Merger and Acquisitions (Causes, consequences and recent trends)," Economics & Statistics Discussion Papers esdp08048, University of Molise, Department of Economics.
    4. Anna Mishura & Svetlana Ageeva, 2016. "Regional distribution of bank institutions in Russia: Role of state and education," ERSA conference papers ersa16p167, European Regional Science Association.
    5. Massimiliano Affinito, 2011. "Convergence clubs, the euro-area rank and the relationship between banking and real convergence," Temi di discussione (Economic working papers) 809, Bank of Italy, Economic Research and International Relations Area.
    6. Paola Rossi & Diego Scalise, 2022. "Financial development and growth in European regions," Journal of Regional Science, Wiley Blackwell, vol. 62(2), pages 389-411, March.

  14. Massimiliano Affinito & Fabio Farabullini, 2006. "An empirical analysis of national differences in the retail bank interest rates of the euro area," Temi di discussione (Economic working papers) 589, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Boris Blagov & Michael Funke & Richhild Moessner, 2015. "Modelling the time-variation in euro area lending spreads," BIS Working Papers 526, Bank for International Settlements.
    2. Reint Gropp & Anil K Kashyap, 2010. "A New Metric for Banking Integration in Europe," NBER Chapters, in: Europe and the Euro, pages 219-246, National Bureau of Economic Research, Inc.
    3. Gropp, Reint & Kok, Christoffer & Lichtenberger, Jung-Duk, 2007. "The dynamics of bank spreads and financial structure," Working Paper Series 714, European Central Bank.
    4. Laura – Maria POPESCU & Ileana NISULEȘCU, 2013. "Mitigation In The Banking System In The Context Of Integration In The European Union," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 1, pages 31-35, May.
    5. Casu, Barbara & Girardone, Claudia, 2010. "Integration and efficiency convergence in EU banking markets," Omega, Elsevier, vol. 38(5), pages 260-267, October.
    6. Kok, Christoffer & Lichtenberger, Jung-Duk, 2007. "Mortgage interest rate dispersion in the euro area," Working Paper Series 733, European Central Bank.
    7. Giuseppe Marotta, 2008. "Structural breaks in the lending interest rate pass-through and the euro," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 08031, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    8. Vajanne, Laura, 2007. "Integration in euro area retail banking markets: convergence of credit interest rates," Bank of Finland Research Discussion Papers 27/2007, Bank of Finland.
    9. Hasan Dinçer & Ozlem Olgu Akdeniz & Umit Hacioglu, 2018. "Competitive strategy selection in the European banking sector using a hybrid decision-making approach," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 36(1), pages 213-242.
    10. Schalck, Christophe, 2006. "Coordination des Politiques Budgétaires dans une Union Monétaires Hétérogène: Modélisation et Application à l'UEM Coordination of Budgetary Policies in a Heterogeneous Monetary Union: Modelisation and," MPRA Paper 1435, University Library of Munich, Germany.
    11. Giuseppe Bruno & Riccardo De Bonis, 2009. "Do financial systems converge? New evidence from household financial assets in selected OECD countries," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008, volume 31, pages 383-401, Bank for International Settlements.
    12. George Michalopoulos & Konstantinos Tsermenidis, 2018. "Country Risk on the Bank Borrowing Cost Dispersion Within the Euro Area during the Financial and Debt Crises," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 76-92.
    13. David ARISTEI & Manuela Gallo, 2012. "Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach," Quaderni del Dipartimento di Economia, Finanza e Statistica 107/2012, Università di Perugia, Dipartimento Economia.

Articles

  1. Massimiliano Affinito & Giorgio Meucci, 2023. "Return of the NPLs to the Bright Side: Which Unlikely to Pay Firms are More Likely to Pay?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-48, June.
    See citations under working paper version above.
  2. Affinito, Massimiliano & Albareto, Giorgio & Santioni, Raffaele, 2022. "Purchases of sovereign debt securities by banks during the crisis: The role of balance sheet conditions," Journal of Banking & Finance, Elsevier, vol. 138(C).

    Cited by:

    1. Berrospide, Jose M., 2022. "IFABS 2017: Towards an Integrated View of Financial Regulation: Key Lessons from the Crisis and Future Challenges," Journal of Banking & Finance, Elsevier, vol. 138(C).
    2. Carlos Alberto Piscarreta Pinto Ferreira, 2023. "Drivers of Sovereign Bond Demand – The Case of Japans," Working Papers REM 2023/0264, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    3. Massimiliano Affinito & Matteo D'Amato & Raffaele Santioni, 2023. "The evolution of bank fees as a source of income: trends and new business models – evidence from Italy," Questioni di Economia e Finanza (Occasional Papers) 777, Bank of Italy, Economic Research and International Relations Area.

  3. Massimiliano Affinito & Matteo Piazza, 2021. "Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis," International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 231-283, March.
    See citations under working paper version above.
  4. Affinito, Massimiliano & Franco Pozzolo, Alberto, 2017. "The interbank network across the global financial crisis: Evidence from Italy," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 90-107.
    See citations under working paper version above.
  5. Affinito, Massimiliano, 2012. "Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3163-3184.
    See citations under working paper version above.
  6. Affinito, Massimiliano & Tagliaferri, Edoardo, 2010. "Why do (or did?) banks securitize their loans? Evidence from Italy," Journal of Financial Stability, Elsevier, vol. 6(4), pages 189-202, December.
    See citations under working paper version above.
  7. Massimiliano Affinito & Fabio Farabullini, 2009. "Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union," International Journal of Central Banking, International Journal of Central Banking, vol. 5(1), pages 5-37, March.

