Lo Duca, Marco

Marco Lo Duca

International & European Relations

 marco.lo_duca@ecb.europa.eu

Functions:

  • Team coordinator, financial stability surveillance in euro area countries

Fields of interest:

  • International Economics
  • Financial Economics
  • Monetary Economics
  • Macroeconometrics
  • Microeconometrics

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
No. Title Authors
2012Modeling euro area bond yields using a time-varying factor modelLo Duca, Marco, Adam, Tomáš
1668The effect of G20 summits on global financial marketsStracca, Livio, Lo Duca, Marco
1649Global corporate bond issuance: what role for US quantitative easing?Lo Duca, Marco, Nicoletti, Giulio, Vidal Martinez, Ariadna
1565Risk, uncertainty and monetary policyLo Duca, Marco, Hoerova, Marie, Bekaert, Geert
1557On the international spillovers of US quantitative easingFratzscher, Marcel, Straub, Roland, Lo Duca, Marco
1468Modelling the time varying determinants of portfolio flows to emerging marketsLo Duca, Marco
1426CISS - a composite indicator of systemic stress in the financial systemKremer, Manfred, Lo Duca, Marco, Holló, Dániel
1311Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic eventsPeltonen, Tuomas, Lo Duca, Marco
913Country and industry equity risk premia in the euro area: an intertemporal approachCappiello, Lorenzo, Maddaloni, Angela, Lo Duca, Marco
662Cross-border bank contagion in EuropeVesala, Jukka, Gropp, Reint, Lo Duca, Marco
No. Title Authors
194A new database for financial crises in European countriesLo Duca, Marco, Koban, Anne, Basten, Marisa, Bengtsson, Elias, Klaus, Benjamin, Kusmierczyk, Piotr, Lang, Jan Hannes, Detken, Carsten, Peltonen, Tuomas
85Benchmarking the Lisbon StrategyIoannou, Demosthenes, Ferdinandusse, Marien, Lo Duca, Marco, Coussens, Wouter
72The role of financial markets and innovation in productivity and growth in EuropeHartmann, Philipp, Papaioannou, Elias, Lo Duca, Marco, Heider, Florian
Title Authors Where
On the spillovers of US quantitative easing Marcel Fratzscher, Marco Lo Duca, Roland Straub Economic Journal, forthcoming
ECB Unconventional Monetary Policy: Market Impact and International Spillovers Marcel Fratzscher, Marco Lo Duca, Roland Straub IMF Economic Review, Vol. 64, Issue 1, May 2016
Global corporate bond issuance: what role for US quantitative easing? Marco Lo Duca, Giulio Nicoletti, Ariadna Vidal Journal of International Money and Finance, vol. 60(C), February 2016, pp. 114-150
Worth all the hype? The effect of G20 summits on global financial markets Marco Lo Duca, Livio Stracca Journal of International Money and Finance, Vol. 53, May 2015, pp. 192–217
Monetary policy and risk taking Ignazio Angeloni, Ester Faia, Marco Lo Duca Journal of Economic Dynamics and Control, Vol. 52(C), 2015, pp. 285-307
Risk, uncertainty and monetary policy Geert Bekaert, Marie Hoerova and Marco Lo Duca Journal of Monetary Economics 60 (7), October 2013, pp. 771–788.
Assessing systemic risks and predicting systemic events Marco Lo Duca and Tuomas Peltonen Journal of Banking & Finance, 37 (7), pp. 2183-2195
Cross-border bank contagion in Europe Reint Gropp, Marco Lo Duca and Jukka Vesala International Journal of Central Banking, 5(1), pp. 97-140