Filippo Natoli
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Filippo Natoli, 2023.
"The macroeconomic effects of temperature surprise shocks,"
Temi di discussione (Economic working papers)
1407, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Lucidi, Francesco Simone & Pisa, Marta Maria & Tancioni, Massimiliano, 2024. "The effects of temperature shocks on energy prices and inflation in the Euro Area," European Economic Review, Elsevier, vol. 166(C).
- Tobias Kranz & Hamza Bennani & Matthias Neuenkirch, 2024. "Monetary Policy and Climate Change: Challenges and the Role of Major Central Banks," Research Papers in Economics 2024-01, University of Trier, Department of Economics.
- Ciccarelli, Matteo & Kuik, Friderike & Martínez Hernández, Catalina, 2024. "The asymmetric effects of temperature shocks on inflation in the largest euro area countries," European Economic Review, Elsevier, vol. 168(C).
- Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco, 2024.
"Macroeconomic Spillovers of Weather Shocks across U.S. States,"
Working Papers
2024.09, Fondazione Eni Enrico Mattei.
- Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco, 2024. "Macroeconomic Spillovers of Weather Shocks across U.S. States," Papers 2403.10907, arXiv.org, revised Apr 2024.
- Bacchiocchi, Emanuele & Bastianin, Andrea & Moramarco, Graziano, 2024. "Macroeconomic Spillovers of Weather Shocks across U.S. States," FEEM Working Papers 343506, Fondazione Eni Enrico Mattei (FEEM).
- Michele Cascarano & Filippo Natoli, 2023. "Temperatures and search: evidence from the housing market," Temi di discussione (Economic working papers) 1419, Bank of Italy, Economic Research and International Relations Area.
- Leonardo Bortolan & Atreya Dey & Luca Taschini, 2024. "Volatile Temperatures and Their Effects on Equity Returns and Firm Performance," CESifo Working Paper Series 11438, CESifo.
- Natoli, Filippo, 2022.
"Temperature surprise shocks,"
MPRA Paper
112568, University Library of Munich, Germany.
Cited by:
- Ciccarelli, Matteo & Kuik, Friderike & Martínez Hernández, Catalina, 2023. "The asymmetric effects of weather shocks on euro area inflation," Working Paper Series 2798, European Central Bank.
- Mason, Charles F. & Wilmot, Neil A., 2024.
"On climate fat tails and politics,"
Resources Policy, Elsevier, vol. 92(C).
- Charles F. Mason & Neil A. Wilmot, 2023. "On Climate Fat Tails and Politics," CESifo Working Paper Series 10815, CESifo.
- Ciccarelli, Matteo & Kuik, Friderike & Martínez Hernández, Catalina, 2023. "The outlook is mixed: the asymmetric effects of weather shocks on inflation," Research Bulletin, European Central Bank, vol. 111.
- Addoum, Jawad M. & Ng, David T. & Ortiz-Bobea, Ariel, 2023. "Temperature shocks and industry earnings news," Journal of Financial Economics, Elsevier, vol. 150(1), pages 1-45.
- Cunpu Li & Xuetong Zhang & Jing He, 2023. "Impact of Climate Change on Inflation in 26 Selected Countries," Sustainability, MDPI, vol. 15(17), pages 1-22, August.
- Cascarano, Michele & Natoli, Filippo & Petrella, Andrea, 2022.
"Entry, exit and market structure in a changing climate,"
MPRA Paper
112868, University Library of Munich, Germany.
- Michele Cascarano & Filippo Natoli & Andrea Petrella, 2023. "Entry, exit, and market structure in a changing climate," Temi di discussione (Economic working papers) 1418, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Agostino, Mariarosaria, 2024. "Extreme weather events and firms’ energy practices. The role of country governance," Energy Policy, Elsevier, vol. 192(C).
- Michele Cascarano & Filippo Natoli, 2023. "Temperatures and search: evidence from the housing market," Temi di discussione (Economic working papers) 1419, Bank of Italy, Economic Research and International Relations Area.
- Filippo Natoli, 2023. "The macroeconomic effects of temperature surprise shocks," Temi di discussione (Economic working papers) 1407, Bank of Italy, Economic Research and International Relations Area.
- Enrico Bernardini & Ivan Faiella & Luciano Lavecchia & Alessandro Mistretta & Filippo Natoli, 2021.
"Central banks, climate risks and sustainable finance,"
Questioni di Economia e Finanza (Occasional Papers)
608, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Ferriani, Fabrizio, 2023.
"Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?,"
International Review of Financial Analysis, Elsevier, vol. 88(C).
- Fabrizio Ferriani, 2022. "Issuing bonds during the Covid-19 pandemic: is there an ESG premium?," Temi di discussione (Economic working papers) 1392, Bank of Italy, Economic Research and International Relations Area.
- Faiella, Ivan & Lavecchia, Luciano & Michelangeli, Valentina & Mistretta, Alessandro, 2022.
"A climate stress test on the financial vulnerability of Italian households and firms,"
Journal of Policy Modeling, Elsevier, vol. 44(2), pages 396-417.
- Ivan Faiella & Luciano Lavecchia & Alessandro Mistretta & Valentina Michelangeli, 2021. "A micro-founded climate stress test on the financial vulnerability of Italian households and firms," Questioni di Economia e Finanza (Occasional Papers) 639, Bank of Italy, Economic Research and International Relations Area.
- Gambacorta, Leonardo & Pancotto, Livia & Reghezza, Alessio & Spaggiari, Martina, 2022.
"Gender diversity in bank boardrooms and green lending: evidence from euro area credit register data,"
Working Paper Series
2741, European Central Bank.
- Leonardo Gambacorta & Alessio Reghezza & Martina Spaggiari & Livia Pancotto, 2022. "Gender diversity in bank boardrooms and green lending: evidence from euro area credit register data," BIS Working Papers 1044, Bank for International Settlements.
- Gambacorta, Leonardo & Pancotto, Livia & Reghezza, Alessio & Spaggiari, Martina, 2022. "Gender diversity in bank boardrooms and green lending: Evidence from euro area credit register data," CEPR Discussion Papers 17650, C.E.P.R. Discussion Papers.
- Clara Isabel González Martínez, 2021. "The role of central banks in combating climate change and developing sustainable finance," Economic Bulletin, Banco de España, issue 3/2021.
- Simone Letta & Pasquale Mirante, 2023. "Investigating the determinants of corporate bond credit spreads in the euro area," Temi di discussione (Economic working papers) 36, Bank of Italy, Economic Research and International Relations Area.
- Ferriani, Fabrizio, 2023.
"Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?,"
International Review of Financial Analysis, Elsevier, vol. 88(C).
- Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena, 2021.
"Questioning the puzzle: fiscal policy, real exchange rate and inflation,"
CAMA Working Papers
2021-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ferrara, Laurent & Metelli, Luca & Natoli, Filippo & Siena, Daniele, 2021. "Questioning the puzzle: Fiscal policy, real exchange rate and inflation," Journal of International Economics, Elsevier, vol. 133(C).
Cited by:
- Choi, Sangyup & Shin, Junhyeok & Yoo, Seung Yong, 2022.
"Are government spending shocks inflationary at the zero lower bound? New evidence from daily data,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Sangyup Choi & Junhyeok Shin & Seung Yong Yoo, 2022. "Are government spending shocks inflationary at the zero lower bound? New evidence from daily data," CAMA Working Papers 2022-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Sangyup Choi & Junhyeok Shin & Seung Yong Yoo, 2021. "Are Government Spending Shocks Inflationary at the Zero Lower Bound? New Evidence from Daily Data," Working papers 2021rwp-189, Yonsei University, Yonsei Economics Research Institute.
- Benjamin Born & Francesco D’Ascanio & Gernot J. Müller & Johannes Pfeifer, 2021.
"Mr. Keynes Meets the Classics: Government Spending and the Real Exchange Rate,"
ifo Working Paper Series
352, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Benjamin Born & Francesco D’Ascanio & Gernot J. Müller & Johannes Pfeifer, 2024. "Mr. Keynes Meets the Classics: Government Spending and the Real Exchange Rate," Journal of Political Economy, University of Chicago Press, vol. 132(5), pages 1642-1683.
- Born, Benjamin & D'Ascanio, Francesco & Müller, Gernot & Pfeifer, Johannes, 2019. "Mr. Keynes meets the Classics: Government Spending and the Real Exchange Rate," CEPR Discussion Papers 14073, C.E.P.R. Discussion Papers.
- Julie Ann Q. Basconcillo, 2023. "A nexus between fiscal policy and inflation: a case study of Indonesia using SVAR model," Public Sector Economics, Institute of Public Finance, vol. 47(4), pages 477-503.
- Albina Latifi & Viktoriia Naboka-Krell & Peter Tillmann & Peter Winker, 2023.
"Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects,"
MAGKS Papers on Economics
202307, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Latifi, Albina & Naboka-Krell, Viktoriia & Tillmann, Peter & Winker, Peter, 2024. "Fiscal policy in the Bundestag: Textual analysis and macroeconomic effects," European Economic Review, Elsevier, vol. 168(C).
- Latifi, Albina & Naboka-Krell, Viktoriia & Tillmann, Peter & Winker, Peter, 2023. "Fiscal Policy in the Bundestag: Textual Analysis and Macroeconomic Effects," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277624, Verein für Socialpolitik / German Economic Association.
- Hory, Marie-Pierre & Levieuge, Grégory & Onori, Daria, 2023.
"The fiscal multiplier when debt is denominated in foreign currency,"
International Economics, Elsevier, vol. 176(C).
- Marie-Pierre Hory & Grégory Levieuge & Daria Onori, 2023. "The fiscal multiplier when debt is denominated in foreign currency," Post-Print hal-04355530, HAL.
- Cardi, Olivier & Restout, Romain, 2023.
"Sectoral fiscal multipliers and technology in open economy,"
Journal of International Economics, Elsevier, vol. 144(C).
- Olivier CARDI & Romain RESTOUT, 2021. "Sectoral Fiscal Multipliers And Technology In Open Economy," Working Papers of BETA 2021-22, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Olivier Cardi & Romain Restout, 2021. "Sectoral Fiscal Multipliers and Technology in Open Economy," Working Papers 327798298, Lancaster University Management School, Economics Department.
- Olivier CARDI & Romain RESTOUT, 2023. "Sectoral Fiscal Multipliers And Technology In Open Economy," Working Papers of BETA 2023-20, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Olivier Cardi & Romain Restout, 2023. "Sectoral fiscal multipliers and technology in open economy," Post-Print hal-04522948, HAL.
- Michael D. Bordo & Pierre L. Siklos, 2024. "The Importance of Sound Monetary Policy: Some Lessons for Today from Canada’s Experience with Floating Exchange Rates Since 1950," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 66(3), pages 415-453, September.
- Olumide O. Olaoye & O. J. Omokanmi & Mosab I. Tabash & S. O. Olofinlade & M. O. Ojelade, 2024. "Soaring inflation in sub-Saharan Africa: A fiscal root?," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(1), pages 987-1009, February.
- Hyungsuk Lee & Junsang Lee, 2024. "Accounting for the Effects of Fiscal Policy Shocks on Exchange Rates through Markup Dynamics," Review, Federal Reserve Bank of St. Louis, vol. 106(2), pages 129-145, April.
- Asif Tariq & Aadil Amin & Masroor Ahmad, 2024. "Deciphering the non-linear nexus between government size and inflation in MENA countries: an application of dynamic-panel threshold model," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 13(1), pages 1-20, December.
- Chaturvedi, Priya & Kumar, Kuldeep, 2022. "Econometric modelling of exchange rate volatility using mixed-frequency data," MPRA Paper 115222, University Library of Munich, Germany.
- Victor Pontines & Davaajargal Luvsannyam, 2023.
"External Commodity Shocks and the Insulating Role of Fiscal Policy on Real Output: Evidence from a Commodity-Exporting Economy,"
CAMA Working Papers
2023-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Victor Pontines & Davaajargal Luvsannyam, 2023. "External Commodity Shocks and the Insulating Role of Fiscal Policy on Real Output: Evidence from a Commodity-Exporting Economy," Working Papers wp51, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Jørgensen, Peter L. & Ravn, Søren H., 2022. "The inflation response to government spending shocks: A fiscal price puzzle?," European Economic Review, Elsevier, vol. 141(C).
- Chang Liu & Yinxi Xie, 2023. "Understanding Inflation Dynamics: The Role of Government Expenditures," Staff Working Papers 23-30, Bank of Canada.
- Prasada, Imade Yoga & Nugroho, Agus Dwi & Lakner, Zoltan, 2022. "Impact of the FLEGT license on Indonesian plywood competitiveness in the European Union," Forest Policy and Economics, Elsevier, vol. 144(C).
- Ramona Tiganasu & Gabriela Carmen Pascariu & Dan Lupu, 2022. "Competitiveness, fiscal policy and corruption: evidence from Central and Eastern European countries," Oeconomia Copernicana, Institute of Economic Research, vol. 13(3), pages 667-698, September.
