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Erica Rita Perego

Personal Details

First Name:Erica
Middle Name:Rita
Last Name:Perego
Suffix:
RePEc Short-ID:ppe903
[This author has chosen not to make the email address public]
http://sites.google.com/site/ericaritaperego/

Affiliation

Centre d'études prospectives et d'informations internationales (CEPII)

Paris, France
http://www.cepii.fr/
RePEc:edi:cepiifr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Antoine Bouët & Erica Perego & Vincent Vicard & Mathieu Fouquet & Alexandre Godzinski & Frédéric Ghersi & Sébastien Jean & William l'Heudé & Vincent Aussilloux & Romain Schweizer & Christophe C. Gouel, 2023. "Les incidences économiques de l'action pour le climat. Compétitivité," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-04248556, HAL.
  2. Lionel Fontagné & Erica Perego & Gianluca Santoni, 2021. "MaGE 3.1: Long-Term Macroeconomic Projections of the World Economy," Working Papers 2021-12, CEPII research center.
  3. Lionel Fontagné & Erica Perego & Gianluca Santoni, 2021. "Horizon 2050 : où la dynamique actuelle mène-t-elle l'économie mondiale ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03436070, HAL.
  4. Lionel Fontagné & Erica Perego & Gianluca Santoni, 2021. "Looking Ahead to 2050: Where are the Current Dynamics Steering the Global Economy?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03474032, HAL.
  5. Vincent Bodart & François Courtoy & Erica Perego, 2021. "World Interest Rates and Macroeconomic Adjustments in Developing Commodity Producing Countries," Working Papers 2021-01, CEPII research center.
  6. Jézabel Couppey-Soubeyran & Erica Perego & Fabien Tripier, 2020. "European Banks and the Covid-19 Crash Test," EconPol Policy Brief 30, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  7. Jézabel Couppey-Soubeyran & Erica Perego & Fabien Tripier, 2020. "Les banques européennes à l’épreuve de la crise du Covid-19," CEPII Policy Brief 2020-32, CEPII research center.
  8. Eleni Iliopulos & Erica Perego & Thepthida Sopraseuth, 2019. "International Business Cycles: Information Matters," Working Papers 2019-03, CEPII research center.
  9. Erica Perego, 2018. "Sovereign Risk and Asset Market Dynamics in the Euro Area," Working Papers 2018-18, CEPII research center.
  10. Erica R. PEREGO & Wessel N. VERMEULEN, 2013. "Macroeconomic determinants of European stock and government bond correlations: A tale of two regions," LIDAM Discussion Papers IRES 2013013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  11. Erica Perego & Wessel N. Vermeulen, 2013. "Macroeconomic determinants of European stock and government bond relations: a tale of two regions," DEM Discussion Paper Series 13-08, Department of Economics at the University of Luxembourg.

Articles

  1. Erica Perego & Lionel Fontagné & Gianluca Santoni, 2022. "MaGE 3.1: Long-term macroeconomic projections of the World economy," International Economics, CEPII research center, issue 172, pages 168-189.
  2. Iliopulos, Eleni & Perego, Erica & Sopraseuth, Thepthida, 2021. "International business cycles: Information matters," Journal of Monetary Economics, Elsevier, vol. 123(C), pages 19-34.
  3. Lionel Fontagné & Erica Perego & Gianluca Santoni, 2021. "Horizon 2050 : où la dynamique actuelle mène-t-elle l’économie mondiale ?," La Lettre du CEPII, CEPII research center, issue 421.
  4. Perego, Erica, 2020. "Sovereign risk and asset market dynamics in the euro area," Journal of International Money and Finance, Elsevier, vol. 109(C).
  5. Perego, Erica R. & Vermeulen, Wessel N., 2016. "Macro-economic determinants of European stock and government bond correlations: A tale of two regions," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 214-232.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Lionel Fontagné & Erica Perego & Gianluca Santoni, 2021. "MaGE 3.1: Long-Term Macroeconomic Projections of the World Economy," Working Papers 2021-12, CEPII research center.

    Cited by:

    1. Cecilia Bellora & Lionel Fontagné, 2023. "EU in search of a Carbon Border Adjustment Mechanism," PSE-Ecole d'économie de Paris (Postprint) halshs-04331408, HAL.
    2. Cecilia Bellora & Lionel Fontagné, 2023. "EU in search of a Carbon Border Adjustment Mechanism," Post-Print halshs-04331408, HAL.
    3. Cecilia Bellora & Lionel Fontagné, 2023. "EU in search of a Carbon Border Adjustment Mechanism," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-04331408, HAL.
    4. Bellora, Cecilia & Fontagné, Lionel, 2023. "EU in search of a Carbon Border Adjustment Mechanism," Energy Economics, Elsevier, vol. 123(C).
    5. Nejati, Mehdi & Shah, Muhammad Ibrahim, 2023. "How does ICT trade shape environmental impacts across the north-south regions? Intra-regional and Inter-regional perspective from dynamic CGE model," Technological Forecasting and Social Change, Elsevier, vol. 186(PB).

