Piergiorgio Alessandri - Central Bank Research Hub

Papers by year: All | 2017 | 2014 | 2012 | 2010 | 2009

Title Other author(s)

Bank lending in uncertain times

Bank of Italy Working Papers [View] (Paper: 1109, 03.05.2017)

JEL: E51, G21

Financial indicators and density forecasts for US output and inflation

Bank of Italy Working Papers [View] (Paper: 0977, 19.11.2014)

JEL: C53, E32, E44, G01

Shadow banks and macroeconomic instability

Bank of England Working papers [View] (Paper: wp487, 28.03.2014)

JEL: E32, E5, G2

Simple banking: profitability and the yield curve

Bank of England Working papers [View] (Paper: wp452, 04.12.2012)

An economic capital model integrating credit and interest rate risk in the banking book

Bank of England Working papers [View] (Paper: 388, 01.06.2010)

JEL: C13, E47, G21

Towards a Framework of Quantifying Systemic Stability

IJCB International Journal of Central Banking [View] (Paper: 09q3a2, 28.08.2009)

Funding liquidity risk in a quantitative model of systemic stability

Bank of England Working papers [View] (Paper: 372, 15.06.2009)

JEL: G01, G21, G32

An economic capital model integrating credit and interest rate risk in the banking book

European Central Bank Working papers [View] (Paper: 1041, 06.05.2009)

JEL: C13, E47, G21

Papers by year: All | 2017 | 2014 | 2012 | 2010 | 2009