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Publications

by members of

Università Commerciale Luigi Bocconi → Dipartimento di Finanza

Bocconi University → Department of Finance

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. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Bordalo, Pedro & Gennaioli, Nicola & Lanzani, Giacomo & Shleifer, Andrei, 2026, "A Cognitive Theory of Reasoning and Choice," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt2hc7c06v, Jul.
  2. Nicola Gennaioli & Frederik Schwerter & Guido Tabellini, 2026, "“Us vs Them”: Salient Conflict and Belief Polarization," CESifo Working Paper Series, CESifo, number 12547.
  3. Nicola Gennaioli & Matthias Rodemeier & Gregory Sun, 2026, "Nonlinear Pricing and Revealed Salience," CESifo Working Paper Series, CESifo, number 12769.
  4. Gennaioli, Nicola & Schwerter, Frederik & Tabellini, Guido, 2026, "“Us vs Them†: Salient Conflict and Belief Polarization," CEPR Discussion Papers, Centre for Economic Policy Research, number 21324, Mar.
  5. Pedro Bordalo & Nicola Gennaioli & Florencio Lopez-de-Silanes & Simon G. Schröder & Andrei Shleifer & Maarten van Rooij, 2026, "The Psychology of Macroeconomic Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 35214, May.
  6. Pedro Bordalo & Nicola Gennaioli & Matthew O'Brien & Andrei Shleifer, 2026, "Recall Fluency, Beliefs and Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 35600, Aug.
  7. Massimo Guidolin, Serena Ionta, 2026, "Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 26262.
  8. Massimo Guidolin, Mingwei (Max) Liang, Milena Petrova, 2026, "The Importance of Considering Regimes in Long-term Asset Allocation to Real Estate," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 26263.
  9. Nicola Limodio & Luca Picariello & Tom Schwantje, 2026, "Banking under Conflict: Managers and Organizational Design," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 198, May.
  10. Limodio, Nicola, 2026, "Microdata for Research in Macroeconomics and Finance," CEPR Discussion Papers, Centre for Economic Policy Research, number 21585, Jun.
  11. Limodio, Nicola & Mariani, Lucas, 2026, "Sanctions, Financial Frictions, and the Organization of Conflict," CEPR Discussion Papers, Centre for Economic Policy Research, number 21639, Jun.
  12. Li, Huiyu & Sauvagnat, Julien & Schmitz, Tom, 2026, "The Work-from-Home Wage Premium," CEPR Discussion Papers, Centre for Economic Policy Research, number 20996, Jan.
  13. Akcigit, Ufuk & Alp, Harun & Diegmann, André & Serrano-Velarde, Nicolas, 2026, "Committing to grow: Employment targets and firm dynamics," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 17/2023, revised 2026, DOI: 10.18717/dpcv4g-jh88.

2025

  1. Pedro Bordalo & Giovanni Burro & Nicola Gennaioli & Gad Nacamulli & Andrei Shleifer, 2025, "Ads as Cues," NBER Working Papers, National Bureau of Economic Research, Inc, number 34387, Oct.
  2. Schepens, Glenn & Core, Fabrizio & De Marco, Filippo & Eisert, Tim, 2025, "Inflation and floating-rate loans: evidence from the euro-area," Working Paper Series, European Central Bank, number 3064, Jun.
  3. Monia Magnani & Massimo Guidolin, 2025, "Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 25252.
  4. Angelo D'Andrea & Patrick Hitayezu & Kangni Kpodar & Nicola Limodio & Andrea Filippo Presbitero, 2025, "Developing the Mortgage Market: Technology, Property Rights, and Banking," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 195, Oct.
  5. Ghosh, Pulak & Limodio, Nicola & Vats, Nishant, 2025, "Household Portfolio and Deposit Insurance: Implications for the Supply of Safe Assets," CEPR Discussion Papers, Centre for Economic Policy Research, number 20753, Oct.
  6. Choudhary, M. Ali & Dal Barco, Ilaria & Haqqani, Ijlal A. & Lenzi, Federico & Limodio, Nicola, 2025, "Subnational income, growth, and the COVID-19 pandemic," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128131, May.
  7. Ufuk Akcigit & Raman S. Chhina & Seyit Cilasun & Javier Miranda & Nicolas Serrano-Velarde, 2025, "Credit Card Entrepreneurs," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2025-003, Mar.

2024

  1. Tania Babina & Saleem Bahaj & Greg Buchak & Filippo De Marco & Angus Foulis & Will Gornall & Francesco Mazzola & Tong Yu, 2024, "Customer data access and fintech entry: early evidence from open banking," Bank of England Staff Working Paper series, Bank of England, number 1059, Feb.
  2. Nicola Gennaioli & Marta Leva & Raphael Schoenle & Andrei Shleifer, 2024, "How Inflation Expectations De-Anchor: The Role of Selective Memory Cues," NBER Working Papers, National Bureau of Economic Research, Inc, number 32633, Jun.
  3. Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2024, "Finance Without Exotic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 33004, Sep.
  4. Massimo Guidolin & Monia Magnani, 2024, "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24220.
  5. Massimo Guidolin & Giacomo Leonetti & Manuela Pedio, 2024, "Who should buy structured investment products and why?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24222.
  6. Manuela Pedio & Massimo Guidolin & Giulia Panzeri, 2024, "Machine Learning in Portfolio Decisions," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24233.
  7. Monica Billio & Massimo Guidolin & Francesco Rocciolo, 2024, "Responsible Investing under Climate Change Uncertainty," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2024: 15.
  8. Angelo D'Andrea & Patrick Hitayezu & Kangni Kpodar & Nicola Limodio & Andrea F. Presbitero, 2024, "Mobile internet, collateral and banking," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1454, Jun.

2023

  1. Lelli, Chiara & Parisi, Laura & Heemskerk, Irene & Boldrini, Simone & Ceglar, Andrej, 2023, "Living in a world of disappearing nature: physical risk and the implications for financial stability," Occasional Paper Series, European Central Bank, number 333, Nov.
  2. Ceglar, Andrej & Boldrini, Simone & Lelli, Chiara & Parisi, Laura & Heemskerk, Irene, 2023, "The impact of the euro area economy and banks on biodiversity," Occasional Paper Series, European Central Bank, number 335, Dec.
  3. De Marco, Filippo & Limodio, Nicola, 2023, "Climate, Amenities and Banking: El Nino in the US," CEPR Discussion Papers, Centre for Economic Policy Research, number 17909, Feb.
  4. Ian Berk & Massimo Guidolin & Monia Magnani, 2023, "Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23202.
  5. Massimo Guidolin & Erwin Hansen & Gabriel Cabrera, 2023, "Time-Varying Risk Aversion and International Stock Returns," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23203.
  6. Brunnermeier, Markus & Limodio, Nicola & Spadavecchia, Lorenzo, 2023, "Mobile Money, Interoperability and Financial Inclusion," CEPR Discussion Papers, Centre for Economic Policy Research, number 18124, Apr.
  7. Giustinelli, Pamela & Rossi, Stefano, 2023, "The Coherence Side of Rationality: Rules of thumb, narrow bracketing, and managerial incoherence in corporate forecasts," CEPR Discussion Papers, Centre for Economic Policy Research, number 17813, Jan.
  8. Le Barbanchon, Thomas & Ronchi, Maddalena & Sauvagnat, Julien, 2023, "Hiring Difficulties and Firm Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 17891, Feb.
  9. Iovino, Luigi & Martin, Thorsten & Sauvagnat, Julien, 2023, "Corporate Taxation and Carbon Emissions," CEPR Discussion Papers, Centre for Economic Policy Research, number 17915, Feb.
  10. Ufuk Akcigit & Harun Alp & André Diegmann & Nicolas Serrano-Velarde, 2023, "Committing to Grow: Privatizations and Firm Dynamics in East Germany," CESifo Working Paper Series, CESifo, number 10640.
  11. Akcigit, Ufuk & Chhina, Raman & Cilasun, Seyit Mümin & Miranda, Javier & Serrano-Velarde, Nicolas & Ocakverdi, Eren, 2023, "Intuit QuickBooks Small Business Index: A New Employment Series for the US, Canada, and the UK," CEPR Discussion Papers, Centre for Economic Policy Research, number 18402, Aug.

2022

  1. Pedro Bordalo & Giovanni Burro & Katherine B. Coffman & Nicola Gennaioli & Andrei Shleifer, 2022, "Imagining the Future: Memory, Simulation and Beliefs about Covid," NBER Working Papers, National Bureau of Economic Research, Inc, number 30353, Aug.
  2. Amato, Massimo & Belloni, Everardo & Favero, Carlo A. & Gobbi, Lucio, 2022, "Creating a Safe Asset without Debt Mutualization: the Opportunity of a European Debt Agency," CEPR Discussion Papers, Centre for Economic Policy Research, number 17217, Apr.
  3. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2022, "Overreaction and Diagnostic Expectations in Macroeconomics," NBER Working Papers, National Bureau of Economic Research, Inc, number 30356, Aug.
  4. Massimo Guidolin & Kai Wang, 2022, "The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 22190.
  5. Braggion, Fabio & Manconi, Alberto & Pavanini, Nicola & Zhu, Haikun, 2022, "The Value of Financial Intermediation: Evidence from Online Debt Crowdfunding," CEPR Discussion Papers, Centre for Economic Policy Research, number 14740, Apr.
  6. Thomas Le Barbanchon & Julien Sauvagnat, 2022, "Compétition électorale, biais des électeurs et femmes en politique," Institut des Politiques Publiques, HAL, number halshs-03828655, Mar.

