Details about Leonardo Gambacorta

Access statistics for papers by Leonardo Gambacorta.

Last updated 2019-01-25. Update your information in the RePEc Author Service.

Short-id: pga68

Working Papers

2018

1. Financial structure and income inequality
   BIS Working Papers, Bank for International Settlements View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (1)
2. How Post-crisis Regulation Has Affected Bank CEO Compensation
   CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy
   Also in Working Papers, University of Milano-Bicocca, Department of Economics (2017) View citations (1)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
   BIS Working Papers, Bank for International Settlements (2017) View citations (1)
3. The effects of prudential regulation, financial development and financial openness on economic growth
   BIS Working Papers, Bank for International Settlements

2017

4. Asymmetric information and the securitization of SME loans
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in BIS Working Papers, Bank for International Settlements (2017) View citations (1)
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2016)
5. Changing business models in international bank funding
   BIS Working Papers, Bank for International Settlements View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (1)
   Working Papers, Banco de España (2017) View citations (1)
6. La politique macroprudentielle dans une union monétaire
   Document de travail, Bank Al-Maghrib, Département de la Recherche
7. Leverage and Risk Weighted Capital Requirements
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa View citations (2)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (3)
   BIS Working Papers, Bank for International Settlements (2016) View citations (4)
   Working Papers, Banco de Portugal, Economics and Research Department (2016) View citations (3)
   See also Journal Article in International Journal of Central Banking (2018)
8. Macroprudential Policy in a Monetary Union
   Document de travail, Bank Al-Maghrib, Département de la Recherche View citations (1)
9. Macroprudential policy and bank risk
   BIS Working Papers, Bank for International Settlements View citations (6)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (6)
   See also Journal Article in Journal of International Money and Finance (2018)
10. Monetary policy and bank lending in a low interest rate environment: diminishing effectiveness?
    BIS Working Papers, Bank for International Settlements View citations (16)
    See also Journal Article in Journal of Macroeconomics (2017)
11. The Cost of Distorted Financial Advice - Evidence from the Mortgage Market
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (1)
12. The International Dimensions of Macroprudential Policies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in BIS Working Papers, Bank for International Settlements (2017)
13. The Shifting Drivers of Global Liquidity
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
    Also in Staff Reports, Federal Reserve Bank of New York (2017) View citations (11)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (11)
    BIS Working Papers, Bank for International Settlements (2017) View citations (21)
14. The effects of tax on bank liability structure
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in BIS Working Papers, Bank for International Settlements (2017) View citations (3)
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2017) View citations (3)
15. The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data
    BIS Working Papers, Bank for International Settlements View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (4)
16. The real effects of relationship lending
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in BIS Working Papers, Bank for International Settlements (2017) View citations (3)
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2017) View citations (3)

2016

17. Are bank capital ratios pro-cyclical? New evidence and perspectives
    Post-Print, HAL View citations (15)
    See also Journal Article in Economic Policy (2016)
18. Bank Lending and Loan Quality: The Case of India
    Working Papers, eSocialSciences View citations (1)
    Also in BIS Working Papers, Bank for International Settlements (2016) View citations (2)
19. Relationship and Transaction Lending in a Crisis
    Working Papers, Barcelona Graduate School of Economics View citations (53)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (34)
    BIS Working Papers, Bank for International Settlements (2013) View citations (31)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (32)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2013) View citations (31)
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2013) View citations (31)
    See also Journal Article in Review of Financial Studies (2016)
20. Why bank capital matters for monetary policy
    BIS Working Papers, Bank for International Settlements View citations (59)
    See also Journal Article in Journal of Financial Intermediation (2018)

2015

21. The Supply Side of Household Finance
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (8)
    Also in BIS Working Papers, Bank for International Settlements (2015) View citations (8)
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2015) View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (8)
22. The influence of monetary policy on bank profitability
    BIS Working Papers, Bank for International Settlements View citations (29)
    See also Journal Article in International Finance (2017)

2014

23. Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis?
    BIS Working Papers, Bank for International Settlements View citations (11)
24. The leverage ratio over the cycle
    BIS Working Papers, Bank for International Settlements View citations (17)