- Michael D. Bordo & Pierre Siklos, 2024. "The Importance of Sound Monetary Policy: Some Lessons for Today from Canada’s Experience with Floating Exchange Rates since 1950," Working Papers 320, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Valerio Ercolani & Filippo Natoli, 2020.
"Forecasting US recessions: the role of economic uncertainty,"
Temi di discussione (Economic working papers)
1299, Bank of Italy, Economic Research and International Relations Area.
- Ercolani, Valerio & Natoli, Filippo, 2020. "Forecasting US recessions: The role of economic uncertainty," Economics Letters, Elsevier, vol. 193(C).
Cited by:
- Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021.
"Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty,"
Working Papers
202133, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022. "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, vol. 75(C).
- Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021. "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," GRU Working Paper Series GRU_2021_017, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Nguyen, Thanh Cong, 2022. "Economic policy uncertainty: The probability and duration of economic recessions in major European Union countries," Research in International Business and Finance, Elsevier, vol. 62(C).
- Silver, Steven D. & Raseta, Marko & Bazarova, Alina, 2023. "Stochastic resonance in the recovery of signal from agent price expectations," Chaos, Solitons & Fractals, Elsevier, vol. 174(C).
- Choi, Sun-Yong, 2020. "Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis," Finance Research Letters, Elsevier, vol. 37(C).
- Donato Ceci & Andrea Silvestrini, 2023.
"Nowcasting the state of the Italian economy: The role of financial markets,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1569-1593, November.
- Donato Ceci & Andrea Silvestrini, 2022. "Nowcasting the state of the Italian economy: the role of financial markets," Temi di discussione (Economic working papers) 1362, Bank of Italy, Economic Research and International Relations Area.
- Pop, Ionuț Daniel, 2022. "COVID-19 crisis, voters’ drivers, and financial markets consequences on US presidential election and global economy," Finance Research Letters, Elsevier, vol. 44(C).
- Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena, 2020.
"Questioning the puzzle: Fiscal policy, exchange rate and inflation,"
Working papers
752, Banque de France.
Cited by:
- Benjamin Born & Francesco D’Ascanio & Gernot J. Müller & Johannes Pfeifer, 2021.
"Mr. Keynes Meets the Classics: Government Spending and the Real Exchange Rate,"
ifo Working Paper Series
352, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Benjamin Born & Francesco D’Ascanio & Gernot J. Müller & Johannes Pfeifer, 2024. "Mr. Keynes Meets the Classics: Government Spending and the Real Exchange Rate," Journal of Political Economy, University of Chicago Press, vol. 132(5), pages 1642-1683.
- Born, Benjamin & D'Ascanio, Francesco & Müller, Gernot & Pfeifer, Johannes, 2019. "Mr. Keynes meets the Classics: Government Spending and the Real Exchange Rate," CEPR Discussion Papers 14073, C.E.P.R. Discussion Papers.
- Badarau, Cristina & Huart, Florence & Sangaré, Ibrahima, 2021.
"Macroeconomic and policy implications of eurobonds,"
International Review of Law and Economics, Elsevier, vol. 65(C).
- Cristina Badarau & F. Huart & I. Sangaré, 2021. "Macroeconomic and policy implications of eurobonds," Post-Print hal-03407523, HAL.
- Benjamin Born & Francesco D’Ascanio & Gernot J. Müller & Johannes Pfeifer, 2021.
"Mr. Keynes Meets the Classics: Government Spending and the Real Exchange Rate,"
ifo Working Paper Series
352, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Luca Metelli & Filippo Natoli, 2019.
"The international transmission of US tax shocks: a proxy-SVAR approach,"
Temi di discussione (Economic working papers)
1223, Bank of Italy, Economic Research and International Relations Area.
- Luca Metelli & Filippo Natoli, 2021. "The International Transmission of US Tax Shocks: A Proxy-SVAR Approach," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(2), pages 325-356, June.
Cited by:
- Hayo, Bernd & Mierzwa, Sascha, 2023.
"The effect of legislated tax changes on the trade balance: Empirical evidence for the United States, Germany, and the United Kingdom,"
Journal of Macroeconomics, Elsevier, vol. 78(C).
- Bernd Hayo & Sascha Mierzwa, 2021. "The Effect of Legislated Tax Changes on the Trade Balance: Empirical Evidence for the United States, Germany, and the United Kingdom," MAGKS Papers on Economics 202103, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Sascha Mierzwa, 2021. "Spillovers from Tax Shocks to the Euro Area," MAGKS Papers on Economics 202133, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Klein, Mathias & Linnemann, Ludger, 2024. "Tax shocks, firm entry, and productivity in the open economy," Journal of International Money and Finance, Elsevier, vol. 149(C).
- Cruz, Manuel Máximo & Gahn, Santiago José & Morlin, Guilherme Spinato, 2022. "State-owned and multinational enterprises partnership as an import substitution strategy: A narrative ARDL approach to the case of oil contracts in Argentina (1958–1962)," Structural Change and Economic Dynamics, Elsevier, vol. 63(C), pages 213-223.
- Fabrizio Ferriani & Filippo Natoli & Giovanni Veronese & Federica Zeni, 2019.
"Risk premium in the era of shale oil,"
Temi di discussione (Economic working papers)
1215, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Filippo Natoli, 2021. "Financialization Of Commodities Before And After The Great Financial Crisis," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 488-511, April.
- Ferriani, Fabrizio & Veronese, Giovanni, 2022. "Hedging and investment trade-offs in the U.S. oil industry," Energy Economics, Elsevier, vol. 106(C).
- Fedorov, Semyon & Lavrutich, Maria & Hagspiel, Verena & Lerdahl, Thomas, 2022. "Risk and benefit sharing schemes in oil exploration and production," Energy Economics, Elsevier, vol. 116(C).
- Adriana Grasso & Filippo Natoli, 2018.
"Consumption volatility risk and the inversion of the yield curve,"
Temi di discussione (Economic working papers)
1169, Bank of Italy, Economic Research and International Relations Area.
- Grasso, Adriana & Natoli, Filippo, 2018. "Consumption volatility risk and the inversion of the yield curve," Working Paper Series 2141, European Central Bank.
Cited by:
- Lloyd, Simon & Marin, Emile, 2020.
"Exchange rate risk and business cycles,"
Bank of England working papers
872, Bank of England.
- Lloyd, S. P. & Marin, E. A., 2019. "Exchange Rate Risk and Business Cycles," Cambridge Working Papers in Economics 1996, Faculty of Economics, University of Cambridge.
- Ferriani, Fabrizio & Natoli, Filippo & Veronese, Giovanni & Zeni, Federica, 2018.
