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Filippo De Marco

Personal Details

First Name:Filippo
Middle Name:
Last Name:De Marco
Suffix:
RePEc Short-ID:pde1027
[This author has chosen not to make the email address public]
http://mypage.unibocconi.eu/filippodemarco/

Affiliation

(50%) Dipartimento di Finanza
Università Commerciale Luigi Bocconi

Milano, Italy
http://www.unibocconi.it/wps/wcm/connect/Bocconi/SitoPubblico_IT/Albero+di+navigazione/Home/Docenti+e+Ricerca/Dipartimenti/Finanza/



Via Roentgen 1, 20136 Milano
RePEc:edi:iabocit (more details at EDIRC)

(25%) Innocenzo Gasparini Institute for Economic Research (IGIER)
Università Commerciale Luigi Bocconi

Milano, Italy
http://www.igier.unibocconi.it/

0039.02.5836.3300
0039.02.5836.3302
Via Roentgen, 1, 20136 MILANO
RePEc:edi:igierit (more details at EDIRC)

(25%) BAFFI CAREFIN Centre for Applied Research on International Markets, Money Banking and Regulation
Università Commerciale Luigi Bocconi

Milano, Italy
http://www.bafficarefin.unibocconi.it/

025836.5306
025836.5314
via Gobbi, 5, 20136 Milano
RePEc:edi:cbbocit (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Filippo De Marco & Marco Macchiavelli & Rosen Valchev, 2018. "Beyond Home Bias: Portfolio Holdings and Information Heterogeneity," Boston College Working Papers in Economics 942, Boston College Department of Economics.
  2. Filippo De Marco, 2017. "Bank Lending and the European Sovereign Debt Crisis," Working Papers 213, Oesterreichische Nationalbank (Austrian Central Bank).
  3. Filippo De Marco & Marco Macchiavelli, 2016. "The Political Origin of Home Bias: The Case of Europe," Finance and Economics Discussion Series 2016-060, Board of Governors of the Federal Reserve System (U.S.).
  4. De Marco, Filippo & Wieladek, Tomasz, 2015. "The real effects of capital requirements and monetary policy: evidence from the United Kingdom," Bank of England working papers 573, Bank of England.

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. Filippo De Marco, 2017. "Bank Lending and the European Sovereign Debt Crisis," Working Papers 213, Oesterreichische Nationalbank (Austrian Central Bank).

    Cited by:

