EconPapers    
Economics at your fingertips  
 

Details about Maria Teresa Punzi

E-mail:
Homepage:https://sites.google.com/site/mariateresapunzi
Workplace:Department of Business and Management, Webster University, (more information at EDIRC)

Access statistics for papers by Maria Teresa Punzi.

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

Short-id: ppu69


Jump to Journal Articles Books Chapters

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 Downloads View citations (27)

2019

  1. 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 Downloads View citations (6)

2018

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

2017

  1. Borrower heterogeneity within a risky mortgage-lending market
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business Downloads View citations (10)
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) Downloads View citations (10)
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) Downloads View citations (1)
  2. Effectiveness of macroprudential policies under borrower heterogeneity
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business Downloads
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) Downloads

    See also Journal Article Effectiveness of macroprudential policies under borrower heterogeneity, Journal of International Money and Finance, Elsevier (2018) Downloads View citations (14) (2018)
  3. Spillover Effects of Unconventional Monetary Policy in Asia and the Pacific
    ADBI Working Papers, Asian Development Bank Institute Downloads View citations (8)
  4. 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 Downloads View citations (6)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) Downloads View citations (6)

    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) Downloads View citations (6) (2017)

2016

  1. Heterogeneity and business cycle fluctuations
    FinMaP-Policy Letters, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents Downloads
  2. 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 Downloads View citations (9)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016) Downloads View citations (17)
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) Downloads View citations (6)

    See also Journal Article INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND, Macroeconomic Dynamics, Cambridge University Press (2020) Downloads View citations (11) (2020)

2015

  1. Testing the Global Banking Glut Hypothesis
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics Downloads View citations (15)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2015) Downloads View citations (15)
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2015) Downloads View citations (15)

    See also Journal Article Testing the global banking glut hypothesis, Journal of Financial Stability, Elsevier (2015) Downloads View citations (14) (2015)

2014

  1. 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 Downloads View citations (60)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) Downloads View citations (59)
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) Downloads View citations (61)

    See also Journal Article House prices, capital inflows and macroprudential policy, Journal of Banking & Finance, Elsevier (2014) Downloads View citations (56) (2014)
  2. Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents Downloads View citations (1)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) Downloads
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) Downloads

    See also Journal Article Investor borrowing heterogeneity in a Kiyotaki–Moore style macro model, Economics Letters, Elsevier (2015) Downloads View citations (7) (2015)

2012

  1. Expectations-Driven Cycles in the Housing Market
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads View citations (6)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) Downloads View citations (2)
    Working Papers, Banco de Portugal, Economics and Research Department (2010) Downloads View citations (11)
    MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (11)
    Working Papers, Banco de España (2010) Downloads View citations (12)
    Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne (2010) Downloads View citations (15)
    MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (11)

    See also Journal Article Expectations-driven cycles in the housing market, Economic Modelling, Elsevier (2017) Downloads View citations (13) (2017)
  2. Housing Market and Current Account Imbalances in the International Economy
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads View citations (3)
    See also Journal Article Housing Market and Current Account Imbalances in the International Economy, Review of International Economics, Wiley Blackwell (2013) Downloads View citations (23) (2013)

2011

  1. Leaning Against Boom-Bust Cycles in Credit and Housing Prices
    Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli Downloads View citations (32)
    Also in Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne (2011) Downloads View citations (32)
    Working Papers, Banco de Portugal, Economics and Research Department (2011) Downloads View citations (45)

    See also Journal Article Leaning against boom–bust cycles in credit and housing prices, Journal of Economic Dynamics and Control, Elsevier (2013) Downloads View citations (183) (2013)

2007

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

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) Downloads View citations (31)
  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 Downloads

2020

  1. INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND
    Macroeconomic Dynamics, 2020, 24, (4), 774-806 Downloads View citations (11)
    See also Working Paper International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound, Department of Economics Working Papers (2016) Downloads View citations (9) (2016)
  2. The impact of uncertainty on the macro-financial linkage with international financial exposure
    Journal of Economics and Business, 2020, 110, (C) Downloads View citations (4)

2019

  1. The impact of energy price uncertainty on macroeconomic variables
    Energy Policy, 2019, 129, (C), 1306-1319 Downloads View citations (38)

2018

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

2017

  1. Expectations-driven cycles in the housing market
    Economic Modelling, 2017, 60, (C), 297-312 Downloads View citations (13)
    See also Working Paper Expectations-Driven Cycles in the Housing Market, Discussion Papers (2012) Downloads View citations (6) (2012)
  2. The shortage of safe assets in the US investment portfolio: Some international evidence
    Journal of International Money and Finance, 2017, 74, (C), 318-336 Downloads View citations (6)
    See also Working Paper The shortage of safe assets in the US investment portfolio: Some international evidence, Department of Economics Working Papers (2017) Downloads View citations (6) (2017)

2015

  1. Investor borrowing heterogeneity in a Kiyotaki–Moore style macro model
    Economics Letters, 2015, 130, (C), 75-79 Downloads View citations (7)
    See also Working Paper Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model, FinMaP-Working Papers (2014) Downloads View citations (1) (2014)
  2. Testing the global banking glut hypothesis
    Journal of Financial Stability, 2015, 19, (C), 128-151 Downloads View citations (14)
    See also Working Paper Testing the Global Banking Glut Hypothesis, Department of Economics Working Papers (2015) Downloads View citations (15) (2015)

2014

  1. Financial and economic downturns in OECD countries
    Applied Economics Letters, 2014, 21, (6), 407-412 Downloads View citations (4)
  2. House prices, capital inflows and macroprudential policy
    Journal of Banking & Finance, 2014, 49, (C), 337-355 Downloads View citations (56)
    See also Working Paper House Prices, Capital Inflows and Macroprudential Policy, FinMaP-Working Papers (2014) Downloads View citations (60) (2014)

2013

  1. Corruption and Housing Price Volatility: Empirical Evidence - Corruzione e volatilità del mercato immobiliare: evidenze empiriche
    Economia Internazionale / International Economics, 2013, 66, (3), 323-336 Downloads
  2. Expectation-driven cycles in the housing market: Evidence from survey data
    Journal of Financial Stability, 2013, 9, (4), 518-529 Downloads View citations (43)
  3. Housing Market and Current Account Imbalances in the International Economy
    Review of International Economics, 2013, 21, (4), 601-613 Downloads View citations (23)
    See also Working Paper Housing Market and Current Account Imbalances in the International Economy, Discussion Papers (2012) Downloads View citations (3) (2012)
  4. Leaning against boom–bust cycles in credit and housing prices
    Journal of Economic Dynamics and Control, 2013, 37, (8), 1500-1522 Downloads View citations (183)
    See also Working Paper Leaning Against Boom-Bust Cycles in Credit and Housing Prices, Working Papers CELEG (2011) Downloads View citations (32) (2011)

Books

2018

  1. Household Debt in SEACEN Economies
    Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads
    See also Working Paper Household Debt in SEACEN Economies, Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre (2018) Downloads (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 Downloads View citations (1)
 
Page updated 2025-03-23