Alessio Bongiovanni
Personal Details
First Name: | Alessio |
Middle Name: | |
Last Name: | Bongiovanni |
Suffix: | |
RePEc Short-ID: | pbo1091 |
[This author has chosen not to make the email address public] | |
Affiliation
Dipartimento di Management
Università degli Studi di Torino
Torino, Italyhttp://www.management.unito.it/
RePEc:edi:fetorit (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- AAlessio Reghezza & Jonathan Williams & Alessio Bongiovanni & Riccardo Santamaria, 2019.
"Do Negative Interest Rates Affect Bank Risk-Taking?,"
Working Papers
19012, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Bongiovanni, Alessio & Reghezza, Alessio & Santamaria, Riccardo & Williams, Jonathan, 2021. "Do negative interest rates affect bank risk-taking?," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 350-364.
Articles
- Alessio Bongiovanni & Paola De Vincentiis & Eleonora Isaia, 2016. "The VIX Index: Forecasting Power and Perfomance in a Risk Management Framework," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 129-144, December.
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
- AAlessio Reghezza & Jonathan Williams & Alessio Bongiovanni & Riccardo Santamaria, 2019.
"Do Negative Interest Rates Affect Bank Risk-Taking?,"
Working Papers
19012, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Bongiovanni, Alessio & Reghezza, Alessio & Santamaria, Riccardo & Williams, Jonathan, 2021. "Do negative interest rates affect bank risk-taking?," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 350-364.
Cited by:
- Whelsy Boungou, 2020.
"Negative Interest Rates Policy and Banks' Risk-Taking: Empirical Evidence,"
Post-Print
hal-03709855, HAL.
- Boungou, Whelsy, 2020. "Negative interest rates policy and banks’ risk-taking: Empirical evidence," Economics Letters, Elsevier, vol. 186(C).
- Cuadros-Solas, Pedro J. & Cubillas, Elena & Salvador, Carlos & Suárez, Nuria, 2024. "Digital disruptors at the gate. Does FinTech lending affect bank market power and stability?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
- Cantero-Saiz, María & Polizzi, Salvatore & Scannella, Enzo, 2024. "ESG and asset quality in the banking industry: The moderating role of financial performance," Research in International Business and Finance, Elsevier, vol. 69(C).
- Shabir, Mohsin & Jiang, Ping & Shahab, Yasir & Wang, Peng, 2023. "Geopolitical, economic uncertainty and bank risk: Do CEO power and board strength matter?," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Shikimi, Masayo, 2023. "Risk-taking and bank competition under a low interest rate environment: Evidence from loan-level data," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
- Avignone, Giuseppe & Girardone, Claudia & Pancaro, Cosimo & Pancotto, Livia & Reghezza, Alessio, 2022. "Making a virtue out of necessity: the effect of negative interest rates on bank cost efficiency," Working Paper Series 2718, European Central Bank.
- Petr Wawrosz & Semen Traksel, 2023. "Negative Interest Rates and Its Impact on GDP, FDI and Banks’ Financial Performance: The Cases of Switzerland and Sweden," IJFS, MDPI, vol. 11(2), pages 1-23, May.
- Peydró, José-Luis & Maddaloni, Angela, 2020. "Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register," CEPR Discussion Papers 14988, C.E.P.R. Discussion Papers.
- Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019.
"Negative monetary policy rates and systemic banks’ risk-taking: Evidence from the Euro area securities register,"
Economics Working Papers
1678, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2020.
- Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative monetary policy rates and systemic banks’ risk-taking: evidence from the euro area securities register," Working Paper Series 2398, European Central Bank.
- Johannes Bubeck & Angela Maddaloni & José‐Luis Peydró, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 197-231, October.
- Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019. "Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register," Working Papers 1128, Barcelona School of Economics.
- Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 52(S1), pages 197-231.
- Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative monetary policy rates and systemic banks' risk-taking: Evidence from the euro area securities register," Discussion Papers 37/2020, Deutsche Bundesbank.
- Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register," EconStor Preprints 216806, ZBW - Leibniz Information Centre for Economics.
- Cynthia Balloch & Yann Koby & Mauricio Ulate, 2022. "Making Sense of Negative Nominal Interest Rates," Working Paper Series 2022-12, Federal Reserve Bank of San Francisco.
Articles
- Alessio Bongiovanni & Paola De Vincentiis & Eleonora Isaia, 2016.
"The VIX Index: Forecasting Power and Perfomance in a Risk Management Framework,"
Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 129-144, December.
Cited by:
- Krzysztof Echaust & Małgorzata Just, 2021. "Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic," Energies, MDPI, vol. 14(14), pages 1-21, July.
- Richard Mawulawoea Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2023.
"COVID-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study,"
CAMA Working Papers
2023-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Richard Mawulawoe Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2024. "COVID‐19, Mobility Restriction Policies and Stock Market Volatility: A Cross‐Country Empirical Study," Economic Papers, The Economic Society of Australia, vol. 43(2), pages 184-203, June.
- Ahadzie, Richard Mawulawoe & Daugaard, Dan & Kangogo, Moses & Khan, Faisal & Vespignani, Joaquin, 2023. "Covid-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study," Working Papers 2023-03, University of Tasmania, Tasmanian School of Business and Economics.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (1) 2019-08-12. Author is listed
- NEP-CBA: Central Banking (1) 2019-08-12. Author is listed
- NEP-MAC: Macroeconomics (1) 2019-08-12. Author is listed
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