Banks ’ Performance over the Business Cycle : A Panel Analysis on Italian Intermediaries

  title={Banks ’ Performance over the Business Cycle : A Panel Analysis on Italian Intermediaries},
  author={Mario Quagliariello},
  • Mario Quagliariello
  • Published 2004
Supervisors and policy makers pay increasing attention to the possible procyclical nature of banks’ behaviour. Indeed, to guarantee macro and financial stability, it is important to understand if, and to what extent, banks are affected by the macroeconomy and if there are second round effects. This paper provides a comprehensive investigation on these issues using a large dataset of Italian intermediaries over the period 1985-2002. In particular, estimating both static and dynamic models, it… CONTINUE READING

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