Marcella LUCCHETTA

Position
Associate Professor
Telephone
041 234 9191
E-mail
lucchett@unive.it
Scientific sector (SSD)
Politica economica [ECON-02/A]
Website
www.unive.it/people/lucchett (personal record)
Office
Department of Economics
Website: https://www.unive.it/dep.economics
Where: San Giobbe
Research Institute
Research Institute for Complexity

Publications

Year Type Publication
Year Type Publication
2024 Journal Article Marcella Lucchetta INTERNATIONAL AGGREGATE RISK: EFFECTS ON FINANCIAL STABILITY in ECONOMICS LETTERS, vol. 111773, pp. 1-13 (ISSN 0165-1765)
DOI - URL correlato - ARCA card: 10278/5059722
2024 Journal Article Marcella Lucchetta WELFARE AND BANK RISK-TAKING in ANNALS OF FINANCE, vol. 18 March 2024 (ISSN 1614-2446)
DOI - URL correlato - ARCA card: 10278/5056501
2023 Journal Article Marcella Lucchetta Climate bonds: Are they invested efficiently? in JOURNAL OF ENVIRONMENTAL MANAGEMENT, vol. 345, pp. 1-7 (ISSN 0301-4797)
DOI - URL correlato - ARCA card: 10278/5035340
2023 Journal Article Marcella Lucchetta, Leonardo Gambacorta, Michael Brei, Bruno Maria Parigi How effective are bad bank resolutions? New evidence from Europe in JOURNAL OF FINANCIAL STABILITY, vol. 67 (ISSN 1572-3089)
DOI - URL correlato - ARCA card: 10278/5023600
2023 Working paper Marcella Lucchetta Understanding Monetary Policy: The Real Sector and Welfare , Venice, DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, vol. 1, pp. 1-22 (ISSN 1827-3580)
- URL correlato - ARCA card: 10278/5014441
2022 Journal Article M. Lucchetta, M. Donadelli, I. Gufler, R. Kizys Variability and strictness in COVID-19 government response: A macro-regional assessment in JOURNAL OF GOVERNMENT AND ECONOMICS, vol. 6, pp. 1-21 (ISSN 2667-3193)
DOI - URL correlato - ARCA card: 10278/3758427
2021 Scientific monograph or treatise Marcella Lucchetta, Douglas Gale, Andrea Gamba Dynamic Bank Regulation with Aggregate Shocks , UK, Warwick, WBS Finance Group Research, vol. 4, pp. 1-45 (ISSN 2059-4283)
DOI - URL correlato - ARCA card: 10278/5011001
2021 Journal Article Marcella Lucchetta; Lois Tullo COVID-19 Deaths Linked to Restrictions Stringency Lag: A G7 and Global Analysis, Implications for Public Policy in INTERNATIONAL JOURNAL OF ECONOMICS, FINANCE AND MANAGEMENT SCIENCES, vol. 9, pp. 134-158 (ISSN 2326-9561)
DOI - URL correlato - ARCA card: 10278/3742016
2021 Journal Article Arzu, Daniela; Lucchetta, Marcella; Mantovani, Guido Max Catch the Heterogeneity: The New Bank-Tailored Integrated Rating in JOURNAL OF RISK AND FINANCIAL MANAGEMENT, vol. 14, pp. 312-337 (ISSN 1911-8074)
DOI - URL correlato - ARCA card: 10278/3741351
2020 Journal Article Donadelli, M.; Gerotto, L.; Lucchetta, M.; Arzu, D. Immigration, Uncertainty, and Macroeconomic Dynamics in WORLD ECONOMY, vol. 43, pp. 326-354 (ISSN 0378-5920)
DOI - URL correlato - ARCA card: 10278/3717700
2020 Working paper Marcella Lucchetta, Michael Brei, Leonardo Gambacorta, Bruno Maria Parigi Bad bank resolutions and bank lending , BASEL, BIS Bank for International Settlements, vol. No 837, pp. 1-41 (ISSN 1682-7678)
- URL correlato - ARCA card: 10278/3723080
2019 Journal Article Lucchetta, Marcella; Moretto, Michele; Parigi, Bruno M. Optimal bailouts, bank’s incentive and risk in ANNALS OF FINANCE, vol. N/D (ISSN 1614-2446)
DOI - ARCA card: 10278/3713763
2019 Working paper Marcella Lucchetta, Bruno M. Parigi, Jean-Charles Rochet Bank Restructuring without Government Intervention , c/o University of Geneva, Bd. Du Pont d'Arve 42, CH-1211 Geneva 4 T +41 22 379 84 71, Swiss Finance Institute Research Paper Series, vol. N°19-63, pp. 1-48