2021

  1. Alessandro Bucciol & Giovanni Burro, 2021, "Is There a Happiness Premium for Working in the Public Sector? Evidence from Italy," Working Papers, University of Verona, Department of Economics, number 05/2021, Mar.
  2. De Marco, Filippo & Sauvagnat, Julien & Sette, Enrico, 2021, "Lending to Overconfident Borrowers," CEPR Discussion Papers, Centre for Economic Policy Research, number 15785, Feb.
  3. De Marco, Filippo & Core, Fabrizio, 2021, "Information Technology and Credit: Evidence from Public Guarantees," CEPR Discussion Papers, Centre for Economic Policy Research, number 15799, Feb.
  4. Favero, Carlo A. & Tamoni, Andrea & Melone, Alessandro, 2021, "Monetary Policy and Bond Prices with Drifting Equilibrium Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 16629, Oct.
  5. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer & Stephen J. Terry, 2021, "Real Credit Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 28416, Jan.
    • Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer & Stephen J. Terry, 2026, "Real Credit Cycles," American Economic Review, American Economic Association, volume 116, issue 4, pages 1274-1308, April, DOI: 10.1257/aer.20211820.
  6. Pedro Bordalo & John J. Conlon & Nicola Gennaioli & Spencer Yongwook Kwon & Andrei Shleifer, 2021, "Memory and Probability," NBER Working Papers, National Bureau of Economic Research, Inc, number 29273, Sep.
  7. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2021, "Salience," NBER Working Papers, National Bureau of Economic Research, Inc, number 29274, Sep.
    • Andrei Shleifer & Nicola Gennaioli & Pedro Bordalo, 2022, "Salience," Annual Review of Economics, Annual Reviews, volume 14, issue 1, pages 521-544, August, DOI: 10.1146/annurev-economics-051520-01.
  8. Massimo Guidolin & Davide La Cara & Massimiliano Marcellino, 2021, "Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 21169.
  9. Nicol√°s de Roux & Nicola Limodio, 2021, "Deposit Insurance and Depositor Behavior: Evidence from Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 18800, Feb.
  10. Besley, Timothy & Fontana, Nicola & Limodio, Nicola, 2021, "Antitrust policies and profitability in non-tradable sectors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106493, Jun.
  11. Crescenzi, Riccardo & Limodio, Nicola, 2021, "The impact of Chinese FDI in Africa: evidence from Ethiopia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 108455, Jan.
  12. Rossi, Stefano & Yun, Hayong & Liu, Yubo, 2021, "Insurance Companies and the Propagation of Liquidity Shocks to the Real Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 16322, Jul.
  13. Laurent Bach & Antoine Bozio & Arthur Guillouzouic & Clément Malgouyres & Nicolas Serrano-Velarde, 2021, "Les impacts du crédit impôt recherche sur la performance économique des entreprises," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03693266, Jun.
  14. Becht, Marco & Franks, Julian & Wagner, Hannes, 2021, "The Benefits of Access: Evidence from Private Meetings with Portfolio Firms," CEPR Discussion Papers, Centre for Economic Policy Research, number 16337, Jul.

2020

  1. Favero, Carlo A. & Melone, Alessandro, 2020, "Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 14417, Feb.
  2. Ichino, Andrea & Favero, Carlo A. & Rustichini, Aldo, 2020, "Restarting the economy while saving lives under Covid-19," CEPR Discussion Papers, Centre for Economic Policy Research, number 14664, Apr.
  3. Nicola Gennaioli & Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer, 2020, "Trust and Insurance Contracts," NBER Working Papers, National Bureau of Economic Research, Inc, number 27189, May.
  4. Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2020, "Belief Overreaction and Stock Market Puzzles," NBER Working Papers, National Bureau of Economic Research, Inc, number 27283, May.
  5. Pedro Bordalo & Katherine B. Coffman & Nicola Gennaioli & Andrei Shleifer, 2020, "Older People are Less Pessimistic about the Health Risks of Covid-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 27494, Jul.
  6. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
    • Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
  7. Massimo Guidolin & Manuela Pedio, 2020, "Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20140.
  8. Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2020, "Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20143.
  9. Massimo Guidolin & Manuela Pedio, 2020, "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20145.
  10. Massimo Guidolin & Alexei Orlov, 2020, "Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20146.
  11. Juan Arismendi-Zambrano & Massimo Guidolin & Alessia Paccagnini, 2020, "Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-105, Dec.
  12. Nicola Limodio, 2020, "Terrorism Financing, Recruitment and Attacks," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 665.
  13. Schivardi, Fabiano & Sauvagnat, Julien, 2020, "Are Executives in Short Supply? Evidence from Deaths' Events," CEPR Discussion Papers, Centre for Economic Policy Research, number 14334, Jan.
  14. Sauvagnat, Julien & Barrot, Jean-Noël & Grassi, Basile, 2020, "Estimating the costs and benefits of mandated business closures in a pandemic," CEPR Discussion Papers, Centre for Economic Policy Research, number 14757, May.
  15. Barrot, Jean-Noel & Grassi, Basile & Sauvagnat, Julien, 2020, "Sectoral Effects of Social Distancing," HEC Research Papers Series, HEC Paris, number 1371, Apr, DOI: 10.2139/ssrn.3569446.
  16. Barrot, Jean-Noel & Bonelli, Maxime & Grassi, Basile & Sauvagnat, Julien, 2020, "Costs and Benefits of Closing Businesses in a Pandemic," HEC Research Papers Series, HEC Paris, number 1374, May, DOI: 10.2139/ssrn.3599482.

2019

  1. Thomas Bassetti & Stefano Bonini & Fausto Pacicco & Filippo Pavesi, 2019, "Play it again! A Natural Experiment on Reversibility Bias," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0238, Aug.
  2. Alessi, Lucia & Bruno, Brunella & Carletti, Elena & Neugebauer, Katja, 2019, "What drives bank coverage ratios: Evidence from the euro area," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2019-14, Aug.
  3. Emanuele Borgonovo & Stefano Caselli & Alessandra Cillo & Donato Masciandaro & Giovanni Rabitti, 2019, "Privacy and Money: It Matters," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19108.
  4. Elena Carletti & Steven Ongena & Jan-Peter Siedlarek & Giancarlo Spagnolo, 2019, "The Impact of Stricter Merger Control on Bank Mergers and Acquisitions. Too-Big-To-Fail and Competition," Working Papers, Federal Reserve Bank of Cleveland, number 16-14R2, Jul, DOI: 10.26509/frbc-wp-201614r2.
  5. Elena Carletti & Filippo De Marco & Vasso Ioannidou & Enrico Sette, 2019, "Banks as Patient Lenders: Evidence from a Tax Reform," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19110.
  6. Filippo De Marco & Silvio Petriconi, 2019, "Bank Competition and Information Production," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19130.
  7. Favero, Carlo A. & Giavazzi, Francesco & Alesina, Alberto, 2019, "Effects of Austerity: Expenditure- and Tax-based Approaches," CEPR Discussion Papers, Centre for Economic Policy Research, number 13565, Mar.
  8. Favero, Carlo A. & ,, 2019, "Austerity and Public debt Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 14072, Oct.
  9. Favero, Carlo A. & Ortu, Fulvio & Tamoni, Andrea & Yang, Haoxi, 2019, "Implications of return predictability for consumption dynamics and asset pricing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90426, Feb.
  10. Carlo A. Favero & Alessandro Melone, 2019, "Asset Pricing vs Asset Expected Returning in Factor Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 651.
  11. Nicola Gennaioli & Guido Tabellini, 2019, "Identity, Beliefs, and Political Conflict," CESifo Working Paper Series, CESifo, number 7707.
  12. Perotti, Enrico & Gennaioli, Nicola & Ponzetto, Giacomo, 2019, "Legal Evolution, Contract Evolution, and Standardization," CEPR Discussion Papers, Centre for Economic Policy Research, number 9836, Feb.
  13. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2019, "Memory and Reference Prices: an Application to Rental Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 25650, Mar.
  14. Pedro Bordalo & Katherine Coffman & Nicola Gennaioli & Frederik Schwerter & Andrei Shleifer, 2019, "Memory and Representativeness," NBER Working Papers, National Bureau of Economic Research, Inc, number 25692, Mar.
  15. Massimo Guidolin & Manuela Pedio, 2019, "Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19106.
  16. Roland Fuess & Massimo Guidolin & Christian Koeppel, 2019, "Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19116.
  17. Massimo Guidolin & Manuela Pedio & Dimos Andronoudis, 2019, "How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19117.
  18. Massimo Guidolin & Manuela Pedio, 2019, "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19118.
  19. Massimo Guidolin & Manuela Pedio & Alessandra tosi, 2019, "Time-Varying Price Discovery in Sovereign Credit Markets," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19120.
  20. Massimo Guidolin & Francesco Melloni & Manuela Pedio, 2019, "A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19121.
  21. Massimo Guidolin & Manuela Pedio & Milena Petrova, 2019, "The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19122.
  22. Massimo Guidolin & Manuela Pedio, 2019, "Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 639.
  23. Roland Füss & Massimo Guidolin & Christian Koeppel, 2019, "Sentiment Risk Premia In The Cross-Section of Global Equity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1913, Aug, revised May 2020.
  24. Angelo D'Andrea & Nicola Limodio, 2019, "High-Speed Internet, Financial Technology and Banking in Africa," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19124.
  25. Nicola Limodio, 2019, "Bureaucrat Allocation in the Public Sector: Evidence from the World Bank," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 655.
  26. Limodio, Nicola, 2019, "Terrorism Financing, Recruitment and Attacks: Evidence from a Natural Experiment," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 287.
  27. Rossi, Stefano & Gulen, Huseyin & Ion, Mihai, 2019, "Credit Cycles, Expectations, and Corporate Investment," CEPR Discussion Papers, Centre for Economic Policy Research, number 13679, Apr.
  28. Rossi, Stefano & Weber, Michael & Michaely, Roni, 2019, "Signaling Safety," CEPR Discussion Papers, Centre for Economic Policy Research, number 14174, Dec.
  29. Sauvagnat, Julien & Grassi, Basile, 2019, "Production Networks and Economic Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 13953, Aug.

