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Asymmetric effects of the business cycle on bank credit risk. (2009). Quagliariello, Mario ; Marcucci, Juri.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:33:y:2009:i:9:p:1624-1635.

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  17. Laeven, L. ; Majoni, G. Loan loss provisioning and economic slowdowns: Too much, too late?. 2003 Journal of Financial Intermediation. 12 178-197

  18. Lucas, A. ; Klaassen, P. Discrete versus continuous state switching models for portfolio credit risk. 2006 Journal of Banking and Finance. 30 23-35

  19. Marcucci, J. ; Quagliariello, M. Is bank portfolio riskiness procyclical? Evidence from Italy using a vector autoregression. 2008 Journal of International Financial Markets, Institutions and Money. 18 46-63

  20. Marcucci, J., Lotti, F., 2007. A threshold model for firms’ investment over the business cycle. Unpublished Working Paper, Bank of Italy.
    Paper not yet in RePEc: Add citation now
  21. Marcucci, J., Quagliariello, M., 2008a. Credit risk and business cycle over different regimes. Working Paper No. 670, Bank of Italy.

  22. Meyer, A.P. ; Yeager, T.J. Are small rural banks vulnerable to local economic downturns?. 2001 Federal Reserve Bank of St. Louis Review. 25-38

  23. Nickell, P. ; Perraudin, W. ; Varotto, S. Stability of rating transitions. 2000 Journal of Banking and Finance. 24 203-227

  24. Pederzoli, C. ; Torricelli, C. Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities. 2005 Journal of Banking and Finance. 29 3121-3140

  25. Pesola, J., 2001. The role of macroeconomic shocks in banking crises. Discussion Paper No. 6, Bank of Finland.

  26. Salas, V. ; Saurina, J. Credit risk in two institutional settings: Spanish commercial and saving banks. 2002 Journal of Financial Services Research. 22 203-224
    Paper not yet in RePEc: Add citation now
  27. Valckx, N., 2003. What determines loan loss provisioning in the EU? Unpublished Working Paper, ECB.
    Paper not yet in RePEc: Add citation now
  28. Yeager, T. The demise of community banks? Local economic shocks are not to blame. 2004 Journal of Banking and Finance. 28 135-153

Cocites

Documents in RePEc which have cited the same bibliography

  1. Trade surveys: qualitative and quantitative indicators. (2021). Martone, Luigi ; Sartor, Fabiana ; Ippoliti, Maria Rita.
    In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies.
    RePEc:ite:iteeco:210408.

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  2. A Review on the Leading Indicator Approach towards Economic Forecasting. (2020). Soh, Ann-Ni.
    In: MPRA Paper.
    RePEc:pra:mprapa:103854.

    Full description at Econpapers || Download paper

  3. Inspecting the Relationship Between Business Confidence and Industrial Production: Evidence on Italian Survey Data. (2019). MARGANI, PATRIZIA ; Bruno, Giancarlo ; Crosilla, L.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:15:y:2019:i:1:d:10.1007_s41549-018-00033-4.

    Full description at Econpapers || Download paper

  4. Short term forecasts of economic activity: are fortnightly factors useful?. (2018). Monteforte, Libero ; Raponi, Valentina.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1177_18.

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  5. Are Microstates Necessarily Led by Their Bigger Neighbors’ Business Cycle? The Case of Liechtenstein and Switzerland. (2017). Brunhart, Andreas.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:13:y:2017:i:1:d:10.1007_s41549-017-0013-x.

    Full description at Econpapers || Download paper

  6. Is ex-post credit risk affected by the cycles? The case of Italian banks. (2017). Anastasiou, Dimitrios.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:242-248.

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  7. Modelling italian potential output and the output gap. (2013). Locarno, Alberto ; Caivano, Michele ; Bassanetti, Antonio .
    In: Working Papers.
    RePEc:itt:wpaper:2013-7.

    Full description at Econpapers || Download paper

  8. The relationship between the PMI and the Italian index of industrial production and the impact of the latest economic crisis. (2011). Aprigliano, Valentina .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_820_11.

    Full description at Econpapers || Download paper

  9. Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators. (2010). Ozyildirim, Ataman ; Zarnowitz, Victor ; Schaitkin, Brian .
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:29:y:2010:i:1-2:p:6-28.

    Full description at Econpapers || Download paper

  10. Economic activity and recession probabilities: information content and predictive power of the term spread in Italy. (2009). Torricelli, Costanza ; Brunetti, Marianna.
    In: Applied Economics.
    RePEc:taf:applec:v:41:y:2009:i:18:p:2309-2322.

    Full description at Econpapers || Download paper

  11. Asymmetric effects of the business cycle on bank credit risk. (2009). Quagliariello, Mario ; Marcucci, Juri.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:9:p:1624-1635.

    Full description at Econpapers || Download paper

  12. Models to date the business cycle: The Italian case. (2008). Otranto, Edoardo ; Bruno, Giancarlo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:25:y:2008:i:5:p:899-911.

