Lo Duca, Marco

Macro Prud Policy&Financial Stability

Division

Macroprudential Policy

Current position

Principal Financial Stability Expert

Email

marco.lo_duca@ecb.europa.eu

Other current responsibilities
  • Team coordinator, financial stability surveillance in euro area countries
Education
  • Master in Economics and Finance, Venice International University (summa cum laude)
Professional experience
  • Principal Financial Stability Expert - DG Macroprudential Policy and Financial Stability, Financial Surveillance Division, ECB, November 2014 to date
  • Economist - DG International and European Relations, International Policy Analysis Division, ECB, November 2009 to October 2014
  • Research Analyst - DG Research, Financial Research Division, ECB, November 2004 to October 2009

ECB Occasional Paper Series

2017
Lo Duca, Marco, Koban, Anne, Basten, Marisa, Bengtsson, Elias, Klaus, Benjamin, Kusmierczyk, Piotr, Lang, Jan Hannes, Detken, Carsten, Peltonen, Tuomas A.
A new database for financial crises in European countries
No 194
2008
Ioannou, Demosthenes, Ferdinandusse, Marien, Lo Duca, Marco, Coussens, Wouter
Benchmarking the Lisbon Strategy
No 85
2007
Hartmann, Philipp, Papaioannou, Elias, Lo Duca, Marco, Heider, Florian
The role of financial markets and innovation in productivity and growth in Europe
No 72

ECB Working Paper Series

2017
Lo Duca, Marco, Adam, Tomáš
Modeling euro area bond yields using a time-varying factor model
No 2012
2014
Stracca, Livio, Lo Duca, Marco
The effect of G20 summits on global financial markets
No 1668
Lo Duca, Marco, Nicoletti, Giulio, Vidal Martinez, Ariadna
Global corporate bond issuance: what role for US quantitative easing?
No 1649
2013
Lo Duca, Marco, Hoerova, Marie, Bekaert, Geert
Risk, uncertainty and monetary policy
No 1565
Fratzscher, Marcel, Straub, Roland, Lo Duca, Marco
On the international spillovers of US quantitative easing
No 1557
2012
Lo Duca, Marco
Modelling the time varying determinants of portfolio flows to emerging markets
No 1468
Kremer, Manfred, Lo Duca, Marco, Holló, Dániel
CISS - a composite indicator of systemic stress in the financial system
No 1426
2011
Peltonen, Tuomas A., Lo Duca, Marco
Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events
No 1311
2008
Cappiello, Lorenzo, Maddaloni, Angela, Lo Duca, Marco
Country and industry equity risk premia in the euro area: an intertemporal approach
No 913
2006
Vesala, Jukka, Gropp, Reint, Lo Duca, Marco
Cross-border bank contagion in Europe
No 662

Journal publications

Geert Bekaert, Marie Hoerova and Marco Lo Duca
Risk, uncertainty and monetary policy
Journal of Monetary Economics 60 (7), October 2013, pp. 771–788.,
Marco Lo Duca and Tuomas Peltonen
Assessing systemic risks and predicting systemic events
Journal of Banking & Finance, 37 (7), pp. 2183-2195,
Reint Gropp, Marco Lo Duca and Jukka Vesala
Cross-border bank contagion in Europe
International Journal of Central Banking, 5(1), pp. 97-140,
Ignazio Angeloni, Ester Faia, Marco Lo Duca
Monetary policy and risk taking
Journal of Economic Dynamics and Control, Vol. 52(C), 2015, pp. 285-307,
Marco Lo Duca, Livio Stracca
Worth all the hype? The effect of G20 summits on global financial markets
Journal of International Money and Finance, Vol. 53, May 2015, pp. 192–217,
Marcel Fratzscher, Marco Lo Duca, Roland Straub
ECB Unconventional Monetary Policy: Market Impact and International Spillovers
IMF Economic Review, Vol. 64, Issue 1, May 2016,
Marco Lo Duca, Giulio Nicoletti, Ariadna Vidal
Global corporate bond issuance: what role for US quantitative easing?
Journal of International Money and Finance, vol. 60(C), February 2016, pp. 114-150,
Marcel Fratzscher, Marco Lo Duca, Roland Straub
On the spillovers of US quantitative easing
Economic Journal, forthcoming,