2018

  1. Brunella Bruno & Immacolata Marino, 2018, "How Do Banks Respond to Non-Performing Loans?," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 513, Nov, revised 30 Jul 2021.
  2. Emanuele Borgonovo & Stefano Caselli & Alessandra Cillo & Donato Masciandaro & Giovanno Rabitti, 2018, "Cryptocurrencies, central bank digital cash, traditional money: does privacy matter?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1895.
  3. Emanuele Borgonovo & Stefano Caselli & Alessandra Cillo & Donato Masciandaro, 2018, "Between Cash, Deposit And Bitcoin: Would We Like A Central Bank Digital Currency? Money Demand And Experimental Economics," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1875.
  4. Filippo De Marco & Marco Macchiavelli & Rosen Valchev, 2018, "Beyond Home Bias: Portfolio Holdings and Information Heterogeneity," Boston College Working Papers in Economics, Boston College Department of Economics, number 942, Jan.
  5. Favero, Carlo A. & Giavazzi, Francesco & Alesina, Alberto, 2018, "What do we know about the effects of austerity?," CEPR Discussion Papers, Centre for Economic Policy Research, number 12655, Jan.
  6. Favero, Carlo A. & Briganti, Edoardo & Karamysheva, Madina, 2018, "The Network Effects of Fiscal Adjustments," CEPR Discussion Papers, Centre for Economic Policy Research, number 13017, Jun.
  7. Pedro Bordalo & Nicola Gennaioli & Yueran Ma & Andrei Shleifer, 2018, "Over-reaction in Macroeconomic Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 24932, Aug.
  8. Pedro Bordalo & Nicola Gennaioli & Spencer Yongwook Kwon & Andrei Shleifer, 2018, "Diagnostic Bubbles," NBER Working Papers, National Bureau of Economic Research, Inc, number 25399, Dec.
  9. Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2018, "Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1884.
  10. Massimo Guidolin & Erwin Hansen & Martín Lozano-Banda, 2018, "Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1885.
  11. Massimo Guidolin & Manuela Pedio, 2018, "Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1886.
  12. Massimo Guidolin & Alexei G. Orlov, 2018, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1887.
  13. Massimo Guidolin & Andrea Ricci, 2018, "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1888.
  14. Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin, 2018, "Modeling Systemic Risk with Markov Switching Graphical SUR Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 626.
  15. Nicola Limodio & Francesco Strobbe, 2018, "Liquidity Requirements and Bank Deposits: Evidence from Ethiopia," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1879.
  16. Nicola Limodio & Francesco Strobbe, 2018, "Financial Regulation and Government Revenue: The Effects of a Policy Change in Ethiopia," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1880.
  17. Manconi, Alberto & Braggion, Fabio & Zhu, Haikun, 2018, "Can Technology Undermine Macroprudential Regulation? Evidence from Peer-to-Peer Credit in China," CEPR Discussion Papers, Centre for Economic Policy Research, number 12668, Jan.
  18. Manconi, Alberto & Neretina, Ekaterina & Renneboog, Luc, 2018, "Underwriter Competition and Bargaining Power in the Corporate Bond Market," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-034.
  19. Le Barbanchon, Thomas & Sauvagnat, Julien, 2018, "Electoral Competition, Voter Bias and Women in Politics," CEPR Discussion Papers, Centre for Economic Policy Research, number 13238, Oct.
  20. Jean-Noël Barrot & Erik Loualiche & Matthew Plosser & Julien Sauvagnat, 2018, "Did Import Competition Boost Household Debt Demand?," Liberty Street Economics, Federal Reserve Bank of New York, number 20180117, Jan.
  21. Mariassunta Giannetti & Nicolas Serrano-Velarde & Emanuele Tarantino, 2018, "Cheap Trade Credit and Competition in Downstream Markets," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2018_062, Dec.
  22. Andrea Sironi, 2018, "The evolution of banking regulation since the financial crisis: a critical assessment," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 18103.
  23. Alexander Dyck & Karl V. Lins & Lukas Roth & Hannes F. Wagner, 2018, "Do Institutional Investors Drive Corporate Social Responsibility? International Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1873.
  24. James O’Donovan & Hannes F. Wagner & Stefan Zeume, 2018, "The Value of Offshore Secrets: Evidence from the Panama Papers," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 634.

2017

  1. Bruno, Brunella & Nocera, Giacomo & Resti, Andrea, 2017, "Are risk-based capital requirements detrimental to corporate lending? Evidence from Europe," CEPR Discussion Papers, Centre for Economic Policy Research, number 12007, Apr.
  2. Brunella Bruno & Alexandra D’Onofrio & Immacolata Marino, 2017, "Financial Frictions and Corporate Investment in Bad Times. Who Cut Back Most?," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 463, Jan, revised 02 May 2017.
  3. Brunella Bruno & Alexandra D’Onofrio & Immacolata Marino, 2017, "Determinants of Bank Lending in Europe and the US. Evidence from Crisis and Post Crisis Years," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 462, Jan.
  4. Marino, Immacolata & D'Onofrio, Alexandra & Bruno, Brunella, 2017, "Determinants of bank lending in Europe and the United States: Evidence from crisis and post-crisis years," CEPR Discussion Papers, Centre for Economic Policy Research, number 12002, Apr.
  5. Brunella Bruno & Immacolata Marino, 2017, "Bad loans and resource allocation in crisis years: Evidence from European banks," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1752.
  6. Emanuele Borgonovo & Stefano Caselli & Alessandra Cillo & Donato Masciandaro, 2017, "Beyond Bitcoin And Cash: Do We Like A Central Bank Digital Currency? A Financial And Political Economics Approach," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1765.
  7. Carletti, Elena & Leonello, Agnese & Allen, Franklin & Goldstein, Itay, 2017, "Government guarantees and financial stability," Working Paper Series, European Central Bank, number 2032, Feb.
  8. Filippo De Marco, 2017, "Bank Lending and the European Sovereign Debt Crisis," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 213, May.
  9. Francesco C. Billari & Carlo A. Favero & Francesco Saita, 2017, "Nudging financial and demographic literacy: experimental evidence from an Italian Trade Union Pension Fund," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1767.
  10. Favero, Carlo A. & Giavazzi, Francesco & Alesina, Alberto & Paradisi, Matteo & Barbiero, Omar, 2017, "The effects of Fiscal Consolidations: Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 12016, May.
  11. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2017, "Memory, Attention, and Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 23256, Mar.
  12. Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2017, "Diagnostic Expectations and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23863, Sep.
  13. Massimo Guidolin & Francesco Chincoli, 2017, "Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1754.
  14. Elvira Caloiero & Massimo Guidolin, 2017, "Volatility as an Alternative asset Class: Does It Improve Portfolio Performance?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1763.
  15. Marta Giampietro & Massimo Guidolin & Manuela Pedio, 2017, "Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 614.
  16. Mark Iarovyi & sasson Bar Yosef & Itzhak Venezia, 2017, "Implied Maturity Mismatches and Investor Disagreement," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4507072, Apr.
  17. Nicola Limodio & Francesco Strobbe, 2017, "Bank Deposits and Liquidity Regulation: Evidence from Ethiopia," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 612.
  18. M. Ali Choudhary & Nicola Limodio, 2017, "Deposit Volatility, Liquidity and Long-Term Investment: Evidence from a Natural Experiment in Pakistan," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 613.
  19. Massa, Massimo & Manconi, Alberto & Luo, Mancy, 2017, "Much Ado About Nothing: Is the Market Affected by Political Bias?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11991, Apr.
  20. Massa, Massimo & Manconi, Alberto & Altieri, Michela, 2017, "Corporate Bond Guarantees and The Value of Financial Flexibility," CEPR Discussion Papers, Centre for Economic Policy Research, number 11992, Apr.
  21. Omarini, Anna, 2017, "Private Banking: New Frontiers In Getting Customers And Keeping Them," MPRA Paper, University Library of Munich, Germany, number 85226, Oct.
  22. Omarini, Anna, 2017, "The Digital Transformation in Banking and The Role of FinTechs in the New Financial Intermediation Scenario," MPRA Paper, University Library of Munich, Germany, number 85228, Jun.
  23. Roni Michaely & Stefano Rossi & Michael Weber & Michael Weber, 2017, "The Information Content of Dividends: Safer Profits, Not Higher Profits," CESifo Working Paper Series, CESifo, number 6751.
  24. Sauvagnat, Julien & Barrot, Jean-Noël & Loualiche, Erik & Plosser, Matthew, 2017, "Import Competition and Household Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 12098, Jun.
  25. Sébastien Pouget & Julien Sauvagnat & Stéphane Villeneuve, 2017, "A Mind Is a Terrible Thing to Change: Confirmatory Bias in Financial Markets," Post-Print, HAL, number halshs-01698658, Jun, DOI: 10.1093/rfs/hhw100.

