IDEAS home Printed from https://ideas.repec.org/d/dfluiit.html

Publications

by members of

Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) → Department of Accounting and Corporate Finance

International Free University of Social Sciences Guido Carli

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters | Software components |

Working papers

2026

  1. Nicola Borri & Yukun Liu & Aleh Tsyvinski & Xi Wu, 2026, "Trading Frictions in Dynamic Cap-and-Trade Markets," Papers, arXiv.org, number 2606.03767, Jun, revised Jun 2026.
  2. Nicola Borri & Yukun Liu & Aleh Tsyvinski, 2026, "AI Premium," Papers, arXiv.org, number 2606.30583, Jun, revised Jul 2026.
  3. Nicola Borri & Kirill Shakhnov, 2026, "Does Regulation Bite at Gateways? Evidence from MiCA and Stablecoins," Papers, arXiv.org, number 2607.09514, Jul.

2025

  1. Nicola Borri, 2025, "Corporate Finance in the Age of Fintech: Scenarios and Challenges," Papers, arXiv.org, number 2503.18675, Mar.
  2. Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2025, "Higher-Order Asset Pricing Factors via Forward Selection Fama-MacBeth Regression," Papers, arXiv.org, number 2503.23501, Mar, revised Mar 2026.
  3. Giovanni Bonaccolto & Nicola Borri & Andrea Consiglio & Giorgio Di Giorgio, 2025, "Systemic Risk in the European Insurance Sector," Papers, arXiv.org, number 2505.02635, May, revised May 2026.
  4. Nicola Borri & Yukun Liu & Aleh Tsyvinski & Xi Wu, 2025, "Cryptocurrency as an Investable Asset Class: Coming of Age," Papers, arXiv.org, number 2510.14435, Oct, revised Mar 2026.
  5. Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2025, "Forward Selection Fama-MacBeth Regression with Higher-Order Asset Pricing Factors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2437, Mar.
  6. Christian Dustmann & Chiara Giannetto & Lorenzo Incoronato & Chiara Lacava & Vincenzo Pezone & Raffaele Saggio & Benjamin Schoefer, 2025, "Opting Out of Centralized Collective Bargaining: Evidence from Italy," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 2543, Jul.

2024

  1. Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2024, "One Factor to Bind the Cross-Section of Returns," Papers, arXiv.org, number 2404.08129, Apr.
  2. Nicola Borri & Yukun Liu & Aleh Tsyvinski & Xi Wu, 2024, "Inefficiencies of Carbon Trading Markets," Papers, arXiv.org, number 2408.06497, Aug, revised Aug 2024.
  3. Maida, Agata & Pezone, Vincenzo, 2024, "CEO Pay Disclosure and Within-Firm Wage Inequality," IZA Discussion Papers, IZA Network @ LISER, number 17243, Aug.
  4. Edoardo Di Porto & Marco Pagano & Vincenzo Pezone & Raffaele Saggio & Fabiano Schivardi, 2024, "Careers and Wages in Family Firms: Evidence from Matched Employer-Employee Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 33219, Dec.
  5. Mücke, Christian & Pelizzon, L. & Pezone, Vincenzo & Thakor, A.V., 2024, "The carrot and the stick: Bank bailouts and the disciplining role of board appointments," Other publications TiSEM, Tilburg University, School of Economics and Management, number 897e27dd-ce07-4fbd-9368-c.

2023

  1. Pezone, Vincenzo, 2023, "The real effects of judicial enforcement," Other publications TiSEM, Tilburg University, School of Economics and Management, number 08176032-a171-4f23-8dac-e.

2022

  1. Sabrina Di Addario & Vincenzo Pezone & Ra↵aele Saggio, 2022, "Managerial Horizon and Corporate Labor Policies: Evidence from Fixed-Term Boards," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 485, Dec.

2021

  1. Faia, Ester & Pezone, Vincenzo & Zafar, Basit, 2021, "Biases in Information Selection and Processing: Survey Evidence from the Pandemic," CEPR Discussion Papers, Centre for Economic Policy Research, number 15774, Feb.

