Pubblicazioni

Pubblicazioni dottoressa Caterina Di Tommaso

 

Pubblicazioni Scientifiche dott.ssa Caterina Di Tommaso

    1. M. Foglia, C. Di Tommaso, G.J. Wang, G. J., V. Pacelli (2024). Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. Journal of International Financial Markets, Institutions and Money, 101942.
    2. M.C. Arcuri, C. Di Tommaso, R. Pisani (2024). Does gender matter in financing SMEs in green industry?. Research in International Business and Finance, 102222.
    3. C. Di Tommaso, M. Mazzuca (2023). The stock price of European insurance companies: what is the role of ESG factors?. Finance Research Letters, 104071.
    4. S. Dell’Atti, C. Di Tommaso, V. Pacelli (2023). NPLs Securitizations, CDS Spreads and Spillover Effect: Evidence from the European Banking System. Global Business Review, 09721509231159738.
    5. C. Di Tommaso, M. Mazzuca (2023). The stock price of European insurance companies: what is the role of ESG factors?. Finance Research Letters, 104071.
    6. C. Di Tommaso, M. Foglia, & V. Pacelli (2023). The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation. International Review of Financial Analysis, 102578.
    7. V. Pacelli, C. Di Tommaso, G. Onorato (2023). Le implicazioni della direttiva IDD sulle dinamiche competitive del settore assicurativo. In: Elisabetta D’Apolito. (a cura di): Elisabetta D’Apolito, NUOVE FRONTIERE DELLA DISTRIBUZIONE ASSICURATIVA: L’IMPATTO DELLA NUOVA DIRETTIVA EUROPEA IN ITALIA.
    8. V. Pacelli, C. Di Tommaso (2022). CDS Market as a Transmission Channel of Systemic Risk. Empirical Evidence from Covid-19 and Unconventional Monetary Policy. In: Vincenzo Pacelli; Ida Claudia Panetta. (a cura di): Vincenzo Pacelli; Ida Claudia Panetta, Systemic Risk, Monetary Policy and Portfolio Diversification in the Great Crises’ Era. vol. Quaderni del Dipartimento Jonico n. 19/2022, Edizioni DJSGE - Università degli Studi di Bari Aldo Moro, ISBN: 9788894503098
    9. S. Dell'Atti, C. Di Tommaso, V. Pacelli (2022). Sovereign green bond and country value and risk: Evidence from European Union countries. Journal of International Financial Management & Accounting.
    10. C. Di Tommaso, V. Pacelli (2022). Does nonperforming loan securitization affect credit default swap spreads? Evidence from European banks.Journal of International Financial Management & Accounting.
    11. V. Pacelli, C. Di Tommaso. (2021). Pandemia, politiche economiche ed effetti sui mercati finanziari europei: prime evidenze empiriche e riflessioni. Rivista Bancaria. MINERVA BANCARIA, 4-5, 11-55.
    12. C. Di Tommaso, J. Thornton. (2021). The effect of non-performing loans on bank credit expansion: do capital and profitability matter? Evidence from European banks. International Journal of Finance and Economics, 26 (3), 4822–4839.
    13. C. Di Tommaso, J. Thornton. (2020). Do ESG scores effect bank risk taking and value? Evidence from European banks. Corporate Social Responsibility and Environmental Management, 27 (5), 2286-2298.
    14. C. Di Tommaso. (2020). Securitisation and CDS in U.S. bank lending. International Journal of Finance and Economics.
    15. C. Di Tommaso, J. Thornton. (2020). Liquidity and capital in bank lending: Evidence from European banks. Finance Research Letters, 34.
    16. C. Di Tommaso, J. Thornton. (2020). The long-run relationship between finance and income inequality: Evidence from panel data. Finance Research Letters, 32.
    17. C. Di Tommaso, J. Thornton. (2018). Unconventional monetary policy and the ’currency wars’. Finance Research Letters, 26, 250-254.
    18. C. Di Tommaso, J. Thornton. (2018). Credit default swaps and regulatory capital relief: evidence from European banks. Finance Research Letters, 26, 255-260.
    19. C. Di Tommaso, F. Piluso. (2018). The failure of hedge funds: an analysis of the impact of different risk classes. Research in International Business and Finance, 45, 121-133.
    20. C. Di Tommaso, M. Mazzuca, F. Piluso. (2017). The determinants of CDS spreads: The Case of Banks. Financial Markets, SME financing and Emerging Economies. Palgrave Macmillan, Cham, 2017. 121-155
    21. C. Di Tommaso, D. Drago, J. Thornton. (2017). What determines bank CDS spreads? Evidence from European and the US banks. Finance Research Letters, 22, 140-145.
    22. Y. Altunbas, C. Di Tommaso, J. Thornton. (2016). Is there a financial accelerator in European banking? Finance Research Letters, 17, 218-221, doi:10.1016/j.frl.2016.03.020
    23. Y. Altunbas, C. Di Tommaso, J. Thornton. (2016). Do better-capitalized banks lend less? Evidence from European banks. Finance Research Letters, 17, 246-250, doi:10.1016/j.frl.2016.03.022

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    pubblicato il 21/07/2017 — ultima modifica 08/02/2024