Details about Marcella Lucchetta

Access statistics for papers by Marcella Lucchetta.

Last updated 2019-08-08. Update your information in the RePEc Author Service.

Short-id: plu229

Working Papers

2016

1. Do we need a stochastic trend in cay estimation? Yes
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"

2015

2. Forecasting Tail Risks
   CESifo Working Paper Series, CESifo View citations (2)
   See also Journal Article Forecasting Tail Risks, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) View citations (47) (2017)

2013

3. A knowledge economy approach in empirical growth models for the Nordic countries
   Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
4. Bank Competition and Financial Stability: A General Equilibrium Exposition
   CESifo Working Paper Series, CESifo View citations (8)

2012

5. Capital regulation, liquidity requirements and taxation in a dynamic model of banking
   Discussion Papers, Deutsche Bundesbank View citations (40)
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2011) View citations (4)
6. Emerging Stock Premia: Do Industries Matter?
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)

2011

7. Systemic Risks and the Macroeconomy
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (44)
   See also Chapter Systemic Risks and the Macroeconomy, NBER Chapters, National Bureau of Economic Research, Inc (2011) View citations (47) (2011)

2010

8. Bank Market Structure, Systemic Risk, and Interbank Market Breakdowns
   RSCAS Working Papers, European University Institute
9. Financial Intermediation, Competition, and Risk: A General Equilibrium Exposition
   Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
10. Opacity of Banks and Runs with Solvency
    MPRA Paper, University Library of Munich, Germany View citations (2)

Journal Articles

2017

1. Banking competition and welfare
   Annals of Finance, 2017, 13, (1), 31-53 View citations (2)
2. Forecasting Tail Risks
   Journal of Applied Econometrics, 2017, 32, (1), 159-170 View citations (47)
   See also Working Paper Forecasting Tail Risks, CESifo Working Paper Series (2015) View citations (2) (2015)

2016

3. The Status Quo Crisis: Global Financial Governance after the 2008 Meltdown
   Eastern Economic Journal, 2016, 42, (4), 674-675

2015

4. Does the bank risk concentration freeze the interbank system?
   The North American Journal of Economics and Finance, 2015, 33, (C), 149-166 View citations (3)

2014

5. Investigating the US consumer credit determinants using linear and non-linear cointegration techniques
   Economic Modelling, 2014, 42, (C), 20-28 View citations (3)
6. Microprudential Regulation in a Dynamic Model of Banking
   The Review of Financial Studies, 2014, 27, (7), 2097-2138 View citations (74)
7. Sluggish US employment recovery after the Great Recession: Cyclical or structural factors?
   Economics Letters, 2014, 123, (2), 109-112 View citations (10)

2011

8. Bank credit to medium-sized enterprises in Italy: the trends before and during the crisis
   BANCARIA, 2011, 02, 20-32

2007

9. What Do Data Say About Monetary Policy, Bank Liquidity and Bank Risk Taking?
   Economic Notes, 2007, 36, (2), 189-203 View citations (25)

Chapters

2011

1. Systemic Risks and the Macroeconomy
   A chapter in Quantifying Systemic Risk, 2011, pp 113-148 View citations (47)
   See also Working Paper Systemic Risks and the Macroeconomy, National Bureau of Economic Research, Inc (2011) View citations (44) (2011)