Asymmetric effects of the business cycle on bank credit risk.

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On portfolio optimization: Imposing the right constraints (2013, background): “5See Marcucci and Quagliariello (2009) for an application of direct search to solve nonlinear optimization problems.”
Bank profitability and risk-taking under low interest rates (2017, background): “This slight pro-cyclicality contrasts with Bikker & Hu (2002) and Marcucci & Quagliariello (2009), who find a counter-cyclical behavior of provisions.”
Corruption and bank risk-taking: Evidence from emerging economies (2015, unknown): “The cyclicality of bank riskiness has been well documented in extant literature like Demirguc-Kunt and Detragiache (1998), Babihuga (2007), and Marcucci and Quagliariello (2009).”
Bank Profitability During Recessions (2012, background): “…variables on problem loans faced by banks, a rich literature shows that macroeconomic variables explain rt of the variation in default rates.1 Marcucci and Quagliariello (2009) stress that researchers have not explored the possibility of asymmetric effects of bank credit risk during the…”