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Details about Pierluigi Bologna

E-mail:
Homepage:https://www.linkedin.com/in/pierluigi-bologna-43b3a64/
Postal address:Via Nazionale, 91 00184 Rome Italy
Workplace:Banca d'Italia (Bank of Italy), (more information at EDIRC)

Access statistics for papers by Pierluigi Bologna.

Last updated 2021-03-29. Update your information in the RePEc Author Service.

Short-id: pbo67


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Working Papers

2021

  1. Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps
    ESRB Working Paper Series, European Systemic Risk Board Downloads
    Also in Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area (2020) Downloads
  2. TLAC-eligible debt: who holds it? A view from the euro area
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads

2020

  1. Prudential policies, credit supply and house prices: evidence from Italy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads

2019

  1. Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic
    IMF Working Papers, International Monetary Fund Downloads

2018

  1. Banks’ Maturity Transformation: Risk, Reward, and Policy
    IMF Working Papers, International Monetary Fund Downloads View citations (2)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2017) Downloads
    ESRB Working Paper Series, European Systemic Risk Board (2018) Downloads View citations (3)
  2. Contagion in the CoCos market? A case study of two stress events
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (5)
    See also Journal Article in International Journal of Central Banking (2020)

2016

  1. Integrating stress tests within the Basel III capital framework: a macroprudentially coherent approach
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)
    See also Journal Article in Journal of Financial Regulation (2017)

2015

  1. A note on the implementation of the countercyclical capital buffer in Italy
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (13)

2014

  1. EU bank deleveraging
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (9)
  2. Euro Area (cross-border?) banking
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (8)

2011

  1. Is there a Role for Funding in Explaining Recent U.S. Banks' Failures?
    IMF Working Papers, International Monetary Fund Downloads View citations (9)
    Also in Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area (2011) Downloads View citations (11)

2010

  1. Australian Banking System Resilience; What Should Be Expected Looking Forward? An International Perspective
    IMF Working Papers, International Monetary Fund Downloads View citations (7)
  2. Oman; Banking Sector Resilience
    IMF Working Papers, International Monetary Fund Downloads View citations (1)
  3. The Making of Good Supervision; Learning to Say "No"
    IMF Staff Position Notes, International Monetary Fund Downloads

Journal Articles

2020

  1. Contagion in the CoCos Market? A Case Study of Two Stress Events
    International Journal of Central Banking, 2020, 16, (6), 137-184 Downloads
    See also Working Paper (2018)

2017

  1. Integrating Stress Tests within the Basel III Capital Framework: A Macroprudentially Coherent Approach
    Journal of Financial Regulation, 2017, 3, (2), 159-186 Downloads View citations (1)
    See also Working Paper (2016)

2015

  1. Structural Funding and Bank Failures
    Journal of Financial Services Research, 2015, 47, (1), 81-113 Downloads View citations (13)

2002

  1. Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'futures effect' immediate? Evidence from the Italian stock exchange using GARCH
    Applied Financial Economics, 2002, 12, (3), 183-192 Downloads View citations (30)

2000

  1. Index Futures Activity and Stock Market Volatility: An Empirical Analysis of the Italian Stock Exchange
    Giornale degli Economisti, 2000, 59, (1), 51-88 View citations (1)
 
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