Details about Maria Teresa Punzi

Access statistics for papers by Maria Teresa Punzi.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: ppu69

Working Papers

2021

1. Do Banks Price Environmental Transition Risks? Evidence from a Quasi-Natural Experiment in a Chinese Province
   IMF Working Papers, International Monetary Fund View citations (38)

2019

2. Do Banks Price Environmental Risk? Evidence from a Quasi Natural Experiment in the People’s Republic of China
   ADBI Working Papers, Asian Development Bank Institute View citations (6)

2018

3. Household Debt in SEACEN Economies
   Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre
   See also Book Household Debt in SEACEN Economies, Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre (2018) (2018)
4. Role of Bank Lending in Financing Green Projects: A Dynamic Stochastic General Equilibrium Approach
   Working Papers, eSocialSciences View citations (4)

2017

5. Borrower heterogeneity within a risky mortgage-lending market
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (10)
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) View citations (10)
   FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) View citations (1)
6. Effectiveness of macroprudential policies under borrower heterogeneity
   Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics
   Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017)
   See also Journal Article Effectiveness of macroprudential policies under borrower heterogeneity, Journal of International Money and Finance, Elsevier (2018) View citations (14) (2018)
7. Spillover Effects of Unconventional Monetary Policy in Asia and the Pacific
   ADBI Working Papers, Asian Development Bank Institute View citations (8)
8. The shortage of safe assets in the US investment portfolio: Some international evidence
   Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (7)
   Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) View citations (7)
   See also Journal Article The shortage of safe assets in the US investment portfolio: Some international evidence, Journal of International Money and Finance, Elsevier (2017) View citations (7) (2017)

2016

9. Heterogeneity and business cycle fluctuations
   FinMaP-Policy Letters, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents
10. International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (9)
    Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) View citations (6)
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016) View citations (17)
    See also Journal Article INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND, Macroeconomic Dynamics, Cambridge University Press (2020) View citations (12) (2020)

2015

11. Testing the Global Banking Glut Hypothesis
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (15)
    Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2015) View citations (15)
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2015) View citations (15)
    See also Journal Article Testing the global banking glut hypothesis, Journal of Financial Stability, Elsevier (2015) View citations (14) (2015)

2014

12. House Prices, Capital Inflows and Macroprudential Policy
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (63)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) View citations (62)
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) View citations (64)
    See also Journal Article House prices, capital inflows and macroprudential policy, Journal of Banking & Finance, Elsevier (2014) View citations (63) (2014)
13. Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics
    Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) View citations (1)
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014)
    See also Journal Article Investor borrowing heterogeneity in a Kiyotaki–Moore style macro model, Economics Letters, Elsevier (2015) View citations (7) (2015)

2012

14. Expectations-Driven Cycles in the Housing Market
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) View citations (6)
    Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (11)
    2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (2)
    Working Papers, Banco de Portugal, Economics and Research Department (2010) View citations (11)
    MPRA Paper, University Library of Munich, Germany (2010) View citations (11)
    Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne (2010) View citations (15)
    Working Papers, Banco de España (2010) View citations (12)
    See also Journal Article Expectations-driven cycles in the housing market, Economic Modelling, Elsevier (2017) View citations (16) (2017)
15. Housing Market and Current Account Imbalances in the International Economy
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) View citations (3)
    See also Journal Article Housing Market and Current Account Imbalances in the International Economy, Review of International Economics, Wiley Blackwell (2013) View citations (23) (2013)

2011

16. Leaning Against Boom-Bust Cycles in Credit and Housing Prices
    Working Papers, Banco de Portugal, Economics and Research Department View citations (45)
    Also in Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne (2011) View citations (32)
    Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli (2011) View citations (32)
    See also Journal Article Leaning against boom–bust cycles in credit and housing prices, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (185) (2013)