- URL correlato - ARCA card: 10278/3723076
2018 Book Article Marcella Lucchetta, Daniela Arzu, Guido Massimiliano Mantovani The Bank Tailored Integrated Rating in Daniela Arzu, Marcella Lucchetta, Guido Massimiliano Mantovani, Mathematical and Statistical Methods for Actuarial Sciences and Finance, M. Corazza et al. (eds.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pp. 63-67 (ISBN 978-3-319-89824-7; 978-3-319-89823-0)
DOI - URL correlato - ARCA card: 10278/3702251
2018 Working paper Gale, Douglas M.; Gamba, Andrea; Lucchetta, Marcella Dynamic Bank Capital Regulation in Equilibrium , Warwick, WBS Finance Group Research Paper, vol. 240, pp. 1-63 (ISSN 2059-4283)
DOI - URL correlato - ARCA card: 10278/3711170
2017 Journal Article Lucchetta, Marcella Banking competition and welfare in ANNALS OF FINANCE, vol. 13, pp. 31-53 (ISSN 1614-2446)
DOI - URL correlato - ARCA card: 10278/3687418
2017 Journal Article De Nicolò, Gianni; Lucchetta, Marcella Forecasting Tail Risks in JOURNAL OF APPLIED ECONOMETRICS, vol. 32, pp. 159-170 (ISSN 0883-7252)
DOI - URL correlato - ARCA card: 10278/3678767
2017 Review in magazine Lucchetta, Marcella The Status Quo Crisis: Global Financial Governance after the 2008 Meltdown in EASTERN ECONOMIC JOURNAL, vol. 42, pp. 674-675 (ISSN 0094-5056)
DOI - ARCA card: 10278/3696276
2017 Book Article Marcella lucchetta Risk Monitoring Systems in Real-time Based on Dynamic Factor Models in Monica Billio, Loriana Pelizzon, Roberto Savona, Systemic Risk Tomography 1st Edition: Signals, Measurement and Transmission Channels, Amsterdam, ISTE Press - Elsevier, vol. 1, pp. 240-290 (ISBN 9781785480850)
DOI - ARCA card: 10278/3681515
2016 Working paper Costola, Michele; Frattarolo, Lorenzo; Lucchetta, Marcella; Paradiso, Antonio Do we need a stochastic trend in cay estimation? Yes. , vol. No. 24/WP/2016, pp. 1-15 (ISSN 1827-3580)
- ARCA card: 10278/3680914
2015 Commento scientifico Lucchetta, Marcella The Status Quo Crisis: Global Financial Governance after the 2008 Meltdown , London, Oxford University Press, 2014 (ISBN 9780199973637)
DOI - URL correlato - ARCA card: 10278/3659959
2015 Journal Article Lucchetta, Marcella Does the bank risk concentration freeze the interbank system? in THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, vol. 33, pp. 149-166 (ISSN 1062-9408)
DOI - URL correlato - ARCA card: 10278/3659958
2014 Journal Article A. Paradiso; S. Kumar; M. Lucchetta Investigating the US consumer credit determinants using linear and non-linear cointegration techniques in ECONOMIC MODELLING, vol. 42, pp. 20-28 (ISSN 0264-9993)
DOI - URL correlato - ARCA card: 10278/40821
2014 Journal Article Lucchetta M.; Andrea G.; De Nicolo' G. Microprudential Regulation in a Dynamic Model of Banking in THE REVIEW OF FINANCIAL STUDIES, vol. 27, pp. 2097-2138 (ISSN 0893-9454)
DOI - ARCA card: 10278/38753
2014 Journal Article Marcella Lucchetta;Antonio Paradiso Sluggish US employment recovery after the Great Recession: Cyclical or structural factors? in ECONOMICS LETTERS, vol. 123, pp. 109-112 (ISSN 0165-1765)
DOI - ARCA card: 10278/39482
2013 Journal Article Donadelli, M; Lucchetta, M. Emerging Stock Premia: Some Evidence from Industrial Stock Market Data in ASIAN ECONOMIC AND FINANCIAL REVIEW, vol. 3, pp. 398-422 (ISSN 2222-6737)
- URL correlato - ARCA card: 10278/37240