"Futures risk premia in the era of shale oil,"
MPRA Paper
89097, University Library of Munich, Germany.
Cited by:
- Fabrizio Ferriani & Giovanni Veronese, 2019.
"U.S. shale producers: a case of dynamic risk management?,"
Temi di discussione (Economic working papers)
1211, Bank of Italy, Economic Research and International Relations Area.
- Ferriani, Fabrizio & Veronese, Giovanni, 2018. "U.S. shale producers: a case of dynamic risk management?," MPRA Paper 88279, University Library of Munich, Germany.
- Fabrizio Ferriani & Giovanni Veronese, 2019.
"U.S. shale producers: a case of dynamic risk management?,"
Temi di discussione (Economic working papers)
1211, Bank of Italy, Economic Research and International Relations Area.
- Ivan Faiella & Filippo Natoli, 2018.
"Natural catastrophes and bank lending: the case of flood risk in Italy,"
Questioni di Economia e Finanza (Occasional Papers)
457, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Simona Cosma & Paola Schwizer & Lorenzo Nobile & Rossella Leopizzi, 2021. "Environmental attitude in the board. Who are the “green directors”? Evidences from Italy," Business Strategy and the Environment, Wiley Blackwell, vol. 30(7), pages 3360-3375, November.
- Justin Contat & Caroline Hopkins & Luis Mejia & Matthew Suandi, 2023.
"When Climate Meets Real Estate: A Survey of the Literature,"
FHFA Staff Working Papers
23-05, Federal Housing Finance Agency.
- Justin Contat & Carrie Hopkins & Luis Mejia & Matthew Suandi, 2024. "When climate meets real estate: A survey of the literature," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 52(3), pages 618-659, May.
- Calice,Pietro & Miguel Liriano,Faruk, 2021. "Climate-Related and Environmental Risks for the Banking Sector in Latin America and the Caribbean : A Preliminary Assessment," Policy Research Working Paper Series 9694, The World Bank.
- Chalabi-Jabado, Fatima & Ziane, Ydriss, 2024. "Climate risks, financial performance and lending growth: Evidence from the banking industry," Technological Forecasting and Social Change, Elsevier, vol. 209(C).
- Ivan Faiella & Luciano Lavecchia, 2020. "The carbon footprint of Italian loans," Questioni di Economia e Finanza (Occasional Papers) 557, Bank of Italy, Economic Research and International Relations Area.
- Matteo Alessi & Ilaria Manti & Luca Santabarbara, 2024. "Natural Disasters, Local banking, and Recovery lending: evidence from an Italian earthquake," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(6), pages 1-2.
- Pauline Avril & Gregory Levieuge & Camelia Turcu, 2023. "Do bankers want their umbrellas back when it rains? Evidence from typhoons in China," Working Papers 2023.08, International Network for Economic Research - INFER.
- Michele Loberto & Matteo Spuri, 2023. "The impact of flood risk on real estate wealth in Italy," Questioni di Economia e Finanza (Occasional Papers) 768, Bank of Italy, Economic Research and International Relations Area.
- Pauline AVRIL & Grégory LEVIEUGE & Camélia TURCU, 2021.
"Natural Disasters and Financial Stress: Can Macroprudential Regulation Tame Green Swans?,"
LEO Working Papers / DR LEO
2913, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Pauline Avril & Gregory Levieuge & Camelia Turcu, 2021. "Natural Disasters and Financial Stress: Can Macroprudential Regulation Tame Green Swans?," Working Papers 2021.13, International Network for Economic Research - INFER.
- Avril Pauline & Levieuge Gr gory & Turcu Camelia, 2022. "Natural Disasters and Financial Stress: Can Macroprudential Regulation Tame Green Swans?," Working papers 874, Banque de France.
- Stefano Battiston & Martin Guth & Irene Monasterolo & Benjamin Neudorfer & Wolfgang Pointner, 2020. "Austrian banks’ exposure to climate-related transition risk," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 40, pages 31-44.
- Shouwei Li & Xin Wu, 2023. "How does climate risk affect bank loan supply? Empirical evidence from China," Economic Change and Restructuring, Springer, vol. 56(4), pages 2169-2204, August.
- Shala, Iliriana & Schumacher, Benno, 2022. "The impact of natural disasters on banks' impairment flow: Evidence from Germany," Discussion Papers 36/2022, Deutsche Bundesbank.
- Drudi, Francesco & Moench, Emanuel & Holthausen, Cornelia & Weber, Pierre-François & Ferrucci, Gianluigi & Setzer, Ralph & Adao, Bernardino & Dées, Stéphane & Alogoskoufis, Spyros & Téllez, Mar Delgad, 2021. "Climate change and monetary policy in the euro area," Occasional Paper Series 271, European Central Bank.
- Pagliari, Maria Sole, 2021.
"LSIs’ exposures to climate change related risks: an approach to assess physical risks,"
Working Paper Series
2517, European Central Bank.
- Maria Sole Pagliari, 2023. "LSIs’ Exposures to Climate-Change-Related Risks: An Approach to Assess Physical Risks," International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 1-54, March.
- Alogoskoufis, Spyros & Dunz, Nepomuk & Emambakhsh, Tina & Hennig, Tristan & Kaijser, Michiel & Kouratzoglou, Charalampos & Muñoz, Manuel A. & Parisi, Laura & Salleo, Carmelo, 2021. "ECB’s economy-wide climate stress test," Occasional Paper Series 281, European Central Bank.
- Ivan Faiella & Danila Malvolti, 2020. "The climate risk for the finance in Italy," Questioni di Economia e Finanza (Occasional Papers) 545, Bank of Italy, Economic Research and International Relations Area.
- Wolfgang Pointner & Doris Ritzberger-Grünwald, 2019. "Climate change as a risk to financial stability," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 38, pages 30-45.
- Enrico Bernardini & Ivan Faiella & Luciano Lavecchia & Alessandro Mistretta & Filippo Natoli, 2021. "Central banks, climate risks and sustainable finance," Questioni di Economia e Finanza (Occasional Papers) 608, Bank of Italy, Economic Research and International Relations Area.
- Giuliana Birindelli & Graziella Bonanno & Stefano Dell'Atti & Antonia Patrizia Iannuzzi, 2022. "Climate change commitment, credit risk and the country's environmental performance: Empirical evidence from a sample of international banks," Business Strategy and the Environment, Wiley Blackwell, vol. 31(4), pages 1641-1655, May.
- Chiara Lodi & Giovanni Marin & Marco Modica, 2022.
"Fiscal policy response of local governments to floods in Italy,"
Working Papers
2022.34, Fondazione Eni Enrico Mattei.
