Cappiello, Lorenzo

No. Title Authors
1150Do bank loans and credit standards have an effect on output? A panel approach for the euro areaCappiello, Lorenzo, Kadareja, Arjan, Kok, Christoffer, Protopapa, Marco
913Country and industry equity risk premia in the euro area: an intertemporal approachCappiello, Lorenzo, Maddaloni, Angela, Lo Duca, Marco
906The impact of the euro on equity markets: a country and sector decompositionCappiello, Lorenzo, Manganelli, Simone, Kadareja, Arjan
812The uncovered return parity conditionCappiello, Lorenzo, De Santis, Roberto A.
801Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearitiesCappiello, Lorenzo, Mehl, Arnaud
683Financial integration of new EU Member StatesCappiello, Lorenzo, Gérard, Bruno, Kadareja, Arjan, Manganelli, Simone
598The impact of the euro on financial marketsCappiello, Lorenzo, Manganelli, Simone, Hördahl, Peter, Kadareja, Arjan
529Explaining exchange rate dynamics: the uncovered equity return parity conditionCappiello, Lorenzo, De Santis, Roberto A.
501Measuring comovements by regression quantilesCappiello, Lorenzo, Manganelli, Simone, Gérard, Bruno
436Measuring market and inflation risk premia in France and in GermanyCappiello, Lorenzo, Guéné, Stéphane
204Asymmetric dynamics in the correlations of global equity and bond returnsCappiello, Lorenzo, Engle, Robert F., Sheppard, Kevin
No. Title Authors
82The sustainability of China's exchange rate policy and capital account liberalisationCappiello, Lorenzo, Ferrucci, Gianluigi
81Measuring financial integration in new EU Member StatesDe Santis, Roberto A., Cappiello, Lorenzo, Baltzer, Markus, Manganelli, Simone
13Fair value accounting and financial stabilityEnria, Andrea, Cappiello, Lorenzo, Dierick, Frank, Sergio, Grittini, Haralambous, Andrew, Maddaloni, Angela, Molitor, Philippe, Pires, Fatima, Poloni, Paolo