Pubblicazioni

Pubblicazioni Scientifiche dott.ssa Caterina Di Tommaso

1. Dell'Atti, A. Paltrinieri, C. Di Tommaso, G. Onorato (2025). Assessment of banking risk in the context of the oil and gas bubbles. Energy Economics, in a Special issue entitled: ‘Energy Finance and Energy Economics’. 108593.

2. Di Tommaso, V. Pacelli, M. M. Povia (2025). Green Loans and Bank Risk: Navigating the Path to Sustainable Finance. International Review of Economics & Finance, 104138, https://doi.org/10.1016/j.iref.2025.104138.

3. Carnevale, C. Di Tommaso (2025). Does ESG Performance Affect Firms’ Performance? Evidence from European Energy Companies. In Environmental, Social, Governance (ESG) Risk, Performance, Monitoring (pp. 495-520). Cham: Springer Nature Switzerland.

4. Di Tommaso, M. Mazzuca, V. Pacelli (2025). Does SDG-13 disclosure impact the performance of insurance companies?. Research in International Business and Finance, 102903, https://doi.org/10.1016/j.ribaf.2025.102903.

5. Piluso, C. Di Tommaso, D. A. Ceraso (2025). Ethics Effects on the Investment Decision Making Process. In Generative Artificial Intelligence and Fifth Industrial Revolution (pp. 13-32). Cham: Springer Nature Switzerland.

6. Pacelli, C. Di Tommaso, M. Foglia, M.M. Povia (2024). Spillover effects between energy uncertainty and financial risk in the Eurozone banking sector. Energy Economics, in a Special issue entitled: ‘Energy Finance and Energy Economics’. 108082.

7. Pacelli, L. Cananà, A. Chakraborti, C. Di Tommaso, M. Foglia (2024). A Holistic Journey into Systemic Risk: Theoretical Background, Transmission Channels and Policy Implications. In: Vincenzo Pacelli. (a cura di): Vincenzo Pacelli, Systemic Risk and Complex Networks in Modern Financial Systems, New Economic Windows, https://doi.org/10.1007/978-3-031-64916-5_15

8. Dell’Atti, C. Di Tommaso, G. Onorato, V. Pacelli (2024). How does NPLs Securitization Affect EU Banks’ Systemic Risk? In: Vincenzo Pacelli. (a cura di): Vincenzo Pacelli, Systemic Risk and Complex Networks in Modern Financial Systems, New Economic Windows, https://doi.org/10.1007/978-3-031-64916-5_15

9. Pacelli, C. Di Tommaso, M. Foglia, S. Ingannamorte (2024). Cryptocurrencies and Systemic Risk. The Spillover Effects Between Cryptocurrency and Financial Markets. In: Vincenzo Pacelli. (a cura di): Vincenzo Pacelli, Systemic Risk and Complex Networks in Modern Financial Systems, New Economic Windows, https://doi.org/10.1007/978-3-031-64916-5_15

10. Foglia, C. Di Tommaso, V. Pacelli (2024). The impact of climate policy uncertainty on the Italian financial market.Finance Research Letters, 69. https://doi.org/10.1016/j.frl.2024.106094

11. Birindelli, S. Dell’Atti, C. Di Tommaso, A.P. Iannuzzi, V. Pacelli (2024). The impact of banks’ climate engagement on systemic risk. Does committing a little or a lot make a difference? Research in International Business and Finance, 70. https://doi.org/10.1016/j.ribaf.2024.102392.

12. C. Arcuri, C. Di Tommaso, R. Pisani (2024). Does gender matter in financing SMEs in green industry?Research in International Business and Finance. https://doi.org/10.1016/j.ribaf.2024.102222

13. Foglia, C. Di Tommaso,  G. J. Wang, 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.https://doi.org/10.1016/j.intfin.2024.101942

14. Dell’Atti, C. Di Tommaso, V. Pacelli (2023). NPLs Securitizations, CDS Spreads and Spillover Effect: Evidence from the European Banking System.Global Business Review. https://doi.org/10.1177/09721509231159738

15. Di Tommaso, M. Mazzuca (2023). The stock price of European insurance companies: what is the role of ESG factors?. Finance Research Letters, 104071. https://doi.org/10.1016/j.frl.2023.104071

16. 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. https://doi.org/10.1016/j.irfa.2023.102578

17. 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.

18. 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

19. 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.  https://doi.org/10.1111/jifm.12155

20. Di Tommaso, V. Pacelli (2022). Does nonperforming loan securitization affect credit default swap spreads? Evidence from European banks.Journal of International Financial Management & Accounting. https://doi.org/10.1111/jifm.12147

21. 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.

22. 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.  https://doi.org/10.1002/ijfe.2042

23. 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. https://doi.org/10.1002/csr.1964

24. Di Tommaso. (2020). Securitisation and CDS in U.S. bank lending. International Journal of Finance and Economics, 27 (1). https://doi.org/10.1002/ijfe.2204

25. Di Tommaso, J. Thornton. (2020). Liquidity and capital in bank lending: Evidence from European banks. Finance Research Letters, 34. https://doi.org/10.1016/j.frl.2019.08.021

26. Di Tommaso, J. Thornton. (2020). The long-run relationship between finance and income inequality: Evidence from panel data. Finance Research Letters, 32. https://doi.org/10.1016/j.frl.2019.04.036

27. Di Tommaso, J. Thornton. (2018). Unconventional monetary policy and the ’currency wars’. Finance Research Letters, 26, 250-254. https://doi.org/10.1016/j.frl.2018.02.010

28. Di Tommaso, J. Thornton. (2018). Credit default swaps and regulatory capital relief: evidence from European banks. Finance Research Letters, 26, 255-260. https://doi.org/10.1016/j.frl.2018.02.008

29. 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. https://doi.org/10.1016/j.ribaf.2017.07.139

30. 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

31. 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. https://doi.org/10.1016/j.frl.2016.12.035

32. 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. https://doi.org/10.1016/j.frl.2016.03.020

33. 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. https://doi.org/10.1016/j.frl.2016.03.022