    1. Baskaya, Soner & Kalemli-Ozcan, Sebnem, 2016. "Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake," CEPR Discussion Papers 11313, C.E.P.R. Discussion Papers.
    2. Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2015. "Does Lack of Financial Stability Impair the Transmission of Monetary Policy?," HIT-REFINED Working Paper Series 24, Institute of Economic Research, Hitotsubashi University.
    3. Erica Perego, 2018. "Sovereign Risk and Asset Market Dynamics in the Euro Area," Working Papers 2018-18, CEPII research center.
    4. Pierluigi Balduzzi & Emanuele Brancati & Fabio Schiantarelli, 2013. "Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises," Boston College Working Papers in Economics 824, Boston College Department of Economics, revised 12 Aug 2016.
    5. Frey, Rainer & Weth, Mark, 2019. "Banks' holdings of risky sovereign bonds in the absence of the nexus: Yield seeking with central bank funding or de-risking?," Discussion Papers 19/2019, Deutsche Bundesbank.
    6. Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2013. "Banks, government bonds, and default: what do the data say?," Economics Working Papers 1378, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2017.
    7. Ari, Anil, 2018. "Sovereign risk and bank risk-taking," ESRB Working Paper Series 73, European Systemic Risk Board.
    8. Suarez, Javier & Sánchez Serrano, Antonio, 2018. "Approaching non-performing loans from a macroprudential angle," Report of the Advisory Scientific Committee 7, European Systemic Risk Board.
    9. Carlo Altavilla & Marco Pagano & Saverio Simonelli, 2015. "Bank Exposures and Sovereign Stress Transmission," CSEF Working Papers 410, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 13 Jul 2017.
    10. Neele Balke, 2018. "The Employment Cost of Sovereign Default," 2018 Meeting Papers 1256, Society for Economic Dynamics.
    11. Raffaele Santioni & Fabio Schiantarelli & Philip E. Strahan, 2017. "Internal Capital Markets in Times of Crisis: The Benefit of Group Affiliation in Italy," Temi di discussione (Economic working papers) 1146, Bank of Italy, Economic Research and International Relations Area.
    12. Delatte, Anne-Laure & Garg, Pranav & Imbs, Jean, 2019. "The transmission channels of unconventional monetary policy: Evidence from a change in collateral requirements in France," CEPR Discussion Papers 13693, C.E.P.R. Discussion Papers.
    13. Rannenberg, Ansgar & Schoder, Christian & Strasky, Jan, 2015. "The macroeconomic effects of the Euro Area's fiscal consolidation 2011-2013: A Simulation-based approach," Research Technical Papers 03/RT/15, Central Bank of Ireland.
    14. Koetter, Michael & Popov, Alexander, 2018. "Politics, banks, and sub-sovereign debt: Unholy trinity or divine coincidence?," Discussion Papers 53/2018, Deutsche Bundesbank.
    15. Matteo Crosignani, 2015. "Why Are Banks Not Recapitalized During Crises?," Working Papers 203, Oesterreichische Nationalbank (Austrian Central Bank).
    16. Ari, Anil, 2018. "Gambling traps," Working Paper Series 2217, European Central Bank.
    17. Luisa Carpinelli & Matteo Crosignani, 2017. "The Effect of Central Bank Liquidity Injections on Bank Credit Supply," Finance and Economics Discussion Series 2017-038, Board of Governors of the Federal Reserve System (U.S.).
    18. Stefano Neri & Tiziano Ropele, 2015. "The macroeconomic effects of the sovereign debt crisis in the euro area," Temi di discussione (Economic working papers) 1007, Bank of Italy, Economic Research and International Relations Area.
    19. Fabio Schiantarelli & Massimiliano Stacchini & Philip E. Strahan, 2017. "Bank quality, judicial efficiency and borrower runs: loan repayment delays in Italy," IFC Bulletins chapters, in: Bank for International Settlements (ed.),Uses of central balance sheet data offices' information, volume 45, Bank for International Settlements.
    20. Bagattini, Giulio & Fecht, Falko & Weber, Patrick, 2019. "The fire-sale channels of universal banks in the European sovereign debt crisis," Discussion Papers 43/2019, Deutsche Bundesbank.
