Details about Federica Ciocchetta

Access statistics for papers by Federica Ciocchetta.

Last updated 2025-04-28. Update your information in the RePEc Author Service.

Short-id: pci210

Working Papers

2025

1. Commercial real estate loans in Europe: does loan-to-value at origination predict default risk?
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area
2. Forecasting corporate default probabilities: a local logit approach for scenario analysis
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area

2024

3. The sectoral systemic risk buffer: general issues and application to residential real estate-related risks
   Occasional Paper Series, European Central Bank

2023

4. What drives house prices in Europe?
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area
   See also Journal Article What Drives House Prices in Europe?, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2024) (2024)

2020

5. Economies of scale revisited: evidence from Italian banks
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
6. What can we learn about mortgage supply from online data?
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (3)

2019

7. Assessing financial stability risks from the real estate market in Italy: an update
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area

2016

8. Assessing financial stability risks from the real estate market in Italy
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (12)

Journal Articles

2024

1. What Drives House Prices in Europe?
   Oxford Bulletin of Economics and Statistics, 2024, 86, (5), 1089-1121
   See also Working Paper What drives house prices in Europe?, Questioni di Economia e Finanza (Occasional Papers) (2023) (2023)