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Details about Lea Zicchino

E-mail:
Workplace:Finance and Economics Department, Graduate School of Business, Columbia University, (more information at EDIRC)
Prometeia, (more information at EDIRC)

Access statistics for papers by Lea Zicchino.

Last updated 2014-05-24. Update your information in the RePEc Author Service.

Short-id: pzi14


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Working Papers

2006

  1. Searching for a Metric for Financial Stability
    FMG Special Papers, Financial Markets Group Downloads View citations (9)
    Also in OFRC Working Papers Series, Oxford Financial Research Centre (2006) Downloads View citations (15)
  2. Towards a Measure of Financial Fragility
    FMG Discussion Papers, Financial Markets Group Downloads View citations (5)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) Downloads View citations (1)
    OFRC Working Papers Series, Oxford Financial Research Centre (2006) Downloads View citations (2)

    See also Journal Article in Annals of Finance (2007)

2005

  1. 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 Downloads View citations (2)
    Also in Bank of England working papers, Bank of England (2005) Downloads View citations (4)

    See also Journal Article in Manchester School (2006)
  2. On Modelling Endogenous Default
    FMG Discussion Papers, Financial Markets Group Downloads View citations (4)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) Downloads
    OFRC Working Papers Series, Oxford Financial Research Centre (2005) Downloads
  3. Stress tests of UK banks using a VAR approach
    Bank of England working papers, Bank of England Downloads View citations (64)

2002

  1. Financial development and dynamic investment behavior: evidence from panel vector autoregression
    Policy Research Working Paper Series, The World Bank Downloads View citations (8)

Journal Articles

2011

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

2010

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

2007

  1. Towards a measure of financial fragility
    Annals of Finance, 2007, 3, (1), 37-74 Downloads View citations (11)
    See also Working Paper (2006)

2006

  1. A MODEL OF BANK CAPITAL, LENDING AND THE MACROECONOMY: BASEL I VERSUS BASEL II*
    Manchester School, 2006, 74, (s1), 50-77 Downloads View citations (18)
    See also Working Paper (2005)
  2. Financial development and dynamic investment behavior: Evidence from panel VAR
    The Quarterly Review of Economics and Finance, 2006, 46, (2), 190-210 Downloads View citations (528)

2005

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

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 Downloads View citations (31)
 
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