Luca Nocciola
Personal Details
First Name: | Luca |
Middle Name: | |
Last Name: | Nocciola |
Suffix: | |
RePEc Short-ID: | pno311 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/lucanocciola/home | |
Affiliation
European Central Bank
Frankfurt am Main, Germanyhttp://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Nocciola, Luca & Zamora-Pérez, Alejandro, 2024. "Transactional demand for central bank digital currency," Working Paper Series 2926, European Central Bank.
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022.
"Temporal networks in the analysis of financial contagion,"
Working Paper Series
2667, European Central Bank.
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2024. "Temporal networks and financial contagion," Journal of Financial Stability, Elsevier, vol. 71(C).
- Żochowski, Dawid & Franch, Fabio & Nocciola, Luca, 2019.
"Cross-border effects of prudential regulation: evidence from the euro area,"
Working Paper Series
2285, European Central Bank.
- Luca Nocciola & Dawid Zochowski, 2016. "Cross-border spillovers from macroprudential policy in the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 45-48, Bank for International Settlements.
- Franch, Fabio & Nocciola, Luca & Żochowski, Dawid, 2021. "Cross-border effects of prudential regulation: Evidence from the euro area," Journal of Financial Stability, Elsevier, vol. 53(C).
- Luca Nocciola, "undated".
"Finite sample forecast properties and window length under breaks in cointegrated systems,"
Discussion Papers
19/07, University of Nottingham, Granger Centre for Time Series Econometrics.
- Luca Nocciola, 2022. "Finite Sample Forecast Properties and Window Length Under Breaks in Cointegrated Systems," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 167-196, Emerald Group Publishing Limited.
Articles
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2024.
"Temporal networks and financial contagion,"
Journal of Financial Stability, Elsevier, vol. 71(C).
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022. "Temporal networks in the analysis of financial contagion," Working Paper Series 2667, European Central Bank.
- Franch, Fabio & Nocciola, Luca & Żochowski, Dawid, 2021.
"Cross-border effects of prudential regulation: Evidence from the euro area,"
Journal of Financial Stability, Elsevier, vol. 53(C).
- Luca Nocciola & Dawid Zochowski, 2016. "Cross-border spillovers from macroprudential policy in the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 45-48, Bank for International Settlements.
- Żochowski, Dawid & Franch, Fabio & Nocciola, Luca, 2019. "Cross-border effects of prudential regulation: evidence from the euro area," Working Paper Series 2285, European Central Bank.
Chapters
- Luca Nocciola, 2022.
"Finite Sample Forecast Properties and Window Length Under Breaks in Cointegrated Systems,"
Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 167-196,
Emerald Group Publishing Limited.
- Luca Nocciola, "undated". "Finite sample forecast properties and window length under breaks in cointegrated systems," Discussion Papers 19/07, University of Nottingham, Granger Centre for Time Series Econometrics.
- Luca Nocciola & Dawid Zochowski, 2016.
"Cross-border spillovers from macroprudential policy in the euro area,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 45-48,
Bank for International Settlements.
- Franch, Fabio & Nocciola, Luca & Żochowski, Dawid, 2021. "Cross-border effects of prudential regulation: Evidence from the euro area," Journal of Financial Stability, Elsevier, vol. 53(C).
- Żochowski, Dawid & Franch, Fabio & Nocciola, Luca, 2019. "Cross-border effects of prudential regulation: evidence from the euro area," Working Paper Series 2285, European Central Bank.
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
- Nocciola, Luca & Zamora-Pérez, Alejandro, 2024.
"Transactional demand for central bank digital currency,"
Working Paper Series
2926, European Central Bank.
Cited by:
- Lambert, Claudia & Larkou, Chloe & Pancaro, Cosimo & Pellicani, Antonella & Sintonen, Meri, 2024. "Digital euro demand: design, individuals’ payment preferences and socioeconomic factors," Working Paper Series 2980, European Central Bank.
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022.
"Temporal networks in the analysis of financial contagion,"
Working Paper Series
2667, European Central Bank.
