Details about Paolo Tasca

Access statistics for papers by Paolo Tasca.

Last updated 2023-10-20. Update your information in the RePEc Author Service.

Short-id: pta434

Working Papers

2017

1. Dynamic Interaction Between Asset Prices and Bank Behavior: A Systemic Risk Perspective
   Papers, arXiv.org

2016

2. How does P2P lending fit into the consumer credit market?
   Discussion Papers, Deutsche Bundesbank View citations (36)

2014

3. Bitcoin and the PPP Puzzle
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (1)
4. Diversification and financial stability
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (4)
   Also in Working Papers, ETH Zurich, Chair of Systems Design View citations (138)

2013

5. Market Procyclicality and Systemic Risk
   MPRA Paper, University Library of Munich, Germany View citations (14)
   Also in Working Papers, ETH Zurich, Chair of Systems Design View citations (22)
6. Quantifying the Impact of Leveraging and Diversification on Systemic Risk
   Papers, arXiv.org View citations (2)
   Also in Research Program in Finance, Working Paper Series, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley (2013)
   Working Papers, ETH Zurich, Chair of Systems Design View citations (8)
   See also Journal Article Quantifying the impact of leveraging and diversification on systemic risk, Journal of Financial Stability, Elsevier (2014) View citations (12) (2014)

Undated

7. Overlapping Correlation Coefficient
   Working Papers, ETH Zurich, Chair of Systems Design View citations (1)

Journal Articles

2014

1. Quantifying the impact of leveraging and diversification on systemic risk
   Journal of Financial Stability, 2014, 15, (C), 43-52 View citations (12)
   See also Working Paper Quantifying the Impact of Leveraging and Diversification on Systemic Risk, Papers (2013) View citations (2) (2013)