    21. José Jorge & Joana Rocha, 2018. "Agglomeration and Industry Spillover Effects in the Aftermath of a Credit Shock," GEE Papers 0115, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Nov 2018.
    22. Ashoka Mody & Milan Nedeljkovic, 2018. "Central Bank Policies and Financial Markets: Lessons from the Euro Crisis," CESifo Working Paper Series 7400, CESifo.
    23. Filippo De Marco & Marco Macchiavelli, 2016. "The Political Origin of Home Bias: The Case of Europe," Finance and Economics Discussion Series 2016-060, Board of Governors of the Federal Reserve System (U.S.).
    24. Ferrando, Annalisa & Popov, Alexander & Udell, Gregory F., 2015. "Sovereign stress, unconventional monetary policy, and SME access to finance," Working Paper Series 1820, European Central Bank.
    25. Ansgar Rannenberg & Christian Schoder & Jan Strásky, 2015. "The macroeconomic effects of the Euro Area?s fiscal consolidation 2011-2013," IMK Working Paper 156-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    26. Brunella Bruno & Alexandra D’Onofrio & Immacolata Marino, 2017. "Determinants of Bank Lending in Europe and the US. Evidence from Crisis and Post Crisis Years," CSEF Working Papers 462, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    27. Bruno, Brunella & D'Onofrio, Alexandra & Marino, Immacolata, 2017. "Determinants of bank lending in Europe and the United States: Evidence from crisis and post-crisis years," CEPR Discussion Papers 12002, C.E.P.R. Discussion Papers.
    28. José Jorge & Joana Rocha, 2018. "Agglomeration and Industry Spillover Effects in the Aftermath of a Credit Shock," CEF.UP Working Papers 1801, Universidade do Porto, Faculdade de Economia do Porto.
    29. Vivek Sharma & Edgar Silgado-Gómez, 2019. "Sovereign Spread Volatility and Banking Sector," CEIS Research Paper 454, Tor Vergata University, CEIS, revised 08 Mar 2019.
    30. Luciana Barbosa, 2017. "Lending relationships and the real economy: evidence in the context of the euro area sovereign debt crisis," Working Papers w201708, Banco de Portugal, Economics and Research Department.
    31. Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2015. "Sovereign debt exposure and the bank lending channel: impact on credit supply and the real economy," Temi di discussione (Economic working papers) 1032, Bank of Italy, Economic Research and International Relations Area.
    32. Ashoka Mody & Milan Nedeljkovic, 2018. "Central Bank Policies and Financial Markets: Lessons from the Euro Crisis," Working Papers 253, Princeton University, Department of Economics, Center for Economic Policy Studies..
    33. Matteo Benetton & Davide Fantino, 2018. "Competition and the pass-through of unconventional monetary policy: evidence from TLTROs," Temi di discussione (Economic working papers) 1187, Bank of Italy, Economic Research and International Relations Area.
    34. Gori, Filippo, 2018. "Dissecting the ‘doom loop’: the bank-sovereign credit risk nexus during the US debt ceiling crisis," MPRA Paper 87994, University Library of Munich, Germany.
    35. Alfred Guender & Bernard Tolan, 2017. "The predictive ability of a risk-adjusted yield spread for economic activity in Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(1), pages 1-27, February.
    36. Pietro Grandi, 2018. "Sovereign risk and cross-country heterogeneity in the transmission of monetary policy to bank lending in the euro area," Working Papers hal-01878602, HAL.
    37. Fabio Schiantarelli & Massimiliano Stacchini & Philip E. Strahan, 2016. "Bank Quality, Judicial Efficiency and Loan Repayment Delays in Italy," Boston College Working Papers in Economics 901, Boston College Department of Economics, revised 01 Sep 2019.
    38. Sandro C. Andrade & Vidhi Chhaochharia, 2018. "The Costs of Sovereign Default: Evidence from the Stock Market," Review of Financial Studies, Society for Financial Studies, vol. 31(5), pages 1707-1751.