2013

25. Rescue packages and bank lending
    Post-Print, HAL View citations (14)
    Also in BIS Working Papers, Bank for International Settlements (2011) View citations (29)
    See also Journal Article in Journal of Banking & Finance (2013)
26. Should monetary policy lean against the wind? - an analysis based on a DSGE model with banking
    BIS Working Papers, Bank for International Settlements View citations (15)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2013) View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2014)
27. Structural bank regulation initiatives: approaches and implications
    BIS Working Papers, Bank for International Settlements View citations (28)
    See also Journal Article in BANCARIA (2013)
28. Understanding Global Liquidity
    BIS Working Papers, Bank for International Settlements View citations (8)
    Also in Discussion Papers, Deutsche Bundesbank (2013) View citations (8)
    See also Journal Article in European Economic Review (2014)

2012

29. Do bank characteristics influence the effect of monetary policy on bank risk?
    Working Paper Series, European Central Bank View citations (22)
    See also Journal Article in Economics Letters (2012)
30. Does monetary policy affect bank risk?
    Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) View citations (1)
    See also Journal Article in International Journal of Central Banking (2014)
31. Monetary policy in a downturn: Are financial crises special?
    BIS Working Papers, Bank for International Settlements View citations (21)
    See also Journal Article in International Finance (2014)
32. The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis
    BIS Working Papers, Bank for International Settlements View citations (29)
    Also in Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2011) View citations (23)
    See also Journal Article in Journal of Money, Credit and Banking (2014)

2011

33. BASEL III: Long-term impact on economic performance and fluctuations
    BIS Working Papers, Bank for International Settlements View citations (51)
    Also in Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area (2011) View citations (41)
    Working papers, Banque de France (2011) View citations (39)
    Staff Reports, Federal Reserve Bank of New York (2011) View citations (66)
    See also Journal Article in Manchester School (2015)
34. Bank heterogeneity and interest rate setting: What lessons have we learned since Lehman Brothers?
    BIS Working Papers, Bank for International Settlements View citations (12)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2011) View citations (5)
    See also Journal Article in Journal of Money, Credit and Banking (2014)
35. Securitization is not that evil after all
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (10)
    Also in BIS Working Papers, Bank for International Settlements (2011) View citations (6)
36. The bank lending channel: lessons from the crisis
    Working Paper Series, European Central Bank View citations (147)
    Also in BIS Working Papers, Bank for International Settlements (2011) View citations (148)
    See also Journal Article in Economic Policy (2011)

2010

37. Countercyclical capital buffers: exploring options
    BIS Working Papers, Bank for International Settlements View citations (109)
38. Does monetary policy affect bank risk-taking?
    Working Paper Series, European Central Bank View citations (56)
    Also in BIS Working Papers, Bank for International Settlements (2010) View citations (86)

2009

39. Bank risk and monetary policy
    Working Paper Series, European Central Bank View citations (4)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2009) View citations (5)
    See also Journal Article in Journal of Financial Stability (2010)
40. Mutual Guarantee Institutions and Small Business Finance
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
    Also in BIS Working Papers, Bank for International Settlements (2009) View citations (5)
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2009) View citations (9)
    See also Journal Article in Journal of Financial Stability (2010)
41. The effects of mutual guarantee consortia on the quality of bank lending
    MPRA Paper, University Library of Munich, Germany View citations (7)

2008

42. Firms as monitor of other firms: mutual guarantee institutions and SME finance
    MPRA Paper, University Library of Munich, Germany View citations (4)
43. Securitization and the bank lending channel
    Proceedings, Federal Reserve Bank of Chicago View citations (3)
    Also in Working Paper Series, European Central Bank (2007) View citations (36)
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2007) View citations (12)
    See also Journal Article in European Economic Review (2009)

2007

44. Bank profitability and taxation
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (2)
    See also Journal Article in Journal of Banking & Finance (2010)
45. Modelling bank lending in the euro area: A non-linear approach
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (3)
    See also Journal Article in Applied Financial Economics (2010)

2006

46. Bank profitability and the business cycle
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (21)
    See also Journal Article in Journal of Financial Stability (2009)

2005

47. Are there asymmetries in the response of bank interest rates monetary shocks?
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (10)
48. How Do Banks Set Interest Rates?
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (48)
    See also Journal Article in European Economic Review (2008)
49. Regulation, formal and informal enforcement and the development of the household loan market. Lessons from Italy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (17)

2004

50. Un modello dei conti economici per il sistema bancario italiano
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (3)

