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Simonetta Iannotti · Study

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Simonetta Iannotti

3 works· latest 2011· 2 institutionscluster: provisional

h-index3

i103

Citations285

Works here3

06

07

11

Most cited in this library

Are there asymmetries in the response of bank interest rates to monetary shocks?2007 · 232 citations
On the Interaction between Market and Credit Risk: A Factor-Augmented Vector Autoregressive (FAVAR) Approach2011 · 29 citations
Scenario Based Principal Component Value-at-Risk: An Application to Italian Banks' Interest Rate Risk Exposure2006 · 24 citations

Works

3 shown

On the Interaction between Market and Credit Risk: A Factor-Augmented Vector Autoregressive (FAVAR) Approach

SSRN Electronic Journal·2011·2 authors·preprint·Open access

29citations

Are there asymmetries in the response of bank interest rates to monetary shocks?

Applied Economics·2007·2 authors

232citations

Scenario Based Principal Component Value-at-Risk: An Application to Italian Banks' Interest Rate Risk Exposure

SSRN Electronic Journal·2006·2 authors·preprint·Open access

24citations