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Gastón Andrés Giordana

Personal Details

First Name:Gastón
Middle Name:Andrés
Last Name:Giordana
Suffix:
RePEc Short-ID:pgi135

Affiliation

Banque Centrale du Luxembourg

Luxembourg, Luxembourg
http://www.bcl.lu/

:


RePEc:edi:bclgvlu (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Gaston Giordana & Michael Ziegelmeyer, 2017. "Household debt burden and financial vulnerability in Luxembourg," BCL working papers 113, Central Bank of Luxembourg.
  2. Gaston Giordana & Jean-Baptiste Gossé, 2016. "La provision forfaitaire permet-elle de réduire la procyclicalité de l'activité bancaire au Luxembourg ?," BCL working papers 101, Central Bank of Luxembourg.
  3. Gaston Giordana & Sabbah Gueddoudj, 2016. "Characterising the financial cycle in Luxembourg," BCL working papers 103, Central Bank of Luxembourg.
  4. Carsten Detken & Olaf Weeken & Lucia Alessi & Diana Bonfim & Miguel M. Boucinha & Christian Castro & Sebastian Frontczak & Gaston Giordana & Julia Giese & Nadya Jahn & Jan Kakes & Benjamin Klaus & Jan, 2014. "Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options," ESRB Occasional Paper Series 05, European Systemic Risk Board.
  5. Gaston Giordana & Ingmar Schumacher, 2012. "Macroeconomic Conditions and Leverage in Monetary Financial Institutions: Comparing European countries and Luxembourg," BCL working papers 77, Central Bank of Luxembourg.
  6. Gaston Giordana & Ingmar Schumacher, 2012. "An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg," BCL working papers 79, Central Bank of Luxembourg.
  7. Gaston Giordana & Ingmar Schumacher, 2011. "The Impact of the Basel III Liquidity Regulations on the Bank Lending Channel: A Luxembourg case study," BCL working papers 61, Central Bank of Luxembourg.
  8. Gastón Andrés Giordana & Ingmar Schumacher, 2011. "The Leverage Cycle in Luxembourg?s Banking Sector," BCL working papers 66, Central Bank of Luxembourg.
  9. Gastón A. Giordana, 2008. "Wealthy people do better? Experimental Evidence on Endogenous Time Preference Heterogeneity and the Effect of Wealth in Renewable Common-Pool Resources Exploitation," Working Papers 08-10, LAMETA, Universtiy of Montpellier, revised Jul 2008.
  10. Gastón Giordana & Marc Willinger, 2007. "Fixed Instruments to Cope with Stock Externalities An Experimental Evaluation," Working Papers 2007.72, Fondazione Eni Enrico Mattei.

Articles

  1. Gastón Andrés Giordana & Ingmar Schumacher, 2017. "An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 10(2), pages 1-21, April.
  2. Gaston Andrés Giordana, 2016. "Welfare and Stochastic Dominance for the Measurement of Banks' Domestic Systemic Importance: Analytical Framework and Application," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(2), pages 192-208, April.
  3. Gaston Giordana & Ingmar Schumacher, 2013. "What are the bank-specific and macroeconomic drivers of banks’ leverage? Evidence from Luxembourg," Empirical Economics, Springer, vol. 45(2), pages 905-928, October.
  4. Gaston A. Giordana & Ingmar Schumacher, 2013. "Bank liquidity risk and monetary policy. Empirical evidence on the impact of Basel III liquidity standards," International Review of Applied Economics, Taylor & Francis Journals, vol. 27(5), pages 633-655, September.
  5. Giordana, Gaston A. & Montginoul, Marielle & Willinger, Marc, 2010. "Do Static Externalities Offset Dynamic Externalities? An Experimental Study of the Exploitation of Substitutable Common-Pool Resources," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 39(2), April.

Chapters

  1. Gaston Giordana & Michael Ziegelmeyer, 2017. "Household debt burden and financial vulnerability in Luxembourg," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46 Bank for International Settlements.
  2. Gaston Giordana & Marc Willinger, 2013. "Fixed instruments to cope with stock externalities: an experimental evaluation," Chapters,in: Handbook on Experimental Economics and the Environment, chapter 13, pages 367-403 Edward Elgar Publishing.
  3. Gaston Giordana & Marc Willinger, 2013. "Regulatory instruments for monitoring ambient pollution," Chapters,in: Handbook on Experimental Economics and the Environment, chapter 7, pages 193-232 Edward Elgar Publishing.

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. Carsten Detken & Olaf Weeken & Lucia Alessi & Diana Bonfim & Miguel M. Boucinha & Christian Castro & Sebastian Frontczak & Gaston Giordana & Julia Giese & Nadya Jahn & Jan Kakes & Benjamin Klaus & Jan, 2014. "Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options," ESRB Occasional Paper Series 05, European Systemic Risk Board.

