Caterina Rho
PUBLICATIONS
Financial Stress and the Probability of Sovereign Default, with Manrique Saenz, (2021) Journal of International Money and Finance, Volume 110
A sentiment-based risk indicator for the Mexican financial sector, with Raul Fernandez and Brenda Palma Guizar, (2021), Latin American Journal of Central Banking, Elsevier, vol. 2(3)
Liberalizzare l'economia per salvare l'euro, with Francesco Giavazzi, introduction to Agnès Bénassy-Quéré and Benoît Coeuré, "L'euro della discordia: come è possibile un'economia della moneta unica" Università Bocconi Editore,Milan, November 2014. Italian edition by Caterina Rho.
WORKING PAPERS
Flooded credit markets: physical climate risk and small business lending, with Luca Barbaglia and Serena Fatica, JRC Working Papers in Economics and Finance, 2023/14, European Commission, 2023, JRC136274.
Loan pricing and biodiversity exposure: Nature-related spillovers to the financial sector, with Annette Becker and Francesca Erica di Girolamo, JRC Working Paper in Economics and Finance 2023/11, European Commission, 2023, JRC135774.
OTHER PROJECTS
Sovereign Risk Spillovers through Banks in the Euro Area