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Details about Marcella Lucchetta

E-mail:
Homepage:http://venus.unive.it/lucchett/
Phone:+39 041 234 9191
Postal address:Dipartimento di Economia, Cannaregio 873, 30121 Venezia
Workplace:Dipartimento di Economia (Department of Economics), Università Ca' Foscari Venezia (University Ca' Foscari Venice), (more information at EDIRC)

Access statistics for papers by Marcella Lucchetta.

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

Short-id: plu229


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Working Papers

2016

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

2015

  1. Forecasting Tail Risks
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)
    See also Journal Article in Journal of Applied Econometrics (2017)

2013

  1. A knowledge economy approach in empirical growth models for the Nordic countries
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia Downloads
  2. Bank Competition and Financial Stability: A General Equilibrium Exposition
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (5)
    Also in IMF Working Papers, International Monetary Fund (2011) Downloads View citations (2)
  3. Microprudential Regulation in a Dynamic Model of Banking
    Working Papers, Warwick Business School, Finance Group Downloads View citations (6)
    See also Journal Article in Review of Financial Studies (2014)

2012

  1. Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking
    Working Papers, Warwick Business School, Finance Group Downloads View citations (15)
    Also in IMF Working Papers, International Monetary Fund (2012) Downloads View citations (25)
    Discussion Paper, Tilburg University, Center for Economic Research (2011) Downloads View citations (2)
    Discussion Papers, Deutsche Bundesbank (2012) Downloads View citations (15)
  2. Emerging Stock Premia: Do Industries Matter?
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (1)
  3. Systemic Real and Financial Risks; Measurement, Forecasting, and Stress Testing
    IMF Working Papers, International Monetary Fund Downloads View citations (25)

2011

  1. Systemic Risks and the Macroeconomy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in IMF Working Papers, International Monetary Fund (2010) Downloads View citations (32)

    See also Chapter (2011)

2010

  1. Bank Market Structure, Systemic Risk, and Interbank Market Breakdowns
    RSCAS Working Papers, European University Institute Downloads
  2. Financial Intermediation, Competition, and Risk: A General Equilibrium Exposition
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
    Also in IMF Working Papers, International Monetary Fund (2009) Downloads View citations (14)
  3. Opacity of Banks and Runs with Solvency
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

Journal Articles

2017

  1. Banking competition and welfare
    Annals of Finance, 2017, 13, (1), 31-53 Downloads
  2. Forecasting Tail Risks
    Journal of Applied Econometrics, 2017, 32, (1), 159-170 Downloads View citations (4)
    See also Working Paper (2015)

2016

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

2015

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

2014

  1. Investigating the US consumer credit determinants using linear and non-linear cointegration techniques
    Economic Modelling, 2014, 42, (C), 20-28 Downloads View citations (2)
  2. Microprudential Regulation in a Dynamic Model of Banking
    Review of Financial Studies, 2014, 27, (7), 2097-2138 Downloads View citations (13)
    See also Working Paper (2013)
  3. Sluggish US employment recovery after the Great Recession: Cyclical or structural factors?
    Economics Letters, 2014, 123, (2), 109-112 Downloads View citations (8)

2013

  1. Emerging Stock Premia: Some Evidence From Industrial Stock Market Data
    Asian Economic and Financial Review, 2013, 3, (4), 398-422 Downloads

2011

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

2007

  1. What Do Data Say About Monetary Policy, Bank Liquidity and Bank Risk Taking?
    Economic Notes, 2007, 36, (2), 189-203 Downloads View citations (13)

Chapters

2011

  1. Systemic Risks and the Macroeconomy
    A chapter in Quantifying Systemic Risk, 2011, pp 113-148 Downloads View citations (20)
    See also Working Paper (2011)
 
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