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Margherita Giuzio

Personal Details

First Name:Margherita
Middle Name:
Last Name:Giuzio
Suffix:
RePEc Short-ID:pgi428
[This author has chosen not to make the email address public]
https://www.ecb.europa.eu/pub/research/authors/profiles/margherita-giuzio.en.html

Affiliation

(50%) Department Finanzwirtschaft, Rechnungswesen und Immobilien
Business School
EBS Universität für Wirtschaft und Recht

Wiesbaden, Germany
http://www.ebs.edu/finacc.html
RePEc:edi:dfebsde (more details at EDIRC)

(50%) European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Capotă, Laura-Dona & Giuzio, Margherita & Kapadia, Sujit & Salakhova, Dilyara, 2022. "Are ethical and green investment funds more resilient?," Working Paper Series 2747, European Central Bank.
  2. Carbone, Sante & Giuzio, Margherita & Kapadia, Sujit & Krämer, Johannes Sebastian & Nyholm, Ken & Vozian, Katia, 2021. "The low-carbon transition, climate commitments and firm credit risk," Working Paper Series 2631, European Central Bank.
  3. Giuzio, Margherita & Kaufmann, Christoph & Ryan, Ellen & Cappiello, Lorenzo, 2021. "Investment funds, risk-taking, and monetary policy in the euro area," Working Paper Series 2605, European Central Bank.
  4. Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura, 2021. "Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities," Occasional Paper Series 270, European Central Bank.
  5. Craig, Ben & Giuzio, Margherita & Paterlini, Sandra, 2020. "The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios," Working Paper Series 2384, European Central Bank.
  6. Giuzio, Margherita & Rousová, Linda, 2019. "Insurers’ investment strategies: pro- or countercyclical?," Working Paper Series 2299, European Central Bank.
  7. Budnik, Katarzyna & Balatti, Mirco & Dimitrov, Ivan & Groß, Johannes & Hansen, Ib & Kleemann, Michael & Sanna, Francesco & Sarychev, Andrei & Siņenko, Nadežda & Volk, Matjaz & Covi, Giovanni & di Iasi, 2019. "Macroprudential stress test of the euro area banking system," Occasional Paper Series 226, European Central Bank.
  8. Margherita Giuzio & Sandra Paterlini, 2016. "Undiversifying during Crises: Is It a Good Idea?," Working Papers (Old Series) 1628, Federal Reserve Bank of Cleveland.

Articles

  1. Giuzio, Margherita & Grill, Michael & Kryczka, Dominika & Weistroffer, Christian, 2021. "A theoretical model analysing investment funds’ liquidity management and policy measures," Macroprudential Bulletin, European Central Bank, vol. 12.
  2. Alogoskoufis, Spyros & Carbone, Sante & Coussens, Wouter & Fahr, Stephan & Giuzio, Margherita & Kuik, Friderike & Parisi, Laura & Salakhova, Dilyara & Spaggiari, Martina, 2021. "Climate-related risks to financial stability," Financial Stability Review, European Central Bank, vol. 1.
  3. Giuzio, Margherita & Krušec, Dejan & Levels, Anouk & Melo, Ana Sofia & Mikkonen, Katri & Radulova, Petya, 2019. "Climate change and financial stability," Financial Stability Review, European Central Bank, vol. 1.
  4. Margherita Giuzio & Sandra Paterlini, 2019. "Un-diversifying during crises: Is it a good idea?," Computational Management Science, Springer, vol. 16(3), pages 401-432, July.
  5. Margherita Giuzio & Kay Eichhorn-Schott & Sandra Paterlini & Vincent Weber, 2018. "Tracking hedge funds returns using sparse clones," Annals of Operations Research, Springer, vol. 266(1), pages 349-371, July.
  6. Margherita Giuzio, 2017. "Genetic algorithm versus classical methods in sparse index tracking," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 243-256, November.
  7. Giuzio, Margherita & Ferrari, Davide & Paterlini, Sandra, 2016. "Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization," European Journal of Operational Research, Elsevier, vol. 250(1), pages 251-261.

Chapters

  1. Laura Capota & Margherita Giuzio & Sujit Kapadia & Dilyara Salakhova, 2022. "Are ethical and green investment funds more resilient?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistics for Sustainable Finance, volume 56, Bank for International Settlements.
  2. Sante Carbone & Margherita Giuzio & Sujit Kapadia & Johannes Sebastian Krämer & Ken Nyholm & Katia Vozian, 2022. "The low-carbon transition, climate disclosure and firm credit risk," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistics for Sustainable Finance, volume 56, Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EEC: European Economics (6) 2019-03-25 2019-06-10 2019-07-15 2020-04-13 2021-09-27 2021-10-18. Author is listed
  2. NEP-RMG: Risk Management (5) 2016-12-11 2019-03-25 2019-06-10 2019-08-12 2020-04-13. Author is listed
  3. NEP-BAN: Banking (4) 2019-03-25 2019-06-10 2020-04-13 2021-10-18
  4. NEP-MAC: Macroeconomics (4) 2021-09-27 2021-10-18 2022-01-10 2022-04-18
  5. NEP-CBA: Central Banking (3) 2019-07-15 2021-09-27 2021-10-18
  6. NEP-ENV: Environmental Economics (3) 2022-01-10 2022-04-18 2022-12-19
  7. NEP-ENE: Energy Economics (2) 2022-01-10 2022-04-18
  8. NEP-MON: Monetary Economics (2) 2021-09-27 2021-10-18
  9. NEP-CFN: Corporate Finance (1) 2022-04-18
  10. NEP-FMK: Financial Markets (1) 2019-06-10
  11. NEP-IAS: Insurance Economics (1) 2019-08-12
  12. NEP-IFN: International Finance (1) 2021-09-27
  13. NEP-ISF: Islamic Finance (1) 2021-09-27

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