  2. Jézabel Couppey-Soubeyran & Erica Perego & Fabien Tripier, 2020. "European Banks and the Covid-19 Crash Test," EconPol Policy Brief 30, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.

    Cited by:

    1. Dotta, Vitor, 2022. "Addressing systemic risk in Europe during Covid-19: The role of regulation and the policy mix," IPE Working Papers 181/2022, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
    2. Bacchiocchi, Andrea & Bischi, Gian Italo & Giombini, Germana, 2022. "Non-performing loans, expectations and banking stability: A dynamic model," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
    3. Piotr Lasak, 2021. "The Commercial Banking Sector in Eurozone after the Pandemic: The Paths to Recovery," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 1233-1246.
    4. Anne-Laure Delatte & Alexis Guillaume, 2020. "Covid 19: a new challenge for the EMU," Working Papers 2020-08, CEPII research center.
    5. Willem THORBECKE, 2021. "Understanding the Transmission of COVID-19 News to French Financial Markets," Discussion papers 21037, Research Institute of Economy, Trade and Industry (RIETI).
    6. Ortmans, Aymeric & Tripier, Fabien, 2021. "COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?," European Economic Review, Elsevier, vol. 137(C).

  3. Eleni Iliopulos & Erica Perego & Thepthida Sopraseuth, 2019. "International Business Cycles: Information Matters," Working Papers 2019-03, CEPII research center.

    Cited by:

    1. Thepthida Sopraseuth & Eleni Iliopulos, 2023. "International business cycles," THEMA Working Papers 2023-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    2. Audzei, Volha, 2023. "Learning and cross-country correlations in a multi-country DSGE model," Economic Modelling, Elsevier, vol. 120(C).

  4. Erica Perego, 2018. "Sovereign Risk and Asset Market Dynamics in the Euro Area," Working Papers 2018-18, CEPII research center.

    Cited by:

    1. Daniele Siena, 2020. "Online Appendix to "The Euro Area Periphery and Imbalances: Is it an Anticipation Story?"," Online Appendices 18-141, Review of Economic Dynamics.
    2. Konstantinov, Gueorgui S. & Fabozzi, Frank J., 2021. "Towards a dead end? EMU bond market exposure and manager performance," Journal of International Money and Finance, Elsevier, vol. 116(C).
    3. Bajaj, Vimmy & Kumar, Pawan & Singh, Vipul Kumar, 2022. "Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis," Research in International Business and Finance, Elsevier, vol. 59(C).

  5. Erica R. PEREGO & Wessel N. VERMEULEN, 2013. "Macroeconomic determinants of European stock and government bond correlations: A tale of two regions," LIDAM Discussion Papers IRES 2013013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. Allard, Anne-Florence & Iania, Leonardo & Smedts, Kristien, 2020. "Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach," LIDAM Reprints LFIN 2020005, Université catholique de Louvain, Louvain Finance (LFIN).
    2. Erica Perego, 2018. "Sovereign Risk and Asset Market Dynamics in the Euro Area," Working Papers 2018-18, CEPII research center.
    3. Skintzi, Vasiliki D., 2019. "Determinants of stock-bond market comovement in the Eurozone under model uncertainty," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 20-28.
    4. Jammazi, Rania & Tiwari, Aviral Kr. & Ferrer, Román & Moya, Pablo, 2015. "Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 74-93.
    5. Honghai Yu & Wencong Sun & Xiangting Ye & Libing Fang, 2019. "Measuring the increasing connectedness of Chinese assets with global assets: using a variance decompositions method," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(5), pages 1261-1290, March.
    6. José Luis Miralles‐Quirós & María Mar Miralles‐Quirós & José Manuel Nogueira, 2019. "Diversification benefits of using exchange‐traded funds in compliance to the sustainable development goals," Business Strategy and the Environment, Wiley Blackwell, vol. 28(1), pages 244-255, January.
    7. Pradhan, Rudra & Arvin, Mak & Norman, Neville & Bahmani, Sahar, 2020. "The dynamics of bondmarket development, stockmarket development and economic growth: Evidence from the G-20 countries," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 25(49), pages 119-147.
    8. Fang, Libing & Yu, Honghai & Huang, Yingbo, 2018. "The role of investor sentiment in the long-term correlation between U.S. stock and bond markets," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 127-139.
    9. Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Hammoudeh, Shawkat M., 2017. "Main driving factors of the interest rate-stock market Granger causality," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 260-280.
    10. Fang, Libing & Yu, Honghai & Li, Lei, 2017. "The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets," Economic Modelling, Elsevier, vol. 66(C), pages 139-145.
    11. Galvani, Valentina, 2021. "The value premium during flights," Finance Research Letters, Elsevier, vol. 39(C).
    12. Michala, Dimitra & Grammatikos, Theoharry & Ferreira Filipe, Sara, 2013. "Forecasting distress in European SME portfolios," EIF Working Paper Series 2013/17, European Investment Fund (EIF).
    13. Jiang, Cuixia & Ding, Xiaoyi & Xu, Qifa & Tong, Yongbo, 2020. "A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    14. Priyanshi Gupta & Sanjay Sehgal, 2020. "Convergence of retail banking interest rates to households in euro area: time-varying measurement and determinants," International Economics and Economic Policy, Springer, vol. 17(1), pages 25-65, February.
    15. Anna Battauz & Francesco Rotondi, 2022. "American options and stochastic interest rates," Computational Management Science, Springer, vol. 19(4), pages 567-604, October.
    16. Conrad, Christian & Stuermer, Karin, 2017. "On the economic determinants of optimal stock-bond portfolios: international evidence," Working Papers 0636, University of Heidelberg, Department of Economics.
    17. Mohammad Alomari & Abdel Razzaq Al rababa’a & Ghaith El-Nader & Ahmad Alkhataybeh, 2021. "Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 959-1007, October.
    18. Gomes, Pedro & Taamouti, Abderrahim, 2016. "In search of the determinants of European asset market comovements," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 103-117.

