Concepedia
Statistics
Publications
6
Citations
331
H-Index
Active since
2001
Affiliations
Bank of Italy(Current)
Simonetta Iannotti is an author at Bank of Italy specializing in finance, loans, and business.
Top concepts
FinanceLoansBusinessManagementFinancial Risk ManagementEconomicsAccountingStatisticsMacro FinanceRisk Analysis
Publications per year
2001–2010
Are there asymmetries in the response of bank interest rates to monetary shocks?
Leonardo Gambacorta, Simonetta Iannotti · Applied Economics · 2007 · 234 citations
Monetary Policy, Economics, External Shock +14
On the Interaction between Market and Credit Risk: A Factor-Augmented Vector Autoregressive (FAVAR) Approach
Roberta Fiori, Simonetta Iannotti · SSRN Electronic Journal · 2010 · 29 citations · Full text
Scenario Based Principal Component Value-at-Risk: An Application to Italian Banks' Interest Rate Risk Exposure
Roberta Fiori, Simonetta Iannotti · SSRN Electronic Journal · 2006 · 25 citations · Full text
The Definition of the Grading Scales in Banks’ Internal Rating Systems
Antonella Foglia, Simonetta Iannotti, Paolo Marullo Reedtz · Economic Notes · 2001 · 21 citations
Financial Risk Management, Risk Metric, Cluster Analysis +19
Beyond Macroeconomic Risk: The Role of Contagion in the Italian Corporate Default Correlation
Antonella Foglia, Roberta Fiori, Simonetta Iannotti · SSRN Electronic Journal · 2009 · 11 citations · Full text
Empirical Finance, Financial Risk Management, Macroeconomic Forecasting +20
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