Lorenzo Cappiello - Central Bank Research Hub

Papers by year: All | 2010 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Other author(s)

Do bank loans and credit standards have an effect on output? A panel approach for the euro area,

European Central Bank Working papers [View] (Paper: 1150, 30.01.2010)

Country and industry equity risk premia in the euro area: an intertemporal approach

European Central Bank Working papers [View] (Paper: 0913, 30.06.2008)

The impact of the euro on equity markets: a country and sector decomposition

European Central Bank Working papers [View] (Paper: 0906, 29.06.2008)

Measuring financial integration in new EU Member States

European Central Bank Occasional papers [View] (Paper: 081, 13.03.2008)

The sustainability of China’s exchange rate policy and capital account liberalisation

European Central Bank Occasional papers [View] (Paper: 082, 13.03.2008)

JEL: F10, F21, F31, F32, P48

The uncovered return parity condition.

European Central Bank Working papers [View] (Paper: 0812, 27.09.2007)

JEL: C32, F30, F31, G12

Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities

European Central Bank Working papers [View] (Paper: 0801, 01.09.2007)

JEL: E43, F31, F41

Financial integration of new EU Member States

European Central Bank Working papers [View] (Paper: 0683, 28.10.2006)

JEL: C32, F30, G12

The impact of the euro on financial markets

European Central Bank Working papers [View] (Paper: 0598, 24.03.2006)

JEL: C22, E43, E44, F36, G12

Explaining exchange rate dynamics: the uncovered equity return parity condition

European Central Bank Working papers [View] (Paper: 0529, 29.09.2005)

JEL: C22, C53, F31, G15

Measuring comovements by regression quantiles

European Central Bank Working papers [View] (Paper: 0501, 26.07.2005)

JEL: C14, C22, G15

Measuring market and inflation risk premia in France and in Germany

European Central Bank Working papers [View] (Paper: 0436, 25.02.2005)

JEL: C32, C61, E44, G12

Fair value accounting and financial stability

European Central Bank Occasional papers [View] (Paper: 013, 01.04.2004)

Asymmetric dynamics in the correlations of global equity and bond returns

European Central Bank Working papers [View] (Paper: 0204, 02.04.2003)

JEL: C5, F3, G1

Papers by year: All | 2010 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003