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Lea Zicchino

Personal Details

First Name:Lea
Middle Name:
Last Name:Zicchino
RePEc Short-ID:pzi14


(50%) Finance and Economics Department
Graduate School of Business
Columbia University

New York City, New York (United States)
RePEc:edi:feclbus (more details at EDIRC)

(50%) Prometeia

Bologna, Italy
RePEc:edi:promeit (more details at EDIRC)

Research output

Jump to: Working papers Articles Chapters

Working papers

  1. Lea Zicchino & Erlend Nier, 2008. "Bank Losses, Monetary Policy and Financial Stability—Evidence on the Interplay from Panel Data," IMF Working Papers 2008/232, International Monetary Fund.
  2. Lea Zicchino & Dimitrios Tsomocos & Charles Goodhart & Oriol Aspachs Bracon, 2006. "Towards a Measure of Financial Fragility," FMG Discussion Papers dp554, Financial Markets Group.
  3. Lea Zicchino & Dimitrios Tsomocos & Miguel Segoviano & Charles Goodhart & Oriol Aspachs Bracon, 2006. "Searching for a Metric for Financial Stability," FMG Special Papers sp167, Financial Markets Group.
  4. Glenn Hoggarth & Steffen Sorensen & Lea Zicchino, 2005. "Stress tests of UK banks using a VAR approach," Bank of England working papers 282, Bank of England.
  5. Lea Zicchino, 2005. "A model of bank capital, lending and the macroeconomy: Basel I versus Basel II," Bank of England working papers 270, Bank of England.
  6. Dimitrios Tsomocos & Lea Zicchino, 2005. "On Modelling Endogenous Default," FMG Discussion Papers dp548, Financial Markets Group.
  7. Love, Inessa & Zicchino, Lea, 2002. "Financial development and dynamic investment behavior : evidence from panel vector autoregression," Policy Research Working Paper Series 2913, The World Bank.


  1. Paolo Nicola Barbieri & Giuseppe Lusignani & Lorenzo Prosperi & Lea Zicchino, 2022. "Model-based approach for scenario design: stress test severity and banks' resiliency," Quantitative Finance, Taylor & Francis Journals, vol. 22(10), pages 1927-1954, October.
  2. Giuseppe Lusignani & Lea Zicchino, 2011. "Towards Basel 3: ten years of limits to credit growth?," BANCARIA, Bancaria Editrice, vol. 3, pages 02-10, March.
  3. Giuseppe Lusignani & Lea Zicchino, 2010. "Strengthening banks' capital positions: a first look at the effects of the Basel Committee's proposals," Banca Impresa Società, Società editrice il Mulino, issue 2, pages 237-268.
  4. Oriol Aspachs & Charles Goodhart & Dimitrios Tsomocos & Lea Zicchino, 2007. "Towards a measure of financial fragility," Annals of Finance, Springer, vol. 3(1), pages 37-74, January.
  5. Love, Inessa & Zicchino, Lea, 2006. "Financial development and dynamic investment behavior: Evidence from panel VAR," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(2), pages 190-210, May.
  6. Lea Zicchino, 2006. "A Model Of Bank Capital, Lending And The Macroeconomy: Basel I Versus Basel Ii," Manchester School, University of Manchester, vol. 74(s1), pages 50-77, September.
  7. Charles A.E. Goodhart & Lea Zicchino, 2005. "Un modelo para analizar la fragilidad financiera," Monetaria, CEMLA, vol. 0(4), pages 319-337, octubre-d.


  1. Glenn Hoggarth & Andrew Logan & Lea Zicchino, 2005. "Macro stress tests of UK banks," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 392-408, Bank for International Settlements.

More information

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This author is among the top 5% authors according to these criteria:
  1. Euclidian citation score
  2. Breadth of citations across fields

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 10 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-FMK: Financial Markets (8) 2005-10-15 2005-12-01 2006-03-05 2006-03-11 2006-06-24 2006-09-30 2006-09-30 2006-10-14. Author is listed
  2. NEP-MAC: Macroeconomics (6) 2005-10-15 2006-03-05 2006-03-05 2006-03-11 2006-09-30 2006-09-30. Author is listed
  3. NEP-BEC: Business Economics (3) 2006-03-05 2006-03-11 2006-06-24
  4. NEP-BAN: Banking (2) 2006-09-30 2006-09-30
  5. NEP-FIN: Finance (2) 2004-09-12 2005-10-15
  6. NEP-REG: Regulation (2) 2005-10-15 2006-09-30
  7. NEP-RMG: Risk Management (2) 2006-09-30 2006-10-14
  8. NEP-CBA: Central Banking (1) 2006-09-30
  9. NEP-MFD: Microfinance (1) 2004-09-12
  10. NEP-MON: Monetary Economics (1) 2006-09-30


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