New releases of Working Papers and Occasional Papers of the Bank of Italy - 23 February 2017
Today the Bank of Italy has released nine new Working Papers (No. 1096-1104), one new Occasional Paper (No. 373), and Newsletter No. 45 on economic research in the Bank of Italy.
Utility links
-
No. 1104 - A tale of fragmentation: corporate funding in the euro-area bond market
credit risk, corporate bonds, market fragmentation, sovereign debt crisis
-
No. 1103 - An indicator of inflation expectations anchoring
inflation expectations, anchoring, inflation swaps, inflation options, tail comovement, odds ratio
-
No. 1102 - Monetary policy surprises over time
monetary policy surprises, unconventional monetary policy
-
No. 1101 - The effects of tax on bank liability structure
bank liability structure, corporate tax, leverage
-
No. 1100 - Why did sponsor banks rescue their SIVs?
reputation risk, rescues, mispricing, implicit support, shadow banking system
-
No. 1099 - Informal loans, liquidity constraints and local credit supply: evidence from Italy
informal credit, local credit markets, inter vivos transfers
-
No. 1098 - Using the payment system data to forecast the Italian GDP
short term forecasting, LASSO, mixed frequency models, Kalman smoothing, payment systems, TARGET2
-
No. 1097 - Banks, firms, and jobs
bank lending channel, employment, financing constraints, skill upgrade
-
No. 1096 - A goodness-of-fit test for Generalized Error Distribution
exponential power distribution, kurtosis, normal standardized Q-Q plot
-
No. 373 - Cyber attacks: preliminary evidence from the Bank of Italy's business surveys
preliminary evidence from the Bank of Italy’s business surveys
Annexes
-
23 February 2017
YouTube
X - Banca d'Italia
Linkedin
RSS
E-mail Alert
