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Cosimo Pancaro
Cosimo Pancaro
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Title
Cited by
Cited by
Year
Trade openness reduces growth volatility when countries are well diversified
M Haddad, JJ Lim, C Pancaro, C Saborowski
Canadian Journal of Economics/Revue canadienne d'économique 46 (2), 765-790, 2013
3912013
Can real exchange rate undervaluation boost exports and growth in developing countries? Yes, but not for long
M Haddad, C Pancaro
Economic Premise , World Bank, 2010
1342010
A macro stress testing framework for assessing systemic risks in the banking sector
J Henry, C Kok, A Amzallag, P Baudino, I Cabral, M Grodzicki, M Gross, ...
ECB Occasional Paper, 2013
1322013
STAMP€: stress-test analytics for macroprudential purposes in the euro area
S Dees, J Henry, R Martin
European Central Bank, 2017
712017
Bank profitability challenges in euro area banks: the role of cyclical and structural factors
C Kok, C Móré, C Pancaro
Financial Stability Review 1, 2015
522015
Do non-performing loans matter for bank lending and the business cycle in euro area countries?
I Huljak, R Martin, D Moccero, C Pancaro
Journal of Applied Economics 25, 2022
492022
Current account reversals in industrial countries: does the exchange rate regime matter?
C Pancaro, C Saborowski
International Journal of Finance & Economics 21 (2), 107-130, 2016
39*2016
Bank funding costs and solvency
G Arnould, G Avignone, C Pancaro, D Żochowski
The European Journal of Finance 28 (10), 931-963, 2022
362022
Macroprudential stress test of the euro area banking system
K Budnik, G Covi, I Dimitrov, J Groß, I Hansen, M Kleemann, ...
ECB Occasional Paper, 2019
322019
The disciplining effect of supervisory scrutiny in the EU-wide stress test
C Kok, C Müller, S Ongena, C Pancaro
Journal of Financial Intermediation 53, 101015, 2023
312023
Macro stress testing euro area banks’ fees and commissions
C Kok, H Mirza, C Pancaro
Journal of International Financial Markets, Institutions and Money 61, 97-119, 2019
232019
A stochastic forward-looking model to assess the profitability and solvency of European insurers
C Kok, C Pancaro, E Berdin
European Central Bank Working Paper Series, 2017
22*2017
Adapting bank business models: financial stability implications of greater reliance on fee and commission income
C Kok, H Mirza, C Móré, C Pancaro
Financial Stability Review 2, 2016
162016
The Balassa-Samuelson and the Penn effect: are they really the same?
C Pancaro
Available at SSRN 2275917, 2011
162011
Fire sales by euro area banks and funds: What is their asset price impact?
H Mirza, D Moccero, S Palligkinis, C Pancaro
Economic Modelling 93, 430-444, 2020
142020
Macroeconomic volatility after trade and capital account liberalization
C Pancaro
World Bank Policy Research Working Paper, 2010
142010
The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test
C Kok, C Müller, C Pancaro
ECB Macroprudential Bulletin 9, 2019
72019
Making a virtue out of necessity: the effect of negative interest rates on bank cost efficiency
G Avignone, C Girardone, C Pancaro, L Pancotto, A Reghezza
European Central Bank Working Paper Series, 2022
42022
Euro area insurers and the low interest rate environment
E Berdin, C Kok, K Mikkonen, C Pancaro, JMV Simon
Financial Stability Review 2, 2015
42015
Macro-stress testing dividend income. Evidence from euro area banks
C Gross, M Jarmuzek, C Pancaro
Economics Letters 201, 109763, 2021
32021
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Articles 1–20