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
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Working Papers
2022
- Are ethical and green investment funds more resilient?
Working Paper Series, European Central Bank View citations (5)
See also Chapter Are ethical and green investment funds more resilient?, IFC Bulletins chapters, Bank for International Settlements (2022) (2022)
- 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
- Investment funds, risk-taking, and monetary policy in the euro area
Working Paper Series, European Central Bank View citations (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
- 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 Working Papers, Federal Reserve Bank of Cleveland (2019) View citations (3) ESRB Working Paper Series, European Systemic Risk Board (2019) View citations (2)
2019
- Insurers’ investment strategies: pro- or countercyclical?
Working Paper Series, European Central Bank View citations (12)
- Macroprudential stress test of the euro area banking system
Occasional Paper Series, European Central Bank View citations (24)
2016
- 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
- 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
- A theoretical model analysing investment funds’ liquidity management and policy measures
Macroprudential Bulletin, 2021, 12
2019
- Climate change and financial stability
Financial Stability Review, 2019, 1 View citations (20)
- 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
- Tracking hedge funds returns using sparse clones
Annals of Operations Research, 2018, 266, (1), 349-371 View citations (4)
2017
- Genetic algorithm versus classical methods in sparse index tracking
Decisions in Economics and Finance, 2017, 40, (1), 243-256 View citations (7)
2016
- 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
- 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 (5) (2022)
- The low-carbon transition, climate disclosure and firm credit risk
A chapter in Statistics for Sustainable Finance, 2022, vol. 56
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