LUCCHETTA Marcella

Pubblicazioni per tipologia

Monografia o trattato scientifico
Commento scientifico
Tesi di Dottorato
  • Lucchetta M. (2007), Three Essays on Banking Sector Stability: Theoretical Models and Empirical Application , Venice, University of Venice
    Link al documento: 10278/28388
Articolo su rivista
  • Donadelli, M.; Gerotto, L.; Lucchetta, M.; Arzu, D. (2019), Immigration, Uncertainty, and Macroeconomic Dynamics in WORLD ECONOMY, vol. 05 September 2019, pp. 1-29 (ISSN 0378-5920)
    Link DOIURL correlato Link al documento: 10278/3717700
  • Lucchetta, Marcella; Moretto, Michele; Parigi, Bruno M. (2019), Optimal bailouts, bank’s incentive and risk in ANNALS OF FINANCE, vol. N/D (ISSN 1614-2446)
    Link DOI Link al documento: 10278/3713763
  • Lucchetta, Marcella (2017), Banking competition and welfare in ANNALS OF FINANCE, vol. 13, pp. 31-53 (ISSN 1614-2446)
    Link DOIURL correlato Link al documento: 10278/3687418
  • De Nicolò, Gianni; Lucchetta, Marcella (2017), Forecasting Tail Risks in JOURNAL OF APPLIED ECONOMETRICS, vol. 32, pp. 159-170 (ISSN 0883-7252)
    Link DOIURL correlato Link al documento: 10278/3678767
  • Lucchetta, Marcella (2015), Does the bank risk concentration freeze the interbank system? in THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, vol. 33, pp. 149-166 (ISSN 1062-9408)
    Link DOIURL correlato Link al documento: 10278/3659958
  • A. Paradiso; S. Kumar; M. Lucchetta (2014), Investigating the US consumer credit determinants using linear and non-linear cointegration techniques in ECONOMIC MODELLING, vol. 42, pp. 20-28 (ISSN 0264-9993)
    Link DOIURL correlato Link al documento: 10278/40821
  • Lucchetta M.; Andrea G.; De Nicolo' G. (2014), Microprudential Regulation in a Dynamic Model of Banking in THE REVIEW OF FINANCIAL STUDIES, vol. 27, pp. 2097-2138 (ISSN 0893-9454)
    Link DOI Link al documento: 10278/38753
  • Marcella Lucchetta;Antonio Paradiso (2014), Sluggish US employment recovery after the Great Recession: Cyclical or structural factors? in ECONOMICS LETTERS, vol. 123, pp. 109-112 (ISSN 0165-1765)
    Link DOI Link al documento: 10278/39482
  • Donadelli, M; Lucchetta, M. (2013), Emerging Stock Premia: Some Evidence from Industrial Stock Market Data in ASIAN ECONOMIC AND FINANCIAL REVIEW, vol. 3, pp. 398-422 (ISSN 2222-6737)
    URL correlato Link al documento: 10278/37240
  • M. Lucchetta; C. D'Avino (2012), Opacity of banks and inefficient bank management: An analysis in BANKS AND BANK SYSTEMS, vol. 7, pp. 1-25 (ISSN 1816-7403)
    Link al documento: 10278/36426
  • Lorenzon I.; Lucchetta M.; Pelizzon L. (2011), Bank Credit to Medium-Sized Enterprises in Italy: The Trends Before and During the Crisis in BANCARIA, vol. 2 2011, pp. 17-39 (ISSN 0005-4623)
    Link al documento: 10278/28375
  • Lucchetta M. (2007), What do Data Say about Monetary Policy, Bank Liquidity and Bank Risk Taking? in ECONOMIC NOTES, vol. 36, 2, pp. 189-203 (ISSN 0391-5026)
    Link DOI Link al documento: 10278/28373
Recensione in rivista
  • Lucchetta, Marcella (2017), The Status Quo Crisis: Global Financial Governance after the 2008 Meltdown in EASTERN ECONOMIC JOURNAL, vol. 42, pp. 674-675 (ISSN 0094-5056)
    Link DOI Link al documento: 10278/3696276
Articolo su libro
  • Marcella Lucchetta, Daniela Arzu, Guido Massimiliano Mantovani (2018), The Bank Tailored Integrated Rating in Daniela Arzu, Marcella Lucchetta, Guido Massimiliano Mantovani, Mathematical and Statistical Methods for Actuarial Sciences and Finance, M. Corazza et al. (eds.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pp. 63-67 (ISBN 978-3-319-89824-7; 978-3-319-89823-0)
