Cosimo Pancaro
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Cosimo |
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Pancaro |
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Research profile
author of:
- Bank funding costs and solvency (RePEc:boe:boeewp:0853)
by Arnould, Guillaume & Pancaro, Cosimo & Żochowski, Dawid - The Balassa-Samuelson and the Penn Effect: Are They Really the Same? (RePEc:chf:rpseri:rp1303)
by Cosimo Pancaro - The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test (RePEc:chf:rpseri:rp2259)
by Cosimo Pancaro & Christoffer Kok & Carola Müller & Steven Ongena - Trade openness reduces growth volatility when countries are well diversified (RePEc:cje:issued:v:46:y:2013:i:2:p:765-790)
by Mona Haddad & Jamus Jerome Lim & Cosimo Pancaro & Christian Saborowski - The disciplining effect of supervisory scrutiny in the EU-wide stress test (RePEc:cpr:ceprdp:16157)
by Ongena, Steven & Kok, Christoffer & Müller, Carola & Pancaro, Cosimo - The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test (RePEc:ecb:ecbmbu:2019:0009:3)
by Kok, Christoffer & Müller, Carola & Pancaro, Cosimo - Does the disclosure of stress test results affect market behaviour? (RePEc:ecb:ecbmbu:2022:0017:4)
by Ponte Marques, Aurea & Pancaro, Cosimo & Durrani, Agha & Giraldo, Giacomo & Panos, Jiri & Zaharia, Alina - A macro stress testing framework for assessing systemic risks in the banking sector (RePEc:ecb:ecbops:2013152)
by Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, - 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 - Digital euro safeguards – protecting financial stability and liquidity in the banking sector (RePEc:ecb:ecbops:2024346)
by Lambert, Claudia & Meller, Barbara & Pancaro, Cosimo & Pellicani, Antonella & Radulova, Petya & Soons, Oscar & van der Kraaij, Anton - Trade openness reduces growth volatility when countries are well diversified (RePEc:ecb:ecbwps:20121491)
by Saborowski, Christian & Haddad, Mona & Lim, Jamus Jerome & Pancaro, Cosimo - Current account reversals in industrial countries: does the exchange rate regime matter? (RePEc:ecb:ecbwps:20131547)
by Pancaro, Cosimo - A stochastic forward-looking model to assess the profitability and solvency of European insurers (RePEc:ecb:ecbwps:20172028)
by Kok, Christoffer & Pancaro, Cosimo & Berdin, Elia - Macro stress testing euro area banks' fees and commissions (RePEc:ecb:ecbwps:20172029)
by Kok, Christoffer & Pancaro, Cosimo & Mirza, Harun - Bank funding costs and solvency (RePEc:ecb:ecbwps:20202356)
by Pancaro, Cosimo & Żochowski, Dawid & Arnould, Guillaume - Do non-performing loans matter for bank lending and the business cycle in euro area countries? (RePEc:ecb:ecbwps:20202411)
by Huljak, Ivan & Martin, Reiner & Moccero, Diego & Pancaro, Cosimo - Fire sales by euro area banks and funds: what is their asset price impact? (RePEc:ecb:ecbwps:20202491)
by Mirza, Harun & Moccero, Diego & Palligkinis, Spyros & Pancaro, Cosimo - The disciplining effect of supervisory scrutiny in the EU-wide stress test (RePEc:ecb:ecbwps:20212551)
by Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo - Making a virtue out of necessity: the effect of negative interest rates on bank cost efficiency (RePEc:ecb:ecbwps:20222718)
by Avignone, Giuseppe & Girardone, Claudia & Pancaro, Cosimo & Pancotto, Livia & Reghezza, Alessio - Euro area banks’ market power, lending channel and stability: the effects of negative policy rates (RePEc:ecb:ecbwps:20232790)
by Altunbas, Yener & Avignone, Giuseppe & Kok, Christoffer & Pancaro, Cosimo - Bank private information in CDS markets (RePEc:ecb:ecbwps:20232818)
by Bilan, Andrada & Ongena, Steven & Pancaro, Cosimo - Are low interest rates firing back? Interest rate risk in the banking book and bank lending in a rising interest rate environment (RePEc:ecb:ecbwps:20242950)
by Coulier, Lara & Pancaro, Cosimo & Reghezza, Alessio - Digital euro demand: design, individuals’ payment preferences and socioeconomic factors (RePEc:ecb:ecbwps:20242980)
by Lambert, Claudia & Larkou, Chloe & Pancaro, Cosimo & Pellicani, Antonella & Sintonen, Meri - Bank Profitability Challenges in Euro Area Banks: the Role of Cyclical and Structural Factors (RePEc:ecb:fsrart:2015:0001:2)
by Kok, Christoffer & Móré, Csaba & Pancaro, Cosimo - Euro area insurers and the low interest rate environment (RePEc:ecb:fsrart:2015:0002:2)
by Berdin, Elia & Kok, Christoffer & Mikkonen, Katri & Pancaro, Cosimo & Simon, Josep Maria Vendrell - Adapting Bank Business Models: Financial Stability Implications of Greater Reliance on Fee and Commission Income (RePEc:ecb:fsrart:2016:0002:3)
by Kok, Christoffer & Mirza, Harun & Móré, Csaba & Pancaro, Cosimo - Key linkages between banks and the non-bank financial sector (RePEc:ecb:fsrart:2023:0001:2)
by Franceschi, Emanuele & Grodzicki, Maciej & Kagerer, Benedikt & Kaufmann, Christoph & Lenoci, Francesca & Mingarelli, Luca & Pancaro, Cosimo & Senner, Richard - Assessing risks from euro area banks’ maturity transformation (RePEc:ecb:fsrart:2023:0002:1)
by Coulier, Lara & Gardó, Sándor & Klaus, Benjamin & Lenoci, Francesca & Pancaro, Cosimo & Reghezza, Alessio & Bräutigam, Marcel & Roulund, Rasmus Pank & Stania, Gernot & Stizi, Nina - Turbulent times: geopolitical risk and its impact on euro area financial stability (RePEc:ecb:fsrart:2024:0001:1)
by Dieckelmann, Daniel & Kaufmann, Christoph & Larkou, Chloe & McQuade, Peter & Negri, Caterina & Pancaro, Cosimo & Rößler, Denise - Fire sales by euro area banks and funds: What is their asset price impact? (RePEc:eee:ecmode:v:93:y:2020:i:c:p:430-444)
by Mirza, Harun & Moccero, Diego & Palligkinis, Spyros & Pancaro, Cosimo - Macro-stress testing dividend income. Evidence from euro area banks (RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000409)
by Gross, Christian & Jarmuzek, Mariusz & Pancaro, Cosimo - Macro stress testing euro area banks’ fees and commissions (RePEc:eee:intfin:v:61:y:2019:i:c:p:97-119)
by Kok, Christoffer & Mirza, Harun & Pancaro, Cosimo - The disciplining effect of supervisory scrutiny in the EU-wide stress test (RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000687)
by Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo - Are low interest rates firing back? Interest rate risk in the banking book and bank lending in a rising interest rate environment (RePEc:rug:rugwps:24/1091)
by Lara Coulier & Cosimo Pancaro & Alessio Reghezza - Bank funding costs and solvency (RePEc:taf:eurjfi:v:28:y:2022:i:10:p:931-963)
by Guillaume Arnould & Giuseppe Avignone & Cosimo Pancaro & Dawid Żochowski - Do non-performing loans matter for bank lending and the business cycle in euro area countries? (RePEc:taf:recsxx:v:25:y:2022:i:1:p:1050-1080)
by Ivan Huljak & Reiner Martin & Diego Moccero & Cosimo Pancaro - Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long (RePEc:wbk:prmecp:ep20)
by Haddad, Mona & Pancaro, Cosimo - Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long (RePEc:wbk:wboper:10178)
by Mona Haddad & Cosimo Pancaro - Macroeconomic volatility after trade and capital account liberalization (RePEc:wbk:wbrwps:5441)
by Pancaro, Cosimo - Trade openness reduces growth volatility when countries are well diversified (RePEc:wly:canjec:v:46:y:2013:i:2:p:765-790)
by Mona Haddad & Jamus Jerome Lim & Cosimo Pancaro & Christian Saborowski - Current Account Reversals in Industrial Countries: does the Exchange Rate Regime Matter? (RePEc:wly:ijfiec:v:21:y:2016:i:2:p:107-130)
by Cosimo Pancaro & Christian Saborowski - A stochastic forward-looking model to assess the profitability and solvency of European insurers (RePEc:zbw:icirwp:2116)
by Berdin, Elia & Pancaro, Cosimo & Kok Sørensen, Christoffer - A stochastic forward-looking model to assess the profitability and solvency of European insurers (RePEc:zbw:safewp:137)
by Berdin, Elia & Pancaro, Cosimo & Kok Sørensen, Christoffer