- Lodi, Chiara & Marin, Giovanni & Modica, Marco, 2022. "Fiscal policy response of local governments to floods in Italy," FEEM Working Papers 329435, Fondazione Eni Enrico Mattei (FEEM).
- Vera Palea & Federico Drogo, 2020. "Carbon emissions and the cost of debt in the eurozone: The role of public policies, climate‐related disclosure and corporate governance," Business Strategy and the Environment, Wiley Blackwell, vol. 29(8), pages 2953-2972, December.
- Natoli, Filippo & Metelli, Luca, 2018.
"The international transmission of US fiscal shocks,"
MPRA Paper
84207, University Library of Munich, Germany.
Cited by:
- Christofzik, Désirée I. & Elstner, Steffen, 2018.
"International spillover effects of U.S. tax reforms: Evidence from Germany,"
Working Papers
08/2018, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Désirée I Christofzik & Steffen Elstner, 2021. "International spillover effects of U.S. tax reforms: evidence from Germany," Oxford Economic Papers, Oxford University Press, vol. 73(2), pages 578-600.
- Andrea Colabella, 2019. "Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period," Temi di discussione (Economic working papers) 1207, Bank of Italy, Economic Research and International Relations Area.
- Jamil Sayeed & Deen Islam, 2025. "International Transmission of Fiscal News Shock: Evidence from Defense Spending," Defence and Peace Economics, Taylor & Francis Journals, vol. 36(1), pages 126-140, January.
- Luigi Bonatti & Andrea Fracasso & Roberto Tamborini, 2021. "Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets," DEM Working Papers 2021/09, Department of Economics and Management.
- Madeline Hanson & Daniela Hauser & Romanos Priftis, 2021. "Fiscal Spillovers: The Case of US Corporate and Personal Income Taxes," Staff Working Papers 21-41, Bank of Canada.
- Christofzik, Désirée I. & Elstner, Steffen, 2018.
"International spillover effects of U.S. tax reforms: Evidence from Germany,"
Working Papers
08/2018, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Pietro Cova & Filippo Natoli, 2017.
"International financial flows and the risk-taking channel,"
Temi di discussione (Economic working papers)
1152, Bank of Italy, Economic Research and International Relations Area.
- Pietro Cova & Filippo Natoli, 2017. "International financial flows and the risk-taking channel," GRU Working Paper Series GRU_2017_005, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
Cited by:
- Ines Buono & Flavia Corneli & Enrica Di Stefano, 2020.
"Capital inflows to emerging countries and their sensitivity to the global financial cycle,"
Temi di discussione (Economic working papers)
1262, Bank of Italy, Economic Research and International Relations Area.
- Ines Buono & Flavia Corneli & Enrica Di Stefano, 2024. "Capital inflows to emerging countries and their sensitivity to the global financial cycle," International Finance, Wiley Blackwell, vol. 27(1), pages 17-34, April.
- Filippo Natoli & Laura Sigalotti, 2017.
"An indicator of inflation expectations anchoring,"
Temi di discussione (Economic working papers)
1103, Bank of Italy, Economic Research and International Relations Area.
- Natoli, Filippo & Sigalotti, Laura, 2017. "A new indicator of inflation expectations anchoring," Working Paper Series 1996, European Central Bank.
Cited by:
- Siena Daniele, & Zago Riccardo., 2021. "Job Polarization and the Flattening of the Price Phillips Curve," Working papers 819, Banque de France.
- Francesco Corsello & Stefano Neri & Alex Tagliabracci, 2019.
"Anchored or de-anchored? That is the question,"
Questioni di Economia e Finanza (Occasional Papers)
516, Bank of Italy, Economic Research and International Relations Area.
- Corsello, Francesco & Neri, Stefano & Tagliabracci, Alex, 2021. "Anchored or de-anchored? That is the question," European Journal of Political Economy, Elsevier, vol. 69(C).
- Carlos Carvalho & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2023.
"Anchored Inflation Expectations,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 15(1), pages 1-47, January.
- Carlos Carvalho & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2020. "Anchored inflation expectations," CAMA Working Papers 2020-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Carvalho, Carlos & Eusepi, Stefano & , & Preston, Bruce, 2019. "Anchored Inflation Expectations," CEPR Discussion Papers 13900, C.E.P.R. Discussion Papers.
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- de Oliveira, Fernando Nascimento & Gaglianone, Wagner Piazza, 2020.
"Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term,"
International Economics, Elsevier, vol. 163(C), pages 72-91.
- Fernando Nascimento de Oliveira & Wagner Piazza Gaglianone, 2019. "Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term," Working Papers Series 497, Central Bank of Brazil, Research Department.
- Fernando Nascimento de Oliveira & Wagner Piazza Gaglianone, 2020. "Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term," International Economics, CEPII research center, issue 163, pages 72-91.
- Juan Angel García & Sebastian E. V. Werner, 2021. "Inflation News and Euro-Area Inflation Expectations," International Journal of Central Banking, International Journal of Central Banking, vol. 17(3), pages 1-60, September.
- Ryan Niladri Banerjee & Aaron Mehrotra, 2018. "Deflation expectations," BIS Working Papers 699, Bank for International Settlements.
- Antonio M. Conti & Elisa Guglielminetti & Marianna Riggi, 2019. "Labour productivity and the wageless recovery," Temi di discussione (Economic working papers) 1257, Bank of Italy, Economic Research and International Relations Area.
- Timo Henckel & Gordon D. Menzies & Peter Moffat & Daniel J. Zizzo, 2019.
"Three Dimensions of Central Bank Credibility and Inferential Expectations: The Euro Zone,"
Working Paper Series
2019/02, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Henckel, Timo & Menzies, Gordon D. & Moffatt, Peter & Zizzo, Daniel J., 2019. "Three dimensions of central bank credibility and inferential expectations: The Euro zone," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 294-308.
- James Yetman, 2020. "The pass-through from short-horizon to long-horizon inflation expectations," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation dynamics in Asia and the Pacific, volume 111, pages 55-66, Bank for International Settlements.
- Buono, Ines & Formai, Sara, 2018. "New evidence on the evolution of the anchoring of inflation expectations," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 39-54.
- Cristina Conflitti & Riccardo Cristadoro, 2018. "Oil prices and inflation expectations," Questioni di Economia e Finanza (Occasional Papers) 423, Bank of Italy, Economic Research and International Relations Area.
- Luigi Bonatti Roberto Tamborini & Roberto Tamborini, 2021. "Is High Inflation the New Challenge for Central Banks?," DEM Working Papers 2021/14, Department of Economics and Management.