2020

  1. Nicola Borri & Francesco Drago & Chiara Santantonio & Francesco Sobbrio, 2020, "The "Great Lockdown": Inactive Workers and Mortality by Covid-19," CESifo Working Paper Series, CESifo, number 8584.
  2. Nicola Borri & Giorgio Di Giorgio, 2020, "Systemic Risk and the COVID Challenge in the European Banking Sector," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 2005, Oct.
  3. Nicola Borri & Pietro Reichlin, 2020, "Online Appendix to "Optimal Taxation with Home Ownership and Wealth Inequality"," Online Appendices, Review of Economic Dynamics, number 19-19.
  4. Faia, Ester & Mayer, Maximilian & Pezone, Vincenzo, 2020, "The Value of Firm Networks: A Natural Experiment on Board Connections," CEPR Discussion Papers, Centre for Economic Policy Research, number 14591, Apr.
  5. Malmendier, Ulrike M. & Pezone, Vincenzo & Zheng, Hui, 2020, "Managerial Duties and Managerial Biases," CEPR Discussion Papers, Centre for Economic Policy Research, number 14929, Jun.

2019

  1. Reichlin, Pietro & Borri, Nicola, 2019, "Optimal Taxation with Homeownership and Wealth Inequality," CEPR Discussion Papers, Centre for Economic Policy Research, number 14144, Nov.
  2. Ester Faia & Vincenzo Pezone, 2019, "Monetary Policy and the Cost of Wage Rigidity: Evidence from the Stock Market," 2019 Meeting Papers, Society for Economic Dynamics, number 278.

2018

  1. Reichlin, Pietro & Borri, Nicola, 2018, "Wealth Taxes and Inequality," CEPR Discussion Papers, Centre for Economic Policy Research, number 13067, Jul.
  2. Faia, Ester & Pezone, Vincenzo, 2018, "The Cost of Wage Rigidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 13407, Dec.

2017

  1. Kirill Shakhnov & Nicola Borri, 2017, "Limited Arbitrage in the Market for Local Currency Emerging Market Debt," 2017 Meeting Papers, Society for Economic Dynamics, number 737.
  2. Pezone, Vincenzo, 2017, "Unemployment Risk and Payout Policies," MPRA Paper, University Library of Munich, Germany, number 83918, Jul.

2015

  1. Reichlin, Pietro & Borri, Nicola, 2015, "The Housing Cost Disease," CEPR Discussion Papers, Centre for Economic Policy Research, number 10756, Aug.

2012

  1. Nicola Borri & Marianna Caccavaio & Giorgio Di Giorgio & Alberto Maria Sorrentino, 2012, "Systemic Risk and the European Banking Sector," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1211.

2011

  1. Nicola Borri & Filippo Russo, 2011, "I debiti sovrani dell'area Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1105.

2010

  1. Adrien Verdelhan & Nicola Borri, 2010, "Sovereign Risk Premia," 2010 Meeting Papers, Society for Economic Dynamics, number 1122.

Undated

  1. Nicola Borri, undated, "Risk premia in long-duration sovereign bonds," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1501.

Journal articles

2026

  1. Bonaccolto, Giovanni & Borri, Nicola & Consiglio, Andrea & Di Giorgio, Giorgio, 2026, "Systemic risk in the European insurance sector," Journal of Financial Stability, Elsevier, volume 84, issue C, DOI: 10.1016/j.jfs.2026.101546.
  2. Barahona, Ricardo & Cassella, Stefano & Jansen, Kristy A.E. & Pezone, Vincenzo, 2026, "Do teams alleviate or exacerbate overreaction in beliefs?," Journal of Financial Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jfineco.2025.104219.

2024

  1. Christian Mücke & Loriana Pelizzon & Vincenzo Pezone & Anjan Thakor, 2024, "The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments," American Economic Journal: Economic Policy, American Economic Association, volume 16, issue 4, pages 415-462, November, DOI: 10.1257/pol.20230313.
  2. Ester Faia & Vincenzo Pezone, 2024, "The Cost of Wage Rigidity," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 1, pages 301-339.
  3. Ester Faia & Andreas Fuster & Vincenzo Pezone & Basit Zafar, 2024, "Biases in Information Selection and Processing: Survey Evidence from the Pandemic," The Review of Economics and Statistics, MIT Press, volume 106, issue 3, pages 829-847, May, DOI: 10.1162/rest_a_01187.

2023

  1. Bonaccolto, Giovanni & Borri, Nicola & Consiglio, Andrea, 2023, "Breakup and default risks in the great lockdown," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2021.106308.
  2. Borri, Nicola & Shakhnov, Kirill, 2023, "Cryptomarket discounts," Journal of International Money and Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jimonfin.2023.102963.
  3. Ulrike Malmendier & Vincenzo Pezone & Hui Zheng, 2023, "Managerial Duties and Managerial Biases," Management Science, INFORMS, volume 69, issue 6, pages 3174-3201, June, DOI: 10.1287/mnsc.2022.4467.
  4. Vincenzo Pezone, 2023, "The Real Effects of Judicial Enforcement," Review of Finance, European Finance Association, volume 27, issue 3, pages 889-933.

