Research
Published papers:
Dynamic discouraged borrowers, with Marc Cowling. British Journal of Management.
Relationship lending, access to credit and entrepreneurial orientation as cornerstones of venture financing, with Beltrame F., Bertinetti G., Grassetti L. Journal of Small Business and Enterprise Development.
Do SMEs benefit from the Corporate Sector Purchase Program? Evidence from the Eurozone. The European Journal of Finance.
Bank risks and lending outcomes: evidence from QE, with Girardone C., Beltrame F. and Paltrinieri, A. Journal of International Money & Finance.
Financial Fragmentation and SMEs access to finance, with Calabrese R. and Girardone C. Small Business Economics.
The effect of the Zero lower bound on bank profitability and diversification, with Landi A. and Venturelli V. The European Journal of Finance.
Large EU banks’ capital and liquidity: Relationship and impact on CDS spreads, with Girardone C. and Miani S. The British Accounting Review.
Systematic risk and bank leverage: the role of asset quality, with Beltrame F. and Previtali D. Finance Research Letters.
Bank-Insurance risk spillovers: Evidence from Europe, with Dreassi A., Miani S. and Paltrinieri A. The Geneva Papers on Risk and Insurance - Issues and Practice
The determinants of co-movement dynamics between sukuk and bonds, with Hassan M. K., Paltrinieri A., Dreassi A. and Miani S. Quarterly Review of Economics and Finance.
Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets, with Dreassi A., Miani S. and Paltrinieri A. Review of Financial Economics.
Work in progress:
Reverse Revolving Doors in the Supervision of European Banks, with Colonnello S., Koetter M. and Wagner K. R&R EER
Historical roots of lending discrimination, with Ellul A., Marques-Ibanez D., and Sapriza, H.
Quantitative Tightening and Bank Lending with Rebucci A., Sapriza, H., and te Kaat, D.
Can small firms innovate away from competition? with Marc Cowling and Giulio Velliscig. R&R BJM