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Cappiello, Lorenzo [Author]; Kadareja, Arjan [Author]; Manganelli, Simone [Author]

The impact of the euro on equity markets: a country and sector decomposition

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http://hdl.handle.net/10419/153340

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Frankfurt a. M.: European Central Bank (ECB), 2008
Cappiello, Lorenzo [Author]; De Santis, Roberto A. [Author]

The uncovered return parity condition

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http://hdl.handle.net/10419/153246

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Frankfurt a. M.: European Central Bank (ECB), 2007
Cappiello, Lorenzo [Author]; De Santis, Roberto A. [Author]

Explaining exchange rate dynamics: the uncovered equity return parity condition

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http://hdl.handle.net/10419/152963

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Frankfurt a. M.: European Central Bank (ECB), 2005
Cappiello, Lorenzo [Author]; Gérard, Bruno [Author]; Manganelli, Simone [Author]

Measuring comovements by regression quantiles

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http://hdl.handle.net/10419/152935

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Frankfurt a. M.: European Central Bank (ECB), 2005
Sheppard, Kevin [Author]; Cappiello, Lorenzo [Author]; Engle, Robert F. [Author]

Asymmetric dynamics in the correlations of global equity and bond returns

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http://hdl.handle.net/10419/152638

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Frankfurt a. M.: European Central Bank (ECB), 2003
Barauskaite, Kristina [Author]; Nguyen, Anh D. M. [Author]; Rousová, Linda [Author]; Cappiello, Lorenzo [Author]

The impact of credit supply shocks in the euro area : market-based financing versus loans

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https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2673~7d8599b01a.en.pdf

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Frankfurt am Main, Germany: European Central Bank, [2022]

Published in: Europäische Zentralbank: Working paper series ; 2673
Barauskaite, Kristina [Author]; Nguyen, Anh D. M. [Author]; Rousová, Linda [Author]; Cappiello, Lorenzo [Author]

The impact of credit supply shocks in the euro area: Market-based financing versus loans

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http://hdl.handle.net/10419/264498

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Frankfurt a. M.: European Central Bank (ECB), 2022
Cappiello, Lorenzo [Author]; Kadareja, Arjan [Author]; Gerard, Bruno [Author]; Manganelli, Simone [Author]

Financial Integration of New EU Member States

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https://ssrn.com/abstract=936591

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[S.l.]: SSRN, [2021]

Published in: ECB Working Paper ; No. 683
Giuzio, Margherita [Author]; Kaufmann, Christoph [Author]; Ryan, Ellen [Author]; Cappiello, Lorenzo [Author]

Investment funds, risk-taking, and monetary policy in the euro area

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https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2605~5da83010af.en.pdf

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Frankfurt am Main, Germany: European Central Bank, [2021]

Published in: Europäische Zentralbank: Working paper series ; 2605
Giuzio, Margherita [Author]; Kaufmann, Christoph [Author]; Ryan, Ellen [Author]; Cappiello, Lorenzo [Author]

Investment Funds, Risk-Taking, and Monetary Policy in the Euro Area

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https://ssrn.com/abstract=3941631

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[S.l.]: SSRN, [2021]

Published in: ECB Working Paper ; No. 2021/2605
Giuzio, Margherita [Author]; Kaufmann, Christoph [Author]; Ryan, Ellen [Author]; Cappiello, Lorenzo [Author]

Investment funds, risk-taking, and monetary policy in the euro area

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http://hdl.handle.net/10419/246182

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Frankfurt a. M.: European Central Bank (ECB), 2021
Cappiello, Lorenzo [Author]; Kadareja, Arjan [Author]; Kok, Christoffer [Author]; Protopapa, Marco [Author]

Do bank loans and credit standards have an effect on output? A panel approach for the euro area

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http://hdl.handle.net/10419/153584

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Frankfurt a. M.: European Central Bank (ECB), 2010
Baltzer, Markus [Author]; Cappiello, Lorenzo [Author]; De Santis, Roberto A. [Author]; Manganelli, Simone [Author]

Measuring financial integration in new EU member states

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http://hdl.handle.net/10419/154534

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Frankfurt a. M.: European Central Bank (ECB), 2008
Cappiello, Lorenzo [Author]; Gérard, Bruno [Author]; Kadareja, Arjan [Author]; Manganelli, Simone [Author]

Financial integration of new EU Member States

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http://hdl.handle.net/10419/153117

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Frankfurt a. M.: European Central Bank (ECB), 2006
Cappiello, Lorenzo [Author]; Hördahl, Peter [Author]; Kadareja, Arjan [Author]; Manganelli, Simone [Author]

The impact of the euro on financial markets

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http://hdl.handle.net/10419/153032

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Frankfurt a. M.: European Central Bank (ECB), 2006
Enria, Andrea [Author] ; Cappiello, Lorenzo [Other]; Dierick, Frank [Other]; Grittini, Sergio [Other]; Haralambous, Andrew [Other]; Maddaloni, Angela [Other]; Molitor, Philippe A.M [Other]; Pires, Fatima [Other]; Poloni, Paolo [Other]

Fair Value Accounting and Financial Stability

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https://ssrn.com/abstract=749044

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[S.l.]: SSRN, [2005]
Barauskaitė, Kristina [Author]; Nguyen, Anh D.M [Author]; Fache Rousová, Linda [Author]; Cappiello, Lorenzo [Author]

The Impact of Credit Supply Shocks in the Euro Area : Market-Based Financing Versus Loans

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https://ssrn.com/abstract=4151199

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[S.l.]: SSRN, [2022]

Published in: ECB Working Paper ; No. 2022/2673
Enria, Andrea [Author]; Cappiello, Lorenzo [Author]; Dierick, Frank [Author]; Grittini, Sergio [Author]; Haralambous, Andrew [Author]; Maddaloni, Angela [Author]; Molitor, Philippe [Author]; Pires, Fatima [Author]; Poloni, Paolo [Author]

Fair value accounting and financial stability

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http://hdl.handle.net/10419/154466

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Frankfurt a. M.: European Central Bank (ECB), 2004
cappiello, lorenzo [Author]; Holm-Hadulla, Federic [Author]; Maddaloni, Angela [Author]; Arts, Laura [Author]; Meme, Nicolas [Author]; Migiakis, Petros [Author]; Behrens, Caterina [Author]; Moura, Alban [Author]; Corradin, Stefano [Author]; Ferrando, Annalisa [Author]; Niemelä, Juha [Author]; Giuzio, Margherita [Author]; Pierrard, Olivier [Author]; Ratnovski, Lev [Author]; Gulan, Adam [Author]; Schober-Rhomberg, Alexandra [Author]; Hertkorn, Andreas [Author]; Sigmund, Michael [Author]; Kaufmann, Christoph [Author]; Avakian, Lucía Kazarian [Author]; Stupariu, Patricia [Author]; Koskinen, Kimmo [Author]; Taboga, Marco [Author]; Sédillot, Franck [Author]; [...]

Non-Bank Financial Intermediation in the Euro Area : Implications for Monetary Policy Transmission and Key Vulnerabilities

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https://ssrn.com/abstract=3928291

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[S.l.]: SSRN, [2021]

Published in: ECB Occasional Paper ; No. 2021270
Cappiello, Lorenzo

A Conditional Multi-Asset Intertemporal CAPM with Switching Prices of Risk

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Elsevier BV, 2000

Published in: SSRN Electronic Journal

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