Details about Lea Zicchino

Access statistics for papers by Lea Zicchino.

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

Short-id: pzi14

Working Papers

2006

1. Searching for a Metric for Financial Stability
   FMG Special Papers, Financial Markets Group View citations (9)
   Also in OFRC Working Papers Series, Oxford Financial Research Centre (2006) View citations (15)
2. Towards a Measure of Financial Fragility
   FMG Discussion Papers, Financial Markets Group View citations (5)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) View citations (1)
   OFRC Working Papers Series, Oxford Financial Research Centre (2006) View citations (2)
   See also Journal Article in Annals of Finance (2007)

2005

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

2002

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

Journal Articles

2011

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

2010

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

2007

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

2006

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

2005

6. 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 (31)