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Details about Massimiliano Affinito

Workplace:Banca d'Italia (Bank of Italy), (more information at EDIRC)

Access statistics for papers by Massimiliano Affinito.

Last updated 2021-12-01. Update your information in the RePEc Author Service.

Short-id: paf55


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Working Papers

2021

  1. Collateral in bank lending during the financial crises:a borrower and a lender story
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads
  2. Return of the NPLs to the bright side: which Unlikely to Pay firms are more likely to pay?
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)
  3. When the panic broke out: COVID-19 and investment funds' portfolio rebalancing around the world
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads

2019

  1. The benefits and costs of adjusting bank capitalisation: evidence from euro area countries
    Working Paper Series, European Central Bank Downloads View citations (1)
    Also in Working Papers, Banco de España (2019) Downloads View citations (1)
  2. What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)
    Also in BIS Working Papers, Bank for International Settlements (2019) Downloads View citations (1)

2018

  1. Always look on the bright side? Central counterparties and interbank markets during the financial crisis
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (3)
    See also Journal Article in International Journal of Central Banking (2021)

2017

  1. The interbank network across the global financial crisis: evidence from Italy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (16)
    See also Journal Article in Journal of Banking & Finance (2017)

2016

  1. Purchases of sovereign debt securities by Italian banks during the crisis: the role of balance-sheet conditions
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (10)

2013

  1. Central bank refinancing, interbank markets and the hypothesis of liquidity hoarding: evidence from a euro-area banking system
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2013) Downloads View citations (9)

2011

  1. Convergence clubs, the euro-area rank and the relationship between banking and real convergence
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads
  2. Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (4)
    See also Journal Article in Journal of Banking & Finance (2012)

2010

  1. Why do (or did?) banks securitize their loans? Evidence from Italy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (61)
    See also Journal Article in Journal of Financial Stability (2010)

2008

  1. What are borders made of? An analysis of barriers to European banking integration
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (6)
    See also Chapter (2009)

2006

  1. An empirical analysis of national differences in the retail bank interest rates of the euro area
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (14)

Journal Articles

2021

  1. Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis
    International Journal of Central Banking, 2021, 17, (1), 231-283 Downloads
    See also Working Paper (2018)

2017

  1. The interbank network across the global financial crisis: Evidence from Italy
    Journal of Banking & Finance, 2017, 80, (C), 90-107 Downloads View citations (16)
    See also Working Paper (2017)

2012

  1. Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy
    Journal of Banking & Finance, 2012, 36, (12), 3163-3184 Downloads View citations (66)
    See also Working Paper (2011)

2010

  1. Why do (or did?) banks securitize their loans? Evidence from Italy
    Journal of Financial Stability, 2010, 6, (4), 189-202 Downloads View citations (49)
    See also Working Paper (2010)

2009

  1. Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union
    International Journal of Central Banking, 2009, 5, (1), 5-37 Downloads View citations (20)

Chapters

2009

  1. What Are Borders Made of? An Analysis of Barriers to European Banking Integration
    Springer
    See also Working Paper (2008)
 
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