Details about Mario Quagliariello

Access statistics for papers by Mario Quagliariello.

Last updated 2008-07-21. Update your information in the RePEc Author Service.

Short-id: pqu31

Working Papers

2008

1. Credit risk and business cycle over different regimes
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department View citations

2007

2. Macroeconomic uncertainty and banks' lending decisions: The case of Italy
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department
   Also in
   Discussion Papers, Department of Economics, University of York (2006)

2006

3. BanksÂ’ Riskiness Over the Business Cicle: a Panel Analysis on Italian Intermediaries
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department View citations

Undated

4. Banks' Performance over the Business Cycle: A Panel Analysis on Italian Intermediaries
   Discussion Papers, Department of Economics, University of York View citations
5. Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression
   Discussion Papers, Department of Economics, University of York View citations
   See Also Journal Article in Journal of International Financial Markets, Institutions and Money (2008)
6. Market and Supervisory Information: Some Evidence from Italian Banks
   Discussion Papers, Department of Economics, University of York View citations

Journal Articles

2008

1. Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression
   Journal of International Financial Markets, Institutions and Money, 2008, 18, (1), 46-63 View citations
   See Also Working Paper

2007

2. Banks’ riskiness over the business cycle: a panel analysis on Italian intermediaries
   Applied Financial Economics, 2007, 17, (2), 119-138

2005

3. The Value of Market Information in Banking Supervision: Evidence from Italy
   Journal of Financial Services Research, 2005, 27, (2), 139-162 View citations