Lucia Alessi
European Commission(BE)Joint Research Centre(IT)
Publications by Year
Research Areas
Monetary Policy and Economic Impact, Global Financial Crisis and Policies, Market Dynamics and Volatility, Banking stability, regulation, efficiency, Sustainable Finance and Green Bonds
Most-Cited Works
- → Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity(2011)380 cited
- → Improved penalization for determining the number of factors in approximate factor models(2010)335 cited
- → What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures(2021)218 cited
- → Identifying excessive credit growth and leverage(2017)194 cited
- → 'Real Time' Early Warning Indicators for Costly Asset Price Boom/Bust Cycles: A Role for Global Liquidity(2010)175 cited
- → Operationalising the Countercyclical Capital Buffer: Indicator Selection, Threshold Identification and Calibration Options(2014)97 cited
- → Non-Fundamentalness in Structural Econometric Models: A Review(2011)82 cited
- → Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios(2022)79 cited
- → The Resilience of EU Member States to the Financial and Economic Crisis(2019)66 cited