Mattia Montagna

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

747

SSRN CITATIONS
Rank 37,648

SSRN RANKINGS

Top 37,648

in Total Papers Citations

12

CROSSREF CITATIONS

8

Scholarly Papers (5)

1.
Downloads 247 (148,818)
Citation 1

The Interbank Market Puzzle

Number of pages: 72 Posted: 12 Feb 2018 Last Revised: 29 Apr 2021
Imperial College London, European Central Bank (ECB), Durham University Business School, IESEG School of Management and European Central Bank (ECB)
Downloads 180 (199,808)
Citation 1

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Interbank Market, Trust, Networks, Centrality, Community Detection

The Interbank Market Puzzle

ECB Working Paper No. 2374
Number of pages: 72 Posted: 20 Feb 2020
Imperial College London, European Central Bank (ECB), Durham University Business School, IESEG School of Management and European Central Bank (ECB)
Downloads 53 (453,981)

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centrality, community detection, interbank market, networks, trust

The Interbank Market Puzzle

Bank of England Working Paper No. 862
Number of pages: 70 Posted: 18 May 2020
Imperial College London, Bank of England, Durham University Business School, IESEG School of Management and European Central Bank (ECB)
Downloads 14 (680,140)

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Interbank market, trust, networks, centrality, community detection

2.

Multi-Layered Interbank Model For Assessing Systemic Risk

ECB Working Paper No. 1944
Number of pages: 55 Posted: 28 Aug 2016
Mattia Montagna and Christoffer Kok
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 223 (164,242)
Citation 7

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financial contagion, interbank market, network theory

3.

The Transmission Channels of Quantitative Easing: Evidence from the Cross-Section of Bond Prices and Issuance

Number of pages: 59 Posted: 26 Jul 2017 Last Revised: 30 Mar 2021
Stefano Pegoraro and Mattia Montagna
University of Notre Dame - Department of Finance and European Central Bank (ECB)
Downloads 125
Citation 1

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Market timing, corporate bonds, credit risk, capital structure, quantitative easing, CSPP, PSPP, transmission channels

4.
Downloads 106 (302,582)

On the Origin of Systemic Risk

Number of pages: 42 Posted: 13 Nov 2020
Mattia Montagna, Gabriele Torri and Giovanni Covi
European Central Bank (ECB), University of Bergamo and Bank of England
Downloads 39 (516,141)

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Systemic risk, financial contagion, microstructural models

On the Origin of Systemic Risk

ECB Working Paper No. 20202502
Number of pages: 52 Posted: 15 Dec 2020
Mattia Montagna, Gabriele Torri and Giovanni Covi
European Central Bank (ECB), University of Bergamo and European Central Bank (ECB)
Downloads 34 (542,324)

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On the Origin of Systemic Risk

Bank of England Working Paper No. 906
Number of pages: 49 Posted: 03 Feb 2021
Mattia Montagna, Gabriele Torri and Giovanni Covi
European Central Bank (ECB), University of Bergamo and Bank of England
Downloads 33 (547,872)

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Systemic risk, financial contagion, microstructural models

Issuance and Valuation of Corporate Bonds with Quantitative Easing

Number of pages: 64 Posted: 26 Mar 2021 Last Revised: 12 Apr 2021
Stefano Pegoraro and Mattia Montagna
University of Notre Dame - Department of Finance and European Central Bank (ECB)
Downloads 30 (565,148)
Citation 2

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Quantitative easing, corporate bonds, market timing, risk premia, CSPP

Issuance and Valuation of Corporate Bonds with Quantitative Easing

ECB Working Paper No. 2021/2520
Number of pages: 61 Posted: 05 Mar 2021
Stefano Pegoraro and Mattia Montagna
University of Notre Dame - Department of Finance and European Central Bank (ECB)
Downloads 16 (664,346)

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