    Cited by:

    1. Melle Bijlsma & Jan Kakes & Eric Klaaijsen, 2017. "Measuring cross-sectoral shifts in credit provisioning: an enhanced framework," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43 Bank for International Settlements.
    2. Ferrari, Stijn & Pirovano, Mara, 2015. "Early warning indicators for banking crises: a conditional moments approach," MPRA Paper 62406, University Library of Munich, Germany.
    3. Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56.
    4. Piergiorgio Alessandri & Pierluigi Bologna & Roberta Fiori & Enrico Sette, 2015. "A note on the implementation of the countercyclical capital buffer in Italy," Questioni di Economia e Finanza (Occasional Papers) 278, Bank of Italy, Economic Research and International Relations Area.
    5. Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen, 2016. "Dating Systemic Financial Stress Episodes in the EU Countries," Staff Working Papers 16-11, Bank of Canada.
    6. Federica Ciocchetta & Wanda Cornacchia & Roberto Felici & Michele Loberto, 2016. "Assessing financial stability risks from the real estate market in Italy," Questioni di Economia e Finanza (Occasional Papers) 323, Bank of Italy, Economic Research and International Relations Area.
    7. Tente, Natalia & von Westernhagen, Natalja & Slopek, Ulf, 2017. "M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements," Discussion Papers 15/2017, Deutsche Bundesbank.
    8. Leo de Haan & Jan Willem van den End, 2016. "The signalling content of asset prices for inflation: Implications for Quantitative Easing," DNB Working Papers 516, Netherlands Central Bank, Research Department.
    9. Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Research Discussion Papers 8/2015, Bank of Finland.
    10. Schudel, Willem, 2015. "Shifting horizons: assessing macro trends before, during, and following systemic banking crises," Working Paper Series 1766, European Central Bank.
    11. Stijn Ferrari & Mara Pirovano & Wanda Cornacchia, 2015. "Identifying early warning indicators for real estate-related banking crises," ESRB Occasional Paper Series 08, European Systemic Risk Board.
    12. Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017. "A new database for financial crises in European countries," Occasional Paper Series 194, European Central Bank.
    13. Fendel Ralf & Stremmel Hanno, 2016. "Characteristics of Banking Crises: A Comparative Study with Geographical Contagion," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 349-388, May.
    14. Gaston Giordana & Sabbah Gueddoudj, 2016. "Characterising the financial cycle in Luxembourg," BCL working papers 103, Central Bank of Luxembourg.
    15. Samo Boh & Stefano Borgioli & Anne Koban & Romain Calleja & Thomas Schepens, 2017. "Macroprudential database," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43 Bank for International Settlements.
    16. Christian Castro & Ángel Estrada & Jorge Martínez, 2016. "The countercyclical capital buffer in spain: an analysis of key guiding indicators," Working Papers 1601, Banco de España;Working Papers Homepage.
    17. Hosszú, Zsuzsanna & Mérő, Bence, 2017. "Hitelciklusok és anticiklikus tőkepuffer egy ágensalapú keynesi modellben
      [Credit cycles and the counter-cyclical capital buffer in an agent-based Keynesian model]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 457-475.
    18. Anna Zabai, 2017. "Household debt: recent developments and challenges," BIS Quarterly Review, Bank for International Settlements, December.
    19. Samo Boh & Stefano Borgioli & Andra (Buca) Coman & Bogdan Chiriacescu & Anne Koban & Joao Veiga & Piotr Kusmierczyk & Mara Pirovano & Thomas Schepens, 2017. "European Macroprudential Database," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46 Bank for International Settlements.
    20. António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues, 2014. "Early Warning Indicators of Banking Crises: Exploring new Data and Tools," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
    21. Stijn Ferrari & Mara Pirovano, 2016. "Does one size fit all at all times? The role of country specificities and state dependencies in predicting banking crises," Working Paper Research 297, National Bank of Belgium.
    22. Mathias Drehmann & Mikael Juselius & Anton Korinek, 2017. "Accounting for debt service: the painful legacy of credit booms," BIS Working Papers 645, Bank for International Settlements.
    23. Hosszú, Zsuzsanna & Körmendi, Gyöngyi & Mérő, Bence, 2016. "Egy- és többváltozós szűrők a hitelrés alakulásának meghatározására
      [Filters with single or multiple variables in measuring the size of the credit gap]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 233-259.
    24. V. Coudert & J. Idier, 2016. "An Early Warning System for Macro-prudential Policy in France," Working papers 609, Banque de France.
    25. Felipe Clavijo Ramírez & Jorge Luis Hurtado Guarín & Oscar Fernando Jaulín Méndez & Javier Pirateque Niño, 2016. "El requerimiento de capital contracíclico en Colombia," Borradores de Economia 963, Banco de la Republica de Colombia.