  6. Erica Perego & Wessel N. Vermeulen, 2013. "Macroeconomic determinants of European stock and government bond relations: a tale of two regions," DEM Discussion Paper Series 13-08, Department of Economics at the University of Luxembourg.

    Cited by:

    1. Skintzi, Vasiliki D., 2019. "Determinants of stock-bond market comovement in the Eurozone under model uncertainty," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 20-28.
    2. Jammazi, Rania & Tiwari, Aviral Kr. & Ferrer, Román & Moya, Pablo, 2015. "Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 74-93.
    3. Michala, Dimitra & Grammatikos, Theoharry & Ferreira Filipe, Sara, 2013. "Forecasting distress in European SME portfolios," EIF Working Paper Series 2013/17, European Investment Fund (EIF).
    4. Conrad, Christian & Stuermer, Karin, 2017. "On the economic determinants of optimal stock-bond portfolios: international evidence," Working Papers 0636, University of Heidelberg, Department of Economics.
    5. Gomes, Pedro & Taamouti, Abderrahim, 2016. "In search of the determinants of European asset market comovements," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 103-117.

Articles

  1. Erica Perego & Lionel Fontagné & Gianluca Santoni, 2022. "MaGE 3.1: Long-term macroeconomic projections of the World economy," International Economics, CEPII research center, issue 172, pages 168-189.
    See citations under working paper version above.
  2. Iliopulos, Eleni & Perego, Erica & Sopraseuth, Thepthida, 2021. "International business cycles: Information matters," Journal of Monetary Economics, Elsevier, vol. 123(C), pages 19-34.
    See citations under working paper version above.
  3. Perego, Erica, 2020. "Sovereign risk and asset market dynamics in the euro area," Journal of International Money and Finance, Elsevier, vol. 109(C).
    See citations under working paper version above.
  4. Perego, Erica R. & Vermeulen, Wessel N., 2016. "Macro-economic determinants of European stock and government bond correlations: A tale of two regions," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 214-232.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (6) 2018-04-16 2018-11-12 2018-12-03 2019-03-18 2021-02-01 2021-03-01. Author is listed
  2. NEP-ENE: Energy Economics (6) 2021-12-13 2021-12-20 2022-01-03 2022-01-31 2022-02-21 2024-02-12. Author is listed
  3. NEP-MAC: Macroeconomics (6) 2018-12-03 2019-03-18 2020-05-25 2021-02-01 2021-03-01 2022-01-03. Author is listed
  4. NEP-OPM: Open Economy Macroeconomics (6) 2018-04-16 2018-11-12 2018-12-03 2019-03-18 2021-02-01 2021-03-01. Author is listed
  5. NEP-EEC: European Economics (4) 2013-06-30 2013-07-15 2018-04-16 2018-11-12
  6. NEP-CWA: Central and Western Asia (3) 2021-03-01 2022-01-31 2022-02-21
  7. NEP-ENV: Environmental Economics (2) 2024-02-12 2024-02-12
  8. NEP-FDG: Financial Development and Growth (2) 2021-02-01 2021-03-01
  9. NEP-MON: Monetary Economics (2) 2021-02-01 2021-03-01
  10. NEP-AGE: Economics of Ageing (1) 2021-12-13
  11. NEP-BAN: Banking (1) 2020-05-25
  12. NEP-CBA: Central Banking (1) 2020-09-14
  13. NEP-EUR: Microeconomic European Issues (1) 2024-02-12
  14. NEP-RMG: Risk Management (1) 2020-09-14

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