Details about Alberto Maria Sorrentino
Access statistics for papers by Alberto Maria Sorrentino.
Last updated 2025-06-11. Update your information in the RePEc Author Service.
Short-id: pso732
Jump to Journal Articles Chapters
Working Papers
2018
- A risk dashboard for the Italian economy
Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (4)
2017
- Non-performing loans and the supply of bank credit: evidence from Italy
Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (37)
2012
- Systemic Risk and the European Banking Sector
Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli View citations (5)
Journal Articles
2022
- Exploring the Systemic Risk of Domestic Banks with ΔCoVaR and Elastic-Net
Journal of Financial Services Research, 2022, 62, (1), 127-141 View citations (2)
2020
- Measuring CoVaR: An Empirical Comparison
Computational Economics, 2020, 55, (2), 511-528 View citations (9)
2018
- Credit risk in banks’ exposures to non‐financial firms
European Financial Management, 2018, 24, (5), 775-791 View citations (3)
2014
- Systemic Risk in the Italian Banking Industry
Economic Notes, 2014, 43, (1), 21-38 View citations (17)
Chapters
2017
- Sectoral risk in the Italian Banking System
A chapter in Uses of central balance sheet data offices' information, 2017, vol. 45
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|