Details about Marco Lo Duca

Access statistics for papers by Marco Lo Duca.

Last updated 2016-03-25. Update your information in the RePEc Author Service.

Short-id: plo377

Working Papers

2015

1. On the International Spillovers of US Quantitative Easing
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (1)
   Also in Working Paper Series, European Central Bank (2013) View citations (143)
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2013) View citations (143)

2014

2. Global corporate bond issuance: what role for US quantitative easing?
   Working Paper Series, European Central Bank View citations (24)
   See also Journal Article Global corporate bond issuance: What role for US quantitative easing?, Journal of International Money and Finance, Elsevier (2016) View citations (60) (2016)
3. The effect of G20 summits on global financial markets
   Working Paper Series, European Central Bank View citations (2)

2013

4. Monetary policy and risk taking
   SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (30)
   See also Journal Article Monetary policy and risk taking, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (99) (2015)
5. Risk, uncertainty and monetary policy
   Working Paper Series, European Central Bank View citations (746)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (85)
   Working Paper Research, National Bank of Belgium (2012) View citations (23)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (79)
   See also Journal Article Risk, uncertainty and monetary policy, Journal of Monetary Economics, Elsevier (2013) View citations (620) (2013)

2012

6. A global monetary tsunami? On the spillovers of US Quantitative Easing
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (46)
7. CISS - a composite indicator of systemic stress in the financial system
   Working Paper Series, European Central Bank View citations (517)
8. Modelling the time varying determinants of portfolio flows to emerging markets
   Working Paper Series, European Central Bank View citations (44)

2011

9. Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events
   Working Paper Series, European Central Bank View citations (71)
   See also Chapter Macrofinancial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events, BIS Papers chapters, Bank for International Settlements (2011) View citations (70) (2011)

2007

10. A turning point chronology for the Euro-zone
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (34)
11. Business Cycle Analysis with Multivariate Markov Switching Models
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (13)
12. Cross-Border Bank Contagion in Europe
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main
    See also Journal Article Cross-Border Bank Contagion in Europe, International Journal of Central Banking, International Journal of Central Banking (2009) View citations (58) (2009)

Journal Articles

2016

1. Global corporate bond issuance: What role for US quantitative easing?
   Journal of International Money and Finance, 2016, 60, (C), 114-150 View citations (60)
   See also Working Paper Global corporate bond issuance: what role for US quantitative easing?, Working Paper Series (2014) View citations (24) (2014)

2015

2. Monetary policy and risk taking
   Journal of Economic Dynamics and Control, 2015, 52, (C), 285-307 View citations (99)
   See also Working Paper Monetary policy and risk taking, SAFE Working Paper Series (2013) View citations (30) (2013)
3. Worth the hype? The effect of G20 summits on global financial markets
   Journal of International Money and Finance, 2015, 53, (C), 192-217 View citations (4)

2013

4. Risk, uncertainty and monetary policy
   Journal of Monetary Economics, 2013, 60, (7), 771-788 View citations (620)
   See also Working Paper Risk, uncertainty and monetary policy, Working Paper Series (2013) View citations (746) (2013)

2009

5. Cross-Border Bank Contagion in Europe
   International Journal of Central Banking, 2009, 5, (1), 97-139 View citations (58)
   See also Working Paper Cross-Border Bank Contagion in Europe, Working Paper Series: Finance and Accounting (2007) (2007)

Chapters

2011

1. Macrofinancial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events
   A chapter in Macroprudential regulation and policy, 2011, vol. 60, pp 82-88 View citations (70)
   See also Working Paper Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events, European Central Bank (2011) View citations (71) (2011)