2013 Book Article M. Lucchetta; G. De Nicolo' Systemic Risk and the Macroeconomy , NBER book Quantifying Systemic Risk, The University of Chicago Press, vol. 1, pp. 52-105 (ISBN 0226319288) (ISSN 0898-2937)
DOI - ARCA card: 10278/37102
2012 Scientific monograph or treatise Lucchetta M. Complementi di economia 1 , Padova, AMON, vol. 1, pp. 1-168 (ISBN 9788866031017)
- ARCA card: 10278/30664
2012 Scientific monograph or treatise M. LUCCHETTA Complementi di economia politica Volume 2 , Padova, AMON, vol. 2 (ISBN 9788866031123)
- ARCA card: 10278/32450
2012 Journal Article M. Lucchetta; C. D'Avino Opacity of banks and inefficient bank management: An analysis in BANKS AND BANK SYSTEMS, vol. 7, pp. 1-25 (ISSN 1816-7403)
- ARCA card: 10278/36426
2012 Working paper Lucchetta M.; Donadelli M. Emerging Stock Premia: Do Industries Matter? , Dipartimento di economia, Ca' Foscari, vol. No . 22/WP/2012, pp. 1-18 (ISSN 1827-3580)
- ARCA card: 10278/36157
2011 Scientific monograph or treatise De Nicolò G.; Lucchetta; M. Systemic Risks and the Macroeconomy , NBER Working paper series, vol. 1, pp. 1-35 (ISSN 0898-2937)
- ARCA card: 10278/29656
2011 Journal Article Lorenzon I.; Lucchetta M.; Pelizzon L. Bank Credit to Medium-Sized Enterprises in Italy: The Trends Before and During the Crisis in BANCARIA, vol. 2 2011, pp. 17-39 (ISSN 0005-4623)
- ARCA card: 10278/28375
2011 Book Article De Nicolò G.; Lucchetta M. Bank Competition and Financial Stability: A General Equilibrium Exposition , IMF International Monetary Fund WP, WDC, IMF Publication, vol. 295, pp. 1-39 (ISSN 1018-5941)
- ARCA card: 10278/29475
2011 Book Article De Nicolo' G.; Gamba A.; Lucchetta M. Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking , IMF International Monetary Fund WP, International Monetary Fund WDC, US, vol. 1, pp. 1-65 (ISSN 1018-5941)
- ARCA card: 10278/30924
2011 Book Article De Nicolo' G.; Lucchetta; M. Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing , IMF International Monetary Fund WP, Washington DC, International Monetary Fund, IMF, vol. 1, pp. 1-57 (ISSN 1018-5941)
- ARCA card: 10278/28819
2011 Working paper De Nicolo'G.; Lucchetta M. A General Equilibrium Model of Bank Competition, Risk and Capital
- ARCA card: 10278/24977
2010 Book Article De Nicolo' G.; Lucchetta; M. Systemic Risks and the Macroeconomy , IMF WORKING PAPER, Washington D.C. US, IMF International Monetary Fund, WDC, pp. 1-35 (ISBN 9781451918762) (ISSN 1018-5941)
DOI - ARCA card: 10278/28815
2010 Working paper M. LUCCHETTA Bank Market Structure, Systemic Risk, and Interbank Market Breakdowns , vol. EUI RSCAS; 2010/76, pp. 1-25 (ISSN 1028-3625)
DOI - URL correlato - ARCA card: 10278/30450
2010 Working paper D'Avino C.; Lucchetta M. Opacity of banks and runs with solvency , University Library of Munich, vol. 24166
- ARCA card: 10278/28387
2009 Book Article De Nicolo' G.; Lucchetta; M. Financial Intermediation, Competition, and Risk: A General Equilibrium Exposition , IMF WORKING PAPER, IMF WDC, vol. WP/09/105, pp. 1-41 (ISBN 9781451872521) (ISSN 1018-5941)
- ARCA card: 10278/26514
2008 Working paper Berardi A.; Lucchetta M. Why do banks hedge?
- ARCA card: 10278/25495
2007 Tesi di Dottorato Lucchetta M. Three Essays on Banking Sector Stability: Theoretical Models and Empirical Application , Venice, University of Venice
- ARCA card: 10278/28388
2007 Journal Article Lucchetta M. What do Data Say about Monetary Policy, Bank Liquidity and Bank Risk Taking? in ECONOMIC NOTES, vol. 36, 2, pp. 189-203 (ISSN 0391-5026)
DOI - ARCA card: 10278/28373

List of selected publications