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Details about Andrea Zaghini

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Workplace:Banca d'Italia (Bank of Italy), (more information at EDIRC)

Access statistics for papers by Andrea Zaghini.

Last updated 2019-08-05. Update your information in the RePEc Author Service.

Short-id: pza60


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Working Papers

2019

  1. The CSPP at work - yield heterogeneity and the portfolio rebalancing channel
    Working Paper Series, European Central Bank Downloads
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2017) Downloads View citations (1)

    See also Journal Article in Journal of Corporate Finance (2019)

2017

  1. Systemic risk and systemic importance measures during the crisis
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads

2016

  1. Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (15)
    See also Journal Article in Journal of Financial Stability (2016)

2015

  1. FINANCIAL SHOCKS AND THE REAL ECONOMY IN A NONLINEAR WORLD: FROM THEORY TO ESTIMATION
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration Downloads View citations (7)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2015) Downloads View citations (7)

    See also Journal Article in Journal of Policy Modeling (2015)
  2. Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (6)
  3. Shoe-leather costs in the euro area and the foreign demand for euro banknotes
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads
    Also in Working Paper Series, European Central Bank (2015) Downloads

    See also Journal Article in International Journal of Central Banking (2016)
  4. Tracking banks' systemic importance before and after the crisis
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)
    See also Journal Article in International Finance (2015)

2014

  1. Bank bonds: Size, systemic relevance and the sovereign
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (4)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2014) Downloads View citations (4)

    See also Journal Article in International Finance (2014)
  2. Everything you always wanted to know about systemic importance (but were afraid to ask)
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)
  3. The cost of firms� debt financing and the global financial crisis
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (8)

2013

  1. The cost of firms' debt financing
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (2)

2012

  1. Financial innovation, macroeconomic volatility and the great moderation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
  2. The recent trends in long-term bank funding
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (7)

2011

  1. Sectoral money demand and the great disinflation in the US
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (3)
    Also in Working Paper Series, European Central Bank (2010) Downloads View citations (5)
  2. The impact of sovereign credit risk on bank funding conditions
    MPRA Paper, University Library of Munich, Germany Downloads View citations (23)
    See also Book (2011)
  3. Welfare costs of inflation and the circulation of U. S. currency abroad
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (2)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2011) Downloads View citations (2)
    Working Paper Series, European Central Bank (2011) Downloads View citations (2)

    See also Journal Article in The B.E. Journal of Macroeconomics (2011)

2010

  1. The pricing of government-guaranteed bank bonds
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (4)

2009

  1. An assessment of financial sector rescue programmes
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (99)
    See also Book (2009)
  2. Gradualism, transparency and the improved operational framework: a look at the overnight volatility transmission
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (6)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2007) Downloads View citations (3)

    See also Journal Article in International Finance (2009)

2008

  1. A disaggregated analysis of the export performance of some industrial and emerging countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    See also Journal Article in International Economics and Economic Policy (2011)
  2. Excess money growth and inflation dynamics
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)
    Also in Working Paper Series, European Central Bank (2007) Downloads View citations (37)

    See also Journal Article in International Finance (2007)
  3. Increasing public expenditures: Wagner's law in OECD countries
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (8)
    See also Journal Article in German Economic Review (2011)
  4. Nonlinearities in the dynamics of the euro area demand for M1
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads
    See also Journal Article in Macroeconomic Dynamics (2009)

2007

  1. Global Monetary Policy Shocks in the G5: a SVAR Approach
    CEIS Research Paper, Tor Vergata University, CEIS Downloads View citations (31)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2006) Downloads View citations (14)

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2007)
  2. Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (4)
    Also in Working Paper Series, European Central Bank (2004) Downloads View citations (22)

    See also Journal Article in International Journal of Finance & Economics (2008)

2006

  1. Non-linear dynamics in the euro area demand for M1
    Working Paper Series, European Central Bank Downloads View citations (4)

2005

  1. Evolution of trade patterns in the new EU member states
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (39)
    See also Journal Article in The Economics of Transition (2005)
  2. International specialization models in Latin America: the case of Argentina
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (5)
  3. Monetary policy predictability in the euro area: An international comparison
    Working Paper, Norges Bank Downloads View citations (8)
    Also in Working Paper Series, European Central Bank (2005) Downloads View citations (10)

    See also Journal Article in Applied Economics (2011)

2003

  1. Trade advantages and specialisation dynamics in acceding countries
    Working Paper Series, European Central Bank Downloads View citations (11)

2000

  1. Expectations and Information in Second Generation Currency Crises Models
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (5)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2000) Downloads View citations (2)
    Working Papers, Banca Italia - Servizio di Studi (2000) View citations (3)

    See also Journal Article in Economic Modelling (2001)

1999

  1. The Economic Policy of Fiscal Consolidations: The European Experience
    Working Papers, Banca Italia - Servizio di Studi View citations (21)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (1999) Downloads View citations (5)

Journal Articles

2019

  1. The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel
    Journal of Corporate Finance, 2019, 56, (C), 282-297 Downloads
    See also Working Paper (2019)

2018

  1. Future directions in international financial integration research - A crowdsourced perspective
    International Review of Financial Analysis, 2018, 55, (C), 35-49 Downloads View citations (10)

