Details about Fabio Parlapiano

Access statistics for papers by Fabio Parlapiano.

Last updated 2024-07-06. Update your information in the RePEc Author Service.

Short-id: ppa1225

Working Papers

2024

1. The impact of macroeconomic and monetary policy shocks on credit risk in the euro area corporate sector
   Working Paper Series, European Central Bank

2022

2. Explainable Artificial Intelligence: interpreting default forecasting models based on Machine Learning
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (9)
3. The features of equity capital increases by Italian corporates
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area

2021

4. Corporate bond financing of Italian non-financial firms
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area

2020

5. Firms’ listings: what is new? Italy versus the main European stock exchanges
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (4)

2019

6. Corporate default forecasting with machine learning
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (22)

2018

7. The drop in non-financial firms cost of credit: a cross-country analysis
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area
   See also Journal Article The Drop in Non-Financial Firms' Cost of Credit: A Cross-Country Analysis, Politica economica, Società editrice il Mulino (2018) (2018)

2012

8. Exchange Rate Risk Exposure and the Value of European Firms
   Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (4)
   See also Journal Article Exchange rate risk exposure and the value of European firms, The European Journal of Finance, Taylor & Francis Journals (2017) View citations (14) (2017)

Journal Articles

2018

1. Credit risk in banks’ exposures to non‐financial firms
   European Financial Management, 2018, 24, (5), 775-791 View citations (3)
2. The Drop in Non-Financial Firms' Cost of Credit: A Cross-Country Analysis
   Politica economica, 2018, (1), 23-44
   See also Working Paper The drop in non-financial firms cost of credit: a cross-country analysis, Questioni di Economia e Finanza (Occasional Papers) (2018) (2018)

2017

3. Exchange rate risk exposure and the value of European firms
   The European Journal of Finance, 2017, 23, (2), 111-129 View citations (14)
   See also Working Paper Exchange Rate Risk Exposure and the Value of European Firms, Working Papers (2012) View citations (4) (2012)

2014

4. THE CARRY TRADE ON THE EURO AND THE EUROPEAN STOCK MARKET
   Journal of Advanced Studies in Finance, 2014, 5, (1), 103-114

Chapters

2017

1. Sectoral risk in the Italian Banking System
   A chapter in Uses of central balance sheet data offices' information, 2017, vol. 45