Details about Andrea Zaghini
Access statistics for papers by Andrea Zaghini.
Last updated 2023-05-31. Update your information in the RePEc Author Service.
Short-id: pza60
Jump to Journal Articles Books Chapters
Working Papers
2022
- It’s not time to make a change: sovereign fragility and the corporate credit risk
Working Paper Series, European Central Bank 
Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2021)
See also Journal Article in Journal of International Money and Finance (2022)
- The role of the IMF in addressing climate change risks
Occasional Paper Series, European Central Bank
2021
- Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities
Occasional Paper Series, European Central Bank View citations (6)
- The Covid pandemic in the market: Infected, immune and cured bonds
CFS Working Paper Series, Center for Financial Studies (CFS) View citations (2)
Also in Working Paper Series, European Central Bank (2021) View citations (2)
- Unconventional monetary policy and corporate bond issuance
CFS Working Paper Series, Center for Financial Studies (CFS) View citations (11)
Also in Working Paper Series, European Central Bank (2019) View citations (17)
See also Journal Article in European Economic Review (2021)
2019
- The CSPP at work - yield heterogeneity and the portfolio rebalancing channel
Working Paper Series, European Central Bank View citations (31)
Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2017) View citations (5)
See also Journal Article in Journal of Corporate Finance (2019)
2017
- A tale of fragmentation: corporate funding in the euro-area bond market
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (6)
See also Journal Article in International Review of Financial Analysis (2017)
- Systemic risk and systemic importance measures during the crisis
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
2016
- Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?
CFS Working Paper Series, Center for Financial Studies (CFS) View citations (28)
See also Journal Article in Journal of Financial Stability (2016)
2015
- 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 View citations (20)
Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2015) View citations (16)
See also Journal Article in Journal of Policy Modeling (2015)
- 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 View citations (11)
- 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 View citations (1)
Also in Working Paper Series, European Central Bank (2015) View citations (1)
See also Journal Article in International Journal of Central Banking (2016)
- 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 View citations (2)
See also Journal Article in International Finance (2015)
2014
- Bank bonds: Size, systemic relevance and the sovereign
CFS Working Paper Series, Center for Financial Studies (CFS) View citations (10)
Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2014) View citations (10)
See also Journal Article in International Finance (2014)
- Everything you always wanted to know about systemic importance (but were afraid to ask)
CFS Working Paper Series, Center for Financial Studies (CFS) View citations (1)
- 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 View citations (14)
2013
- The cost of firms' debt financing
CFS Working Paper Series, Center for Financial Studies (CFS) View citations (4)
2012
- Financial innovation, macroeconomic volatility and the great moderation
MPRA Paper, University Library of Munich, Germany View citations (4)
- The recent trends in long-term bank funding
Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (6)
2011
- 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 View citations (5)
Also in Working Paper Series, European Central Bank (2010) View citations (6)
- The impact of sovereign credit risk on bank funding conditions
MPRA Paper, University Library of Munich, Germany View citations (31)
See also Book (2011)
- Welfare costs of inflation and the circulation of U. S. currency abroad
Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (3)
Also in Working Paper Series, European Central Bank (2011) View citations (5)
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2011) View citations (3)
See also Journal Article in The B.E. Journal of Macroeconomics (2011)
2010
- The pricing of government-guaranteed bank bonds
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (13)
2009
- An assessment of financial sector rescue programmes
Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (132)
See also Book (2009)
- 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 View citations (8)
Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2007) View citations (4)
See also Journal Article in International Finance (2009)
2008
- A disaggregated analysis of the export performance of some industrial and emerging countries
MPRA Paper, University Library of Munich, Germany View citations (5)
See also Journal Article in International Economics and Economic Policy (2011)
- Excess money growth and inflation dynamics
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (6)
Also in Working Paper Series, European Central Bank (2007) View citations (50)
See also Journal Article in International Finance (2007)
- Increasing public expenditures: Wagner's law in OECD countries
CFS Working Paper Series, Center for Financial Studies (CFS) View citations (21)
See also Journal Article in German Economic Review (2011)
- 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
See also Journal Article in Macroeconomic Dynamics (2009)
2007
- Global Monetary Policy Shocks in the G5: a SVAR Approach
CEIS Research Paper, Tor Vergata University, CEIS View citations (39)
Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2006) View citations (24)
See also Journal Article in Journal of International Financial Markets, Institutions and Money (2007)
- 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 View citations (12)
Also in Working Paper Series, European Central Bank (2004) View citations (28)
See also Journal Article in International Journal of Finance & Economics (2008)
2006
- Non-linear dynamics in the euro area demand for M1
Working Paper Series, European Central Bank View citations (5)
2005
- 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 View citations (68)
See also Journal Article in The Economics of Transition (2005)
- 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 View citations (8)
- Monetary policy predictability in the euro area: An international comparison
Working Paper, Norges Bank View citations (15)
Also in Working Paper Series, European Central Bank (2005) View citations (15)
See also Journal Article in Applied Economics (2011)
2003
- Trade advantages and specialisation dynamics in acceding countries
Working Paper Series, European Central Bank View citations (37)
2001
- The Role of the Banking System in the International Transmission of Shocks
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (21)
See also Journal Article in The World Economy (2003)
2000
- Expectations and Information in Second Generation Currency Crises Models
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (5)
Also in Working Papers, Banca Italia - Servizio di Studi (2000) View citations (3)
Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2000) View citations (12)
See also Journal Article in Economic Modelling (2001)
1999
- The Economic Policy of Fiscal Consolidations: The European Experience
Working Papers, Banca Italia - Servizio di Studi View citations (28)
Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (1999) View citations (7)
Journal Articles
2022
- It’s not time to make a change: Sovereign fragility and the corporate credit risk
Journal of International Money and Finance, 2022, 128, (C)
See also Working Paper (2022)
2021
- Unconventional monetary policy and corporate bond issuance
European Economic Review, 2021, 135, (C) View citations (10)
See also Working Paper (2021)
2020
- How ECB purchases of corporate bonds helped reduce firms’ borrowing costs
Research Bulletin, 2020, 66 View citations (1)
2019
- The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel
Journal of Corporate Finance, 2019, 56, (C), 282-297 View citations (31)
See also Working Paper (2019)
2018
- Future directions in international financial integration research - A crowdsourced perspective
International Review of Financial Analysis, 2018, 55, (C), 35-49 View citations (19)
2017
- A tale of fragmentation: Corporate funding in the euro-area bond market
International Review of Financial Analysis, 2017, 49, (C), 59-68 View citations (6)
See also Working Paper (2017)
2016
- Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?
