Details about Margherita Giuzio

Access statistics for papers by Margherita Giuzio.

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

Short-id: pgi428

Working Papers

2022

1. Are ethical and green investment funds more resilient?
   Working Paper Series, European Central Bank View citations (6)
   See also Chapter Are ethical and green investment funds more resilient?, IFC Bulletins chapters, Bank for International Settlements (2022) (2022)
2. The low-carbon transition, climate commitments and firm credit risk
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (1)
   Also in Working Paper Series, European Central Bank (2021) View citations (17)

2021

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

2020

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

2019

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

2016

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

Journal Articles

2022

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

2021

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

2019

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

2018

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

2017

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

2016

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

Chapters

2022

1. Are ethical and green investment funds more resilient?
   A chapter in Statistics for Sustainable Finance, 2022, vol. 56
   See also Working Paper Are ethical and green investment funds more resilient?, European Central Bank (2022) View citations (6) (2022)
2. The low-carbon transition, climate disclosure and firm credit risk
   A chapter in Statistics for Sustainable Finance, 2022, vol. 56