2016

  1. Bruno, Brunella & Garcia-Appendini, Emilia & Nocera, Giacomo, 2016, "Experience and Brokerage in Asset Markets: Evidence from Art Auctions," Working Papers on Finance, University of St. Gallen, School of Finance, number 1605, Feb.
  2. Elena Carletti & Steven Ongena & Jan-Peter Siedlarek & Giancarlo Spagnolo, 2016, "The Impact of Merger Legislation on Bank Mergers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-33, May.
  3. Beck, Thorsten & Carletti, Elena & Goldstein, Itay, 2016, "Financial Regulation in Europe: Foundations and Challenges," CEPR Discussion Papers, Centre for Economic Policy Research, number 11147, Mar.
  4. Carletti, Elena & Leonello, Agnese, 2016, "Credit market competition and liquidity crises," Working Paper Series, European Central Bank, number 1932, Jul.
  5. Cespa, Giovanni & Colla, Paolo, 2016, "Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades," CEPR Discussion Papers, Centre for Economic Policy Research, number 11690, Dec.
  6. Filippo De Marco & Tomasz Wieladek, 2016, "The Real Effects of Capital Requirements and Monetary Policy: Evidence from the United Kingdom," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1640.
  7. Filippo De Marco & Marco Macchiavelli, 2016, "The Political Origin of Home Bias: The Case of Europe," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-060, Jul, DOI: 10.17016/FEDS.2016.060.
  8. Favero, Carlo A. & Alesina, Alberto & Giavazzi, Francesco & Miano, Armando & Azzalini, Gualtiero, 2016, "Is it the "How" or the "When" that Matters in Fiscal Adjustments?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11644, Nov.
  9. Favero, Carlo A. & Tamoni, Andrea & Ortu, Fulvio & Yang, Haoxi, 2016, "Implications of Return Predictability across Horizons for Asset Pricing Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 11645, Nov.
  10. Camilla Ferretti & Giampaolo Gabbi & Piero Ganugi & Pietro Vozzella, 2016, "Rating Trajectories and Credit Risk Migration: Evidence for SMEs," DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number dises1615, Jul.
  11. Nicola Gennaioli & Stefano Rossi & Alberto Martin, 2016, "Banks, Government Bonds, and Default: what do the Data Say?," Working Papers, Barcelona School of Economics, number 910, Jul.
  12. Nicola Gennaioli & Yueran Ma & Andrei Shleifer, 2016, "Expectations and investment," BIS Working Papers, Bank for International Settlements, number 562, May.
  13. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2016, "Diagnostic Expectations and Credit Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 22266, May.
  14. Pedro Bordalo & Katherine B. Coffman & Nicola Gennaioli & Andrei Shleifer, 2016, "Beliefs about Gender," NBER Working Papers, National Bureau of Economic Research, Inc, number 22972, Dec.
  15. Giulia Dal Pra & Massimo Guidolin & Manuela Pedio & Fabiola Vasile, 2016, "Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1637.
  16. Nicola Limodio, 2016, "Manager Assignment and Project Returns: Evidence from the World Bank," STICERD - Economic Organisation and Public Policy Discussion Papers Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 61, Aug.
  17. Nicola Limodio, 2016, "Media, Demonstrations, and Public Good Delivery: Evidence from World Bank Projects during Natural Disasters," STICERD - Economic Organisation and Public Policy Discussion Papers Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 62, Aug.
  18. Limodio,Nicola & Strobbe,Francesco, 2016, "The development impact of financial regulation: evidence from Ethiopia and antebellum USA," Policy Research Working Paper Series, The World Bank, number 7734, Jun.
  19. omarini, anna, 2016, "Retail Banking: A Business in Deep Transformation," MPRA Paper, University Library of Munich, Germany, number 85229, Jun.
  20. Sauvagnat, Julien & Barrot, Jean-Noël & Loualiche, Erik, 2016, "The Globalization Risk Premium," CEPR Discussion Papers, Centre for Economic Policy Research, number 11733, Dec.
  21. Akcigit, Ufuk & Hanley, Douglas & Serrano-Velarde, Nicolas, 2016, "Back to Basics: Basic Research Spillovers, Innovation Policy and Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 11707, Dec.

2015

  1. Brunella Bruno & Giacomo Nocera & Andrea Resti, 2015, "The credibility of European banks’ risk-weighted capital: structural differences or national segmentations?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1509.
  2. Mascia Bedendo & Paolo Colla, 2015, "Sovereign and corporate credit risk: Evidence from the Eurozone," Post-Print, HAL, number hal-01157174, Aug, DOI: 10.1016/j.jcorpfin.2015.04.006.
  3. Giavazzi, Francesco & Alesina, Alberto & Favero, Carlo A. & Paradisi, Matteo & Barbiero, Omar, 2015, "Austerity in 2009-2013," CEPR Discussion Papers, Centre for Economic Policy Research, number 10347, Jan.
  4. Favero, Carlo A. & Bisetti, Emilio & Nocera, Giacomo & Tebaldi, Claudio, 2015, "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 10595, May.
  5. Favero, Carlo A. & Galasso, Vincenzo, 2015, "Demographics and the Secular Stagnation Hypothesis in Europe," CEPR Discussion Papers, Centre for Economic Policy Research, number 10887, Oct.
  6. Favero, Carlo A. & Karamysheva, Madina, 2015, "What Do We Know About Fiscal Multipliers?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10986, Dec.
  7. Viktar Fedaseyeu & Erik Gilje & Philip E. Strahan, 2015, "Voter Preferences and Political Change: Evidence from Shale Booms," NBER Working Papers, National Bureau of Economic Research, Inc, number 21789, Dec.
  8. Franco Ruzzenenti & Andreas Joseph & Elisa Ticci & Pietro Vozzella & Giampaolo Gabbi, 2015, "Interactions between financial and environmental networks in OECD countries," Papers, arXiv.org, number 1501.04992, Jan, revised Apr 2015.
  9. Iori, Giulia & Politi, Mauro & Germano, Guido & Gabbi, Giampaolo, 2015, "Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67565, Jul.
  10. Pedro Bordado & Nicola Gennaioli & Andrei Shleifer, 2015, "Salience and Consumer Choice," Working Papers, Barcelona School of Economics, number 501, Sep.
  11. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015, "A Model of Shadow Banking," Working Papers, Barcelona School of Economics, number 576, Sep.
  12. Rafael Laporta & Andrei Schleifer & Nicola Gennaioli & Florencio Lopez-de-Silanes, 2015, "Human Capital and Regional Development," Working Papers, Barcelona School of Economics, number 581, Sep.
  13. Nicola Gennaioli & Hans-Joachim Voth, 2015, "State Capacity and Military Conflict," Working Papers, Barcelona School of Economics, number 593, Sep.
  14. Nicola Gennaioli & Stefano Rossi & Alberto Martin, 2015, "Sovereign Default, Domestic Banks and Financial Institutions," Working Papers, Barcelona School of Economics, number 622, Sep.
  15. Nicola Gennaioli & Stefano Rossi, 2015, "Contractual Resolutions of Financial Distress," Working Papers, Barcelona School of Economics, number 651, Sep.
  16. Nicola Gennaioli & Enrico Perotti, 2015, "Standardized Enforcement: Access to Justice vs. Contractual Innovation," Working Papers, Barcelona School of Economics, number 652, Sep.
  17. Nicola Gennaioli & Giacomo A.M. Ponzetto, 2015, "Optimally Vague Contracts and the Law," Working Papers, Barcelona School of Economics, number 747, Sep.
  18. Nicola Gennaioli & Giacomo A.M. Ponzetto, 2015, "Contract Innovation and Legal Evolution under Imperfect Enforcement," Working Papers, Barcelona School of Economics, number 836, Sep.
  19. Bordalo, Pedro & Gennaioli, Nicola & Shleifer, Andrei, 2015, "Salience Theory of Judicial Decisions," Scholarly Articles, Harvard University Department of Economics, number 27814561.
  20. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015, "Neglected Risks: The Psychology of Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 20875, Jan.
  21. Marta Giampietro & Massimo Guidolin & Manuela Pedio, 2015, "Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1619.
  22. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015, "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 562.
  23. Alejandro Bernales & Massimo Guidolin, 2015, "Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 565.
  24. Becht, Marco & Rossi, Stefano & Polo, Andrea, 2015, "Does Mandatory Shareholder Voting Prevent Bad Acquisitions?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10506, Mar.
  25. Rossi, Stefano, 2015, "What Drives Financial Reform? Economics and Politics of the State-Level Adoption of Municipal Bankruptcy Laws," CEPR Discussion Papers, Centre for Economic Policy Research, number 10984, Dec.
  26. julien sauvagnat & Erik Loualiche & Jean-Noel Barrot, 2015, "Import Competition and the Cost of Capital," 2015 Meeting Papers, Society for Economic Dynamics, number 898.
  27. Steve Bond & Gicoamo Rodano & Nicolas Serrano-Velarde, 2015, "Investment Dynamics in Italy: Financing Constraints, Demand and Uncertainty," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 283, Jul.
  28. Gicoamo Rodano & Nicolas Serrano-Velarde & Emanuele Tarantino, 2015, "Bankruptcy law and bank financing," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1013, Jun.
  29. Giacomo Rodano & Nicolas Serrano-Velarde & Emanuele Tarantino, 2015, "Lending Standards Over the Credit Cycle," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 563.
  30. Franks, Julian & Becht, Marco & Wagner, Hannes & Grant, Jeremy, 2015, "The Returns to Hedge Fund Activism: An International Study," CEPR Discussion Papers, Centre for Economic Policy Research, number 10507, Mar.

