Details about Lea Zicchino

Access statistics for papers by Lea Zicchino.

Last updated 2022-10-27. Update your information in the RePEc Author Service.

Short-id: pzi14

Working Papers

2008

1. Bank Losses, Monetary Policy and Financial Stability—Evidence on the Interplay from Panel Data
   IMF Working Papers, International Monetary Fund View citations (19)

2006

2. Searching for a Metric for Financial Stability
   FMG Special Papers, Financial Markets Group
   Also in OFRC Working Papers Series, Oxford Financial Research Centre (2006) View citations (24)
   Economics Series Working Papers, University of Oxford, Department of Economics (2006) View citations (19)
3. Towards a Measure of Financial Fragility
   OFRC Working Papers Series, Oxford Financial Research Centre View citations (3)
   Also in Economics Series Working Papers, University of Oxford, Department of Economics (2006) View citations (3)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) View citations (3)
   FMG Discussion Papers, Financial Markets Group (2006) View citations (5)
   See also Journal Article Towards a measure of financial fragility, Annals of Finance, Springer (2007) View citations (13) (2007)

2005

4. A model of bank capital, lending and the macro economy: Basel I versus Basel II
   Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group View citations (4)
   Also in Bank of England working papers, Bank of England (2005) View citations (20)
   See also Journal Article A MODEL OF BANK CAPITAL, LENDING AND THE MACROECONOMY: BASEL I VERSUS BASEL II*, Manchester School, University of Manchester (2006) View citations (23) (2006)
5. On Modelling Endogenous Default
   OFRC Working Papers Series, Oxford Financial Research Centre View citations (5)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) View citations (6)
   Economics Series Working Papers, University of Oxford, Department of Economics (2005) View citations (6)
   FMG Discussion Papers, Financial Markets Group (2005) View citations (4)
6. Stress tests of UK banks using a VAR approach
   Bank of England working papers, Bank of England View citations (84)

2002

7. Financial development and dynamic investment behavior: evidence from panel vector autoregression
   Policy Research Working Paper Series, The World Bank View citations (10)

Journal Articles

2022

1. Model-based approach for scenario design: stress test severity and banks' resiliency
   Quantitative Finance, 2022, 22, (10), 1927-1954 View citations (1)

2011

2. Towards Basel 3: ten years of limits to credit growth?
   BANCARIA, 2011, 03, 02-10

2010

3. Strengthening banks' capital positions: a first look at the effects of the Basel Committee's proposals
   Banca Impresa Società, 2010, (2), 237-268

2007

4. Towards a measure of financial fragility
   Annals of Finance, 2007, 3, (1), 37-74 View citations (13)
   See also Working Paper Towards a Measure of Financial Fragility, OFRC Working Papers Series (2006) View citations (3) (2006)

2006

5. A MODEL OF BANK CAPITAL, LENDING AND THE MACROECONOMY: BASEL I VERSUS BASEL II*
   Manchester School, 2006, 74, (s1), 50-77 View citations (23)
   See also Working Paper A model of bank capital, lending and the macro economy: Basel I versus Basel II, Money Macro and Finance (MMF) Research Group Conference 2005 (2005) View citations (4) (2005)
6. Financial development and dynamic investment behavior: Evidence from panel VAR
   The Quarterly Review of Economics and Finance, 2006, 46, (2), 190-210 View citations (845)

2005

7. Un modelo para analizar la fragilidad financiera
   Monetaria, 2005, XXVIII, (4), 319-337

Chapters

2005

1. Macro stress tests of UK banks
   A chapter in Investigating the relationship between the financial and real economy, 2005, vol. 22, pp 392-408 View citations (39)