    Link DOIURL correlato Link al documento: 10278/3702251
  • Costola, Michele; Frattarolo, Lorenzo; Lucchetta, Marcella; Paradiso, Antonio (2016), Do we need a stochastic trend in cay estimation? Yes. , WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, Venice, Department of Economics Ca’ Foscari University of Venice, vol. No. 24/WP/2016, pp. 1-15 (ISBN 1827-3580) (ISSN 1827-3580)
    Link al documento: 10278/3680914
  • Marcella lucchetta (2016), Risk Monitoring Systems in Real-time Based on Dynamic Factor Models in Monica Billio, Loriana Pelizzon, Roberto Savona, Systemic Risk Tomography 1st Edition: Signals, Measurement and Transmission Channels, Amsterdam, ISTE Press - Elsevier, vol. 1, pp. 240-290 (ISBN 9781785480850)
    Link DOI Link al documento: 10278/3681515
  • M. Lucchetta; G. De Nicolo' (2012), Systemic Risk and the Macroeconomy , NBER book Quantifying Systemic Risk, The University of Chicago Press, vol. 1, pp. 52-105 (ISBN 0226319288)
    Link DOI Link al documento: 10278/37102
  • De Nicolò G.; Lucchetta M. (2011), Bank Competition and Financial Stability: A General Equilibrium Exposition , IMF International Monetary Fund WP, WDC, IMF Publication, vol. 295, pp. 1-39 (ISSN 1018-5941)
    Link al documento: 10278/29475
  • De Nicolo' G.; Gamba A.; Lucchetta M. (2011), Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking , IMF International Monetary Fund WP, International Monetary Fund WDC, US, vol. 1, pp. 1-65 (ISSN 1018-5941)
    Link al documento: 10278/30924
  • De Nicolo' G.; Lucchetta; M. (2011), Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing , IMF International Monetary Fund WP, Washington DC, International Monetary Fund, IMF, vol. 1, pp. 1-57 (ISSN 1018-5941)
    Link al documento: 10278/28819
  • De Nicolo' G.; Lucchetta; M. (2010), Systemic Risks and the Macroeconomy , IMF WORKING PAPER, Washington D.C. US, IMF International Monetary Fund, WDC, pp. 1-35 (ISBN 9781451918762) (ISSN 1018-5941)
    Link DOI Link al documento: 10278/28815
  • De Nicolo' G.; Lucchetta; M. (2009), Financial Intermediation, Competition, and Risk: A General Equilibrium Exposition , IMF WORKING PAPER, IMF WDC, vol. WP/09/105, pp. 1-41 (ISBN 9781451872521) (ISSN 1018-5941)
    Link al documento: 10278/26514
Working paper
  • Marcella Lucchetta, Michael Brei, Leonardo Gambacorta, Bruno Maria Parigi (2020), Bad bank resolutions and bank lending , BASEL, BIS Bank for International Settlements, vol. No 837, pp. 1-41 (ISSN 1682-7678)
    URL correlato Link al documento: 10278/3723080
  • Marcella Lucchetta, Bruno M. Parigi, Jean-Charles Rochet (2019), Bank Restructuring without Government Intervention , c/o University of Geneva, Bd. Du Pont d'Arve 42, CH-1211 Geneva 4 T +41 22 379 84 71, Swiss Finance Institute Research Paper Series, vol. N°19-63, pp. 1-48
    URL correlato Link al documento: 10278/3723076
  • Lucchetta M.; Donadelli M. (2012), Emerging Stock Premia: Do Industries Matter? , Dipartimento di economia, Ca' Foscari, vol. No . 22/WP/2012, pp. 1-18 (ISSN 1827-3580)
    Link al documento: 10278/36157
  • De Nicolo'G.; Lucchetta M. (2011), A General Equilibrium Model of Bank Competition, Risk and Capital
    Link al documento: 10278/24977
  • M. LUCCHETTA (2010), Bank Market Structure, Systemic Risk, and Interbank Market Breakdowns , vol. EUI RSCAS; 2010/76, pp. 1-25 (ISSN 1028-3625)
    Link DOIURL correlato Link al documento: 10278/30450
  • D'Avino C.; Lucchetta M. (2010), Opacity of banks and runs with solvency , University Library of Munich, vol. 24166
    Link al documento: 10278/28387
  • Berardi A.; Lucchetta M. (2008), Why do banks hedge?
    Link al documento: 10278/25495