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2024. "Temporal networks and financial contagion," Journal of Financial Stability, Elsevier, vol. 71(C).
Cited by:
- Marina Yu. Malkina & Dmitry Yu. Rogachev, 2024. "Financial Contagion of the Russian Stock Market from the European Stock Market During the COVID-19 Pandemic," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 27-42, April.
- Budnik, Katarzyna & Ponte Marques, Aurea & Giglio, Carla & Grassi, Alberto & Durrani, Agha & Figueres, Juan Manuel & Konietschke, Paul & Le Grand, Catherine & Metzler, Julian & Población García, Franc, 2024. "Advancements in stress-testing methodologies for financial stability applications," Occasional Paper Series 348, European Central Bank.
- Żochowski, Dawid & Franch, Fabio & Nocciola, Luca, 2019.
"Cross-border effects of prudential regulation: evidence from the euro area,"
Working Paper Series
2285, European Central Bank.
- Luca Nocciola & Dawid Zochowski, 2016. "Cross-border spillovers from macroprudential policy in the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 45-48, Bank for International Settlements.
- Franch, Fabio & Nocciola, Luca & Żochowski, Dawid, 2021. "Cross-border effects of prudential regulation: Evidence from the euro area," Journal of Financial Stability, Elsevier, vol. 53(C).
Cited by:
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022.
"Temporal networks in the analysis of financial contagion,"
Working Paper Series
2667, European Central Bank.
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2024. "Temporal networks and financial contagion," Journal of Financial Stability, Elsevier, vol. 71(C).
- Albertazzi, Ugo & Cimadomo, Jacopo & Maffei-Faccioli, Nicolò, 2021.
"Foreign banks and the doom loop,"
Working Paper Series
2540, European Central Bank.
- Ugo Albertazzi & Jacopo Cimadomo & Nicolò Maffei-Faccioli, 2022. "Foreign banks and the doom loop," Working Paper 2022/2, Norges Bank.
- Malmierca, María, 2021. "International financial positions and macroprudential policy," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1034-1062.
- Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020.
"Are bank capital requirements optimally set? Evidence from researchers' views,"
Bank of Finland Research Discussion Papers
10/2020, Bank of Finland.
- Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Journal of Financial Stability, Elsevier, vol. 50(C).
- Stijn Claessens, 2017.
"Global Banking: Recent Developments and Insights from Research,"
Review of Finance, European Finance Association, vol. 21(4), pages 1513-1555.
- Claessens, Stijn, 2017. "Global Banking: Recent Developments and Insights from Research," CEPR Discussion Papers 11823, C.E.P.R. Discussion Papers.
- Coman, Andra, 2023. "Monetary policy spillovers and the role of prudential policies in the European Union," Working Paper Series 2854, European Central Bank.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2022.
"Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination,"
International Economics and Economic Policy, Springer, vol. 19(1), pages 79-127, February.
- Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2018. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," BIS Papers, Bank for International Settlements, number 97.
- Pierre-Richard Agénor & Timothy P. Jackson & Luiz Pereira da Silva, 2020.
"Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination,"
Working Papers
202028, University of Liverpool, Department of Economics.
- Pierre-Richard Agénor & Timothy Jackson & Luiz Awazu Pereira da Silva, 2022. "Cross-border regulatory spillovers and macroprudential policy coordination," BIS Working Papers 1007, Bank for International Settlements.
- Agénor, Pierre-Richard & Jackson, Timothy P. & Pereira da Silva, Luiz A., 2024. "Cross-border regulatory spillovers and macroprudential policy coordination," Journal of Monetary Economics, Elsevier, vol. 146(C).
- Michael Sigmund, 2021. "Assessing macro-prudential policies: the case of FX lending," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 316-359, April.
- Lorenz Emter & Martin Schmitz & Marcel Tirpák, 2019.
"Cross-border banking in the EU since the crisis: What is driving the great retrenchment?,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(2), pages 287-326, May.
- Emter, Lorenz & Schmitz, Martin & Tirpák, Marcel, 2018. "Cross-border banking in the EU since the crisis: what is driving the great retrenchment?," Working Paper Series 2130, European Central Bank.
