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Giorgio Trebeschi

Personal Details

First Name:Giorgio
Middle Name:
Last Name:Trebeschi
Suffix:
RePEc Short-ID:ptr210

Affiliation

Banca d'Italia

Roma, Italy
http://www.bancaditalia.it/
RePEc:edi:bdigvit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Luca Antonelli & Lorenzo Bencivelli & Annalisa Bucalossi & Luigi Concistr� & Raffaele De Marchi & Giorgio Merlonghi & Valeria Rolli & Giorgio Trebeschi, 2014. "Infrastructure investments in the main emerging countries," Questioni di Economia e Finanza (Occasional Papers) 224, Bank of Italy, Economic Research and International Relations Area.
  2. Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi, 2008. "Emerging market spreads in the recent financial turmoil," Questioni di Economia e Finanza (Occasional Papers) 35, Bank of Italy, Economic Research and International Relations Area.
  3. Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi, 2007. "Emerging Markets Spreads and Global Financial Conditions," Temi di discussione (Economic working papers) 637, Bank of Italy, Economic Research and International Relations Area.
  4. Alessio Ciarlone & Giorgio Trebeschi, 2006. "A Multinomial Approach to Early Warning Systems for Debt Crises," Temi di discussione (Economic working papers) 588, Bank of Italy, Economic Research and International Relations Area.
  5. Victoria Saporta & Giorgio Trebeschi & Anne Vila, 1999. "Price formation and transparency on the London Stock Exchange," Bank of England working papers 95, Bank of England.

Articles

  1. Ciarlone, Alessio & Piselli, Paolo & Trebeschi, Giorgio, 2009. "Emerging markets' spreads and global financial conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 222-239, April.
  2. Ciarlone, Alessio & Trebeschi, Giorgio, 2005. "Designing an early warning system for debt crises," Emerging Markets Review, Elsevier, vol. 6(4), pages 376-395, December.

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. Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi, 2008. "Emerging market spreads in the recent financial turmoil," Questioni di Economia e Finanza (Occasional Papers) 35, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. D'Agostino, Antonello & Ehrmann, Michael, 2012. "The pricing of G7 sovereign bond spreads – the times, they are a-changin," MPRA Paper 40604, University Library of Munich, Germany.

