EconPapers    
Economics at your fingertips  
 

Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression

Juri Marcucci () and Mario Quagliariello ()

Journal of International Financial Markets, Institutions and Money, 2008, vol. 18, issue 1, 46-63

Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (47) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S1042-4431(06)00041-2
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:intfin:v:18:y:2008:i:1:p:46-63

Access Statistics for this article

Journal of International Financial Markets, Institutions and Money is currently edited by I. Mathur and C. J. Neely

More articles in Journal of International Financial Markets, Institutions and Money from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

 
Page updated 2019-10-12
Handle: RePEc:eee:intfin:v:18:y:2008:i:1:p:46-63