Details about Giovanni Covi

Access statistics for papers by Giovanni Covi.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pco687

Working Papers

2024

1. Measuring capital at risk with financial contagion: two-sector model with banks and insurers
   Bank of England working papers, Bank of England

2023

2. Macro-Prudential Stress Test Models: A Survey
   IMF Working Papers, International Monetary Fund View citations (1)
   Also in Bank of England working papers, Bank of England (2023)

2022

3. Interbank network and banks' credit supply
   Bank of England working papers, Bank of England View citations (1)
4. Measuring Capital at Risk in the UK banking sector: a microstructural network approach
   Bank of England working papers, Bank of England View citations (2)
5. Trust and the Interbank Market Puzzle
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2021

6. On the origin of systemic risk
   Bank of England working papers, Bank of England View citations (2)
   Also in Working Paper Series, European Central Bank (2020) View citations (11)
7. Shock amplification in an interconnected financial system of banks and investment funds
   Working Paper Series, European Central Bank View citations (9)
   See also Journal Article Shock amplification in an interconnected financial system of banks and investment funds, Journal of Financial Stability, Elsevier (2024) View citations (1) (2024)

2020

8. The interbank market puzzle
   Bank of England working papers, Bank of England View citations (3)
   Also in Working Paper Series, European Central Bank (2020) View citations (6)

2019

9. CoMap: Mapping Contagion in the Euro Area Banking Sector
   IMF Working Papers, International Monetary Fund View citations (9)
   Also in Working Paper Series, European Central Bank (2019) View citations (7)
   See also Journal Article CoMap: Mapping Contagion in the Euro Area Banking Sector, Journal of Financial Stability, Elsevier (2021) View citations (13) (2021)
10. Macroprudential stress test of the euro area banking system
    Occasional Paper Series, European Central Bank View citations (24)

2016

11. End of the sovereign-bank doom loop in the European Union? The bank recovery and resolution directive
    Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (4)
    See also Journal Article End of the sovereign-bank doom loop in the European Union? The Bank Recovery and Resolution Directive, Journal of Evolutionary Economics, Springer (2020) View citations (4) (2020)

2014

12. Local Systems’ Strategies Copying with Globalization: Collective Local Entrepreneurship
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2014)
13. The First Oil Shock, Stylized Facts, Reflections and The Easterly Puzzle in a Forty-Year Retrospective
    MPRA Paper, University Library of Munich, Germany

2013

14. A case study of an advanced Dutch disease: The Russian oil
    MPRA Paper, University Library of Munich, Germany View citations (1)
15. Do The Central Banks Always Do The Right Thing For Their Economies? An Appraisal Of The Monetary Policy Strategy Of The ECB
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2024

1. Shock amplification in an interconnected financial system of banks and investment funds
   Journal of Financial Stability, 2024, 71, (C) View citations (1)
   See also Working Paper Shock amplification in an interconnected financial system of banks and investment funds, Working Paper Series (2021) View citations (9) (2021)

2021

2. CoMap: Mapping Contagion in the Euro Area Banking Sector
   Journal of Financial Stability, 2021, 53, (C) View citations (13)
   See also Working Paper CoMap: Mapping Contagion in the Euro Area Banking Sector, IMF Working Papers (2019) View citations (9) (2019)
3. Trade imbalances within the Euro Area: two regions, two demand regimes
   Empirica, 2021, 48, (1), 181-221 View citations (1)

2020

4. Correction to: End of the sovereign-bank doom loop in the European Union? The Bank Recovery and Resolution Directive
   Journal of Evolutionary Economics, 2020, 30, (1), 31-38 View citations (2)
5. End of the sovereign-bank doom loop in the European Union? The Bank Recovery and Resolution Directive
   Journal of Evolutionary Economics, 2020, 30, (1), 5-30 View citations (4)
   See also Working Paper End of the sovereign-bank doom loop in the European Union? The bank recovery and resolution directive, Kiel Advanced Studies Working Papers (2016) View citations (4) (2016)
6. Euro area growth differentials: diverging and reinforcing factors in a Kaleckian SVAR approach
   Empirica, 2020, 47, (1), 147-180 View citations (1)

2019

7. Economic shocks and contagion in the euro area banking sector: a new micro-structural approach
   Financial Stability Review, 2019, 1 View citations (6)

2018

8. Testing the demand regime hypothesis in the Euro Area. Evidence from a VAR approach
   Applied Economics Letters, 2018, 25, (9), 632-637 View citations (1)
9. Using large exposure data to gauge the systemic importance of SSM significant institutions
   Macroprudential Bulletin, 2018, 5 View citations (5)

2017

10. The emerging regulatory landscape: a new normal
    Journal of Banking Regulation, 2017, 18, (3), 233-255 View citations (5)

2015

11. NATURAL RESOURCES: COULD EVER BE A BLESSING? THE RUSSIAN CASE
    Journal Transition Studies Review, 2015, 22, (1), 133-158
12. Puzzling Out The First Oil Shock. History, Politics and the Macroeconomy in a Forty-Year Retrospective
    HISTORY OF ECONOMIC THOUGHT AND POLICY, 2015, 2015/2, (2), 57-91

2014

13. Dutch disease and sustainability of the Russian political economy
    ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, 2014, 2014/2, (2), 75-110 View citations (1)