  2. Filippo De Marco & Marco Macchiavelli, 2016. "The Political Origin of Home Bias: The Case of Europe," Finance and Economics Discussion Series 2016-060, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Schnabel, Isabel & Schüwer, Ulrich, 2016. "What drives the relationship between bank and sovereign credit risk?," Working Papers 07/2016, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    2. Matteo Crosignani & Miguel Faria-e-Castro & Luis Fonseca, 2017. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," Working Papers 2017-039, Federal Reserve Bank of St. Louis.
    3. Orkun Saka, 2019. "Domestic Banks as Lightning Rods? Home Bias and Information during the Eurozone Crisis," CESifo Working Paper Series 7939, CESifo.
    4. Ari, Anil, 2018. "Sovereign risk and bank risk-taking," ESRB Working Paper Series 73, European Systemic Risk Board.
    5. Carlo Altavilla & Marco Pagano & Saverio Simonelli, 2015. "Bank Exposures and Sovereign Stress Transmission," CSEF Working Papers 410, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 13 Jul 2017.
    6. Christophe Destais & Frederik Eidam & Friedrich Heinemann, 2019. "The design of a sovereign debt restructuring mechanism for the euro area: Choices and trade-offs," EconPol Policy Reports 11, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    7. Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2017. "ESBies: safety in the tranches," Economic Policy, CEPR;CES;MSH, vol. 32(90), pages 175-219.
    8. Schnabel, Isabel & Schüwer, Ulrich, 2017. "What Drives the Sovereign-Bank Nexus?," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168259, Verein für Socialpolitik / German Economic Association.
    9. van Riet, Ad, 2018. "Modern financial repression in the euro area crisis: making high public debt sustainable?," MPRA Paper 92649, University Library of Munich, Germany.
    10. Lamas, Matías & Mencía, Javier, 2019. "What drives sovereign debt portfolios of banks in a crisis context?," ESRB Working Paper Series 88, European Systemic Risk Board.
    11. Nicolas Soenen & Rudi Vander Vennet, 2020. "Drivers of Bank Default Risk: Bank Business Models, the Sovereign and Monetary Policy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/997, Ghent University, Faculty of Economics and Business Administration.
    12. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis”," IREA Working Papers 201804, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
    13. Ohls, Jana, 2017. "Moral suasion in regional government bond markets," Discussion Papers 33/2017, Deutsche Bundesbank.
    14. Sophie Steins Bisschop & Martijn Boermans & Jon Frost, 2016. "A shock to the system? Market illiquidity and concentrated holdings in European bond markets," DNB Occasional Studies 1401, Netherlands Central Bank, Research Department.
    15. Annika Westphal, 2015. "Systemic Risk in the European Union: A Network Approach to Banks’ Sovereign Debt Exposures," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 3(3), pages 1-36, July.
    16. Matteo Crosignani, 2015. "Why Are Banks Not Recapitalized During Crises?," Working Papers 203, Oesterreichische Nationalbank (Austrian Central Bank).
    17. Kirschenmann, Karolin & Korte, Josef & Steffen, Sascha, 2017. "The zero risk fallacy? Banks' sovereign exposure and sovereign risk spillovers," ZEW Discussion Papers 17-069, ZEW - Leibniz Centre for European Economic Research.
    18. Irina Balteanu & Aitor Erce, 2018. "Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 66(4), pages 617-664, December.
    19. Ari, Anil, 2018. "Gambling traps," Working Paper Series 2217, European Central Bank.
    20. Luisa Carpinelli & Matteo Crosignani, 2017. "The Effect of Central Bank Liquidity Injections on Bank Credit Supply," Finance and Economics Discussion Series 2017-038, Board of Governors of the Federal Reserve System (U.S.).
    21. Jad Chaaban, 2016. "I’ve Got the Power: Mapping Connections between Lebanon’s Banking Sector and the Ruling Class," Working Papers 1059, Economic Research Forum, revised 10 2016.
    22. Brunella Bruno & Immacolata Marino, 2017. "Bad loans and resource allocation in crisis years: Evidence from European banks," BAFFI CAREFIN Working Papers 1752, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    23. Orkun Saka, 2017. "Domestic banks as lightning rods? Home bias during the Eurozone crisis," LEQS – LSE 'Europe in Question' Discussion Paper Series 122, European Institute, LSE.
    24. Jakob Korbinian Eberl, 2016. "The Collateral Framework of the Eurosystem and Its Fiscal Implications," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69.
    25. Maria Manuel Campos & Ana Rita Mateus & Álvaro Pina, 2019. "Sovereign exposures in the Portuguese banking system: determinants and dynamics," Working Papers w201916, Banco de Portugal, Economics and Research Department.
    26. Böhm, Hannes & Eichler, Stefan, 2018. "Avoiding the fall into the loop: Isolating the transmission of bank-to-sovereign distress in the euro area and its drivers," IWH Discussion Papers 19/2018, Halle Institute for Economic Research (IWH).
    27. Böhm, Hannes & Eichler, Stefan, 2019. "Avoiding the Fall into the Loop: Isolating the Transmission of Bank-to-Sovereign Distress in the Euro Area and its Drivers," Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203515, Verein für Socialpolitik / German Economic Association.
    28. Gomez-Puig, Marta & Singh, Manish K. & Sosvilla-Rivero, Simon, 2019. "The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 1-26.
    29. Karolin Kirschenmann & Jesper Riedler & Tobias Schuler, 2018. "European Financial Integration through Securitization," EconPol Policy Brief 10, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    30. Saka, Orkun, 2019. "Domestic banks as lightning rods? Home bias and information during Eurozone crisis," Research Discussion Papers 3/2019, Bank of Finland.

