Margherita Giuzio
Names
| first: |
Margherita |
| last: |
Giuzio |
Identifer
Contact
Affiliations
-
EBS Universität für Wirtschaft und Recht
/ Business School
/ Department Finanzwirtschaft, Rechnungswesen und Immobilien (weight: 50%)
-
European Central Bank (weight: 50%)
Research profile
author of:
- The low-carbon transition, climate disclosure and firm credit risk (RePEc:bis:bisifc:56-07)
by Sante Carbone & Margherita Giuzio & Sujit Kapadia & Johannes Sebastian Krämer & Ken Nyholm & Katia Vozian - Are ethical and green investment funds more resilient? (RePEc:bis:bisifc:56-17)
by Laura Capota & Margherita Giuzio & Sujit Kapadia & Dilyara Salakhova - A theoretical model analysing investment funds’ liquidity management and policy measures (RePEc:ecb:ecbmbu:2021:0012:4)
by Giuzio, Margherita & Grill, Michael & Kryczka, Dominika & Weistroffer, Christian - Macroprudential stress test of the euro area banking system (RePEc:ecb:ecbops:2019226)
by Budnik, Katarzyna & Balatti, Mirco & Dimitrov, Ivan & Groß, Johannes & Hansen, Ib & Kleemann, Michael & Sanna, Francesco & Sarychev, Andrei & Siņenko, Nadežda & Volk, Matjaz & Covi, Giovanni & di Iasi - Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities (RePEc:ecb:ecbops:2021270)
by Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura - Insurers’ investment strategies: pro- or countercyclical? (RePEc:ecb:ecbwps:20192299)
by Giuzio, Margherita & Rousová, Linda - The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios (RePEc:ecb:ecbwps:20202384)
by Craig, Ben & Giuzio, Margherita & Paterlini, Sandra - Investment funds, risk-taking, and monetary policy in the euro area (RePEc:ecb:ecbwps:20212605)
by Giuzio, Margherita & Kaufmann, Christoph & Ryan, Ellen & Cappiello, Lorenzo - The low-carbon transition, climate commitments and firm credit risk (RePEc:ecb:ecbwps:20212631)
by Carbone, Sante & Giuzio, Margherita & Kapadia, Sujit & Krämer, Johannes Sebastian & Nyholm, Ken & Vozian, Katia - Are ethical and green investment funds more resilient? (RePEc:ecb:ecbwps:20222747)
by Capotă, Laura-Dona & Giuzio, Margherita & Kapadia, Sujit & Salakhova, Dilyara - Climate change and financial stability (RePEc:ecb:fsrart:2019:0001:1)
by Giuzio, Margherita & Krušec, Dejan & Levels, Anouk & Melo, Ana Sofia & Mikkonen, Katri & Radulova, Petya - Climate-related risks to financial stability (RePEc:ecb:fsrart:2021:0001:2)
by Alogoskoufis, Spyros & Carbone, Sante & Coussens, Wouter & Fahr, Stephan & Giuzio, Margherita & Kuik, Friderike & Parisi, Laura & Salakhova, Dilyara & Spaggiari, Martina - Climate-related risks to financial stability (RePEc:ecb:fsrart:2022:0001:1)
by Emambakhsh, Tina & Giuzio, Margherita & Mingarelli, Luca & Salakhova, Dilyara & Spaggiari, Martina - Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization (RePEc:eee:ejores:v:250:y:2016:i:1:p:251-261)
by Giuzio, Margherita & Ferrari, Davide & Paterlini, Sandra - Undiversifying during Crises: Is It a Good Idea? (RePEc:fip:fedcwp:1628)
by Margherita Giuzio & Sandra Paterlini - The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios (RePEc:fip:fedcwq:191200)
by Ben R. Craig & Margherita Giuzio & Sandra Paterlini - The low-carbon transition, climate commitments and firm credit risk (RePEc:hhs:rbnkwp:0409)
by Carbone, Sante & Giuzio, Margherita & Kapadia, Sujit & Krämer, Johannes Sebastian & Nyholm, Ken & Vozian, Katia - Tracking hedge funds returns using sparse clones (RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-016-2371-5)
by Margherita Giuzio & Kay Eichhorn-Schott & Sandra Paterlini & Vincent Weber - Un-diversifying during crises: Is it a good idea? (RePEc:spr:comgts:v:16:y:2019:i:3:d:10.1007_s10287-018-0340-y)
by Margherita Giuzio & Sandra Paterlini - Genetic algorithm versus classical methods in sparse index tracking (RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0191-y)
by Margherita Giuzio - The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios (RePEc:srk:srkwps:201989)
by Craig, Ben & Giuzio, Margherita & Paterlini, Sandra