2014

  1. Franklin Allen & Elena Carletti & Robert Marquez, 2014, "Stakeholder Governance, Competition and Firm Value," CESifo Working Paper Series, CESifo, number 4652.
  2. Allen, Franklin & Carletti, Elena & Cull, Robert & Jun Qian & Senbet, Lemma & Valenzuela, Patricio, 2014, "The African financial development and financial inclusion gaps," Policy Research Working Paper Series, The World Bank, number 7019, Sep.
  3. Alesina, Alberto & Favero, Carlo & Giavazzi, Francesco, 2014, "The output effect of fiscal consolidation plans," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 76.
  4. Viktar Fedaseyeu & Robert M. Hunt, 2014, "The economics of debt collection: enforcement of consumer credit contracts," Working Papers, Federal Reserve Bank of Philadelphia, number 14-7, Mar.
  5. Vinko Zlati'c & Giampaolo Gabbi & Hrvoje Abraham, 2014, "Reduction of systemic risk by means of Pigouvian taxation," Papers, arXiv.org, number 1406.5817, Jun.
  6. Giampaolo Gabbi & Elisa Ticci & Pietro Vozzella, 2014, "Financialisation and Economic and Financial Crises: The Case of Italy," FESSUD studies, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number fstudy23, Dec.
  7. Giampaolo Gabbi & Elisa Ticci, 2014, "Implications of financialisation for sustainability," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper47, Aug.
  8. Giampaolo Gabbi & Alesia Kalbaska & Alessandro Vercelli, 2014, "Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper56, Sep.
  9. Pietro Vozzella & Giampaolo Gabbi & Massimo Matthias, 2014, "Financial Regulation in Italy," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper60, Sep.
  10. Shleifer, Andrei & Vishny, Robert & Gennaioli, Nicola, 2014, "Finance and the Preservation of Wealth," CEPR Discussion Papers, Centre for Economic Policy Research, number 9890, Mar.
  11. Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert W., 2014, "Money Doctors," Scholarly Articles, Harvard University Department of Economics, number 12965657.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015, "Money Doctors," Journal of Finance, American Finance Association, volume 70, issue 1, pages 91-114, February.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2012, "Money Doctors," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 464.
    • Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2012, "Money Doctors," NBER Working Papers, National Bureau of Economic Research, Inc, number 18174, Jun.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, undated, "Money Doctors," Working Paper, Harvard University OpenScholar, number 228501.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, undated, "Money Doctors," Working Paper, Harvard University OpenScholar, number 69721.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2012, "Money doctors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1355, Jun.
  12. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2014, "Stereotypes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20106, May.
    • Pedro Bordalo & Katherine Coffman & Nicola Gennaioli & Andrei Shleifer, 2016, "Stereotypes," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 131, issue 4, pages 1753-1794.
    • Pedro Bordalo & Katherine Coffman & Nicola Gennaioli & Andrei Shleifer, 2014, "Stereotypes," Working Paper, Harvard University OpenScholar, number 200246, Sep.
    • Pedro Bordalo & Katherine Coffman & Nicola Gennaioli & Andrei Shleifer, undated, "Stereotypes," Working Paper, Harvard University OpenScholar, number 373306.
    • Pedro Bordalo & Katherine Coffman & Nicola Gennaioli & Andrei Shleifer, undated, "Stereotypes," Working Paper, Harvard University OpenScholar, number 467407.
  13. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2014, "Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1623.
  14. Sabrina Buti & Barbara Rindi & Ingrid M. Werner, 2014, "Dark Pool Trading Strategies, Market Quality and Welfare," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 530.
  15. Rossi, Stefano & Tinn, Katrin, 2014, "Man or machine? Rational trading without information about fundamentals," CEPR Discussion Papers, Centre for Economic Policy Research, number 9958, May.
  16. Rossi, Stefano & Grinstein, Yaniv, 2014, "Good Monitoring, Bad Monitoring," CEPR Discussion Papers, Centre for Economic Policy Research, number 9960, May.
  17. Douglas Hanley & Ufuk Akcigit & Nicolas Serrano-Velarde, 2014, "Back to Basics: Basic Research Spillovers, Innovation Policy and Growth," Working Paper, Department of Economics, University of Pittsburgh, number 535, Jan, revised Jan 2014.

2013

  1. Franklin Allen & Elena Carletti & Robert Cull & Jun “Qj” Qian & Lemma Senbet & Patricio Valenzuela, 2013, "Improving Access to Banking: Evidence from Kenya," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 298.
  2. Franklin Allen & Elena Carletti, 2013, "Deposits and Bank Capital Structure," Economics Working Papers, European University Institute, number ECO2013/03.
  3. Allen, Franklin & Carletti, Elena & Cull, Robert & Qian, Jun & Senbet, Lemma & Valenzuela, Patricio, 2013, "Resolving the African financial development gap : cross-country comparisons and a within-country study of Kenya," Policy Research Working Paper Series, The World Bank, number 6592, Sep.
  4. Carlo A. Favero & Linlin Niu & Luca Sala, 2013, "Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
  5. Viktar Fedaseyeu, 2013, "Debt collection agencies and the supply of consumer credit," Working Papers, Federal Reserve Bank of Philadelphia, number 13-38.
  6. Costanza Consolandi & Giampaolo Gabbi & Massimo Matthias & Pietro Vozzella, 2013, "The Italian Financial System," FESSUD studies, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number fstudy12, Oct.
  7. Bordalo, Pedro & Gennaioli, Nicola & Shleifer, Andrei, 2013, "Salience and Asset Prices," Scholarly Articles, Harvard University Department of Economics, number 11688793.
  8. Nicola Gennaioli & Rafael La Porta & Florencio Lopez de Silanes & Andrei Shleifer, 2013, "Growth in Regions," NBER Working Papers, National Bureau of Economic Research, Inc, number 18937, Apr.
    • Nicola Gennaioli & Rafael La Porta & Florencio Lopez De Silanes & Andrei Shleifer, 2014, "Growth in regions," Journal of Economic Growth, Springer, volume 19, issue 3, pages 259-309, September, DOI: 10.1007/s10887-014-9105-9.
    • Nicola Gennaioli & Rafael LaPorta & Florencio Lopez-de-Silanes & Andrei Shleifer, undated, "Growth in Regions," Working Paper, Harvard University OpenScholar, number 73436.
  9. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2013, "Competition for Attention," NBER Working Papers, National Bureau of Economic Research, Inc, number 19076, May.
  10. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013, "Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section," Working Paper, Norges Bank, number 2013/19, Aug.
  11. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013, "Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?," Working Paper, Norges Bank, number 2013/22, Sep.
  12. Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2013, "How did the financial crisis alter the correlations of U.S. yield spreads?," Working Papers, Federal Reserve Bank of St. Louis, number 2013-005, DOI: 10.20955/wp.2013.005.
  13. Erik Berwart & Massimo Guidolin & Andreas Milidonis, 2013, "An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 482.
  14. Massimo Guidolin & Hening Liu, 2013, "Ambiguity Aversion and Under-diversification," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 483.
  15. Alejandro Bernales & Massimo Guidolin, 2013, "The Effects of Information Asymmetries on the Success of Stock Option Listings," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 484.
  16. Buti, Sabrina & Rindi, Barbara & Wen, Yuanji & Werner, Ingrid M., 2013, "Tick Size Regulation and Sub-Penny Trading," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-14, Sep.
  17. Arie E. Gozluklu & Pietro Perotti & Barbara Rindi & Roberta Fredella, 2013, "Removing the Trade Size Constraint? Evidence from the Italian Market Design," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 493.
  18. Buti, Sabrina & Consonni, Francesco & Rindi, Barbara & Werner, Ingrid M., 2013, "Sub-Penny and Queue-Jumping," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-18, Nov.
  19. Gabaix, Xavier & Landier, Augustin & Sauvagnat, Julien, 2013, "CEO Pay and Firm Size: an Update after the Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 9498, Jun.
  20. Giuliano Iannotta & Giacomo Nocera & Andrea Sironi, 2013, "The impact of government ownership on bank risk," Post-Print, HAL, number hal-00840432, DOI: 10.1016/j.jfi.2012.11.002.

2012

  1. Stefano Bonini & Senem Alkan & Antonio Salvi, 2012, "The Effects of Venture Capitalists on the Governance of Firms," Post-Print, HAL, number hal-02312967, Jan, DOI: 10.1111/j.1467-8683.2011.00888.x.
  2. Stefano Bonini, 2012, "Secondary Buyouts," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 441.
  3. Franklin ALLEN & Elena CARLETTI & Jun 'QJ' QIAN & Patricio VALENZUELA, 2012, "Financial Intermediation, Markets, and Alternative Financial Sectors," Economics Working Papers, European University Institute, number ECO2012/11.
  4. ALLEN, Franklin & CARLETTI, Elena & GALE, Douglas, 2012, "Money, Financial Stability and Efficiency," Economics Working Papers, European University Institute, number ECO2012/16.
  5. Tobias Adrian & Paolo Colla & Hyun Song Shin, 2012, "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9," NBER Working Papers, National Bureau of Economic Research, Inc, number 18335, Aug.
  6. Favero, Carlo A. & De Santis, Roberto A & Roffia, Barbara, 2012, "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," CEPR Discussion Papers, Centre for Economic Policy Research, number 8957, May.
  7. Giavazzi, Francesco & Alesina, Alberto & Favero, Carlo A., 2012, "The output effect of fiscal consolidations," CEPR Discussion Papers, Centre for Economic Policy Research, number 9105, Aug.
  8. Carlo A. Favero, 2012, "Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 431.
  9. Emilio Bisetti & Carlo A. Favero, 2012, "Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 439.
  10. Viktar Fedaseyeu & Vitaliy Strohush, 2012, "Loans from the Government, Overinvestment by Households, and Asset Bubbles," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 443.
  11. Thomas J. Chemmanur & Viktar Fedaseyeu, 2012, "A Theory of Corporate Boards and Forced CEO Turnover," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 444.
  12. Shleifer, Andrei & Bordalo, Pedro & Gennaioli, Nicola, 2012, "Salience Theory of Choice Under Risk," Scholarly Articles, Harvard University Department of Economics, number 10636303.
  13. Bordalo, Pedro & Gennaioli, Nicola & Shleifer, Andrei, 2012, "Salience and Experimental Tests of the Endowment Effect," Scholarly Articles, Harvard University Department of Economics, number 10636304.
  14. Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012, "Neglected Risks, Financial Innovation, and Financial Fragility," Scholarly Articles, Harvard University Department of Economics, number 10886835.
  15. Massimo Guidolin & Stuart Hyde, 2012, "Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 455.
  16. Alejandro Bernales & Massimo Guidolin, 2012, "Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 456.
  17. Augustin Landier & Julien Sauvagnat & David Sraer & David Thesmar, 2012, "Bottom-Up Corporate Governance," Post-Print, HAL, number hal-01026127, DOI: 10.1093/rof/rfs020.
  18. Giacomo Rodano & Emanuele Tarantino & Nicolas Serrano-Velarde, 2012, "Bankruptcy Law and the Cost of Banking Finance," Working Papers, Oxford University Centre for Business Taxation, number 1218.
  19. Theodosios Dimopoulos & Hannes F. Wagner, 2012, "Corporate Governance and CEO Turnover Decisions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-16, Mar.

