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Palazzo, Gerardo Scalia, Antonio Zaccaria, Luana Garratt, Rod Manna, Michele Silvestri, Laura Salakhova, Dilyara Rajan, Sriram Molina-Borboa, José Luis Lee, Hwayun Hansen, Ib Romeo, Rosario Hałaj, Grzegorz Fique, Jose Friedrich, Soeren Iachini, Eleonora Silva, Thiago Christiano Lenzi, Raffaele Iannamorelli, Alessandra Cerqueira-Silva, Thiago Stancato, Sergio Rubens Ceccacci, Patrizia Jaramillo, Serafín Martínez Mazzetta, Barbara All co-authors banks risk financial markets data government bonds indicator systemic networks lending italian holdings models paper domestic year information premia using foreign zinsstruktur kreditgeschäft market corporate evidence links global structures partial lower results stress changes bankenliquidität asymmetric sme early warning premiums policy different events model yields while positive methods
Composed government bonds asymmetric information systemic liquidity bond risk yield curve bank lending financial network partial data year government Öffentliche anleihe public bond bank liquidity information corporate corporate lending lending evidence evidence sme sme bond early warning italian financial financial markets risk premiums corporate bond financial networks asymmetrische information corporate finance bond market banks liquidity bond markets missing links links global global study study uncovering uncovering financial network structures structures partial banks holdings holdings trading trading government indicator systemic risk italian risk premia representative agent data paper foreign banks capital income monetary policy bank credit sme finance debt financing banking crisis business network lender of last resort financial crisis market structure risk premium liquidity transformation transformation rate rate determinants determinants impact impact lending risk early warning indicator indicator italian italian banks banks machine learning approach approach asymmetric markets missing markets banks beta based based framework framework lower lower bond explaining forecasting forecasting bond behavioural parameters comprehensive dataset public information network linkages contagion stress stress test goals banking supervisors central banks responsible
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Stefano Nobili Biblio: Directorate General for Markets and Payment Systems, Bank of Italy
Profession Economist
Affiliations Banca d'Italia
Publishing years Series Bank of Italy Temi di Discussione (Working Paper) (4) Temi di discussione / Banca d'Italia (4) Markets, infrastructures, payment systems (3) Bank of Italy Markets, Infrastructures, Payment Systems Working Paper (1) ESRB: Working Paper Series (1) EIEF working paper (1) Working paper series (1) Bank of Italy Occasional Paper (1) Questioni di economia e finanza (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