- Giuliana Passamani & Alessandro Sardone & Roberto Tamborini, 2022. "Inflation puzzles, the Phillips Curve and output expectations: new perspectives from the Euro Zone," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(1), pages 123-153, February.
- Stefano Neri & Giuseppe Ferrero, 2017. "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers) 392, Bank of Italy, Economic Research and International Relations Area.
- Laura Bartiloro & Marco Bottone & Alfonso Rosolia, 2017. "What does the heterogeneity of the inflation expectations of Italian firms tell us?," Questioni di Economia e Finanza (Occasional Papers) 414, Bank of Italy, Economic Research and International Relations Area.
- Sara Cecchetti & Filippo Natoli & Laura Sigalotti, 2015.
"Tail comovement in option-implied inflation expectations as an indicator of anchoring,"
Temi di discussione (Economic working papers)
1025, Bank of Italy, Economic Research and International Relations Area.
- Natoli, Filippo & Sigalotti, Laura, 2017. "Tail co-movement in inflation expectations as an indicator of anchoring," Working Paper Series 1997, European Central Bank.
Cited by:
- Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2020.
"The anchoring of long-term inflation expectations of consumers: insights from a new survey,"
Working Papers
688, DNB.
- Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2023. "The anchoring of long-term inflation expectations of consumers: insights from a new survey," Oxford Economic Papers, Oxford University Press, vol. 75(1), pages 96-116.
- Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2021. "The anchoring of long-term inflation expectations of consumers: insights from a new survey," BIS Working Papers 936, Bank for International Settlements.
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- Sascha Möhrle, 2020. "New Evidence on the Anchoring of Inflation Expectations in the Euro Area," ifo Working Paper Series 337, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Giuliana Passamani & Alessandro Sardone & Roberto Tamborini, 2020. "Phillips Curve and output expectations: New perspectives from the Euro Zone," DEM Working Papers 2020/6, Department of Economics and Management.
- Marco Casiraghi & Marcello Miccoli, 2015. "Risk-adjusted expectations of inflation," Questioni di Economia e Finanza (Occasional Papers) 286, Bank of Italy, Economic Research and International Relations Area.
- Ryan Niladri Banerjee & Aaron Mehrotra, 2018. "Deflation expectations," BIS Working Papers 699, Bank for International Settlements.
- Filippo Natoli & Laura Sigalotti, 2017.
"An indicator of inflation expectations anchoring,"
Temi di discussione (Economic working papers)
1103, Bank of Italy, Economic Research and International Relations Area.
- Natoli, Filippo & Sigalotti, Laura, 2017. "A new indicator of inflation expectations anchoring," Working Paper Series 1996, European Central Bank.
- Richhild Moessner & Előd Takáts, 2020. "How well-anchored are long-term inflation expectations?," BIS Working Papers 869, Bank for International Settlements.
- Stefano Neri & Alessandro Notarpietro, 2015. "The macroeconomic effects of low and falling inflation at the zero lower bound," Temi di discussione (Economic working papers) 1040, Bank of Italy, Economic Research and International Relations Area.
- Neri, Stefano & Nobili, Andrea & Conti, Antonio M., 2017. "Low inflation and monetary policy in the euro area," Working Paper Series 2005, European Central Bank.
- Nikos Apokoritis & Gabriele Galati & Richhild Moessner, 2025.
"Inflation Expectations Anchoring: New Insights from Microevidence of a Survey at High Frequency and of Distributions,"
International Journal of Central Banking, International Journal of Central Banking, vol. 21(1), pages 201-234, January.
- Nikos Apokoritis & Gabriele Galati & Richhild Moessner & Federica Teppa, 2019. "Inflation expectations anchoring: new insights from micro evidence of a survey at high-frequency and of distributions," BIS Working Papers 809, Bank for International Settlements.
- Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2021. "Anchoring of consumers’ long-term euro area inflation expectations during the pandemic," Working Papers 715, DNB.
- Hanoma, Ahmed & Nautz, Dieter, 2018. "The information content of inflation swap rates for the long-term inflation expectations of professionals: Evidence from a MIDAS analysis," Discussion Papers 2018/16, Free University Berlin, School of Business & Economics.
- Hartmann, Philipp & Smets, Frank, 2018.
"The first twenty years of the European Central Bank: monetary policy,"
CEPR Discussion Papers
13411, C.E.P.R. Discussion Papers.
- Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," Working Paper Series 2219, European Central Bank.
- Concetta Rondinelli & Roberta Zizza, 2020. "Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour," Temi di discussione (Economic working papers) 1276, Bank of Italy, Economic Research and International Relations Area.
- Ines Buono & Sara Formai, 2016. "The evolution of the anchoring of inflation expectations," Questioni di Economia e Finanza (Occasional Papers) 321, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri & Stefano Siviero, 2019. "The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks," Questioni di Economia e Finanza (Occasional Papers) 486, Bank of Italy, Economic Research and International Relations Area.
- Fabio Panetta, 2016. "Central banking in the XXI century: never say never," BAFFI CAREFIN Working Papers 1626, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Cristina Conflitti & Riccardo Cristadoro, 2018. "Oil prices and inflation expectations," Questioni di Economia e Finanza (Occasional Papers) 423, Bank of Italy, Economic Research and International Relations Area.
- Luigi Bonatti Roberto Tamborini & Roberto Tamborini, 2021. "Is High Inflation the New Challenge for Central Banks?," DEM Working Papers 2021/14, Department of Economics and Management.
- Giuliana Passamani & Alessandro Sardone & Roberto Tamborini, 2022. "Inflation puzzles, the Phillips Curve and output expectations: new perspectives from the Euro Zone," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(1), pages 123-153, February.
- Stefano Neri & Guido Bulligan & Sara Cecchetti & Francesco Corsello & Andrea Papetti & Marianna Riggi & Concetta Rondinelli & Alex Tagliabracci, 2022. "On the anchoring of inflation expectations in the euro area," Questioni di Economia e Finanza (Occasional Papers) 712, Bank of Italy, Economic Research and International Relations Area.
- Gobbi, Lucio & Mazzocchi, Ronny & Tamborini, Roberto, 2019.
"Monetary policy, de-anchoring of inflation expectations, and the “new normal”,"
Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Lucio Gobbi & Ronny Mazzocchi & Roberto Tamborini, 2018. "Monetary policy, de-anchoring of inflation expectations, and the 'new normal'," DEM Working Papers 2018/04, Department of Economics and Management.
- Stefano Neri & Giuseppe Ferrero, 2017. "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers) 392, Bank of Italy, Economic Research and International Relations Area.