2011

  1. Allen, Franklin & Carletti, Elena, 2011, "New Theories to Underpin Financial Reform," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-40, Feb.
  2. Allen, Franklin & Carletti, Elena & Babus, Ana, 2011, "Asset Commonality, Debt Maturity and Systemic Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 8476, Jul.
  3. Tobias Adrian & Paolo Colla & Hyun Song Shin, 2011, "Which financial frictions? Parsing the evidence from the financial crisis of 2007-09," Staff Reports, Federal Reserve Bank of New York, number 528.
  4. Giavazzi, Francesco & Favero, Carlo A. & Perego, Jacopo, 2011, "Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 8517, Aug.
  5. Missale, Alessandro & Favero, Carlo A., 2011, "Sovereign spreads in the Euro area: Which prospects for a Eurobond?," CEPR Discussion Papers, Centre for Economic Policy Research, number 8637, Nov.
  6. Carlo A. Favero & Arie E. Gozluklu & Haoxi Yang, 2011, "Demographics and The Behaviour of Interest Rates," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 388.
  7. Carlo Favero & Marco Giacoletti, 2011, "Progress in Medicine, Limits to Life and Forecasting Mortality," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 406.
  8. Fabio C. Bagliano & Carlo A. Favero & Giovanna Nicodano, 2011, "Insider Trading, Traded Volume and Returns," Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino, number 26, Oct.
  9. Gennaioli, Nicola, 2011, "Optimal Contracts with Enforcement Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 8405, May.
  10. Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011, "Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns," Working Paper, Norges Bank, number 2011/19, Dec.
  11. Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011, "A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets," Working Papers, Federal Reserve Bank of St. Louis, number 2011-003, DOI: 10.20955/wp.2011.003.
  12. Massimo Guidolin, 2011, "Markov Switching Models in Empirical Finance," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 415.
  13. Limodio, Nicola, 2011, "The highway concession system in Italy : history, regulation and politics," Policy Research Working Paper Series, The World Bank, number 5567, Feb.
  14. Limodio, Nicola, 2011, "The success of infrastructure projects in low-income countries and the role of selectivity," Policy Research Working Paper Series, The World Bank, number 5694, Jun.
  15. Limodio, Nicola, 2011, "The impact of pro-vulnerable income transfers : Leisure, dependency and a distribution hypothesis," Policy Research Working Paper Series, The World Bank, number 5881, Nov.
  16. Anna Battauz & Marzia De Donno & Fulvio Ortu, 2011, "Envelope theorems in Banach lattices," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 396.
  17. Sabrina Buti & Barbara Rindi, 2011, "Undisclosed Orders and Optimal Submission Strategies in a Dynamic Limit Order Market," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 389.
  18. Sabrina Buti & Barbara Rindi & Ingrid M. Werner, 2011, "Dark Pool Trading Strategies," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 421.
  19. Nicolas Serrano-Velarde & Douglas Hanley & Ufuk Akcigit, 2011, "Back to Basics: Private and Public Investment in Basic R&D and Macroeconomic Growth," 2011 Meeting Papers, Society for Economic Dynamics, number 1196.

2010

  1. Stefano Bonini & Laura Zanetti & Roberto Bianchini & Antonio Salvi, 2010, "Target price accuracy in equity research," Post-Print, HAL, number hal-02312632, Nov, DOI: 10.1111/j.1468-5957.2010.02209.x.
  2. Allen, F. & Babus, A. & Carletti, E., 2010, "Financial Connections and Systemic Risk," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-88S.
  3. Franklin Allen & Elena Carletti, 2010, "The Global Financial Crisis," Working Papers Central Bank of Chile, Central Bank of Chile, number 575, May.
  4. Franklin Allen & Elena Carletti, 2010, "Financial Regulation Going Forward," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-18, Jul.
  5. Allen, Franklin & Carletti, Elena & Cull, Robert & Qian, Jun & Senbet, Lemma, 2010, "The African Financial Development Gap," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 10-18, Sep.
  6. Paolo Colla & José M. Marín, 2010, "Performance evaluation in competitive REE models," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2010-21, Oct.
  7. Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea, 2010, "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 7734, Mar.
  8. Giavazzi, Francesco & Favero, Carlo A., 2010, "Reconciling VAR-based and Narrative Measures of the Tax-Multiplier," CEPR Discussion Papers, Centre for Economic Policy Research, number 7769, Mar.
  9. Carlo A. Favero & Andrea Tamoni, 2010, "Demographics and the Econometrics of the Term Structure of Stock Market Risk," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 367.
  10. Junye Lia & Carlo Favero & Fulvio Ortu, 2010, "A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 370.
  11. Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2010, "Financial Innovation and Financial Fragility," Institutions and Markets Papers, Fondazione Eni Enrico Mattei (FEEM), number 96496, Nov, DOI: 10.22004/ag.econ.96496.
  12. Gennaioli, N. & Shleifer, Andrei, 2010, "What Comes to Mind," Scholarly Articles, Harvard University Department of Economics, number 27867129.
  13. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010, "1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 190.
  14. Massimo Guidolin & Giovanna Nicodano, 2010, "Ex Post Portfolio Performance with Predictable Skewness and Kurtosis," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 191.
  15. Massimo Guidolin & Stuart Hyde, 2010, "Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective," Working Papers, Federal Reserve Bank of St. Louis, number 2010-002, DOI: 10.20955/wp.2010.002.
  16. Massimo Guidolin & Daniel L. Thornton, 2010, "Predictions of short-term rates and the expectations hypothesis," Working Papers, Federal Reserve Bank of St. Louis, number 2010-013, DOI: 10.20955/wp.2010.013.
  17. Massimo Guidolin & Yu Man Tam, 2010, "A yield spread perspective on the great financial crisis: break-point test evidence," Working Papers, Federal Reserve Bank of St. Louis, number 2010-026, DOI: 10.20955/wp.2010.026.
  18. Massimo Guidolin & Francesca Rinaldi, 2010, "Ambiguity in asset pricing and portfolio choice: a review of the literature," Working Papers, Federal Reserve Bank of St. Louis, number 2010-028, DOI: 10.20955/wp.2010.028.
  19. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2010, "Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence," Working Papers, Federal Reserve Bank of St. Louis, number 2010-039, DOI: 10.20955/wp.2010.039.
  20. Massimo Guidolin & Federica Ria, 2010, "Regime shifts in mean-variance efficient frontiers: some international evidence," Working Papers, Federal Reserve Bank of St. Louis, number 2010-040, DOI: 10.20955/wp.2010.040.
  21. Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M., 2010, "Dynamic Dark Pool Trading Strategies in Limit Order Markets," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2010-6, Mar.
  22. Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M., 2010, "Diving into Dark Pools," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2010-10, Jun.
  23. Sauvagnat, Julien, 2010, "Prosecution and Leniency Programs: a Fool's Game," TSE Working Papers, Toulouse School of Economics (TSE), number 10-188, Sep.

2009

  1. Franklin Allen & Elena Carletti & Finn Poschmann, 2009, "Marking to Market for Financial Institutions: A Common Sense Resolution," e-briefs, C.D. Howe Institute, number 73, Feb.
  2. Franklin Allen & Elena Carletti & Douglas Gale, 2009, "Interbank Market Liquidity and Central Bank Intervention," Economics Working Papers, European University Institute, number ECO2009/09.
  3. Franklin Allen & Elena Carletti & Robert Marquez, 2009, "Stakeholder Capitalism, Corporate Governance and Firm Value," Economics Working Papers, European University Institute, number ECO2009/10.
  4. Favero, Carlo A. & Consolo, Agostino & Paccagnini, Alessia, 2009, "On the Statistical Identification of DSGE Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 7176, Feb.
  5. Favero, Carlo A. & Consolo, Agostino, 2009, "Monetary Policy Inertia: More a Fiction than a fact?," CEPR Discussion Papers, Centre for Economic Policy Research, number 7341, Jun.
  6. Giavazzi, Francesco & Favero, Carlo A., 2009, "How Large Are the Effects of Tax Changes?," CEPR Discussion Papers, Centre for Economic Policy Research, number 7439, Aug.
  7. Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2009, "Institutions, Public Debt and Foreign Finance," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 124.
  8. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009, "Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 82, Feb.
  9. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2009, "Non-linear predictability in stock and bond returns: when and where is it exploitable?," Working Papers, Federal Reserve Bank of St. Louis, number 2008-010, DOI: 10.20955/wp.2008.010.
  10. Massimo Guidolin & Francesca Rinaldi, 2009, "A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?," Working Papers, Federal Reserve Bank of St. Louis, number 2009-020, DOI: 10.20955/wp.2009.020.
  11. Boutin, Xavier & Cestone, Giacinta & Fumagalli, Chiara & Pica, Giovanni & Serrano-Velarde, Nicolas, 2009, "The Deep-Pocket Effect of Internal Capital Markets," Institutions and Markets Papers, Fondazione Eni Enrico Mattei (FEEM), number 55829, Dec, DOI: 10.22004/ag.econ.55829.
  12. Laurent Bach & Nicolas Serrano-Velarde, 2009, "The Power of Dynastic Commitment," Working Papers, Oxford University Centre for Business Taxation, number 0924.

