Details about Cosimo Pancaro

Access statistics for papers by Cosimo Pancaro.

Last updated 2024-09-21. Update your information in the RePEc Author Service.

Short-id: ppa895

Working Papers

2024

1. Are low interest rates firing back? Interest rate risk in the banking book and bank lending in a rising interest rate environment
   Working Paper Series, European Central Bank
   Also in Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2024)
2. Digital euro demand: design, individuals’ payment preferences and socioeconomic factors
   Working Paper Series, European Central Bank
3. Digital euro safeguards – protecting financial stability and liquidity in the banking sector
   Occasional Paper Series, European Central Bank View citations (1)

2023

4. Bank private information in CDS markets
   Working Paper Series, European Central Bank
5. Euro area banks’ market power, lending channel and stability: the effects of negative policy rates
   Working Paper Series, European Central Bank

2022

6. Making a virtue out of necessity: the effect of negative interest rates on bank cost efficiency
   Working Paper Series, European Central Bank View citations (1)
7. The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
   Also in Working Paper Series, European Central Bank (2021) View citations (7)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
   See also Journal Article The disciplining effect of supervisory scrutiny in the EU-wide stress test, Journal of Financial Intermediation, Elsevier (2023) View citations (6) (2023)

2020

8. Bank funding costs and solvency
   Working Paper Series, European Central Bank View citations (11)
   Also in Bank of England working papers, Bank of England (2020) View citations (7)
   See also Journal Article Bank funding costs and solvency, The European Journal of Finance, Taylor & Francis Journals (2022) View citations (6) (2022)
9. Do non-performing loans matter for bank lending and the business cycle in euro area countries?
   Working Paper Series, European Central Bank View citations (9)
   See also Journal Article Do non-performing loans matter for bank lending and the business cycle in euro area countries?, Journal of Applied Economics, Taylor & Francis Journals (2022) View citations (6) (2022)
10. Fire sales by euro area banks and funds: what is their asset price impact?
    Working Paper Series, European Central Bank View citations (10)
    See also Journal Article Fire sales by euro area banks and funds: What is their asset price impact?, Economic Modelling, Elsevier (2020) View citations (10) (2020)

2019

11. Macroprudential stress test of the euro area banking system
    Occasional Paper Series, European Central Bank View citations (24)

2017

12. A stochastic forward-looking model to assess the profitability and solvency of European insurers
    Working Paper Series, European Central Bank View citations (4)
    Also in ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR) (2016) View citations (4)
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2016) View citations (4)
13. Macro stress testing euro area banks' fees and commissions
    Working Paper Series, European Central Bank View citations (2)
    See also Journal Article Macro stress testing euro area banks’ fees and commissions, Journal of International Financial Markets, Institutions and Money, Elsevier (2019) View citations (9) (2019)

2013

14. A macro stress testing framework for assessing systemic risks in the banking sector
    Occasional Paper Series, European Central Bank View citations (41)
15. Current account reversals in industrial countries: does the exchange rate regime matter?
    Working Paper Series, European Central Bank View citations (11)
    See also Journal Article Current Account Reversals in Industrial Countries: does the Exchange Rate Regime Matter?, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2016) View citations (4) (2016)
16. The Balassa-Samuelson and the Penn Effect: Are They Really the Same?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (4)

2012

17. Trade openness reduces growth volatility when countries are well diversified
    Working Paper Series, European Central Bank View citations (19)
    See also Journal Article Trade openness reduces growth volatility when countries are well diversified, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2013) View citations (70) (2013)

2010

18. Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long
    World Bank Publications - Reports, The World Bank Group View citations (55)
    See also Journal Article Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long, World Bank - Economic Premise, The World Bank (2010) View citations (55) (2010)
19. Macroeconomic volatility after trade and capital account liberalization
    Policy Research Working Paper Series, The World Bank View citations (5)

Journal Articles

2024

1. Recent evidence on the sovereign-bank nexus in the euro area
   Finance Research Letters, 2024, 69, (PB)
2. Turbulent times: geopolitical risk and its impact on euro area financial stability
   Financial Stability Review, 2024, 1

2023

3. Assessing risks from euro area banks’ maturity transformation
   Financial Stability Review, 2023, 2 View citations (1)
4. Key linkages between banks and the non-bank financial sector
   Financial Stability Review, 2023, 1 View citations (2)
5. The disciplining effect of supervisory scrutiny in the EU-wide stress test
   Journal of Financial Intermediation, 2023, 53, (C) View citations (6)
   See also Working Paper The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test, Swiss Finance Institute Research Paper Series (2022) View citations (1) (2022)

2022

6. Bank funding costs and solvency
   The European Journal of Finance, 2022, 28, (10), 931-963 View citations (6)
   See also Working Paper Bank funding costs and solvency, Working Paper Series (2020) View citations (11) (2020)
7. Do non-performing loans matter for bank lending and the business cycle in euro area countries?
   Journal of Applied Economics, 2022, 25, (1), 1050-1080 View citations (6)
   See also Working Paper Do non-performing loans matter for bank lending and the business cycle in euro area countries?, Working Paper Series (2020) View citations (9) (2020)
8. Does the disclosure of stress test results affect market behaviour?
   Macroprudential Bulletin, 2022, 17 View citations (4)

2021

9. Macro-stress testing dividend income. Evidence from euro area banks
   Economics Letters, 2021, 201, (C) View citations (2)

2020

10. Fire sales by euro area banks and funds: What is their asset price impact?
    Economic Modelling, 2020, 93, (C), 430-444 View citations (10)
    See also Working Paper Fire sales by euro area banks and funds: what is their asset price impact?, Working Paper Series (2020) View citations (10) (2020)

2019

11. Macro stress testing euro area banks’ fees and commissions
    Journal of International Financial Markets, Institutions and Money, 2019, 61, (C), 97-119 View citations (9)
    See also Working Paper Macro stress testing euro area banks' fees and commissions, Working Paper Series (2017) View citations (2) (2017)
12. The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test
    Macroprudential Bulletin, 2019, 9 View citations (1)

2016

13. Adapting Bank Business Models: Financial Stability Implications of Greater Reliance on Fee and Commission Income
    Financial Stability Review, 2016, 2 View citations (8)
14. Current Account Reversals in Industrial Countries: does the Exchange Rate Regime Matter?
    International Journal of Finance & Economics, 2016, 21, (2), 107-130 View citations (4)
    See also Working Paper Current account reversals in industrial countries: does the exchange rate regime matter?, Working Paper Series (2013) View citations (11) (2013)

2015

15. Bank Profitability Challenges in Euro Area Banks: the Role of Cyclical and Structural Factors
    Financial Stability Review, 2015, 1 View citations (20)
16. Euro area insurers and the low interest rate environment
    Financial Stability Review, 2015, 2 View citations (8)

2013

17. Trade openness reduces growth volatility when countries are well diversified
    Canadian Journal of Economics/Revue canadienne d'économique, 2013, 46, (2), 765-790 View citations (70)
    Also in Canadian Journal of Economics, 2013, 46, (2), 765-790 (2013) View citations (80)
    See also Working Paper Trade openness reduces growth volatility when countries are well diversified, Working Paper Series (2012) View citations (19) (2012)

2010

18. Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long
    World Bank - Economic Premise, 2010, (20), 1-5 View citations (55)
    See also Working Paper Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long, World Bank Publications - Reports (2010) View citations (55) (2010)