Zobrazeno 1 - 10
of 71
pro vyhledávání: '"Valentina Michelangeli"'
Publikováno v:
Journal of Policy Modeling. 44:396-417
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
European Review. 30:322-352
Since 2015, consumer loans have been rising fast in France, Germany, Spain and Italy. This article aims to provide broad evidence of the differences across countries in light of the recent consumer credit growth, exploring demand and supply factors t
Publikováno v:
International Journal of Microsimulation. 13:67-91
Strong growth in consumer credit and widespread recourse to mortgage renegotiations observed since 2015 have affected householdsi?½ ability to repay their loans. In this paper we explore a novel way of accounting for these trends, by extending the B
Autor:
Agnese Carella, Valentina Michelangeli
Publikováno v:
SSRN Electronic Journal.
The role, informative or persuasive, of brand names in driving purchasing decisions is very much under debate. We exploit the rebranding of a mortgage lender to analyse households’ choice behaviour in response to brand popularity. Loan-level data o
Autor:
Valentina Michelangeli, Eliana Viviano
Publikováno v:
SSRN Electronic Journal.
We are in a digital era. Internet banking has been increasingly offered by banks (through simple websites and easy-to-use mobile apps) and demanded by customers for managing their own finances without going to the physical branch. The availability of
Publikováno v:
SSRN Electronic Journal.
We use data on one-participant retirement savings plans to identify a behavioral bias in savings decisions. Investors who earn top-decile returns increase contributions to their accounts more than other investors. Using characteristics of the investo
Publikováno v:
SSRN Electronic Journal.
In this paper, we extend and calibrate with Italian data the Agent-based model of the real estate sector described in Baptista et al., 2016. We design a novel calibration methodology that is built on a multivariate moment-based measure and a set of t
Publikováno v:
SSRN Electronic Journal.
We exploit a novel dataset on mortgages offered by banks through Italy’s main online mortgage broker, which works with banks representing over 80 per cent of mortgages granted, to gain an up-to-date assessment of loan supply conditions. Characteris
Publikováno v:
Journal of Policy Modeling. 39:147-168
We develop a model to assess the financial vulnerability of the Italian corporate sector over a two-year horizon under baseline and stressed scenarios. To take into account the heterogeneity of firms and their demography we use micro data, which are