Paolo Emilio Mistrulli

TL;DR: In this paper, the authors investigated the existence of cross-sectional differences in the response of lending to monetary policy and GDP shocks owing to differences in bank capitalization and found that bank capital matters in the propagation of different types of shocks to lending.

TL;DR: This article developed a model in which relationship banks gather information on their borrowers, allowing them to provide loans to profitable firms during a crisis, and test the theoretical predictions of the model using credit register information for Italian banks before and after the Lehman Brothers bankruptcy.

TL;DR: In this article, the authors analyzed how contagion propagates within the Italian interbank market using a unique data set including actual bilateral exposures, based on the availability of information on bilateral exposures for all Italian banks, the results obtained by assuming the maximum entropy are compared with those reflecting the observed structure of interbank claims.

TL;DR: In this article, the authors analyzed how contagion propagates within the Italian interbank market using a unique data set including actual bilateral exposures, based on the availability of information on bilateral exposures for all Italian banks, the results obtained by assuming the maximum entropy are compared with those reflecting the observed structure of interbank claims.

TL;DR: In this paper, the authors investigate how bank-specific characteristics (size, liquidity, capitalization, funding structure) and the bank-firm relationship have influenced interest rate setting since the collapse of Lehman Brothers.