Details about Alessandro Fontana

Access statistics for papers by Alessandro Fontana.

Last updated 2024-08-12. Update your information in the RePEc Author Service.

Short-id: pfo172

Working Papers

2023

1. International portfolio frictions
   BIS Working Papers, Bank for International Settlements View citations (1)

2019

2. Impact of Variation Margining on EU Insurers’ Liquidity: An Analysis of Interest Rate Swaps Positions
   EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department
3. The Bank-Sovereign Loop and Financial Stability in the Euro Area
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (1)

2013

4. House price cycles in Europe
   Working Paper Series, European Central Bank View citations (18)

2010

5. An analysis of euro area sovereign CDS and their relation with government bonds
   Working Paper Series, European Central Bank View citations (152)
   See also Journal Article An analysis of euro area sovereign CDS and their relation with government bonds, Journal of Banking & Finance, Elsevier (2016) View citations (106) (2016)
6. The Persistent Negative Cds-Bond Basis during the 2007/08 Financial Crisis
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (12)

Journal Articles

2016

1. An analysis of euro area sovereign CDS and their relation with government bonds
   Journal of Banking & Finance, 2016, 62, (C), 126-140 View citations (106)
   See also Working Paper An analysis of euro area sovereign CDS and their relation with government bonds, Working Paper Series (2010) View citations (152) (2010)
2. Reducing and sharing the burden of bank failures
   OECD Journal: Financial Market Trends, 2016, 2015, (2), 29-61 View citations (4)