- Kenny, Geoff & Dovern, Jonas, 2017. "The long-term distribution of expected inflation in the euro area: what has changed since the great recession?," Working Paper Series 1999, European Central Bank.
- Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.
Articles
- Ferrara, Laurent & Metelli, Luca & Natoli, Filippo & Siena, Daniele, 2021.
"Questioning the puzzle: Fiscal policy, real exchange rate and inflation,"
Journal of International Economics, Elsevier, vol. 133(C).
See citations under working paper version above.
- Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena, 2021. "Questioning the puzzle: fiscal policy, real exchange rate and inflation," CAMA Working Papers 2021-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Filippo Natoli, 2021.
"Financialization Of Commodities Before And After The Great Financial Crisis,"
Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 488-511, April.
Cited by:
- Carter, Colin A. & Steinbach, Sandro, 2024. "Did grain futures prices overreact to the Russia–Ukraine war due to herding?," Journal of Commodity Markets, Elsevier, vol. 35(C).
- Pierre Bernhard & Romain Biard & Marc Deschamps, 2025. "Dynamic equilibrium with randomly entering and exiting firms of different types," Working Papers 2025-01, CRESE.
- Chen, Louisa & Verousis, Thanos & Wang, Kai & Zhou, Zhiping, 2023. "Financial stress and commodity price volatility," Energy Economics, Elsevier, vol. 125(C).
- Fry-McKibbin, Renée & McKinnon, Kate, 2023. "The evolution of commodity market financialization: Implications for portfolio diversification," Journal of Commodity Markets, Elsevier, vol. 32(C).
- Mohamad, Azhar & Fromentin, Vincent, 2023. "Herd and causality dynamics between energy commodities and ethical investment: Evidence from the different phases of the COVID-19 pandemic," Energy Economics, Elsevier, vol. 126(C).
- Dudda, Tom L. & Klein, Tony & Nguyen, Duc Khuong & Walther, Thomas, 2022.
"Common Drivers of Commodity Futures?,"
QBS Working Paper Series
2022/05, Queen's University Belfast, Queen's Business School.
- Tom Dudda & Tony Klein & Duc Khuong Nguyen & Thomas Walther, 2022. "Common Drivers of Commodity Futures?," Working Papers 2207, Utrecht School of Economics.
- Sania Wadud & Robert D. Durand & Marc Gronwald, 2021. "Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras," CESifo Working Paper Series 9202, CESifo.
- Olga Dodd & Adrian Fernández-Pérez & Simon Sosvilla-Rivero, 2024.
"Currency and commodity return relationship under extreme geopolitical risks: evidence from the invasion of Ukraine,"
Applied Economics Letters, Taylor & Francis Journals, vol. 31(1), pages 46-55, January.
- Olga Dodd & Adrian Fernandez-Perez & Simon Sosvilla-Rivero, 2022. ""Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine"," IREA Working Papers 202204, University of Barcelona, Research Institute of Applied Economics, revised Apr 2022.
- Ana Alzate-Ortega & Natalia Garzón & Jesús Molina-Muñoz, 2024. "Volatility Spillovers in Emerging Markets: Oil Shocks, Energy, Stocks, and Gold," Energies, MDPI, vol. 17(2), pages 1-19, January.
- Barrales-Ruiz, Jose & Mohammed, Mikidadu, 2021. "Financial regimes and oil prices," Resources Policy, Elsevier, vol. 74(C).
- Smimou, K. & Bosch, D. & Filbeck, G., 2024. "Commodities and Policy Uncertainty Channel(s)," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 351-379.
- Carter, Colin A. & Revoredo-Giha, Cesar, 2023. "Financialization and speculators risk premia in commodity futures markets," International Review of Financial Analysis, Elsevier, vol. 88(C).
- Bayaa, Yasmeen & Qadan, Mahmoud, 2024. "The shape of the Treasury yield curve and commodity prices," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Idilbi-Bayaa, Yasmeen & Qadan, Mahmoud, 2022. "What the current yield curve says, and what the future prices of energy do," Resources Policy, Elsevier, vol. 75(C).
- Wadud, Sania & Gronwald, Marc & Durand, Robert B. & Lee, Seungho, 2023. "Co-movement between commodity and equity markets revisited—An application of the Thick Pen method," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Jiménez-Rodríguez, Rebeca, 2022. "Oil shocks and global economy," Energy Economics, Elsevier, vol. 115(C).
- Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2022. "The growth of oil futures in China: Evidence of market maturity through global crises," Energy Economics, Elsevier, vol. 114(C).
- Liao, Wenting & Ma, Jun & Zhang, Chengsi, 2024. "Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate," Journal of International Money and Finance, Elsevier, vol. 143(C).
- Polat, Onur & Ertuğrul, Hasan Murat & Sakarya, Burçhan & Akgül, Ali, 2024. "TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes," Applied Energy, Elsevier, vol. 357(C).
- Fabrizio Ferriani & Filippo Natoli, 2021.
"ESG risks in times of Covid-19,"
Applied Economics Letters, Taylor & Francis Journals, vol. 28(18), pages 1537-1541, October.
Cited by:
- Dumrose, Maurice & Rink, Sebastian & Eckert, Julia, 2022. "Disaggregating confusion? The EU Taxonomy and its relation to ESG rating," Finance Research Letters, Elsevier, vol. 48(C).
- Fabrizio Ferriani & Marcello Pericoli, 2024. "ESG risks and corporate viability: insights from default probability term structure analysis," Questioni di Economia e Finanza (Occasional Papers) 892, Bank of Italy, Economic Research and International Relations Area.
- Muneer Shaik & Mohd Ziaur Rehman, 2023. "The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 231-246, March.
- Antonio Miceli & Birgit Hagen & Maria Pia Riccardi & Francesco Sotti & Davide Settembre-Blundo, 2021. "Thriving, Not Just Surviving in Changing Times: How Sustainability, Agility and Digitalization Intertwine with Organizational Resilience," Sustainability, MDPI, vol. 13(4), pages 1-17, February.
- Meyer, Julia, 2024. "Willingness to take risks for sustainability during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 59(C).
- Eisenkopf, Jana & Juranek, Steffen & Walz, Uwe, 2021. "Responsible investment and stock market shocks: Short-term insurance and persistent outperformance post-crisis?," SAFE Working Paper Series 329, Leibniz Institute for Financial Research SAFE.
- Danilo Liberati & Giuseppe Marinelli, 2022.
"Everything you always wanted to know about green bonds (but were afraid to ask),"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistics for Sustainable Finance, volume 56,
Bank for International Settlements.
- Danilo Liberati & Giuseppe Marinelli, 2021. "Everything you always wanted to know about green bonds (but were afraid to ask)," Questioni di Economia e Finanza (Occasional Papers) 654, Bank of Italy, Economic Research and International Relations Area.