2007

17. Financing of Global Imbalances
    IMF Working Papers, International Monetary Fund

Journal Articles

2021

1. Do banks price environmental transition risks? Evidence from a quasi-natural experiment in China
   Journal of Corporate Finance, 2021, 69, (C) View citations (42)
2. The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative?
   Emerging Markets Finance and Trade, 2021, 57, (13), 3818-3834

2020

3. INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND
   Macroeconomic Dynamics, 2020, 24, (4), 774-806 View citations (12)
   See also Working Paper International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound, Department of Economics Working Papers (2016) View citations (9) (2016)
4. The impact of uncertainty on the macro-financial linkage with international financial exposure
   Journal of Economics and Business, 2020, 110, (C) View citations (5)

2019

5. The impact of energy price uncertainty on macroeconomic variables
   Energy Policy, 2019, 129, (C), 1306-1319 View citations (45)

2018

6. Effectiveness of macroprudential policies under borrower heterogeneity
   Journal of International Money and Finance, 2018, 85, (C), 251-261 View citations (14)
   See also Working Paper Effectiveness of macroprudential policies under borrower heterogeneity, Department of Economics Working Papers (2017) (2017)

2017

7. Expectations-driven cycles in the housing market
   Economic Modelling, 2017, 60, (C), 297-312 View citations (16)
   See also Working Paper Expectations-Driven Cycles in the Housing Market, Discussion Papers (2012) View citations (6) (2012)
8. The shortage of safe assets in the US investment portfolio: Some international evidence
   Journal of International Money and Finance, 2017, 74, (C), 318-336 View citations (7)
   See also Working Paper The shortage of safe assets in the US investment portfolio: Some international evidence, Department of Economics Working Papers (2017) View citations (7) (2017)

2015

9. Investor borrowing heterogeneity in a Kiyotaki–Moore style macro model
   Economics Letters, 2015, 130, (C), 75-79 View citations (7)
   See also Working Paper Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model, Department of Economics Working Papers (2014) (2014)
10. Testing the global banking glut hypothesis
    Journal of Financial Stability, 2015, 19, (C), 128-151 View citations (14)
    See also Working Paper Testing the Global Banking Glut Hypothesis, Department of Economics Working Papers (2015) View citations (15) (2015)

2014

11. Financial and economic downturns in OECD countries
    Applied Economics Letters, 2014, 21, (6), 407-412 View citations (5)
12. House prices, capital inflows and macroprudential policy
    Journal of Banking & Finance, 2014, 49, (C), 337-355 View citations (63)
    See also Working Paper House Prices, Capital Inflows and Macroprudential Policy, FinMaP-Working Papers (2014) View citations (63) (2014)

2013

13. Corruption and Housing Price Volatility: Empirical Evidence - Corruzione e volatilità del mercato immobiliare: evidenze empiriche
    Economia Internazionale / International Economics, 2013, 66, (3), 323-336
14. Expectation-driven cycles in the housing market: Evidence from survey data
    Journal of Financial Stability, 2013, 9, (4), 518-529 View citations (47)
15. Housing Market and Current Account Imbalances in the International Economy
    Review of International Economics, 2013, 21, (4), 601-613 View citations (23)
    See also Working Paper Housing Market and Current Account Imbalances in the International Economy, Discussion Papers (2012) View citations (3) (2012)
16. Leaning against boom–bust cycles in credit and housing prices
    Journal of Economic Dynamics and Control, 2013, 37, (8), 1500-1522 View citations (185)
    See also Working Paper Leaning Against Boom-Bust Cycles in Credit and Housing Prices, Working Papers (2011) View citations (45) (2011)

Books

2018

1. Household Debt in SEACEN Economies
   Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre
   See also Working Paper Household Debt in SEACEN Economies, Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre (2018) (2018)

Chapters

2011

1. Boom-bust cycles and stabilisation policy - monetary and macroprudential rules: a loss function approach
   A chapter in Macroprudential regulation and policy, 2011, vol. 60, pp 58-65 View citations (1)