Details about Angela Maddaloni

Access statistics for papers by Angela Maddaloni.

Last updated 2024-01-04. Update your information in the RePEc Author Service.

Short-id: pma769

Working Papers

2023

1. Firm-bank relationships: A cross-country comparison
   SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE
   Also in Working Paper Series, European Central Bank (2023)
2. Liquidity support and distress resilience in bank-affiliated mutual funds
   SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (3)
   Also in Working Paper Series, European Central Bank (2023) View citations (3)

2022

3. Monetary policy, macroprudential policy and financial stability
   Working Paper Series, European Central Bank View citations (2)
4. Pandemic lending: Micro and macro effects of model-based regulation
   SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (2)
   Also in Working Paper Series, European Central Bank (2022) View citations (2)

2021

5. 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)
6. The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area
   Occasional Paper Series, European Central Bank View citations (3)

2020

7. Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (42)
8. Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (42)
   Also in Working Papers, Barcelona School of Economics (2019) View citations (6)
   Working Paper Series, European Central Bank (2020) View citations (41)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2020) View citations (45)
   Discussion Papers, Deutsche Bundesbank (2020) View citations (45)
   See also Journal Article Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register, Journal of Money, Credit and Banking, Blackwell Publishing (2020) View citations (31) (2020)

2019

9. Rules and discretion(s) in prudential regulation and supervision: evidence from EU banks in the run-up to the crisis
   Working Paper Series, European Central Bank View citations (4)
10. The architecture of supervision
    Working Paper Series, European Central Bank View citations (6)

2017

11. The importance of being special: repo markets during the crisis
    Working Paper Series, European Central Bank View citations (10)
    See also Journal Article The importance of being special: Repo markets during the crisis, Journal of Financial Economics, Elsevier (2020) View citations (36) (2020)

2013

12. Heterogeneous transmission mechanism: monetary policy and financial fragility in the euro area
    Working Paper Series, European Central Bank View citations (154)
13. Monetary policy, macroprudential policy and banking stability: evidence from the euro area
    Working Paper Series, European Central Bank View citations (74)
14. Trusting the bankers: A new look at the credit channel of monetary policy
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (4)
    Also in Working Paper Series, European Central Bank (2010) View citations (141)
    See also Journal Article Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) View citations (137) (2015)

2012

15. Shadow banking in the Euro area: an overview
    Occasional Paper Series, European Central Bank View citations (52)

2010

16. Bank risk-taking, securitization, supervision and low interest rates: Evidence from the euro area and the U.S. lending standards
    Working Paper Series, European Central Bank View citations (37)
    See also Journal Article Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards, The Review of Financial Studies, Society for Financial Studies (2011) View citations (468) (2011)
17. The euro area Bank Lending Survey matters: empirical evidence for credit and output growth
    Working Paper Series, European Central Bank View citations (64)

2008

18. Country and industry equity risk premia in the euro area: an intertemporal approach
    Working Paper Series, European Central Bank View citations (5)

2007

19. Corporate finance in the euro area - including background material
    Occasional Paper Series, European Central Bank View citations (1)

2006

20. Macroeconomic implications of demographic developments in the euro area
    Occasional Paper Series, European Central Bank View citations (22)

2004

21. Corporate "excesses" and financial market dynamics
    Occasional Paper Series, European Central Bank View citations (33)
22. Fair value accounting and financial stability
    Occasional Paper Series, European Central Bank View citations (45)

2003

23. Do Demographic Changes Affect Risk Premiums? Evidence from International Data
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
    Also in Working Paper Series, European Central Bank (2003) View citations (13)
    See also Journal Article Do Demographic Changes Affect Risk Premiums? Evidence from International Data, The Journal of Business, University of Chicago Press (2005) View citations (45) (2005)
24. The euro area financial system: structure, integration and policy initiatives
    Working Paper Series, European Central Bank View citations (141)
    See also Journal Article The Euro-area Financial System: Structure, Integration, and Policy Initiatives, Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited (2003) View citations (133) (2003)

Journal Articles

2023

1. The Effects of the New European Bank Resolution Framework
   Review of Corporate Finance, 2023, 3, (3), 451-480 View citations (1)

