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I debiti sovrani dell'area Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio

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Author Info

  • Nicola Borri

    ()
    (LUISS Guido Carli University)

  • Filippo Russo

    ()
    (BNP Paribas)

Abstract

I fondi obbligazionari governativi area Euro costituiscono una componente fondamentale del portafoglio Þnanziario delle famiglie italiane. In questa ricerca analizziamo le caratteristiche di questi fondi e la loro performance con particolare attenzione al periodo della crisi del 2007-2009. Fondi con benchmark differenti comportano una diversa esposizione al rischio per gli investitori. Benchmark basati su indici market-cap weighted hanno comportato una variazione dellÕesposizione nei confronti del rischio sovrano per i fondi obbligazionari governativi dellÕEurozona nel corso della recente crisi. Questo lavoro eÕ organizzato come segue. Nella sezione 1 descriviamo brevemente la performance dellÕindustria del risparmio gestito in Italia durante la crisi. Nella sezione 2 analizziamo un campione di dieci fondi obbligazionari governativi area Euro e le loro strategie di gestione. Nella sezione 3 prendiamo in esame lÕevoluzione dei rischi impliciti in diversi benchmark market cap weighted durante la crisi del debito dellÕEurozona. Nella sezione 4 presentiamo le nostre conclusioni.

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Bibliographic Info

Paper provided by Dipartimento di Economia e Finanza, LUISS Guido Carli in its series Working Papers CASMEF with number 1105.

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Date of creation: 2011
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Handle: RePEc:lui:casmef:1105

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