2008

  1. Franklin Allen & Elena Carletti, 2008, "Financial system: shock absorber or amplifier?," BIS Working Papers, Bank for International Settlements, number 257, Jul.
  2. Antonio Mele, 2008, "Information Linkages and Correlated Trading," FMG Discussion Papers, Financial Markets Group, number dp620, Oct.
  3. von Thadden, Ernst-Ludwig & Pagano, Marco & Favero, Carlo A., 2008, "How Does Liquidity Affect Government Bond Yields?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6649, Jan.
  4. Giavazzi, Francesco & Favero, Carlo A., 2008, "Should the Euro Area be Run as a Closed Economy?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6654, Jan.
  5. Carlo Favero & Francesco Giavazzi, 2008, "The ECB and the bond market," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 314, Mar.
  6. Andrea Tamoni & Arie E.Gozluklu & Carlo A.Favero, 2008, "Demographics and fluctuations in Dividend/Price," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 345.
  7. Gennaioli, Nicola & Rossi, Stefano, 2008, "Judicial Discretion in Corporate Bankruptcy," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2008-5, Apr.
  8. Gennaioli, Nicola & Rossi, Stefano, 2008, "Optimal Resolutions of Financial Distress by Contract," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2008-6, Apr.
  9. Gennaioli, Nicola & Shleifer, Andrei, 2008, "Judicial Fact Discretion," Scholarly Articles, Harvard University Department of Economics, number 3451304.
  10. Guidolin, Massimo & Thornton, Daniel L., 2008, "Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates," Working Paper Series, European Central Bank, number 977, Dec.
  11. Massimo Guidolin & Stuart Hyde, 2008, "Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK," Working Papers, Federal Reserve Bank of St. Louis, number 2008-005, DOI: 10.20955/wp.2008.005.
  12. Marco Becht & Julian Franks & Colin Mayer & Stefano Rossi, 2008, "Returns to Shareholder Activism," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe07.
  13. Marco Becht & Colin Mayer & Hannes F. Wagner, 2008, "Where do firms incorporate? Deregulation and the cost of entry," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe04.

2007

  1. Carletti, Elena & Hartmann, Philipp & Ongena, Steven, 2007, "The economic impact of merger control: what is special about banking?," Working Paper Series, European Central Bank, number 786, Jul.
  2. Carletti, Elena & Hartmann, Philipp & Onega, Steven, 2007, "The economic impact of merger control legislation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/04.
  3. Giavazzi, Francesco & Favero, Carlo A., 2007, "Debt and the Effects of Fiscal Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 6092, Feb.
  4. Favero, Carlo A. & Sala, Luca & Niu, Linlin, 2007, "Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set," CEPR Discussion Papers, Centre for Economic Policy Research, number 6206, Mar.
  5. Carlo A. Favero, 2007, "Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 327.
  6. Carlo A. Favero, 2007, "The Econometrics of Monetary Policy: an Overview," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 329.
  7. Francesco Caselli & Nicola Gennaioli, 2007, "Economics and Politics of Alternative Institutional Reforms," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0775, Jan.
  8. Gennaioli, Nicola & Shleifer, Andrei, 2007, "Overruling and the instability of law," Scholarly Articles, Harvard University Department of Economics, number 27867133.
  9. Gennaioli, Nicola & Shleifer, Andrei, 2007, "The Evolution of Common Law," Scholarly Articles, Harvard University Department of Economics, number 3451305.
  10. Timmermann, Allan & Guidolin, Massimo, 2007, "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 6188, Mar.
  11. Massimo Guidolin & Giovanna Nicodano, 2007, "Small Caps in International Diversified Portfolios," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 68, Nov.
  12. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007, "Investing in Mixed Asset Portfolios: the Ex-Post Performance," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 69, Nov.
  13. Massimo Guidolin & Stuart Hyde, 2007, "What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model," Working Papers, Federal Reserve Bank of St. Louis, number 2006-029, DOI: 10.20955/wp.2006.029.
  14. Massimo Guidolin & Carrie Fangzhou Na, 2007, "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers, Federal Reserve Bank of St. Louis, number 2006-059, DOI: 10.20955/wp.2006.059.
  15. Massimo Guidolin & Simona Mola, 2007, "Affiliated mutual funds and analyst optimism," Working Papers, Federal Reserve Bank of St. Louis, number 2007-017, DOI: 10.20955/wp.2007.017.
  16. Massimo Guidolin & Giovanna Nicodano, 2007, "Managing international portfolios with small capitalization stocks," Working Papers, Federal Reserve Bank of St. Louis, number 2007-030, DOI: 10.20955/wp.2007.030.
  17. Giuliano Iannotta & Giacomo Nocera & Andrea Sironi, 2007, "Ownership structure, risk and performance in the European banking industry," Post-Print, HAL, number hal-00861806, DOI: 10.1016/j.jbankfin.2006.07.013.

2006

  1. Allen, Franklin & Carletti, Elena, 2006, "Mark-to-market accounting and liquidity pricing," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/17.
  2. Andrea Pascucci & Francesco Corielli, 2006, "Degenerate Kolmogorov equations in option pricing," Computing in Economics and Finance 2006, Society for Computational Economics, number 268, Jul.
  3. Favero, Carlo A. & Panunzi, Fausto & Giglio, Stefano & Honorati, Maddalena, 2006, "The Performance of Italian Family Firms," CEPR Discussion Papers, Centre for Economic Policy Research, number 5786, Aug.
  4. Favero, Carlo A. & Giglio, Stefano, 2006, "Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods," CEPR Discussion Papers, Centre for Economic Policy Research, number 5793, Aug.
  5. Giampaolo Gabbi & Massimo Matthias & Marco De Lerma, 2006, "CART analysis of qualitative variables to improve credit rating processes," Computing in Economics and Finance 2006, Society for Computational Economics, number 179, Jul.
  6. Francesco Caselli & Nicola Gennaioli, 2006, "Dynastic Management," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0741, Aug.
  7. Massimo Guidolin & Allan Timmerman, 2006, "Asset allocation under multivariate regime switching," Working Papers, Federal Reserve Bank of St. Louis, number 2005-002, DOI: 10.20955/wp.2005.002.
  8. Massimo Guidolin & Allan Timmerman, 2006, "International asset allocation under regime switching, skew and kurtosis preferences," Working Papers, Federal Reserve Bank of St. Louis, number 2005-034, DOI: 10.20955/wp.2005.034.
  9. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2006, "Investing for the long-run in European real estate," Working Papers, Federal Reserve Bank of St. Louis, number 2006-028, DOI: 10.20955/wp.2006.028.
  10. Massimo Guidolin & Simona Mola, 2006, "Why do analysts continue to provide favorable coverage for seasoned stocks?," Working Papers, Federal Reserve Bank of St. Louis, number 2006-034, DOI: 10.20955/wp.2006.034.
  11. Mayer, Colin & Becht, Marco & Wagner, Hannes, 2006, "Where Do Firms Incorporate?," CEPR Discussion Papers, Centre for Economic Policy Research, number 5875, Oct.