2022

  1. Borri, Nicola & Giorgio, Giorgio di, 2022, "Systemic risk and the COVID challenge in the european banking sector," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2021.106073.
  2. Nicola Borri & Kirill Shakhnov, 2022, "The Cross-Section of Cryptocurrency Returns
    [A simple estimation of bid-ask spreads from daily close, high, and low prices]    ," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 3, pages 667-705.

2021

  1. Nicola Borri & Kirill Shakhnov, 2021, "Global Risk in Long-Term Sovereign Debt," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 3, pages 654-693.
  2. Nicola Borri & Pietro Reichlin, 2021, "Optimal Taxation with Home Ownership and Wealth Inequality," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 40, pages 64-84, April, DOI: 10.1016/j.red.2020.09.003.
  3. Nicola Borri & Francesco Drago & Chiara Santantonio & Francesco Sobbrio, 2021, "The “Great Lockdown”: Inactive workers and mortality by Covid‐19," Health Economics, John Wiley & Sons, Ltd., volume 30, issue 10, pages 2367-2382, September, DOI: 10.1002/hec.4383.

2020

  1. Borri, Nicola & Shakhnov, Kirill, 2020, "Regulation spillovers across cryptocurrency markets," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101333.

2019

  1. Borri, Nicola, 2019, "Redenomination-risk spillovers in the Eurozone," Economics Letters, Elsevier, volume 174, issue C, pages 173-178, DOI: 10.1016/j.econlet.2018.11.013.
  2. Borri, Nicola, 2019, "Conditional tail-risk in cryptocurrency markets," Journal of Empirical Finance, Elsevier, volume 50, issue C, pages 1-19, DOI: 10.1016/j.jempfin.2018.11.002.
  3. Domenico Curcio & Nicola Borri & Rosaria Cerrone & Rosa Cocozza, 2019, "Financial Intermediaries’ Asset–Liability Dependency And Low-Interest-Rate Environment: Evidence From Eu Life Insurers," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 01, pages 1-25, June, DOI: 10.1142/S2282717X19400036.

2018

  1. Nicola Borri & Alberto Cagnazzo, 2018, "The Performance of Market†Timing Strategies of Italian Mutual Fund Investors," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 47, issue 1, pages 5-20, February, DOI: 10.1111/ecno.12093.
  2. Borri, Nicola & Reichlin, Pietro, 2018, "The housing cost disease," Journal of Economic Dynamics and Control, Elsevier, volume 87, issue C, pages 106-123, DOI: 10.1016/j.jedc.2017.12.001.
  3. Borri, Nicola, 2018, "Local currency systemic risk," Emerging Markets Review, Elsevier, volume 34, issue C, pages 111-123, DOI: 10.1016/j.ememar.2017.11.003.

2017

  1. Borri, Nicola & Ragusa, Giuseppe, 2017, "Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006)," Critical Finance Review, now publishers, volume 6, issue 2, pages 381-393, September, DOI: 10.1561/104.00000050.

2014

  1. Nicola Borri & Marianna Caccavaio & Giorgio Di Giorgio & Alberto Maria Sorrentino, 2014, "Systemic Risk in the Italian Banking Industry," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 43, issue 1, pages 21-38, February.

2011

  1. Nicola Borri & Filippo Russo, 2011, "I debiti sovrani nell'area Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 5-6, november.

Chapters

2025

  1. Nicola Borri, 2025, "Corporate Finance in the Age of Fintech," Springer Books, Springer, in: Stefano Mengoli, "Topics in Corporate Finance", DOI: 10.1007/978-3-032-07046-3_5.

2018

  1. Nicola Borri & Rosaria Cerrone & Rosa Cocozza & Domenico Curcio, 2018, "Life Insurers’ Asset-Liability Dependency and Low-Interest Rate Environment," Springer Books, Springer, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-89824-7_34.

Software components

2020

  1. Nicola Borri & Pietro Reichlin, 2020, "Code and data files for "Optimal Taxation with Home Ownership and Wealth Inequality"," Computer Codes, Review of Economic Dynamics, number 19-19, revised .

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.