Journal of Financial Stability, 2016, 23, (C), 51-61 View citations (27)
See also Working Paper (2016)
- Shoe-Leather Costs in the Euro Area and the Foreign Demand for Euro Banknotes
International Journal of Central Banking, 2016, 12, (1), 231-246
See also Working Paper (2015)
2015
- Financial shocks and the real economy in a nonlinear world: From theory to estimation
Journal of Policy Modeling, 2015, 37, (6), 915-929 View citations (14)
See also Working Paper (2015)
- Tracking Banks’ Systemic Importance Before and After the Crisis
International Finance, 2015, 18, (2), 157-186 View citations (4)
See also Working Paper (2015)
2014
- Bank Bonds: Size, Systemic Relevance and the Sovereign
International Finance, 2014, 17, (2), 161-184 View citations (12)
See also Working Paper (2014)
- The cost of firms’ debt financing and the global financial crisis
Finance Research Letters, 2014, 11, (2), 74-83 View citations (17)
2012
- Public Guarantees on Bank Bonds: Effectiveness and Distortions
OECD Journal: Financial Market Trends, 2012, 2011, (2), 47-72 View citations (11)
2011
- A disaggregated analysis of the export performance of some industrial and emerging countries
International Economics and Economic Policy, 2011, 8, (1), 93-113 View citations (10)
See also Working Paper (2008)
- Increasing Public Expenditure: Wagner's Law in OECD Countries
German Economic Review, 2011, 12, (2), 149-164 View citations (56)
Also in German Economic Review, 2011, 12, (2), 149-164 (2011) View citations (13)
See also Working Paper (2008)
- Monetary policy predictability in the euro area: an international comparison
Applied Economics, 2011, 43, (20), 2533-2544 View citations (15)
See also Working Paper (2005)
- Welfare Costs of Inflation and the Circulation of U.S. Currency Abroad
The B.E. Journal of Macroeconomics, 2011, 11, (1), 1-21 View citations (5)
See also Working Paper (2011)
2010
- Sectoral Money Demand and the Great Disinflation in the United States
Journal of Money, Credit and Banking, 2010, 42, (8), 1663-1678 View citations (1)
Also in Journal of Money, Credit and Banking, 2010, 42, (8), 1663-1678 (2010) View citations (7)
2009
- Gradualism, Transparency and the Improved Operational Framework: A Look at Overnight Volatility Transmission
International Finance, 2009, 12, (2), 151-170 View citations (8)
See also Working Paper (2009)
- NONLINEARITIES IN THE DYNAMICS OF THE EURO AREA DEMAND FOR M1
Macroeconomic Dynamics, 2009, 13, (1), 1-19 View citations (6)
See also Working Paper (2008)
2008
- Monetary policy shocks in the euro area and global liquidity spillovers
International Journal of Finance & Economics, 2008, 13, (3), 205-218 View citations (25)
See also Working Paper (2007)
2007
- Excess Money Growth and Inflation Dynamics
International Finance, 2007, 10, (3), 241-280 View citations (34)
See also Working Paper (2008)
- Global monetary policy shocks in the G5: A SVAR approach
Journal of International Financial Markets, Institutions and Money, 2007, 17, (5), 403-419 View citations (29)
See also Working Paper (2007)
2006
- Commercial Specialisation in the Countries of Central-Eastern Europe
QA - Rivista dell'Associazione Rossi-Doria, 2006, (3)
2005
- Evolution of trade patterns in the new EU member states
The Economics of Transition, 2005, 13, (4), 629-658 View citations (66)
See also Working Paper (2005)
2003
- The Role of the Banking System in the International Transmission of Shocks
The World Economy, 2003, 26, (5), 727-754 View citations (23)
See also Working Paper (2001)
2001
- Expectations and information in second generation currency crises models
Economic Modelling, 2001, 18, (2), 203-222 View citations (28)
See also Working Paper (2000)
- Fiscal adjustments and economic performing: a comparative study
Applied Economics, 2001, 33, (5), 613-624 View citations (10)
- Nuovi approcci alla politica fiscale ed evidenza empirica
Economia politica, 2001, (3), 427-460
Books
2011
- The impact of sovereign credit risk on bank funding conditions
CGFS Papers, Bank for International Settlements View citations (67)
See also Working Paper (2011)
2009
- An assessment of financial sector rescue programmes
BIS Papers, Bank for International Settlements View citations (60)
See also Working Paper (2009)
Chapters
2001
- 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 View citations (10)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|
EconPapers is hosted by the
School of Business at Örebro University.