2003

51. Bank Capital and Lending Behaviour: Empirical Evidence for Italy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (19)

2002

52. Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area.Author-Name: Ehrmann, M
    Working papers, Banque de France View citations (11)

2001

53. Bank-Specific Characteristics and Monetary Policy Transmission: The Case of Italy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (18)
    Also in Working Paper Series, European Central Bank (2001) View citations (10)
54. Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area
    Working Papers, Banco de España View citations (96)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2001) View citations (102)
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2001) View citations (28)
    Working Paper Series, European Central Bank (2001) View citations (87)

2000

55. La "credit view" in economia aperta: un�applicazione al caso italiano
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (5)

1999

56. What Is the Optimal Institutional Arrangement for a Monetary Union?
    Working Papers, Banca Italia - Servizio di Studi View citations (1)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (1999) View citations (1)

1998

57. Heterogeneous "Credit Channels" and Optimal Monetary Policy in a Monetary Union
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1997)
    Economic Research Papers, University of Warwick - Department of Economics (1997)
    Working Papers, Banca Italia - Servizio di Studi (1998) View citations (3)

Journal Articles

2018

1. Leverage and Risk-Weighted Capital Requirements
   International Journal of Central Banking, 2018, 14, (5), 153-191
   See also Working Paper (2017)
2. Macroprudential policy and bank risk
   Journal of International Money and Finance, 2018, 81, (C), 203-220 View citations (7)
   See also Working Paper (2017)
3. Why bank capital matters for monetary policy
   Journal of Financial Intermediation, 2018, 35, (PB), 17-29 View citations (7)
   See also Working Paper (2016)

2017

4. Monetary policy and bank lending in a low interest rate environment: Diminishing effectiveness?
   Journal of Macroeconomics, 2017, 54, (PB), 217-231 View citations (17)
   See also Working Paper (2017)
5. The influence of monetary policy on bank profitability
   International Finance, 2017, 20, (1), 48-63 View citations (15)
   See also Working Paper (2015)
6. What are the effects of macroprudential policies on macroeconomic performance?
   BIS Quarterly Review, 2017 View citations (5)

2016

7. Are bank capital ratios pro-cyclical? New evidence and perspectives
   Economic Policy, 2016, 31, (86), 357-403 View citations (30)
   See also Working Paper (2016)
8. Relationship and Transaction Lending in a Crisis
   Review of Financial Studies, 2016, 29, (10), 2643-2676 View citations (40)
   See also Working Paper (2016)
9. Relationship and Transaction Lending: New Evidence and Perspectives
   Emerging Markets Finance and Trade, 2016, 52, (1), 70-75 View citations (1)

2015

10. Asymmetric information in securitization: An empirical assessment
    Journal of Monetary Economics, 2015, 71, (C), 33-49 View citations (17)
11. Basel III: Long-term Impact on Economic Performance and Fluctuations
    Manchester School, 2015, 83, (2), 217-251 View citations (31)
    See also Working Paper (2011)
12. Central clearing: trends and current issues
    BIS Quarterly Review, 2015 View citations (8)
13. Has the Transmission of Policy Rates to Lending Rates Changed in the Wake of the Global Financial Crisis?
    International Finance, 2015, 18, (3), 263-280 View citations (7)
14. The use of payment systems data as early indicators of economic activity
    Applied Economics Letters, 2015, 22, (8), 646-650

2014

15. Bank Heterogeneity and Interest Rate Setting: What Lessons Have We Learned since Lehman Brothers?
    Journal of Money, Credit and Banking, 2014, 46, (4), 753-778 View citations (26)
    See also Working Paper (2011)
16. Diversification and bank profitability: a nonlinear approach
    Applied Economics Letters, 2014, 21, (6), 438-441 View citations (4)
17. Does Monetary Policy Affect Bank Risk?
    International Journal of Central Banking, 2014, 10, (1), 95-136 View citations (87)
    See also Working Paper (2012)
18. Financial structure and growth
    BIS Quarterly Review, 2014 View citations (28)
19. Monetary Policy in a Downturn: Are Financial Crises Special?
    International Finance, 2014, 17, (1), 99-119 View citations (19)
    See also Working Paper (2012)
20. Should monetary policy lean against the wind?
    Journal of Economic Dynamics and Control, 2014, 43, (C), 146-174 View citations (20)
    See also Working Paper (2013)
21. The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis
    Journal of Money, Credit and Banking, 2014, 46, (4), 615-642 View citations (156)
    See also Working Paper (2012)
22. Understanding global liquidity
    European Economic Review, 2014, 68, (C), 1-18 View citations (26)
    See also Working Paper (2013)