  2. Gaston Giordana & Ingmar Schumacher, 2012. "Macroeconomic Conditions and Leverage in Monetary Financial Institutions: Comparing European countries and Luxembourg," BCL working papers 77, Central Bank of Luxembourg.

    Cited by:

    1. Xisong Jin & Francisco Nadal De Simone, 2013. "Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach," BCL working papers 82, Central Bank of Luxembourg.

  3. Gaston Giordana & Ingmar Schumacher, 2012. "An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg," BCL working papers 79, Central Bank of Luxembourg.

    Cited by:

    1. Lallour, Antoine & Mio, Hitoshi, 2016. "Do we need a stable funding ratio? Banks’ funding in the global financial crisis," Bank of England working papers 602, Bank of England.
    2. Sebastian Krug & Matthias Lengnick & Hans-Werner Wohltmann, 2014. "The impact of Basel III on financial (in)stability: an agent-based credit network approach," Quantitative Finance, Taylor & Francis Journals, vol. 15(12), pages 1917-1932, December.

  4. Gaston Giordana & Ingmar Schumacher, 2011. "The Impact of the Basel III Liquidity Regulations on the Bank Lending Channel: A Luxembourg case study," BCL working papers 61, Central Bank of Luxembourg.

    Cited by:

    1. Gastón Andrés Giordana & Ingmar Schumacher, 2017. "An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 10(2), pages 1-21, April.
    2. Liebmann, Eva & Peek, Joe, 2015. "Global standards for liquidity regulation," Current Policy Perspectives 15-3, Federal Reserve Bank of Boston.
    3. Jane Gathigia Muriithi & Kennedy Munyua Waweru, 2017. "Liquidity Risk and Financial Performance of Commercial Banks in Kenya," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(3), pages 256-265, March.
    4. Dirk Mevis, 2012. "The Determinants of Short Term Funding in Luxembourgish Banks," BCL working papers 80, Central Bank of Luxembourg.
    5. Antonio Scalia & Sergio Longoni & Tiziana Rosolin, 2013. "The Net Stable Funding Ratio and banks� participation in monetary policy operations: some evidence for the euro area," Questioni di Economia e Finanza (Occasional Papers) 195, Bank of Italy, Economic Research and International Relations Area.

  5. Gastón Andrés Giordana & Ingmar Schumacher, 2011. "The Leverage Cycle in Luxembourg?s Banking Sector," BCL working papers 66, Central Bank of Luxembourg.

    Cited by:

    1. Gastón Andrés Giordana & Ingmar Schumacher, 2017. "An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 10(2), pages 1-21, April.
    2. Tóth, József & Zéman, Zoltán, 2017. "Az Európai Unió bankrendszerének piaci koncentrációja
      [Market concentration among the banks in the European Union]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 852-871.
    3. Dirk Mevis, 2012. "The Determinants of Short Term Funding in Luxembourgish Banks," BCL working papers 80, Central Bank of Luxembourg.

  6. Gastón A. Giordana, 2008. "Wealthy people do better? Experimental Evidence on Endogenous Time Preference Heterogeneity and the Effect of Wealth in Renewable Common-Pool Resources Exploitation," Working Papers 08-10, LAMETA, Universtiy of Montpellier, revised Jul 2008.

    Cited by:

    1. Du Bois, Rodrigo Salcedo & Macias, Miguel Angel Gutierrez, 2013. "Cooperation makes it happen? Groundwater management in Aguascalientes, Mexico: An experimental approach," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151139, Agricultural and Applied Economics Association.

  7. Gastón Giordana & Marc Willinger, 2007. "Fixed Instruments to Cope with Stock Externalities An Experimental Evaluation," Working Papers 2007.72, Fondazione Eni Enrico Mattei.

    Cited by:

    1. Stefan Ambec & Alexis Garapin & Laurent Muller & Carine Sebi, 2009. "Réglementation acceptable d'une ressource commune : une analyse expérimentale," Economie & Prévision, La Documentation Française, vol. 0(4), pages 107-122.
    2. Stefan Ambec & Alexis Garapin & Laurent Muller & Arnaud Reynaud & Carine Sebi, 2014. "Comparing Regulations to Protect the Commons: An Experimental Investigation," Post-Print hal-01517242, HAL.
    3. Gastón A. Giordana, 2008. "Wealthy people do better? Experimental Evidence on Endogenous Time Preference Heterogeneity and the Effect of Wealth in Renewable Common-Pool Resources Exploitation," Working Papers 08-10, LAMETA, Universtiy of Montpellier, revised Jul 2008.
    4. Jörg Spiller & Friedel Bolle, 2013. "Inter-Generational Thoughtfulness in a Dynamic Public Good Experiment," Discussion Paper Series RECAP15 008, RECAP15, European University Viadrina, Frankfurt (Oder).

