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Lea Zicchino

Financial development and dynamic investment behavior: Evidence from panel VAR
2006 · Inessa Love, Lea Zicchino · The Quarterly Review of Economics and Finance · 1,840
Stress Tests of UK Banks Using a VAR Approach
2005 · Glenn Hoggarth, Steffen Sorensen, et al. · SSRN Electronic Journal · 152
Towards a measure of financial fragility
2006 · Oriol Aspachs, Charles A. E. Goodhart, et al. · Annals of Finance · 105
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A Model of Bank Capital, Lending and the Macroeconomy: Basel I Versus Basel Ii*
2006 · LEA ZICCHINO · Manchester School · 58
Macro stress tests of UK banks
2005 · Glenn Hoggarth, Andrew Logan, et al. · 46
Financial Development and Dynamic Investment Behavior: Evidence from Panel Vector Autoregression
2002 · Inessa Love, Lea Zicchino · World Bank, Washington, DC eBooks · 43
Searching for a Metric for Financial Stability
2006 · Oriol Aspachs, Charles Goodhart, et al. · RePEc: Research Papers in Economics · 39
Bank Losses, Monetary Policy and Financial Stability - Evidence on the Interplay from Panel Data
2008 · Erlend W. Nier, Lea Zicchino · SSRN Electronic Journal · 25
On Modelling Endogenous Default
2012 · Dimitrios P. Tsomocos, Lea Zicchino · Edward Elgar Publishing eBooks · 17
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European Banks in the 21st Century: Are Their Business Models Profitable?
2017 · Emanuele De Meo, Annalisa De Nicola, et al. · SSRN Electronic Journal · 10
Model-based approach for scenario design: stress test severity and banks' resiliency
2022 · Paolo Nicola Barbieri, Giuseppe Lusignani, et al. · Quantitative Finance · 7
Bank Losses, Monetary Policy and Financial Stability—Evidence on the Interplay from Panel Data
2008 · Lea Zicchino, Erlend Nier · IMF Working Paper · 7
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Financial Development and Dynamic Investment Behavior
2002 · Lea Zicchino · 7
Unveiling the Liquidity Greenium: Exploring Patterns in the Liquidity of Green versus Conventional Bonds
2023 · Annalisa Molino, Lorenzo Prosperi, et al. · SSRN Electronic Journal · 6
The informative value of central banks talks: a topic model application to sentiment analysis
2021 · Paola Priola, Annalisa Molino, et al. · Data Science in Finance and Economics · 6
Measuring Central Banks’ Sentiment and its Spillover Effects with a Network Approach
2021 · Maria Paola Priola, Piero Lorenzini, et al. · SSRN Electronic Journal · 3
Forecasting Macro-Financial Variables in an International Data-Rich Environment Vector Autoregressive Model (iDREAM)
2018 · Emanuele De Meo, Lorenzo Prosperi, et al. · SSRN Electronic Journal · 3
The resilience of green stocks during COVID-19: a clustering approach
2020 · Prometeia, Giovanni Maria Bonagura, et al. · Risk Management Magazine · 2
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Bank Losses, Monetary Policy and Financial Stability—Evidence on the Interplay from Panel Data
2008 · Lea Zicchino, Erlend Nier · RePEc: Research Papers in Economics · 2
Searching for a Metric for Financial Stability
2006 · Lea Zicchino, Dimitrios P. Tsomocos, et al. · RePEc: Research Papers in Economics · 2
A model of bank capital, lending and the macro economy: Basel I versus Basel II
2005 · Lea Zicchino · RePEc: Research Papers in Economics · 2
PDF
Unmasking Physical Risk with STORM: An NLP Framework for Natural Hazard Assessment in Earnings Calls
2026 · Lorenzo Prosperi, Michele Cimino, et al. · SSRN Electronic Journal · 1
Towards Basel 3: ten years of limits to credit growth?
2011 · Giuseppe Lusignani, Lea Zicchino · BANCARIA · 1
Firm-level data extraction from corporates' Non-Financial Reports
2025 · Leonardo Bacchini, Michele Cimino, et al. · SSRN Electronic Journal
Unmasking Climate Change Impacts: Traversing Storms, Cold, Heat and Fire in Corporate Earnings Calls through a Hybrid Taxonomy and GPT-based Methodology
2024 · Lorenzo Prosperi, lea zicchino, et al. · SSRN Electronic Journal
Works count: 32
Citation count: 2,384
H-index: 10
I10-index: 10
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