  2. Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi, 2007. "Emerging Markets Spreads and Global Financial Conditions," Temi di discussione (Economic working papers) 637, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Metodij Hadzi-Vaskov & Mr. Luca A Ricci, 2016. "Does Gross or Net Debt Matter More for Emerging Market Spreads?," IMF Working Papers 2016/246, International Monetary Fund.
    2. Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2019. "Risk perceptions and international stock market liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 94-116.
    3. Müller, Oliver & Uhde, André, 2013. "Cross-border bank lending: Empirical evidence on new determinants from OECD banking markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 136-162.
    4. Ismailescu, Iuliana & Kazemi, Hossein, 2010. "The reaction of emerging market credit default swap spreads to sovereign credit rating changes," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2861-2873, December.
    5. Alexopoulou, Ioana & Bunda, Irina & Ferrando, Annalisa, 2009. "Determinants of government bond spreads in new EU countries," Working Paper Series 1093, European Central Bank.
    6. Yildirim, Zekeriya, 2016. "Global financial conditions and asset markets: Evidence from fragile emerging economies," Economic Modelling, Elsevier, vol. 57(C), pages 208-220.
    7. Michael Donadelli, 2013. "Global integration and emerging stock market excess returns," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(2), pages 244-279, September.
    8. Christopher Balding, 2011. "CDS Pricing and Elections in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(2), pages 121-173, August.
    9. Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB), 2016. "Asia Bond Monitor - June 2016," ADB Reports RPS168158-2, Asian Development Bank (ADB).
    10. Philipp Maier & Garima Vasishtha, 2008. "Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?," Staff Working Papers 08-25, Bank of Canada.
    11. Mr. Sanjeev Gupta & Mr. Amine Mati & Mr. Emanuele Baldacci, 2008. "Is it (Still) Mostly Fiscal? Determinants of Sovereign Spreads in Emerging Markets," IMF Working Papers 2008/259, International Monetary Fund.
    12. Bonizzi, Bruno, 2015. "Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand," MPRA Paper 61784, University Library of Munich, Germany.
    13. Pierre L. Siklos, 2011. "Emerging Market Yield Spreads: Domestic, External Determinants, and Volatility Spillovers," Working Paper series 03_11, Rimini Centre for Economic Analysis.
    14. Ashima Goyal & Akhilesh K. Verma & Rajeswari Sengupta, 2022. "External shocks, cross-border flows and macroeconomic risks in emerging market economies," Empirical Economics, Springer, vol. 62(5), pages 2111-2148, May.
    15. Hajer Dachraoui & Mounir Smida & Maamar Sebri, 2020. "Role of capital flight as a driver of sovereign bond spreads in Latin American countries," International Economics, CEPII research center, issue 162, pages 15-33.
    16. Audzeyeva, Alena & Schenk-Hoppé, Klaus Reiner, 2010. "The role of country, regional and global market risks in the dynamics of Latin American yield spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(4), pages 404-422, October.
    17. Caballero, Julián & Fernandez, Andres & Park, Jongho, 2016. "On Corporate Borrowing, Credit Spreads and Economic Activity in Emerging Economies: An Empirical Investigation," IDB Publications (Working Papers) 7793, Inter-American Development Bank.
    18. Jean-Louis Combes & Alexandru Minea & Pegdéwendé Nestor Sawadogo, 2019. "Does the composition of government expenditures matter for sovereign bond spreads' evolution in developing countries?," CERDI Working papers halshs-02019063, HAL.
    19. Viziniuc, Mădălin, 2021. "Winners and losers of central bank foreign exchange interventions," Economic Modelling, Elsevier, vol. 94(C), pages 748-767.
    20. Audzeyeva, Alena & Fuertes, Ana-Maria, 2018. "On the predictability of emerging market sovereign credit spreads," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 140-157.
    21. Ashima Goyal & Rajeswari Sengupta & Akhilesh Verma, 2019. "External debt financing and macroeconomic instability in emerging market economies," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2019-013, Indira Gandhi Institute of Development Research, Mumbai, India.
    22. Sorin Gabriel Anton, 2011. "The Local Determinants Of Emerging Market Sovereign Cds Spreads In The Context Of The Debt Crisis. An Explanatory Study "," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 58, pages 41-52, november.
    23. Asian Development Bank Institute, 2017. "Asia Bond Monitor - June 2016," Working Papers id:11793, eSocialSciences.
    24. Ricardo Sabbadini, 2018. "Loss Aversion and Search for Yield in Emerging Markets Sovereign Debt," Working Papers, Department of Economics 2018_16, University of São Paulo (FEA-USP).
    25. Pierre L. Siklos, 2008. "Determinants of Emerging Market Spreads: Domestic, Global Factors, and Volatility," Working Papers 182008, Hong Kong Institute for Monetary Research.
    26. Ehouman, Yao Axel, 2021. "Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a copula approach," International Economics, Elsevier, vol. 168(C), pages 76-97.
    27. Liu, Zhuoshi & Spencer, Peter, 2013. "Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 241-256.
    28. Issam Hallak & Paul Schure, 2008. "Why Larger Lenders obtain Higher Returns: Evidence from Sovereign Syndicated Loans," Department Discussion Papers 0802, Department of Economics, University of Victoria.
    29. Martinez, Lisana B. & Terceño, Antonio & Teruel, Mercedes, 2013. "Sovereign bond spreads determinants in Latin American countries: Before and during the XXI financial crisis," Emerging Markets Review, Elsevier, vol. 17(C), pages 60-75.
    30. Bruno Bonizzi, 2017. "International financialisation, developing countries and the contradictions of privatised Keynesianism," Economic and Political Studies, Taylor & Francis Journals, vol. 5(1), pages 21-40, January.
    31. Yao Axel Ehouman, 2021. "Dependence structure between oil price volatility and sovereign credit risk of oil exporters : Evidence using a Copula Approach," Post-Print hal-03348410, HAL.
    32. Masahiro Inoguchi, 2021. "The impact of foreign capital flows on long‐term interest rates in emerging and advanced economies," Review of International Economics, Wiley Blackwell, vol. 29(2), pages 268-295, May.
    33. Yao Axel Ehouman, 2020. "Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach," EconomiX Working Papers 2020-31, University of Paris Nanterre, EconomiX.
    34. Caballero, Julián & Fernández, Andrés, 2017. "On corporate borrowing, credit spreads and economic activity in emerging economies: An empirical investigation," Bank of Finland Research Discussion Papers 31/2017, Bank of Finland.