Articles

  1. Gastón Andrés Giordana & Ingmar Schumacher, 2017. "An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 10(2), pages 1-21, April.
    See citations under working paper version above.
  2. Gaston Andrés Giordana, 2016. "Welfare and Stochastic Dominance for the Measurement of Banks' Domestic Systemic Importance: Analytical Framework and Application," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(2), pages 192-208, April.

    Cited by:

    1. Gastón Andrés Giordana & Ingmar Schumacher, 2017. "An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 10(2), pages 1-21, April.

  3. Gaston Giordana & Ingmar Schumacher, 2013. "What are the bank-specific and macroeconomic drivers of banks’ leverage? Evidence from Luxembourg," Empirical Economics, Springer, vol. 45(2), pages 905-928, October.

    Cited by:

    1. Reinhart, Carmen & Rogoff, Kenneth, 2008. "¿Es tan diferente la crisis financiera de sub-prime en EEUU? Una comparacion historica internacional
      [“Is The 2007 U.S. Subprime Crisis So Different? An International Historical Comparison,”]
      ," MPRA Paper 13656, University Library of Munich, Germany.

  4. Gaston A. Giordana & Ingmar Schumacher, 2013. "Bank liquidity risk and monetary policy. Empirical evidence on the impact of Basel III liquidity standards," International Review of Applied Economics, Taylor & Francis Journals, vol. 27(5), pages 633-655, September.

    Cited by:

    1. Gastón Andrés Giordana & Ingmar Schumacher, 2017. "An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 10(2), pages 1-21, April.
    2. Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2017. "Does banks' systemic importance affect their capital structure and balance sheet adjustment processes?," Working Papers hal-01636253, HAL.
    3. Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2017. "Does banks' systemic importance affect their capital structure adjustment process?," Working Papers hal-01546995, HAL.

  5. Giordana, Gaston A. & Montginoul, Marielle & Willinger, Marc, 2010. "Do Static Externalities Offset Dynamic Externalities? An Experimental Study of the Exploitation of Substitutable Common-Pool Resources," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 39(2), April.

    Cited by:

    1. Jörg Spiller & Friedel Bolle, 2013. "Inter-Generational Thoughtfulness in a Dynamic Public Good Experiment," Discussion Paper Series RECAP15 008, RECAP15, European University Viadrina, Frankfurt (Oder).
    2. Kent D. Messer & James J. Murphy, 2010. "Foreword: Special Issue on Experimental Methods in Environmental, Natural Resource and Agricultural Economics," Working Papers 2010-03, University of Alaska Anchorage, Department of Economics.
    3. Varghese, Shalet Korattukudy & Veettil, Prakashan Chellattan & Speelman, Stijn & Buysse, Jeroen & Van Huylenbroeck, Guido, 2013. "Estimating the causal effect of water scarcity on the groundwater use efficiency of rice farming in South India," Ecological Economics, Elsevier, vol. 86(C), pages 55-64.

Chapters

  1. Gaston Giordana & Marc Willinger, 2013. "Fixed instruments to cope with stock externalities: an experimental evaluation," Chapters,in: Handbook on Experimental Economics and the Environment, chapter 13, pages 367-403 Edward Elgar Publishing.
    See citations under working paper version above.
  2. Gaston Giordana & Marc Willinger, 2013. "Regulatory instruments for monitoring ambient pollution," Chapters,in: Handbook on Experimental Economics and the Environment, chapter 7, pages 193-232 Edward Elgar Publishing.

    Cited by:

    1. Nasreddine AMMAR & Ahmed ENNASRI & Marc Willinger, 2011. "Performance of the ambient tax: does the nature of the damage matter?," Working Papers 11-25, LAMETA, Universtiy of Montpellier, revised Dec 2011.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 9 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-MAC: Macroeconomics (5) 2011-09-16 2011-11-01 2012-11-03 2016-11-13 2016-11-13. Author is listed
  2. NEP-BAN: Banking (3) 2011-09-16 2011-11-01 2012-12-06
  3. NEP-CBA: Central Banking (3) 2011-09-16 2011-11-01 2012-12-06
  4. NEP-ENV: Environmental Economics (2) 2007-08-08 2008-07-20
  5. NEP-EXP: Experimental Economics (2) 2007-08-08 2008-07-20
  6. NEP-FLE: Financial Literacy & Education (1) 2017-09-17
  7. NEP-MON: Monetary Economics (1) 2011-09-16
  8. NEP-REG: Regulation (1) 2011-09-16
  9. NEP-RMG: Risk Management (1) 2012-12-06

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