2022

2. Model-based regulation: lending in times of Covid
   Research Bulletin, 2022, 102
3. Monetary and macroprudential policies: trade-offs and interactions
   Research Bulletin, 2022, 92

2021

4. Atheoretical Regression Trees for classifying risky financial institutions
   Annals of Operations Research, 2021, 299, (1), 1357-1377 View citations (1)

2020

5. Do banks invest in riskier securities in response to negative central bank interest rates?
   Research Bulletin, 2020, 70 View citations (1)
6. Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register
   Journal of Money, Credit and Banking, 2020, 52, (S1), 197-231 View citations (31)
   Also in EconStor Open Access Articles and Book Chapters, 2020, 52, (S1), 197-231 (2020) View citations (22)
   See also Working Paper Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register, EconStor Preprints (2020) View citations (42) (2020)
7. The importance of being special: Repo markets during the crisis
   Journal of Financial Economics, 2020, 137, (2), 392-429 View citations (36)
   See also Working Paper The importance of being special: repo markets during the crisis, Working Paper Series (2017) View citations (10) (2017)

2019

8. Prudential regulation, national differences and banking stability
   Research Bulletin, 2019, 58

2015

9. Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy
   Review of Economic Dynamics, 2015, 18, (4), 979-1002 View citations (137)
   Also in EconStor Open Access Articles and Book Chapters, 2015, 18, (4), 979-1002 (2015) View citations (143)
   See also Working Paper Trusting the bankers: A new look at the credit channel of monetary policy, Economics Working Papers (2013) View citations (4) (2013)
   Software Item Code and data files for "Trusting the bankers: A new look at the credit channel of monetary policy", Computer Codes (2014) (2014)

2014

10. The ECB’s Experience of Monetary Policy in a Financially Fragmented Euro Area
    Comparative Economic Studies, 2014, 56, (3), 396-423 View citations (23)

2013

11. Heterogeneous transmission mechanism and the credit channel in the euro area
    Research Bulletin, 2013, 18, 2-8
12. Heterogeneous transmission mechanism: monetary policy and financial fragility in the eurozone
    (Which financial frictions? Parsing the evidence from the financial crisis of 2007-9)
    Economic Policy, 2013, 28, (75), 459-512 View citations (126)

2011

13. Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards
    The Review of Financial Studies, 2011, 24, (6), 2121-2165 View citations (468)
    See also Working Paper Bank risk-taking, securitization, supervision and low interest rates: Evidence from the euro area and the U.S. lending standards, Working Paper Series (2010) View citations (37) (2010)

2010

14. Bank lending standards and the origins and implications of the current banking crisis
    Research Bulletin, 2010, 9, 6-9

2005

15. Do Demographic Changes Affect Risk Premiums? Evidence from International Data
    The Journal of Business, 2005, 78, (1), 341-380 View citations (45)
    See also Working Paper Do Demographic Changes Affect Risk Premiums? Evidence from International Data, NBER Working Papers (2003) View citations (20) (2003)

2003

16. The Euro-area Financial System: Structure, Integration, and Policy Initiatives
    Oxford Review of Economic Policy, 2003, 19, (1), 180-213 View citations (133)
    See also Working Paper The euro area financial system: structure, integration and policy initiatives, Working Paper Series (2003) View citations (141) (2003)

Books

2022

1. The New Bail-In Legislation
   Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan View citations (2)

2016

2. The SSM at 1
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (2)

Chapters

2022

1. Bank Funding Strategies After Bail-in Announcement
   Palgrave Macmillan View citations (5)
2. Bond Allocation After Bank Resolution Cases
   Palgrave Macmillan
3. Conclusion
   Palgrave Macmillan
4. Market Reactions to Resolution Events
   Palgrave Macmillan
5. Risk Allocation and Bond Mis-selling After the Bail-in Directive
   Palgrave Macmillan
6. The New Bank Resolution Framework
   Palgrave Macmillan
7. The architecture of supervision and prudential policy
   Chapter 4 in Central Banks and Supervisory Architecture in Europe, 2022, pp 34-48

Software Items

2014

1. Code and data files for "Trusting the bankers: A new look at the credit channel of monetary policy"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) View citations (137) (2015)