  3. Alessio Ciarlone & Giorgio Trebeschi, 2006. "A Multinomial Approach to Early Warning Systems for Debt Crises," Temi di discussione (Economic working papers) 588, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Andreea STOIAN, 2011. "A Retrospective Approach on Assessing Fiscal Vulnerability: Empirical Evidence for Overindebted European Countries," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 4(3(15)), pages 183-188.
    2. Savas Papadopoulos & Pantelis Stavroulias & Thomas Sager & Etti Baranoff, 2017. "A ternary-state early warning system for the European Union," Working Papers 222, Bank of Greece.

  4. Victoria Saporta & Giorgio Trebeschi & Anne Vila, 1999. "Price formation and transparency on the London Stock Exchange," Bank of England working papers 95, Bank of England.

    Cited by:

    1. Angelidis, Timotheos & Andrikopoulos, Andreas, 2010. "Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach," International Review of Financial Analysis, Elsevier, vol. 19(3), pages 214-221, June.
    2. He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong, 2012. "Subscribing to Transparency," TSE Working Papers 12-351, Toulouse School of Economics (TSE), revised Nov 2013.
    3. Rudy De Winne & Christophe Majois, 2003. "A comparison of alternative spread décomposition models on Euronext Brussels," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 46(4), pages 91-136.
    4. Aghanya, Daniel & Agarwal, Vineet & Poshakwale, Sunil, 2020. "Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity," Journal of Banking & Finance, Elsevier, vol. 113(C).
    5. Marco Di Maggio & Marco Pagano, 2012. "Financial Disclosure and Market Transparency with Costly Information Processing," EIEF Working Papers Series 1212, Einaudi Institute for Economics and Finance (EIEF), revised May 2014.
    6. Anne Fremault Vila & John Board, 1998. "Liquidity in Second Tier Equity Markets: Evidence From Londons Alternative Investment Market (AIM)," FMG Discussion Papers dp301, Financial Markets Group.
    7. Alexandra Hachmeister & Dirk Schiereck, 2010. "Dancing in the dark: post-trade anonymity, liquidity and informed trading," Review of Quantitative Finance and Accounting, Springer, vol. 34(2), pages 145-177, February.
    8. John Board & Charles Sutcliffe & Stephen Wells, 2002. "Transparency and Fragmentation," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-4039-0707-3, September.
    9. Madhavan, Ananth & Porter, David & Weaver, Daniel, 2005. "Should securities markets be transparent?," Journal of Financial Markets, Elsevier, vol. 8(3), pages 265-287, August.
    10. Green, Christopher J. & Maggioni, Paolo & Murinde, Victor, 2000. "Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 24(4), pages 577-601, April.

Articles

  1. Ciarlone, Alessio & Piselli, Paolo & Trebeschi, Giorgio, 2009. "Emerging markets' spreads and global financial conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 222-239, April.
    See citations under working paper version above.
  2. Ciarlone, Alessio & Trebeschi, Giorgio, 2005. "Designing an early warning system for debt crises," Emerging Markets Review, Elsevier, vol. 6(4), pages 376-395, December.

    Cited by:

    1. Dawood, Mary & Horsewood, Nicholas & Strobel, Frank, 2017. "Predicting sovereign debt crises: An Early Warning System approach," Journal of Financial Stability, Elsevier, vol. 28(C), pages 16-28.
    2. Fink, Gerhard & Haiss, Peter & Oeberseder, Magdalena & Rainer, Wolfgang, 2007. "Dollar depreciation--Euro pain," Journal of Policy Modeling, Elsevier, vol. 29(5), pages 739-763.
    3. Sebastián Nieto Parra, 2008. "Who Saw Sovereign Debt Crises Coming?," OECD Development Centre Working Papers 274, OECD Publishing.
    4. Layal Mansour, 2013. "International Reserves versus External Debts : Can International reserves avoid future Financial Crisis in indebted Countries ?," Working Papers 1329, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    5. Gilles Dufrénot & Anne-Charlotte Paret Onorato, 2016. "Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model," AMSE Working Papers 1627, Aix-Marseille School of Economics, France.
    6. Maria Siranova & Karol Zelenak, 2023. "Every crisis does matter: Comparing the databases of financial crisis events," Review of International Economics, Wiley Blackwell, vol. 31(2), pages 652-686, May.
    7. Boonman, T.M. & Jacobs, J.P.A.M. & Kuper, G.H., 2013. "Sovereign debt crises in Latin America," Research Report 13016-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    8. Enderlein, Henrik & Trebesch, Christoph & von Daniels, Laura, 2012. "Sovereign debt disputes: A database on government coerciveness during debt crises," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 250-266.
    9. Chung‐Hua Shen & Hsing‐Hua Hsu, 2022. "The determinants of Asian banking crises—Application of the panel threshold logit model," International Review of Finance, International Review of Finance Ltd., vol. 22(1), pages 248-277, March.
    10. Lang, Michael & Schmidt, Paul G., 2016. "The early warnings of banking crises: Interaction of broad liquidity and demand deposits," Journal of International Money and Finance, Elsevier, vol. 61(C), pages 1-29.
    11. Mirjana Jemović & Srđan Marinković, 2021. "Determinants of financial crises—An early warning system based on panel logit regression," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 103-117, January.
    12. Tamás Kristóf, 2021. "Sovereign Default Forecasting in the Era of the COVID-19 Crisis," JRFM, MDPI, vol. 14(10), pages 1-24, October.
    13. Jelena Laušev & Aleksandar Stojanović & Nataša Todorović, 2011. "Determinants Of Debt Rescheduling In Eastern European Countries," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 56(188), pages 7-31, January –.
    14. Moreno Badia, Marialuz & Medas, Paulo & Gupta, Pranav & Xiang, Yuan, 2022. "Debt is not free," Journal of International Money and Finance, Elsevier, vol. 127(C).
    15. Barbara Jarmulska, 2022. "Random forest versus logit models: Which offers better early warning of fiscal stress?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 455-490, April.
    16. Hlaing, Su Wah & Kakinaka, Makoto, 2018. "Financial crisis and financial policy reform: Crisis origins and policy dimensions," European Journal of Political Economy, Elsevier, vol. 55(C), pages 224-243.
    17. Bunda, Irina & Ca' Zorzi, Michele, 2009. "Signals from housing and lending booms," Working Paper Series 1094, European Central Bank.
    18. Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi, 2007. "Emerging Markets Spreads and Global Financial Conditions," Temi di discussione (Economic working papers) 637, Bank of Italy, Economic Research and International Relations Area.
    19. Raffaele De Marchi & Alessandro Moro, 2023. "Forecasting fiscal crises in emerging markets and low-income countries with machine learning models," Temi di discussione (Economic working papers) 1405, Bank of Italy, Economic Research and International Relations Area.
    20. Ms. Svetlana Cerovic & Mrs. Kerstin Gerling & Andrew Hodge & Mr. Paulo A Medas, 2018. "Predicting Fiscal Crises," IMF Working Papers 2018/181, International Monetary Fund.
    21. Mekki Hamdaoui & SaifEddine Ayouni & Samir Maktouf, 2022. "Financial crises: explanation, prediction, and interdependence," SN Business & Economics, Springer, vol. 2(8), pages 1-52, August.
    22. Fu, Junhui & Zhou, Qingling & Liu, Yufang & Wu, Xiang, 2020. "Predicting stock market crises using daily stock market valuation and investor sentiment indicators," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    23. Dufrénot, Gilles & Paret, Anne-Charlotte, 2019. "Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 341-359.
    24. Alessio Ciarlone & Giorgio Trebeschi, 2006. "A Multinomial Approach to Early Warning Systems for Debt Crises," Temi di discussione (Economic working papers) 588, Bank of Italy, Economic Research and International Relations Area.
    25. Lanbiao Liu & Chen Chen & Bo Wang, 2022. "Predicting financial crises with machine learning methods," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(5), pages 871-910, August.
    26. Fioramanti, Marco, 2008. "Predicting sovereign debt crises using artificial neural networks: A comparative approach," Journal of Financial Stability, Elsevier, vol. 4(2), pages 149-164, June.
    27. Jamshed Y. Uppal, 2017. "External Debt Management in Pakistan: A Market-Based Assessment," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 22(Special E), pages 25-51, September.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 2 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-CBA: Central Banking (1) 2006-07-09
  2. NEP-CIS: Confederation of Independent States (1) 2014-10-13
  3. NEP-CSE: Economics of Strategic Management (1) 2014-10-13
  4. NEP-DCM: Discrete Choice Models (1) 2006-07-09
  5. NEP-FMK: Financial Markets (1) 2006-07-09
  6. NEP-PBE: Public Economics (1) 2006-07-09
  7. NEP-PPM: Project, Program and Portfolio Management (1) 2014-10-13
  8. NEP-SEA: South East Asia (1) 2014-10-13
  9. NEP-TRE: Transport Economics (1) 2014-10-13

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