2005

  1. Allen, Franklin & Carletti, Elena & Marquez, Robert, 2005, "Credit market competition and capital regulation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/23.
  2. Allen, Franklin & Carletti, Elena, 2005, "Credit risk transfer and contagion," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/25.
  3. Franklin Allen & Elena Carletti & Robert Marquez, 2005, "Bank competition and the role of regulation," Proceedings, Federal Reserve Bank of Chicago, number 977.
  4. Paolo, COLLA & Marc, GERMAIN & Vincent, VAN STEENBERGHE, 2005, "Environmental policy and speculation on markets for emission permits," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005049, Oct.
  5. COLLA, Paolo, 2005, "A market microstructure rationale for the S&P game," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005008, Feb.
  6. Favero, Carlo A. & Milani, Fabio, 2005, "Parameter Instability, Model Uncertainty and the Choice of Monetary Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 4909, Feb.
  7. Favero, Carlo A. & Söderström, Ulf & Kaminska, Iryna, 2005, "The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation," CEPR Discussion Papers, Centre for Economic Policy Research, number 4910, Feb.
  8. Favero, Carlo A. & Canova, Fabio, 2005, "Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey," CEPR Discussion Papers, Centre for Economic Policy Research, number 5101, Jun.
  9. Favero, Carlo A., 2005, "Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 5110, Jun.
  10. Favero, Carlo A. & Marcellino, Massimiliano, 2005, "Modelling and Forecasting Fiscal Variables for the euro Area," CEPR Discussion Papers, Centre for Economic Policy Research, number 5294, Oct.
  11. Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden, 2005, "Valutation, Liquidity and Risk in Government Bond Markets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 281.
  12. Carlo Favero & Tommaso Monacelli, 2005, "Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 282.
  13. Fabio Canova & Carlo Favero, 2005, "Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 922, Mar.
  14. Nicola Gennaioli & Andrei Shleifer, 2005, "The Evolution of Precedent," NBER Working Papers, National Bureau of Economic Research, Inc, number 11265, Apr.
  15. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2005, "Investing for the Long-Run in European Real Estate. Does Predictability Matter?," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 40, Mar.
  16. Massimo Guidolin & Giovanna Nicodano, 2005, "Small Caps in International Equity Portfolios: The Effects of Variance Risk," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 41, Feb.
  17. Massimo Guidolin & Allan Timmerman, 2005, "An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns," Working Papers, Federal Reserve Bank of St. Louis, number 2005-003, DOI: 10.20955/wp.2005.003.
  18. Massimo Guidolin, 2005, "Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle," Working Papers, Federal Reserve Bank of St. Louis, number 2005-005, DOI: 10.20955/wp.2005.005.
  19. Massimo Guidolin & Allan Timmerman, 2005, "Optimal portfolio choice under regime switching, skew and kurtosis preferences," Working Papers, Federal Reserve Bank of St. Louis, number 2005-006, DOI: 10.20955/wp.2005.006.
  20. Massimo Guidolin & Allan Timmerman, 2005, "Size and value anomalies under regime shifts," Working Papers, Federal Reserve Bank of St. Louis, number 2005-007, DOI: 10.20955/wp.2005.007.
  21. Gianluca Cassesse & Massimo Guidolin, 2005, "Modelling the MIB30 implied volatility surface. Does market efficiency matter?," Working Papers, Federal Reserve Bank of St. Louis, number 2005-008, DOI: 10.20955/wp.2005.008.
  22. Massimo Guidolin & Allan Timmerman, 2005, "Properties of equilibrium asset prices under alternative learning schemes," Working Papers, Federal Reserve Bank of St. Louis, number 2005-009, DOI: 10.20955/wp.2005.009.
  23. Sílvia Gonçalves & Massimo Guidolin, 2005, "Predictable dynamics in the S&P 500 index options implied volatility surface," Working Papers, Federal Reserve Bank of St. Louis, number 2005-010, DOI: 10.20955/wp.2005.010.
  24. Massimo Guidolin, 2005, "High equity premia and crash fears. Rational foundations," Working Papers, Federal Reserve Bank of St. Louis, number 2005-011, DOI: 10.20955/wp.2005.011.
  25. Massimo Guidolin, 2005, "Home bias and high turnover in an overlapping generations model with learning," Working Papers, Federal Reserve Bank of St. Louis, number 2005-012, DOI: 10.20955/wp.2005.012.
  26. Massimo Guidolin & Sadayuki Ono, 2005, "Are the dynamic linkages between the macroeconomy and asset prices time-varying?," Working Papers, Federal Reserve Bank of St. Louis, number 2005-056, DOI: 10.20955/wp.2005.056.
  27. Massimo Guidolin & Eliana La Ferrara, 2005, "The economic effects of violent conflict: evidence from asset market reactions," Working Papers, Federal Reserve Bank of St. Louis, number 2005-066, DOI: 10.20955/wp.2005.066.
  28. Anna Omarini & Philip Molineux, 2005, "PRIVATE BANKING IN EUROPE - Getting Clients & Keeping Them!," Finance, University Library of Munich, Germany, number 0509011, Sep.
  29. Andrea Resti & Andrea Sironi, 2005, "The Basel Committee Approach To Risk-Weights And External Ratings: What Do We Learn From Bond Spreads?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 548, Feb.
  30. Franks, Julian & Mayer, Colin & Wagner, Hannes F., 2005, "The Origins of the German Corporation – Finance, Ownership and Control," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 65, Oct.

2004

  1. Sonja Daltung & Vittoria Cerasi & Elena Carletti, 2004, "Multiple-bank lending: diversification and free-riding in monitoring," FMG Discussion Papers, Financial Markets Group, number dp490, Apr.
  2. COLLA, Paolo & GARCIA, Filomena, 2004, "Technology adoption with forward looking agents," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004041, Jun.
  3. Favero, Carlo A. & Carriero, Andrea & Kaminska, Iryna, 2004, "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 4301, Mar.
  4. Giavazzi, Francesco & Favero, Carlo A., 2004, "Inflation Targeting and Debt: Lessons from Brazil," CEPR Discussion Papers, Centre for Economic Policy Research, number 4376, May.
  5. Carlo A. Favero & Ottavio Ricchi & Cristian Tegami, 2004, "Forecasting Italian inflation with large datasets and many models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 269.
  6. Timmermann, Allan & Guidolin, Massimo, 2004, "Term Structure of Risk Under Alternative Econometric Specifications," CEPR Discussion Papers, Centre for Economic Policy Research, number 4645, Sep.
  7. La Ferrara, Eliana & Guidolin, Massimo, 2004, "Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms?," CEPR Discussion Papers, Centre for Economic Policy Research, number 4668, Oct.
  8. Massimo Guidolin, University of Virginia & Allan Timmermann, 2004, "Strategic Asset Allocation and Consumption Decisions under Multivariate Regime Switching," Econometric Society 2004 Australasian Meetings, Econometric Society, number 349, Aug.
  9. de Jong, Frank & Rindi, Barbara & Cheung, Yiu Chung, 2004, "Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms," CEPR Discussion Papers, Centre for Economic Policy Research, number 4285, Mar.
  10. Julian Franks & Colin Mayer & Stefano Rossi, 2004, "Spending Less Time with the Family: The Decline of Family Ownership in the UK," NBER Working Papers, National Bureau of Economic Research, Inc, number 10628, Jul.

2003

  1. Carletti, Elena, 2003, "The Structure of Bank Relationships, Endogenous Monitoring and Loan Rates," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 03-12, Mar.
  2. Carletti, Elena & Hartmann, Philipp & Spagnolo, Giancarlo, 2003, "Bank mergers, competition and liquidity," Working Paper Series, European Central Bank, number 292, Nov.
  3. Favero, Carlo A. & Monacelli, Tommas, 2003, "Monetary-Fiscal Mix and Inflation Performance: Evidence from the US," CEPR Discussion Papers, Centre for Economic Policy Research, number 3887, May.
  4. Favero, Carlo A. & Aiolfi, Marco, 2003, "Model Uncertainty, Thick Modelling and the Predictability of Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 3997, Aug.
  5. Guidolin, Massimo & Allan Timmermann, 2003, "Economic Implications of Bull and Bear Regimes in UK Stock Returns," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 95, Jun.
  6. Abbigail J. Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2003, "Subjective probabilities: psychological evidence and economic applications," Working Papers, Federal Reserve Bank of St. Louis, number 2003-009, DOI: 10.20955/wp.2003.009.
  7. Franks, Julian & Mayer, Colin & Rossi, Stefano, 2003, "The Origination and Evolution of Ownership and Control," CEPR Discussion Papers, Centre for Economic Policy Research, number 3822, Mar.
  8. Volpin, Paolo & Rossi, Stefano, 2003, "Cross-Country Determinants of Mergers and Acquisitions," CEPR Discussion Papers, Centre for Economic Policy Research, number 3889, May.
  9. Colin Mayer & Julian Franks & Stefano Rossi, 2003, "Ownership: Evolution and Regulation," Economics Series Working Papers, University of Oxford, Department of Economics, number 2003-FE-14, Sep.

2002

  1. Philipp Hartmann & Elena Carletti, 2002, "Competition and Stability: What's Special about Banking?," FMG Special Papers, Financial Markets Group, number sp140, Apr.
  2. Favero, Carlo A., 2002, "How do European Monetary and Fiscal Authorities Behave?," CEPR Discussion Papers, Centre for Economic Policy Research, number 3426, Jun.
  3. Rindi, Barbara, 2002, "Transparency, Liquidity and Price Formation," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 159, Aug.
  4. Edward I. Altman & Andrea Resti & Andrea Sironi, 2002, "The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios," BIS Working Papers, Bank for International Settlements, number 113, Jul.

2001

  1. Favero, Carlo A. & Mosca, Federico, 2001, "Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 2748, Mar.
  2. Favero, Carlo A., 2001, "Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates?," CEPR Discussion Papers, Centre for Economic Policy Research, number 2849, Jun.
  3. Favero, Carlo A. & Marcellino, Massimiliano, 2001, "Large Datasets, Small Models and Monetary Policy in Europe," CEPR Discussion Papers, Centre for Economic Policy Research, number 3098, Dec.
  4. Allan Timmerman & Massimo Guidolin, 2001, "Option prices and implied volatility dynamics under Bayesian learning," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number P3, Jan.
  5. Timmermann, Allan & Guidolin, Massimo, 2001, "Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities," CEPR Discussion Papers, Centre for Economic Policy Research, number 3005, Oct.

2000

  1. Carletti, Elena, 2000, "Soziale Sicherung: Herausforderungen an der Jahrhundertwende," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 00-44, Sep.
  2. Favero, Carlo A. & Bonfiglioli, Alessandra, 2000, "Measuring Co-Movements Between US and European Stock Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 2517, Jul.
  3. Giavazzi, Francesco & Favero, Carlo A., 2000, "Looking for Contagion: the Evidence from the ERM," CEPR Discussion Papers, Centre for Economic Policy Research, number 2591, Oct.
  4. Massimo Guidolin & Allan Timmermann, 2000, "Implied Learning Paths from Option Prices," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0447, Aug.
  5. Santis, Giorgio De & Gerard, Bruno & Ortu, Fulvio, 2000, "Generalized Numeraire Portfolios," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt7m36d1tv, Nov.
  6. Andrea Sironi, 2000, "Testing for market discipline in the European banking industry: evidence from subordinated debt issues," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2000-40.
  7. Andrea Sironi, 2000, "An analysis of European banks SND issues and its implications for the design of a mandatory subordinated debt policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2000-41.

1999

  1. Elena Carletti, 1999, "Bank Moral Hazard and Market Discipline," FMG Discussion Papers, Financial Markets Group, number dp326, May.
  2. Favero, Carlo A. & Bagliano, Fabio-Cesare & Franco, