Details about Leonardo Gambacorta

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Postal address:	Bank for International Settlements Monetary and Economics Department Centralbahnplatz 2 CH-4002 Basel Switzerland
Workplace:	Bank for International Settlements (BIS), (more information at EDIRC)

Access statistics for papers by Leonardo Gambacorta.

Last updated 2022-03-16. Update your information in the RePEc Author Service.

Short-id: pga68

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Working Papers

2007

Bank profitability and taxation
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (2)
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)
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

Bank profitability and the business cycle
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (22)
See also Journal Article in Journal of Financial Stability (2009)

2005

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)
See also Journal Article in Applied Economics (2007)
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 (53)
See also Journal Article in European Economic Review (2008)
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 (20)

2004

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

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 (20)

2002

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 (12)

2001

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 (21)
Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area
Working Papers, Banco de España View citations (107)
Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2001) View citations (34)
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2001) View citations (115)
Working Paper Series, European Central Bank (2001) View citations (192)

2000

La "credit view" in economia aperta: unï¿½applicazione al caso italiano
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (5)

1999

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

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

Journal Articles

2022

How do bank-specific characteristics affect lending? New evidence based on credit registry data from Latin America
Journal of Banking & Finance, 2022, 135, (C)
See also Working Paper (2019)

2021

Assessing the Gains from International Macroprudential Policy Cooperation
Journal of Money, Credit and Banking, 2021, 53, (7), 1819-1866 View citations (2)
Dollar borrowing, firm credit risk, and FX-hedged funding opportunities
Journal of Corporate Finance, 2021, 68, (C) View citations (1)
Fintech and Big Tech Credit: What Explains the Rise of Digital Lending?
CESifo Forum, 2021, 22, (02), 30-34 View citations (2)
Tax effects on bank liability structure
European Economic Review, 2021, 138, (C)
Technological capacity and firms’ recovery from Covid-19
Economics Letters, 2021, 209, (C)
See also Working Paper (2021)
The real effects of relationship lending✰
Journal of Financial Intermediation, 2021, 48, (C) View citations (1)

2020

Bank intermediation activity in a low‐interest‐rate environment
Economic Notes, 2020, 49, (2) View citations (5)
See also Working Paper (2020)
How post-crisis regulation has affected bank CEO compensation
Journal of International Money and Finance, 2020, 104, (C) View citations (6)
See also Working Paper (2018)
On the effects of macroprudential policies on Growth-at-Risk
Economics Letters, 2020, 196, (C) View citations (6)
The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data
Journal of Financial Intermediation, 2020, 42, (C) View citations (13)
The shifting drivers of global liquidity
Journal of International Economics, 2020, 125, (C) View citations (16)
See also Working Paper (2017)

2019

Bank lending and loan quality: an emerging economy perspective
Empirical Economics, 2019, 57, (1), 1-29 View citations (3)
BigTech and the changing structure of financial intermediation
Economic Policy, 2019, 34, (100), 761-799 View citations (23)
See also Working Paper (2019)
CHANGING BUSINESS MODELS IN INTERNATIONAL BANK FUNDING
Economic Inquiry, 2019, 57, (2), 1038-1055 View citations (2)
See also Working Paper (2017)
Macroprudential Policy in a Monetary Union
Comparative Economic Studies, 2019, 61, (2), 195-212 View citations (4)
See also Working Paper (2017)
The Supply Side of Household Finance
Review of Financial Studies, 2019, 32, (10), 3762-3798 View citations (9)
See also Working Paper (2015)

2018

Leverage and Risk-Weighted Capital Requirements
International Journal of Central Banking, 2018, 14, (5), 153-191 View citations (5)
See also Working Paper (2017)
Macroprudential policy and bank risk
Journal of International Money and Finance, 2018, 81, (C), 203-220 View citations (67)
See also Working Paper (2017)
Why bank capital matters for monetary policy
Journal of Financial Intermediation, 2018, 35, (PB), 17-29 View citations (98)
See also Working Paper (2016)

2017

Monetary policy and bank lending in a low interest rate environment: Diminishing effectiveness?
Journal of Macroeconomics, 2017, 54, (PB), 217-231 View citations (75)
See also Working Paper (2017)
The influence of monetary policy on bank profitability
International Finance, 2017, 20, (1), 48-63 View citations (103)
See also Working Paper (2015)
What are the effects of macroprudential policies on macroeconomic performance?
BIS Quarterly Review, 2017 View citations (32)

2016

Are bank capital ratios pro-cyclical? New evidence and perspectives
Economic Policy, 2016, 31, (86), 357-403 View citations (44)
See also Working Paper (2016)
Relationship and Transaction Lending in a Crisis
Review of Financial Studies, 2016, 29, (10), 2643-2676 View citations (136)
See also Working Paper (2016)
Relationship and Transaction Lending: New Evidence and Perspectives
Emerging Markets Finance and Trade, 2016, 52, (1), 70-75 View citations (4)

