Details about Luca Nocciola

Access statistics for papers by Luca Nocciola.

Last updated 2024-12-07. Update your information in the RePEc Author Service.

Short-id: pno311

Working Papers

2024

1. Transactional demand for central bank digital currency
   Working Paper Series, European Central Bank View citations (2)

2022

2. Temporal networks in the analysis of financial contagion
   Working Paper Series, European Central Bank View citations (1)
   See also Journal Article Temporal networks and financial contagion, Journal of Financial Stability, Elsevier (2024) View citations (3) (2024)

2019

3. Cross-border effects of prudential regulation: evidence from the euro area
   Working Paper Series, European Central Bank View citations (11)
   See also Journal Article Cross-border effects of prudential regulation: Evidence from the euro area, Journal of Financial Stability, Elsevier (2021) View citations (6) (2021)
   Chapter Cross-border spillovers from macroprudential policy in the euro area, BIS Papers chapters, Bank for International Settlements (2016) View citations (3) (2016)

Undated

4. Finite sample forecast properties and window length under breaks in cointegrated systems
   Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics
   See also Chapter Finite Sample Forecast Properties and Window Length Under Breaks in Cointegrated Systems, Advances in Econometrics, Emerald Group Publishing Limited (2022) (2022)

Journal Articles

2024

1. Consumer demand for central bank digital currency as a means of payment
   Research Bulletin, 2024, 122
2. Temporal networks and financial contagion
   Journal of Financial Stability, 2024, 71, (C) View citations (3)
   See also Working Paper Temporal networks in the analysis of financial contagion, Working Paper Series (2022) View citations (1) (2022)

2021

3. Cross-border effects of prudential regulation: Evidence from the euro area
   Journal of Financial Stability, 2021, 53, (C) View citations (6)
   See also Chapter Cross-border spillovers from macroprudential policy in the euro area, BIS Papers chapters, 2016, 86, 45-48 (2016) View citations (3) (2016)
   Working Paper Cross-border effects of prudential regulation: evidence from the euro area, Working Paper Series (2019) View citations (11) (2019)

Chapters

2022

1. Finite Sample Forecast Properties and Window Length Under Breaks in Cointegrated Systems
   A chapter in Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, 2022, vol. 43A, pp 167-196
   See also Working Paper Finite sample forecast properties and window length under breaks in cointegrated systems, University of Nottingham, Granger Centre for Time Series Econometrics

2016

2. Cross-border spillovers from macroprudential policy in the euro area
   A chapter in Macroprudential policy, 2016, vol. 86, pp 45-48 View citations (3)
   See also Working Paper Cross-border effects of prudential regulation: evidence from the euro area, European Central Bank (2019) View citations (11) (2019)
   Journal Article Cross-border effects of prudential regulation: Evidence from the euro area, Elsevier (2021) View citations (6) (2021)