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Details about Margherita Giuzio

Homepage:https://www.ecb.europa.eu/pub/research/authors/profiles/margherita-giuzio.en.html
Workplace:Department Finanzwirtschaft, Rechnungswesen und Immobilien (Department of Finance, Accounting and Real Estate), Business School, EBS Universität für Wirtschaft und Recht (EBS Business and Law University), (more information at EDIRC)
European Central Bank, (more information at EDIRC)

Access statistics for papers by Margherita Giuzio.

Last updated 2023-05-10. Update your information in the RePEc Author Service.

Short-id: pgi428


Jump to Journal Articles Chapters

Working Papers

2022

  1. Are ethical and green investment funds more resilient?
    Working Paper Series, European Central Bank Downloads View citations (5)
    See also Chapter Are ethical and green investment funds more resilient?, IFC Bulletins chapters, Bank for International Settlements (2022) Downloads (2022)
  2. The low-carbon transition, climate commitments and firm credit risk
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (1)
    Also in Working Paper Series, European Central Bank (2021) Downloads View citations (17)

2021

  1. Investment funds, risk-taking, and monetary policy in the euro area
    Working Paper Series, European Central Bank Downloads View citations (4)
  2. Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities
    Occasional Paper Series, European Central Bank Downloads View citations (6)

2020

  1. The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in Working Papers, Federal Reserve Bank of Cleveland (2019) Downloads View citations (3)
    ESRB Working Paper Series, European Systemic Risk Board (2019) Downloads View citations (2)

2019

  1. Insurers’ investment strategies: pro- or countercyclical?
    Working Paper Series, European Central Bank Downloads View citations (12)
  2. Macroprudential stress test of the euro area banking system
    Occasional Paper Series, European Central Bank Downloads View citations (24)

2016

  1. Undiversifying during Crises: Is It a Good Idea?
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (2)
    See also Journal Article Un-diversifying during crises: Is it a good idea?, Computational Management Science, Springer (2019) Downloads View citations (4) (2019)

Journal Articles

2022

  1. Climate-related risks to financial stability
    Financial Stability Review, 2022, 1 Downloads View citations (4)
    Also in Financial Stability Review, 2021, 1 (2021) Downloads View citations (8)

2021

  1. A theoretical model analysing investment funds’ liquidity management and policy measures
    Macroprudential Bulletin, 2021, 12 Downloads

2019

  1. Climate change and financial stability
    Financial Stability Review, 2019, 1 Downloads View citations (20)
  2. Un-diversifying during crises: Is it a good idea?
    Computational Management Science, 2019, 16, (3), 401-432 Downloads View citations (4)
    See also Working Paper Undiversifying during Crises: Is It a Good Idea?, Working Papers (Old Series) (2016) Downloads View citations (2) (2016)

2018

  1. Tracking hedge funds returns using sparse clones
    Annals of Operations Research, 2018, 266, (1), 349-371 Downloads View citations (4)

2017

  1. Genetic algorithm versus classical methods in sparse index tracking
    Decisions in Economics and Finance, 2017, 40, (1), 243-256 Downloads View citations (7)

2016

  1. Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization
    European Journal of Operational Research, 2016, 250, (1), 251-261 Downloads View citations (5)

Chapters

2022

  1. Are ethical and green investment funds more resilient?
    A chapter in Statistics for Sustainable Finance, 2022, vol. 56 Downloads
    See also Working Paper Are ethical and green investment funds more resilient?, European Central Bank (2022) Downloads View citations (5) (2022)
  2. The low-carbon transition, climate disclosure and firm credit risk
    A chapter in Statistics for Sustainable Finance, 2022, vol. 56 Downloads
 
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