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  13. Monetary Policy Effects: New Evidence from the Italian Flow of Funds. (2008). Columba, Francesco ; Bonci, Riccardo.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_678_08.

    Full description at Econpapers || Download paper

  14. THE EFFECTS OF MONETARY POLICY SHOCKS ON FLOW OF FUNDS:THE ITALIAN CASE. (2007). Columba, Francesco ; Bonci, Riccardo.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:75.

    Full description at Econpapers || Download paper

  15. Employment Growth in Italy in the 1990s: Institutional Arrangements and Market Forces. (2007). Rosolia, Alfonso ; Cipollone, Piero ; Casadio, Piero ; Magnani, Marco ; Brandolini, Andrea.
    In: AIEL Series in Labour Economics.
    RePEc:ail:chapts:02-04.

    Full description at Econpapers || Download paper

  16. Monetary Policy Impulses, Local Output and the Transmission Mechanism. (2006). Caruso, Massimo .
    In: Giornale degli Economisti.
    RePEc:gde:journl:gde_v65_n1_p1-30.

    Full description at Econpapers || Download paper

  17. Extraction of Common Signal from Series with Different Frequency. (2005). Otranto, Edoardo.
    In: Econometrics.
    RePEc:wpa:wuwpem:0502011.

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  18. Forward-looking estimation of default probabilities with Italian data. (2005). Torricelli, Costanza ; Pederzoli, Chiara ; Marotta, Giuseppe.
    In: Heterogeneity and monetary policy.
    RePEc:mod:modena:0504.

    Full description at Econpapers || Download paper

  19. Choosing among alternative classification criteria to measure the labour force state. (2005). Trivellato, Ugo ; Rettore, Enrico ; Battistin, Erich.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:05/18.

    Full description at Econpapers || Download paper

  20. Dating the Italian BUsiness Cycle: A Comparison of Procedures.. (2004). Otranto, Edoardo ; Bruno, Giancarlo ; Giancarlo, Bruno.
    In: ISAE Working Papers.
    RePEc:isa:wpaper:41.

    Full description at Econpapers || Download paper

  21. Monetary Policy Impulses, Local Output and the Transmission Mechanism. (2004). Caruso, Massimo .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_537_04.

    Full description at Econpapers || Download paper

  22. Does trade credit substitute for bank credit?. (2004). de Blasio, Guido.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_498_04.

    Full description at Econpapers || Download paper

  23. Dating the Italian Business Cycle: A Comparison of Procedures. (2003). Otranto, Edoardo ; Bruno, Giancarlo.
    In: Econometrics.
    RePEc:wpa:wuwpem:0312003.

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  24. Does Trade Credit Substitute Bank Credit? Evidence From Firm-Level Data. (2003). de Blasio, Guido.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/166.

    Full description at Econpapers || Download paper

  25. A LEADING INDEX FOR THE COLOMBIAN ECONOMIC ACTIVITY. (2003). Ramos-Veloza, Mario ; Melo-Velandia, Luis ; Nieto, Fabio.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:001920.

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  26. A Leading Index for the Colombian Economic Activity. (2003). Ramos-Veloza, Mario ; Melo-Velandia, Luis.
    In: Borradores de Economia.
    RePEc:bdr:borrec:243.

    Full description at Econpapers || Download paper

  27. Business Cycles: Cyclical Comovement Within the European Union in the Period 1960-1999. A Frequency Domain Approach. (2002). Valle e Azevedo, João ; Joao Valle e Azevedo, .
    In: Working Papers.
    RePEc:ptu:wpaper:w200205.

    Full description at Econpapers || Download paper

  28. An Indicator of Economic Sentiment for the Italian Economy. (2002). Malgarini, Marco ; Bruno, Giancarlo.
    In: MPRA Paper.
    RePEc:pra:mprapa:42331.

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  29. An Indicator of Economic Sentiment for the Italian Economy. (2002). Malgarini, Marco ; Bruno, Giancarlo.
    In: ISAE Working Papers.
    RePEc:isa:wpaper:28.

    Full description at Econpapers || Download paper

  30. Does monetary policy have asymmetric effects? A look at the investment decisions of Italian firms. (2001). Gaiotti, Eugenio ; Generale, Andrea .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2001110.

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  31. About a Coincident Index for the State of the Economy. (2001). Melo-Velandia, Luis ; Nieto, Fabio H..
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:001938.

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  32. Un Indice Coincidente para la Actividad Económica Colombiana. (2001). Posada, Carlos ; Melo-Velandia, Luis ; Betancourt Garcia, Yanneth ; Barón, Juan.
    In: Borradores de Economia.
    RePEc:bdr:borrec:195.

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  33. About a Coincidente Index for the State of the Economy. (2001). Melo-Velandia, Luis.
    In: Borradores de Economia.
    RePEc:bdr:borrec:194.

    Full description at Econpapers || Download paper

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