1

Forecasting Tail Risks

De Nicolò, Gianni, Lucchetta, Marcella
Journal:
Journal of Applied Econometrics
Year:
2016
Language:
english
File:
PDF, 334 KB
english, 2016
2

Does the bank risk concentration freeze the interbank system?

Lucchetta, Marcella
Journal:
The North American Journal of Economics and Finance
Year:
2015
Language:
english
File:
PDF, 1.72 MB
english, 2015
5

Immigration, uncertainty and macroeconomic dynamics

Donadelli, Michael, Gerotto, Luca, Lucchetta, Marcella, Arzu, Daniela
Journal:
The World Economy
Year:
2019
Language:
english
File:
PDF, 1.22 MB
english, 2019
6

What Do Data Say About Monetary Policy, Bank Liquidity and Bank Risk Taking?

Marcella Lucchetta
Journal:
Economic Notes
Year:
2007
Language:
english
File:
PDF, 496 KB
english, 2007
9

Microprudential Regulation in a Dynamic Model of Banking

De Nicolò, Gianni, Gamba, Andrea, Lucchetta, Marcella
Journal:
Review of Financial Studies
Year:
2014
Language:
english
File:
PDF, 503 KB
english, 2014
10

Banking competition and welfare

Lucchetta, Marcella
Journal:
Annals of Finance
Year:
2017
Language:
english
File:
PDF, 557 KB
english, 2017
11

The Status Quo Crisis: Global Financial Governance after the 2008 Meltdown

Lucchetta, Marcella
Journal:
Eastern Economic Journal
Year:
2016
Language:
english
File:
PDF, 118 KB
english, 2016
12

Forecasting Tail Risks

De Nicolo, Gianni, Lucchetta, Marcella
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 758 KB
english, 2015
13

Microprudential Regulation in a Dynamic Model of Banking

De Nicolo, Gianni, Gamba, Andrea, Lucchetta, Marcella
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 551 KB
english, 2013
14

Dynamic Bank Capital Regulation in Equilibrium

Gale, Douglas M., Gamba, Andrea, Lucchetta, Marcella
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 532 KB
english, 2017
16

Systematic Risk, Bank Moral Hazard, and Bailouts

Lucchetta, Marcella, Moretto, Michele, Parigi, Bruno Maria
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 330 KB
english, 2017
17

Optimal bailouts, bank’s incentive and risk

Lucchetta, Marcella, Moretto, Michele, Parigi, Bruno M.
Journal:
Annals of Finance
Year:
2019
Language:
english
File:
PDF, 618 KB
english, 2019
18

Bank Market Structure, Systemic Risk, and Interbank Market Breakdowns

Lucchetta, Marcella
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 568 KB
english, 2010