- Stijn Claessens & Giulio Cornelli & Leonardo Gambacorta & Francesco Manaresi & Yasushi Shiina, 2021.
"Do macroprudential policies affect non-bank financial intermediation?,"
BIS Working Papers
927, Bank for International Settlements.
- Gambacorta, Leonardo & Claessens, Stijn & Cornelli, Giulio & Manaresi, Francesco & Shiina, Yasushi, 2021. "Do macroprudential policies affect non-bank financial intermediation?," CEPR Discussion Papers 15895, C.E.P.R. Discussion Papers.
- Stijn Claessens & Giulio Cornelli & Leonardo Gambacorta & Francesco Manaresi & Yasushi Shiinad, 2023. "Do Macroprudential Policies Affect Non-bank Financial Intermediation?," International Journal of Central Banking, International Journal of Central Banking, vol. 19(5), pages 185-236, December.
- Vítor Martins & Alessandro Turrini & Bořek Vašíček & Madalina Zamfir, 2021. "Euro Area Housing Markets: Trends, Challenges and Policy Responses," European Economy - Discussion Papers 147, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Yang, Zheng & You, Yu, 2023. "The impacts of macroprudential regulations on extreme episodes in bank flows: Whose policy helps and whose policy harms?," Finance Research Letters, Elsevier, vol. 58(PA).
Articles
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2024.
"Temporal networks and financial contagion,"
Journal of Financial Stability, Elsevier, vol. 71(C).
See citations under working paper version above.
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022. "Temporal networks in the analysis of financial contagion," Working Paper Series 2667, European Central Bank.
- Franch, Fabio & Nocciola, Luca & Żochowski, Dawid, 2021.
"Cross-border effects of prudential regulation: Evidence from the euro area,"
Journal of Financial Stability, Elsevier, vol. 53(C).
- Luca Nocciola & Dawid Zochowski, 2016. "Cross-border spillovers from macroprudential policy in the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 45-48, Bank for International Settlements.
See citations under working paper version above.Sorry, no citations of articles recorded.- Żochowski, Dawid & Franch, Fabio & Nocciola, Luca, 2019. "Cross-border effects of prudential regulation: evidence from the euro area," Working Paper Series 2285, European Central Bank.
Chapters
- Luca Nocciola & Dawid Zochowski, 2016.
"Cross-border spillovers from macroprudential policy in the euro area,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 45-48,
Bank for International Settlements.
- Franch, Fabio & Nocciola, Luca & Żochowski, Dawid, 2021. "Cross-border effects of prudential regulation: Evidence from the euro area," Journal of Financial Stability, Elsevier, vol. 53(C).
See citations under working paper version above.Sorry, no citations of chapters recorded.- Żochowski, Dawid & Franch, Fabio & Nocciola, Luca, 2019. "Cross-border effects of prudential regulation: evidence from the euro area," Working Paper Series 2285, European Central Bank.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 4 papers 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 (3) 2019-06-10 2022-06-27 2024-05-06. Author is listed
- NEP-CBA: Central Banking (2) 2019-06-10 2024-05-06. Author is listed
- NEP-FDG: Financial Development and Growth (2) 2022-06-27 2024-05-06. Author is listed
- NEP-ECM: Econometrics (1) 2020-11-30. Author is listed
- NEP-EEC: European Economics (1) 2019-06-10. Author is listed
- NEP-ETS: Econometric Time Series (1) 2020-11-30. Author is listed
- NEP-IFN: International Finance (1) 2019-06-10. Author is listed
- NEP-ISF: Islamic Finance (1) 2022-06-27. Author is listed
- NEP-MON: Monetary Economics (1) 2024-05-06. Author is listed
- NEP-NET: Network Economics (1) 2022-06-27. Author is listed
- NEP-PAY: Payment Systems and Financial Technology (1) 2024-05-06. Author is listed
- NEP-UPT: Utility Models and Prospect Theory (1) 2024-05-06. Author is listed
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