    Cited by:

    1. Affinito, Massimiliano, 2012. "Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3163-3184.
    2. Kraemer-Eis, Helmut & Botsari, Antonia & Gvetadze, Salome & Lang, Frank & Torfs, Wouter, 2019. "European Small Business Finance Outlook: June 2019," EIF Working Paper Series 2019/57, European Investment Fund (EIF).
    3. Wagenvoort, Rien & Ebner, André & Morgese Borys, Magdalena, 2009. "EFR 2009-01 A factor analysis approach to measuring European loan and bond market integration," Economic and Financial Reports 2009/1, European Investment Bank, Economics Department.
    4. Kraemer-Eis, Helmut & Botsari, Antonia & Gvetadze, Salome & Lang, Frank & Torfs, Wouter, 2018. "European Small Business Finance Outlook: December 2018," EIF Working Paper Series 2018/53, European Investment Fund (EIF).
    5. Zhanna Chupina & Irina Abanina & Valery Abramov & Kira Artamonova & Oksana Yurchenko & Irina Osipova & Pavel Stroev, 2021. "Management of Monetary Policy in the Framework of Decision Making on Setting Interest Rates for Sustainable Social System: Example of the Russian Federation," Sustainability, MDPI, vol. 14(1), pages 1-13, December.
    6. Iregui, Ana María & Otero, Jesús, 2013. "Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach," Economics Letters, Elsevier, vol. 118(1), pages 29-32.
    7. Kraemer-Eis, Helmut & Botsari, Antonia & Gvetadze, Salome & Lang, Frank & Torfs, Wouter, 2017. "European Small Business Finance Outlook: December 2017," EIF Working Paper Series 2017/46, European Investment Fund (EIF).
    8. Jean-Paul POLLIN, 2010. "l eurosystème et l'intégration financière européenne," LEO Working Papers / DR LEO 832, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    9. Kraemer-Eis, Helmut & Botsari, Antonia & Gvetadze, Salome & Lang, Frank & Torfs, Wouter, 2019. "European Small Business Finance Outlook: December 2019," EIF Working Paper Series 2019/61, European Investment Fund (EIF).
    10. Kraemer-Eis, Helmut & Botsari, Antonia & Gvetadze, Salome & Lang, Frank & Torfs, Wouter, 2018. "European Small Business Finance Outlook: June 2018," EIF Working Paper Series 2018/50, European Investment Fund (EIF).
    11. Massimiliano Affinito, 2011. "Convergence clubs, the euro-area rank and the relationship between banking and real convergence," Temi di discussione (Economic working papers) 809, Bank of Italy, Economic Research and International Relations Area.
    12. Krämer-Eis, Helmut & Botsari, Antonia & Gvetadze, Salome & Lang, Frank & Torfs, Wouter, 2023. "The European Small Business Finance Outlook 2023," EIF Working Paper Series 2023/96, European Investment Fund (EIF).
    13. Anna Burova & Alexey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Yulia Ushakova, 2022. "Measuring Heterogeneity in Banks’ Interest Rate Setting in Russia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(14), pages 4103-4119, November.
    14. Kraemer-Eis, Helmut & Botsari, Antonia & Gvetadze, Salome & Lang, Frank & Torfs, Wouter, 2021. "European Small Business Finance Outlook 2021," EIF Working Paper Series 2021/75, European Investment Fund (EIF).
    15. Cândida Ferreira, 2011. "European integration and banking efficiency: a panel cost frontier approach," Working Papers Department of Economics 2011/04, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    16. Gheorghe Morosan, 2014. "Integration Of The Romanian Retail Banking System In Eu. The Interest Rates Convergence," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 4, pages 45-59, August.
    17. Kraemer-Eis, Helmut & Botsari, Antonia & Gvetadze, Salome & Lang, Frank & Torfs, Wouter, 2020. "European Small Business Finance Outlook 2020: The impact of COVID-19 on SME financing markets," EIF Working Paper Series 2020/67, European Investment Fund (EIF).
    18. Anton, Sorin Gabriel & Avadanei, Andreea, 2010. "The implications of European retail banking integration on small and medium-sized enterprises financing. An overview," MPRA Paper 28660, University Library of Munich, Germany.
    19. Kraemer-Eis, Helmut & Lang, Frank & Torfs, Wouter & Gvetadze, Salome, 2016. "European Small Business Finance Outlook: December 2016," EIF Working Paper Series 2016/37, European Investment Fund (EIF).
    20. Wagenvoort, Rien J.L.M. & Ebner, André & Morgese Borys, Magdalena, 2011. "A factor analysis approach to measuring European loan and bond market integration," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 1011-1025, April.
    21. Kraemer-Eis, Helmut & Lang, Frank & Torfs, Wouter & Gvetadze, Salome, 2017. "European Small Business Finance Outlook: June 2017," EIF Working Paper Series 2017/43, European Investment Fund (EIF).
    22. Kraemer-Eis, Helmut & Botsari, Antonia & Gvetadze, Salome & Lang, Frank & Torfs, Wouter, 2022. "European Small Business Finance Outlook 2022," EIF Working Paper Series 2022/84, European Investment Fund (EIF).

Chapters

  1. Massimiliano Affinito & Matteo Piazza, 2009. "What Are Borders Made of? An Analysis of Barriers to European Banking Integration," Springer Books, in: Alberto Zazzaro & Michele Fratianni & Pietro Alessandrini (ed.), The Changing Geography of Banking and Finance, edition 1, chapter 9, pages 185-211, Springer.
    See citations under working paper version above.Sorry, no citations of chapters recorded.
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