- Economics & Finance -  

Climate Risks in Finance

1. Zanin L., Calabrese R., and Thorburn C.I .(2024). Climate stress testing for mortgage default probability. International Review of Financial Analysis, in press

2. Prosperi L. and Zanin L. (2024). A modelling framework for equity portfolio projections under different carbon price scenarios. Journal of Climate Finance,  6, 100033, doi

3. Calabrese R., Dombrowski T., Mandel A., Pace R.k., and Zanin L. (2024). Impacts of extreme weather events on mortgage risks and their evolution under climate change: A case study on Florida. European Journal of Operational Research, 314, 377-392, doi

4. Zanin L. (2023). A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market. Journal of Behavioral and Experimental Finance,  39, 100824, doi 

5. Zanin L. (2022). Estimating the effects of ESG scores on corporate credit ratings using multivariate ordinal logit regression. Empirical Economics, Vol. 62(6), 3087-3118,  doi

Credit Risk

1. Calabrese R. and Zanin L. (2022). Modelling spatial dependence for Loss Given Default in Peer-to-Peer Lending. Expert Systems with Applications, 192, 116295, doi

2. Zanin L. (2020). Combining multiple probability predictions in the presence of class imbalance to discriminate between potential bad and good borrowers in the peer-to-peer lending market. Journal of Behavioral and Experimental Finance, Vol 25, 100272 - Special Issue on Artificial Intelligence for Behavioral Finance, doi 

3. Calabrese R., Osmetti S.A., and Zanin L. (2019). A joint scoring model for peer-to-peer and traditional lending: a bivariate model with copula dependence. Journal of the Royal Statistical Society Series A, Vol. 182, Issue 4, 1163-1188 - Special Issue on Credit Risk Modelling, doi

Labour Economics

1. Mussida C. and Zanin L. (2023). Asymmetry and (in-)Stability of Okun’s Coefficients in Some European Countries,  Journal of Economic Asymmetries, Vol. 28,  e00313, doi

2. Zanin L. (2021). On the estimation of Okun's coefficient in some countries in Latin America: a comparison between OLS and GME estimators. Empirical Economics, Vol. 60, 1575-1592, doi

3. Mussida C. and Zanin L. (2020). Determinants of the choice of job search channels by the unemployed using a multivariate probit model. Social Indicators Research, Vol. 152, 369-420, doi

4. Mussida C. and Zanin L. (2020). I found a better job opportunity! Voluntary job mobility of employees and temporary contracts before and after the great recession in France, Italy and Spain. Empirical Economics, Vol. 59, Issue 1, 47-98, doi  

5. Mussida C. and Zanin L. (2019). Voluntary mobility of employees for better job opportunities given a temporary contract: insights regarding an age-varying association between the two events. The B.E. Journal of Economic Analysis & Policy, Vol. 19, Issue 2, doi

6. Zanin L. (2018). The pyramid of Okun's coefficient for Italy. Empirica, Vol. 45, 17-28. doi

7. Zanin L. and Calabrese R. (2017). Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy. IZA Journal of Labor Economics, Vol. 6:4, doi

8. Zanin L. (2014). On Okun's law in OECD countries: an analysis by age cohorts. Economics Letters, Vol. 125, 243-248. doi

9. Radice R., Zanin L., Marra G. (2013). On the effect of obesity on employment in the presence of observed and unobserved confounding. Statistica Neerlandica, Vol. 67(4), 436-455. doi

10. Zanin L. and Marra G. (2012). Rolling regression versus time-varying coefficient modelling: an empirical investigation of the Okun's law in some Euro area countries. Bulletin of Economic Research, Vol. 64 (1), 91-108. doi

Household Economics

1. Zanin L. (2018). Private monetary transfers between households: who is helped and by whom? Journal of Behavioral and Experimental Finance, Vol. 17(1), 76-82. doi

2. Zanin L. (2017). The effects of various motives to save money on the propensity of Italian households to allocate an unexpected inheritance towards consumption. Quality & Quantity - International Journal of Methodology, Vol. 51(4), 1755–1775. doi

3. Zanin L. (2017). Determinants of the conditional probability that a household has informal loans given liquidity constraints regarding access to credit banking channels. Journal of Behavioral and Experimental Finance, Vol .13, 16-24. doi

4. Zanin L. (2016). On Italian households' economic inadequacy using quali-quantitative measures. Social Indicators Research, Vol. 128(1), 59-88. doi

5. Zanin L. (2015). Determinants of risk attitudes using sample surveys: the implications of a high rate of nonresponse. Journal of Behavioral and Experimental Finance, 8, 44-53. doi

6. Zanin L. and Marra G. (2012). A comparative study of the use of generalized additive models and generalized linear models in tourism research. International Journal of Tourism Research, Vol. 14 (5), 451-468. doi

Economics

1. Zanin L. and Marra G. (2012). Assessing the functional relationship between CO2 emissions and economic development using an additive mixed model approach. Economic Modelling, Vol. 29 (4), pp. 1328-1337. doi

2. Zanin L. (2010). The relationship between changes in the Economic Sentiment Indicator and real GDP growth: a time-varying coefficient approach. Economics Bulletin, Vol. 30 (1), 837-846. link

3. Zanin L. (2009). The contribution of equipment leasing in the error-correction model of investment in machinery and equipment: evidence from Italy. Applied Econometrics and International Development, Vol. 9 (2), 87-96.

- Social Sciences -

Social Trust

1. Zanin L. (2017). Education and life satisfaction in relation to the probability of social trust: a conceptual framework and empirical analysis. Social Indicators Research, Vol. 132(2), 925-947. doi

2. Zanin L., Radice R., Marra G. (2013). Estimating the effect of perceived risk of crime on social trust in the presence of endogeneity bias. Social Indicators Research, Vol. 114(2), 523-547. doi

Subjective Well-being

1. Zanin L. (2015). Exploring the effect of participation in sports on the risk of overweight. Applied Research in Quality of Life, 10(3), 381-404. doi

2. Zanin L. (2013). Detecting unobserved heterogeneity in the relationship between subjective well-being and satisfaction in various domains of life using the REBUS-PLS path modelling approach: a case study. Social Indicators Research, Vol. 110(1), 281-304. doi

Demography

1. Zanin L., Radice R., Marra G. (2015). Modelling the impact of women's education on fertility in Malawi. Journal of Population Economics, 28(1), 89-111. doi

2. Zanin L., Radice R., Marra G. (2014). A comparison of approaches for estimating the effect of women's education on the probability of using modern contraceptive methods in Malawi., The Social Science Journal, Vol. 51(3), 361-367. doi

3. Marra G., Miller D.L., Zanin L. (2012). Modelling the spatiotemporal distribution of the incidence of resident foreign population. Statistica Neerlandica, Vol. 66 (2), 133-160. doi

- Work in Progress/Under Review - 

• EU ETS and constraints to emissions abatement (with L. Bortolan, L. Prosperi, L. Taschini)

• Climate scenario for sovereign CDS in Europe (with L. De Angelis, I. Monasterolo)

• Climate scenario analysis for SMEs using NGFS projections (with R. Calabrese)

• Extreme Weather Events in a Competing Credit Risk Model (with T. P. Dombrowski)

• Sample selection bias in the peer-to-peer lending market  - Under Review