2013

23. Rescue packages and bank lending
    Journal of Banking & Finance, 2013, 37, (2), 490-505 View citations (46)
    See also Working Paper (2013)
24. Structural bank regulation initiatives: approaches and implications
    BANCARIA, 2013, 06, 14-27 View citations (25)
    See also Working Paper (2013)

2012

25. Do bank characteristics influence the effect of monetary policy on bank risk?
    Economics Letters, 2012, 117, (1), 220-222 View citations (19)
    See also Working Paper (2012)
26. The economic effects of central bank bond purchase programmes
    BANCARIA, 2012, 03, 38-50 View citations (1)
27. The effects of countercyclical capital buffers on bank lending
    Applied Economics Letters, 2012, 19, (7), 603-608 View citations (32)

2011

28. Do Bank Capital and Liquidity Affect Real Economic Activity in the Long Run? A VECM Analysis for the US
    Economic Notes, 2011, 40, (3), 75-91 View citations (3)
29. The Risks of Low Interest Rates
    Revista ESPE - Ensayos Sobre Política Económica, 2011, 29, (64), 14-31
    Also in Revista ESPE - Ensayos sobre Política Económica, 2011, 29, (64), 14-31 (2011)
30. The bank lending channel: lessons from the crisis
    Economic Policy, 2011, 26, (66), 135-182 View citations (176)
    See also Working Paper (2011)
31. The risks of a prolonged period of very low interest rates
    BANCARIA, 2011, 01, 2-14

2010

32. Bank profitability and taxation
    Journal of Banking & Finance, 2010, 34, (11), 2801-2810 View citations (28)
    See also Working Paper (2007)
33. Bank risk and monetary policy
    Journal of Financial Stability, 2010, 6, (3), 121-129 View citations (105)
    See also Working Paper (2009)
34. Modelling bank lending in the euro area: a nonlinear approach
    Applied Financial Economics, 2010, 20, (14), 1099-1112 View citations (11)
    See also Working Paper (2007)
35. Mutual guarantee institutions and small business finance
    Journal of Financial Stability, 2010, 6, (1), 45-54 View citations (19)
    See also Working Paper (2009)

2009

36. Bank profitability and the business cycle
    Journal of Financial Stability, 2009, 5, (4), 393-409 View citations (146)
    See also Working Paper (2006)
37. Monetary policy and the risk-taking channel
    BIS Quarterly Review, 2009 View citations (85)
38. Securitisation and the bank lending channel
    European Economic Review, 2009, 53, (8), 996-1009 View citations (97)
    See also Working Paper (2008)

2008

39. How do banks set interest rates?
    European Economic Review, 2008, 52, (5), 792-819 View citations (107)
    See also Working Paper (2005)

2007

40. Are there asymmetries in the response of bank interest rates to monetary shocks?
    Applied Economics, 2007, 39, (19), 2503-2517 View citations (37)

2005

41. Inside the bank lending channel
    European Economic Review, 2005, 49, (7), 1737-1759 View citations (165)
42. Un modello econometrico per il credito bancario alle famiglie in Italia
    Moneta e Credito, 2005, 58, (229), 29-56 View citations (6)

2004

43. Does bank capital affect lending behavior?
    Journal of Financial Intermediation, 2004, 13, (4), 436-457 View citations (257)
44. The Bernanke and Blinder Model in an Open Economy: The Italian Case
    German Economic Review, 2004, 5, (1), 1-34 View citations (7)

2003

45. Asymmetric bank lending channels and ECB monetary policy
    Economic Modelling, 2003, 20, (1), 25-46 View citations (4)
46. The Effects of Monetary Policy in the Euro Area
    Oxford Review of Economic Policy, 2003, 19, (1), 58-72 View citations (50)

2001

47. Gli effetti di asimmetrie strutturali nella domanda aggregata per la politica monetaria della BCE
    Economia politica, 2001, (2), 217-248 View citations (2)
48. On the Institutional Design of the European Monetary Union: Conservatism, Stability Pact and Economic Shocks
    Economic Notes, 2001, 30, (1), 109-143