  3. De Marco, Filippo & Wieladek, Tomasz, 2015. "The real effects of capital requirements and monetary policy: evidence from the United Kingdom," Bank of England working papers 573, Bank of England.

    Cited by:

    1. Mary Everett & Jakob de Haan & David-Jan Jansen & Peter McQuade & Anna Samarina, 2019. "Mortgage lending, monetary policy, and prudential measures in small euro-area economies: Evidence from Ireland and the Netherlands," DNB Working Papers 659, Netherlands Central Bank, Research Department.
    2. Jon Frost & Patty Duijm & Clemens Bonner & Leo de Haan & Jakob de Haan, 2018. "Spillovers of monetary policy across borders: International lending of Dutch banks, insurers and pension funds," DNB Working Papers 609, Netherlands Central Bank, Research Department.
    3. Acosta-Smith, Jonathan & Arnould, Guillaume & Milonas, Kristoffer & Vo, Quynh-Anh, 2019. "Capital and liquidity interaction in banking," Bank of England working papers 840, Bank of England, revised 22 Jun 2020.
    4. Rob Davies & Laurence Harris & Konstantin Makrelov, 2019. "The impact of a higher leverage ratio on the South African economy," WIDER Working Paper Series wp-2019-35, World Institute for Development Economic Research (UNU-WIDER).
    5. De Jonghe, Olivier & Dewachter, Hans & Ongena, Steven, 2020. "Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions," Journal of Corporate Finance, Elsevier, vol. 60(C).
    6. Viral V. Acharya & Katharina Bergant & Matteo Crosignani & Tim Eisert & Fergal J. McCann, 2020. "The Anatomy of the Transmission of Macroprudential Policies," NBER Working Papers 27292, National Bureau of Economic Research, Inc.
    7. Bussière, Matthieu & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Sowerbutts, Rhiannon, 2020. "Le Pont de Londres: interactions between monetary and prudential policies in cross-border lending," Bank of England working papers 850, Bank of England.
    8. Tuuli, Saara, 2019. "Model-based regulation and firms' access to finance," Research Discussion Papers 4/2019, Bank of Finland.
    9. Imbierowicz, Björn & Löffler, Axel & Vogel, Ursula, 2019. "The transmission of bank capital requirements and monetary policy to bank lending," Discussion Papers 49/2019, Deutsche Bundesbank.
    10. de Ramon, Sebastian & Francis, William & Milonas, Kristoffer, 2017. "An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database," Bank of England working papers 652, Bank of England.
    11. Lubberink, Martien, 2020. "Max Headroom: Discretionary Capital Buffers and Bank Risk," MPRA Paper 100445, University Library of Munich, Germany.
    12. Bahaj, Saleem & Malherbe, Frédéric, 2016. "A positive analysis of bank behaviour under capital requirements," CEPR Discussion Papers 11607, C.E.P.R. Discussion Papers.
    13. Uluc, Arzu & Wieladek, Tomasz, 2018. "Capital requirements, monetary policy and risk shifting in the mortgage market," Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 3-16.
    14. O. Borzykh., 2017. "The impact of banks’ capital adequacy ratio on bank lending channel of monetary transmission in Russia," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 7.

More information

Research fields, statistics, top rankings, if available.

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 4 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-BAN: Banking (3) 2015-12-28 2016-05-28 2017-01-08. Author is listed
  2. NEP-CBA: Central Banking (3) 2015-12-28 2016-05-28 2017-01-08. Author is listed
  3. NEP-ENT: Entrepreneurship (3) 2015-12-28 2016-05-28 2017-01-08. Author is listed
  4. NEP-MON: Monetary Economics (3) 2015-12-28 2016-05-28 2017-01-08. Author is listed
  5. NEP-SBM: Small Business Management (3) 2015-12-28 2016-05-28 2017-01-08. Author is listed
  6. NEP-CFN: Corporate Finance (2) 2015-12-28 2016-05-28. Author is listed
  7. NEP-EEC: European Economics (2) 2016-08-14 2017-01-08. Author is listed
  8. NEP-FDG: Financial Development & Growth (2) 2016-05-28 2017-01-08. Author is listed
  9. NEP-MAC: Macroeconomics (2) 2016-05-28 2017-01-08. Author is listed
  10. NEP-BEC: Business Economics (1) 2016-05-28. Author is listed
  11. NEP-POL: Positive Political Economics (1) 2016-08-14. Author is listed

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