- Ricci, Ornella & Santilli, Gianluca & Scardozzi, Giulia & Stentella Lopes, Francesco Saverio, 2024. "ESG resilience in conflictual times," Research in International Business and Finance, Elsevier, vol. 71(C).
- Marie, Mohamed & Qi, Baolei & Elgammal, Mohammed & Elnahass, Marwa, 2024. "A more sustainable future: Can politically connected CEOs spur the nexus between ESG performance and firm financial performance?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 96(C).
- Riccardo Savio & Edoardo D’Andrassi & Francesca Ventimiglia, 2023. "A Systematic Literature Review on ESG during the COVID-19 Pandemic," Sustainability, MDPI, vol. 15(3), pages 1-17, January.
- Samreen Hamid & Asif Saeed & Umar Farooq & Faisal Alnori, 2022. "A Bibliometric Retrospection of CSR from the Lens of Finance and Economics: Towards Sustainable Development," Sustainability, MDPI, vol. 14(24), pages 1-25, December.
- Pompella Maurizio & Costantino Lorenzo, 2023. "ESG Disclosure and Sustainability Transition: A New Metric and Emerging Trends in Responsible Investments," TalTech Journal of European Studies, Sciendo, vol. 13(1), pages 8-39, June.
- Wang, Hu, 2024. "ESG investment preference and fund vulnerability," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Zynobia Barson & Kwame Simpe Ofori & Peterson Owusu Junior & Kwabena G. Boakye & George Oppong Appiagyei Ampong, 2024. "Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 23(3), pages 306-335, September.
- Priya Malhotra & Pankaj Sinha, 2023. "Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance," Metamorphosis: A Journal of Management Research, , vol. 22(1), pages 38-54, June.
- Yuan, Xi & Qin, Meng & Zhong, Yifan & Nicoleta-Claudia, Moldovan, 2023. "Financial roles in green investment based on the quantile connectedness," Energy Economics, Elsevier, vol. 117(C).
- Becker, Martin G. & Martin, Fabio & Walter, Andreas, 2022. "The power of ESG transparency: The effect of the new SFDR sustainability labels on mutual funds and individual investors," Finance Research Letters, Elsevier, vol. 47(PB).
- Stefano Nobili & Mattia Persico & Rosario Romeo, 2024. "How Important Are Esg Factors For Banks’ Cost Of Debt? An Empirical Investigation," Temi di discussione (Economic working papers) 52, Bank of Italy, Economic Research and International Relations Area.
- Fabio Pisani & Giorgia Russo, 2021. "Sustainable Finance and COVID-19: The Reaction of ESG Funds to the 2020 Crisis," Sustainability, MDPI, vol. 13(23), pages 1-18, November.
- Dreyer, Johannes K. & Sund, Kristian J. & Tatomir, Mirel, 2024. "Doing good in good times only? Uncertainty as contingency factor of warm-glow investment," Research in International Business and Finance, Elsevier, vol. 71(C).
- Sébastien Duchêne & Adrien Nguyen-Huu & Dimitri Dubois & Marc Willinger, 2022.
"Risk-return trade-offs in the context of environmental impact: a lab-in-the-field experiment with finance professionals,"
CEE-M Working Papers
hal-03883121, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Sébastien Duchêne & Adrien Nguyen-Huu & Dimitri Dubois & Marc Willinger, 2022. "Risk-return trade-offs in the context of environmental impact: a lab-in-the-field experiment with finance professionals," Working Papers hal-03883121, HAL.
- Yunhe Li & Xinyi Shen & Fang Zhang, 2024. "The effects of heterogeneous CSR on corporate stock performance: evidence from COVID-19 pandemic in China," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-13, December.
- Enrico Bernardini & Ivan Faiella & Luciano Lavecchia & Alessandro Mistretta & Filippo Natoli, 2021. "Central banks, climate risks and sustainable finance," Questioni di Economia e Finanza (Occasional Papers) 608, Bank of Italy, Economic Research and International Relations Area.
- Zhang, Wenting & He, Xie & Hamori, Shigeyuki, 2023. "The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Mohd Ziaur Rehman & Md Zulquar Nain & Mohammed Alhashim & Javed Ahmad Bhat, 2024. "Choice between Sustainable versus Conventional Investments—Relative Efficiency Analysis from Global and Regional Stock Markets," Sustainability, MDPI, vol. 16(13), pages 1-25, June.
- Yahya, Habeeb, 2023. "The role of ESG performance in firms' resilience during the COVID-19 pandemic: Evidence from Nordic firms," Global Finance Journal, Elsevier, vol. 58(C).
- Luca Metelli & Filippo Natoli, 2021.
"The International Transmission of US Tax Shocks: A Proxy-SVAR Approach,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(2), pages 325-356, June.
See citations under working paper version above.
- Luca Metelli & Filippo Natoli, 2019. "The international transmission of US tax shocks: a proxy-SVAR approach," Temi di discussione (Economic working papers) 1223, Bank of Italy, Economic Research and International Relations Area.
- Ercolani, Valerio & Natoli, Filippo, 2020.
"Forecasting US recessions: The role of economic uncertainty,"
Economics Letters, Elsevier, vol. 193(C).
See citations under working paper version above.
- Valerio Ercolani & Filippo Natoli, 2020. "Forecasting US recessions: the role of economic uncertainty," Temi di discussione (Economic working papers) 1299, Bank of Italy, Economic Research and International Relations Area.
- Filippo Natoli & Laura Sigalotti, 2018.
"Tail Co-movement in Inflation Expectations as an Indicator of Anchoring,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 35-71, January.
- Natoli, Filippo & Sigalotti, Laura, 2017. "Tail co-movement in inflation expectations as an indicator of anchoring," Working Paper Series 1997, European Central Bank.
Cited by:
- Matthieu PICAULT & Julien PINTER & Thomas RENAULT, 2021.
"Media sentiment on monetary policy: determinants and relevance for inflation expectations,"
LEO Working Papers / DR LEO
2895, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Matthieu Picault & Julien Pinter & Thomas Renault, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Post-Print hal-03959147, HAL.
- Matthieu Picault & Julien Pinter & Thomas Renault, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03959147, HAL.
- Picault, Matthieu & Pinter, Julien & Renault, Thomas, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Journal of International Money and Finance, Elsevier, vol. 124(C).
- Matthieu Picault & Julien Pinter & Thomas Renault, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Post-Print hal-03810447, HAL.
- Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2020.
"The anchoring of long-term inflation expectations of consumers: insights from a new survey,"
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