Field of Research: Economics and Finance
Education: PhD in Economics and the Certification of Doctoral
Europaeus University of Venice Ca’ Foscari, Advanced School of
Economics (Italy) in collaboration with Venice International
University, and part of the Quantitative Economics Doctorate (Q.E.D.)
Thesis: “Three Essays on Banking Sector Stability: Theoretical Models and Empirical Application”
De Nicolo' G., Gamba, A. and Lucchetta M. “Microprudential Regulation in a Dynamic Model of Banking” 2014, On line April 2014, THE REVIEW OF FINANCIAL STUDIES, ISSN: 0893-9454
Lucchetta M., Paradiso A., Kumar S. “Investigating the US Consumer Credit Determinants Using Linear and Nonlinear Cointegration Techniques” 2014, paper accepted and forthcoming in Economic Modelling (Elsevier), Volume 42, October 2014, Pages 20–28
Cooray A., Lucchetta M. and Paradiso, A. “A knowledge economy approach in empirical growth models for the Nordic countries” 2013, WO School of Economics University of Wollongong, Wollongong (Australia), paper accepted and forthcoming in Economic Modelling (Elsevier)
Lucchetta M. “Does the banks' risk concentration freeze the interbank system?” 2014, paper submitted to journal.
M. Donadelli and M. Lucchetta “Emerging Stock Premia: Some Evidence from Industrial Stock Market Data”, Asian Economic and Financial Review, 2013, 3(4): 398-422.
C. D’Avino and M. Lucchetta “Opacity of Banks and Inefficient Bank Management: An Analysis”, November 2012, Banks and Banking Systems "Business Perspectives" Publishing, Vol. 7, Issue 4.
G. De Nicoḷ and M. Lucchetta “Systemic Real and Financial Risks: Measurement, Forecasting and Stress Tests” August 2010, IMF Working Paper WP/12/58 (February 2012)
G. De Nicoḷ and M. Lucchetta “Bank Competition and Financial Stability: A General Equilibrium Exposition” IMF Working Paper WP/11/295 (December 2011)
C. D’Avino and M. Lucchetta “Opacity of Banks and Runs with Solvency” July 2010 MPRA Munich Personal REPEC Archive, paper number 24166
I. Lorenzon, M. Lucchetta and L. Pelizzon “bank credit to medium-sized enterprises in Italy: the trends before and during the crisis” published in Bancaria Editrice February, n. 2, 2011
G. De Nicoḷ and M. Lucchetta “Systemic Risks and the Macroeconomy” IMF Working Paper WP/10/29 (February 2010) and in NBER Volume Quantifying Systemic Risk, ed. by Joseph Haubrich and Andrew Lo (Cambridge, Massachusetts: National Bureau of Economic Research)
G. De Nicoḷ and M. Lucchetta “Financial Intermediation, Competition, and Risk: A General Equilibrium Exposition” IMF Working paper WP/09/105 (May 2009).
M. Lucchetta “Bank Market Structure, Systemic Risk and Interbank Market Breakdowns” EUI RSCAS Working Paper n 2010/76, 2010
M. Lucchetta “What Do Data Say About Monetary Policy, Bank Liquidity and Bank Risk Taking?” July 2007 Economic Notes, Blackwell Publishing, 36 (2), pp. 189-203
Complexity in Economics
Financial System and Banks Regulation
Systemic Real and Financial Risks in Macro Models
Government Policy for Financial Markets
Banking in General Equilibrium
Bank Market Structure, Competition and Financial Stability
Liquidity and Interbank Market