2015

Asymmetric information in securitization: An empirical assessment
Journal of Monetary Economics, 2015, 71, (C), 33-49 View citations (31)
Basel III: Long-term Impact on Economic Performance and Fluctuations
Manchester School, 2015, 83, (2), 217-251 View citations (43)
See also Working Paper (2011)
Central clearing: trends and current issues
BIS Quarterly Review, 2015 View citations (18)
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 (16)
The use of payment systems data as early indicators of economic activity
Applied Economics Letters, 2015, 22, (8), 646-650

2014

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 (41)
See also Working Paper (2011)
Diversification and bank profitability: a nonlinear approach
Applied Economics Letters, 2014, 21, (6), 438-441 View citations (13)
Does Monetary Policy Affect Bank Risk?
International Journal of Central Banking, 2014, 10, (1), 95-136 View citations (163)
See also Working Paper (2012)
Financial structure and growth
BIS Quarterly Review, 2014 View citations (54)
Monetary Policy in a Downturn: Are Financial Crises Special?
International Finance, 2014, 17, (1), 99-119 View citations (35)
See also Working Paper (2012)
Should monetary policy lean against the wind?
Journal of Economic Dynamics and Control, 2014, 43, (C), 146-174 View citations (31)
See also Working Paper (2013)
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 (324)
See also Working Paper (2012)
Understanding global liquidity
European Economic Review, 2014, 68, (C), 1-18 View citations (41)
See also Working Paper (2013)

2013

Rescue packages and bank lending
Journal of Banking & Finance, 2013, 37, (2), 490-505 View citations (80)
See also Working Paper (2013)
Structural bank regulation initiatives: approaches and implications
BANCARIA, 2013, 06, 14-27 View citations (37)
See also Working Paper (2013)

2012

Do bank characteristics influence the effect of monetary policy on bank risk?
Economics Letters, 2012, 117, (1), 220-222 View citations (40)
See also Working Paper (2012)
The economic effects of central bank bond purchase programmes
BANCARIA, 2012, 03, 38-50 View citations (2)
The effects of countercyclical capital buffers on bank lending
Applied Economics Letters, 2012, 19, (7), 603-608 View citations (53)

2011

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 (9)
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)
The bank lending channel: lessons from the crisis
(Financial intermediaries and monetary economics)
Economic Policy, 2011, 26, (66), 135-182 View citations (30)
See also Working Paper (2011)
The risks of a prolonged period of very low interest rates
BANCARIA, 2011, 01, 2-14

2010

Bank profitability and taxation
Journal of Banking & Finance, 2010, 34, (11), 2801-2810 View citations (41)
See also Working Paper (2007)
Bank risk and monetary policy
Journal of Financial Stability, 2010, 6, (3), 121-129 View citations (156)
See also Working Paper (2009)
Modelling bank lending in the euro area: a nonlinear approach
Applied Financial Economics, 2010, 20, (14), 1099-1112 View citations (15)
See also Working Paper (2007)
Mutual guarantee institutions and small business finance
Journal of Financial Stability, 2010, 6, (1), 45-54 View citations (28)
See also Working Paper (2009)

2009

Bank profitability and the business cycle
Journal of Financial Stability, 2009, 5, (4), 393-409 View citations (224)
See also Working Paper (2006)
Monetary policy and the risk-taking channel
BIS Quarterly Review, 2009 View citations (117)
Securitisation and the bank lending channel
European Economic Review, 2009, 53, (8), 996-1009 View citations (148)
See also Working Paper (2008)

2008

How do banks set interest rates?
European Economic Review, 2008, 52, (5), 792-819 View citations (155)
See also Working Paper (2005)

2007

Are there asymmetries in the response of bank interest rates to monetary shocks?
Applied Economics, 2007, 39, (19), 2503-2517 View citations (42)
See also Working Paper (2005)

2005

Inside the bank lending channel
European Economic Review, 2005, 49, (7), 1737-1759 View citations (225)
Un modello econometrico per il credito bancario alle famiglie in Italia
Moneta e Credito, 2005, 58, (229), 29-56 View citations (6)

2004

Does bank capital affect lending behavior?
Journal of Financial Intermediation, 2004, 13, (4), 436-457 View citations (369)
The Bernanke and Blinder Model in an Open Economy: The Italian Case
German Economic Review, 2004, 5, (1), 1-34 View citations (7)
Also in German Economic Review, 2004, 5, (1), 1-34 (2004)

2003

Asymmetric bank lending channels and ECB monetary policy
Economic Modelling, 2003, 20, (1), 25-46 View citations (5)
The Effects of Monetary Policy in the Euro Area
Oxford Review of Economic Policy, 2003, 19, (1), 58-72 View citations (58)

2001

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

Books

2021

Fintech and the digital transformation of financial services: implications for market structure and public policy
BIS Papers, Bank for International Settlements View citations (3)

Chapters

2021

Big Techs in Finance: On the New Nexus Between Data Privacy and Competition
Springer
See also Working Paper (2021)

2020

How effective are macroprudential policies in Asia Pacific? Evidence from a meta-analysis
A chapter in Measuring the effectiveness of macroprudential policies using supervisory bank-level data, 2020, vol. 110, pp 3-15 View citations (3)

2019

The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data
A chapter in Are post-crisis statistical initiatives completed?, 2019, vol. 49 View citations (8)
See also Working Paper (2017)