Cosimo Pancaro

Names

Affiliations

• European Central Bank
  • website
  • location: Frankfurt am Main, Germany

Research profile

author of:

• Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long
  by Mona Haddad & Cosimo Pancaro
• Macroeconomic volatility after trade and capital account liberalization
  by Pancaro, Cosimo
• Trade openness reduces growth volatility when countries are well diversified
  by Saborowski, Christian & Haddad, Mona & Lim, Jamus Jerome & Pancaro, Cosimo
• Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long
  by Haddad, Mona & Pancaro, Cosimo
• Trade openness reduces growth volatility when countries are well diversified
  by Mona Haddad & Jamus Jerome Lim & Cosimo Pancaro & Christian Saborowski
• Current account reversals in industrial countries: does the exchange rate regime matter?
  by Pancaro, Cosimo
• A macro stress testing framework for assessing systemic risks in the banking sector
  by 14 authorsHenry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, Matthias & Kok, Christoffer & Cabral, Inês & Żochowski, Dawid
• A stochastic forward-looking model to assess the profitability and solvency of European insurers
  by Berdin, Elia & Pancaro, Cosimo & Kok Sørensen, Christoffer
• A stochastic forward-looking model to assess the profitability and solvency of European insurers
  by Berdin, Elia & Pancaro, Cosimo & Kok Sørensen, Christoffer
• Current Account Reversals in Industrial Countries: does the Exchange Rate Regime Matter?
  by Cosimo Pancaro & Christian Saborowski
• Macro stress testing euro area banks' fees and commissions
  by Kok, Christoffer & Pancaro, Cosimo & Mirza, Harun
• A stochastic forward-looking model to assess the profitability and solvency of European insurers
  by Kok, Christoffer & Pancaro, Cosimo & Berdin, Elia
• Bank Profitability Challenges in Euro Area Banks: the Role of Cyclical and Structural Factors
  by Kok, Christoffer & Móré, Csaba & Pancaro, Cosimo
• Adapting Bank Business Models: Financial Stability Implications of Greater Reliance on Fee and Commission Income
  by Kok, Christoffer & Mirza, Harun & Móré, Csaba & Pancaro, Cosimo
• Euro area insurers and the low interest rate environment
  by Berdin, Elia & Kok, Christoffer & Mikkonen, Katri & Pancaro, Cosimo & Simon, Josep Maria Vendrell
• Macroprudential stress test of the euro area banking system JEL Classification: E37, E58, G21, G28
  by 18 authorsBudnik, Katarzyna & Mozzanica, Mirco Balatti & Dimitrov, Ivan & Groß, Johannes & Hansen, Ib & Kleemann, Michael & Sanna, Francesco & Sarychev, Andrei & Siņenko, Nadežda & Volk, Matjaz & Covi, Giovanni & di Iasio, Giovanni & Cera, Katharina & Giuzio, Margherita & Mirza, Harun & Moccero, Diego & Nicoletti, Giulio & Pancaro, Cosimo & Palligkinis, Spyros
• Macro stress testing euro area banks’ fees and commissions
  by Kok, Christoffer & Mirza, Harun & Pancaro, Cosimo
• The Balassa-Samuelson and the Penn Effect: Are They Really the Same?
  by Cosimo Pancaro
• The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test
  by Kok, Christoffer & Müller, Carola & Pancaro, Cosimo
• Bank funding costs and solvency
  by Pancaro, Cosimo & Żochowski, Dawid & Arnould, Guillaume
• Bank funding costs and solvency
  by Arnould, Guillaume & Pancaro, Cosimo & Żochowski, Dawid