2017

  1. A tale of fragmentation: Corporate funding in the euro-area bond market
    International Review of Financial Analysis, 2017, 49, (C), 59-68 Downloads View citations (4)

2016

  1. Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?
    Journal of Financial Stability, 2016, 23, (C), 51-61 Downloads View citations (15)
    See also Working Paper (2016)
  2. Shoe-Leather Costs in the Euro Area and the Foreign Demand for Euro Banknotes
    International Journal of Central Banking, 2016, 12, (1), 231-246 Downloads
    See also Working Paper (2015)

2015

  1. Financial shocks and the real economy in a nonlinear world: From theory to estimation
    Journal of Policy Modeling, 2015, 37, (6), 915-929 Downloads View citations (6)
    See also Working Paper (2015)
  2. Tracking Banks’ Systemic Importance Before and After the Crisis
    International Finance, 2015, 18, (2), 157-186 Downloads View citations (1)
    See also Working Paper (2015)

2014

  1. Bank Bonds: Size, Systemic Relevance and the Sovereign
    International Finance, 2014, 17, (2), 161-184 Downloads View citations (4)
    See also Working Paper (2014)
  2. The cost of firms’ debt financing and the global financial crisis
    Finance Research Letters, 2014, 11, (2), 74-83 Downloads View citations (14)

2012

  1. Public Guarantees on Bank Bonds: Effectiveness and Distortions
    OECD Journal: Financial Market Trends, 2012, 2011, (2), 47-72 Downloads View citations (10)

2011

  1. A disaggregated analysis of the export performance of some industrial and emerging countries
    International Economics and Economic Policy, 2011, 8, (1), 93-113 Downloads View citations (4)
    See also Working Paper (2008)
  2. Increasing Public Expenditure: Wagner's Law in OECD Countries
    German Economic Review, 2011, 12, (2), 149-164 Downloads View citations (30)
    See also Working Paper (2008)
  3. Monetary policy predictability in the euro area: an international comparison
    Applied Economics, 2011, 43, (20), 2533-2544 Downloads View citations (11)
    See also Working Paper (2005)
  4. Welfare Costs of Inflation and the Circulation of U.S. Currency Abroad
    The B.E. Journal of Macroeconomics, 2011, 11, (1), 1-21 Downloads View citations (2)
    See also Working Paper (2011)

2010

  1. Sectoral Money Demand and the Great Disinflation in the United States
    Journal of Money, Credit and Banking, 2010, 42, (8), 1663-1678 View citations (4)

2009

  1. Gradualism, Transparency and the Improved Operational Framework: A Look at Overnight Volatility Transmission*
    International Finance, 2009, 12, (2), 151-170 Downloads View citations (6)
    See also Working Paper (2009)
  2. NONLINEARITIES IN THE DYNAMICS OF THE EURO AREA DEMAND FOR M1
    Macroeconomic Dynamics, 2009, 13, (01), 1-19 Downloads View citations (2)
    See also Working Paper (2008)

2008

  1. Monetary policy shocks in the euro area and global liquidity spillovers
    International Journal of Finance & Economics, 2008, 13, (3), 205-218 Downloads View citations (14)
    See also Working Paper (2007)

2007

  1. Excess Money Growth and Inflation Dynamics*
    International Finance, 2007, 10, (3), 241-280 Downloads View citations (24)
    See also Working Paper (2008)
  2. Global monetary policy shocks in the G5: A SVAR approach
    Journal of International Financial Markets, Institutions and Money, 2007, 17, (5), 403-419 Downloads View citations (22)
    See also Working Paper (2007)

2006

  1. Commercial Specialisation in the Countries of Central-Eastern Europe
    QA - Rivista dell'Associazione Rossi-Doria, 2006, (3) Downloads

2005

  1. Evolution of trade patterns in the new EU member states
    The Economics of Transition, 2005, 13, (4), 629-658 Downloads View citations (37)
    See also Working Paper (2005)

2003

  1. The Role of the Banking System in the International Transmission of Shocks
    The World Economy, 2003, 26, (5), 727-754 Downloads View citations (15)

2001

  1. Expectations and information in second generation currency crises models
    Economic Modelling, 2001, 18, (2), 203-222 Downloads View citations (21)
    See also Working Paper (2000)
  2. Fiscal adjustments and economic performing: a comparative study
    Applied Economics, 2001, 33, (5), 613-624 Downloads View citations (7)
  3. Nuovi approcci alla politica fiscale ed evidenza empirica
    Economia politica, 2001, (3), 427-460 Downloads

Books

2011

  1. The impact of sovereign credit risk on bank funding conditions
    CGFS Papers, Bank for International Settlements Downloads View citations (7)
    See also Working Paper (2011)

2009

  1. An assessment of financial sector rescue programmes
    BIS Papers, Bank for International Settlements Downloads View citations (26)
    See also Working Paper (2009)

Chapters

2001

  1. Crises and contagion: the role of the banking system
    A chapter in Marrying the macro- and micro-prudential dimensions of financial stability, 2001, vol. 01, pp 241-260 Downloads View citations (8)
 
Page updated 2019-09-22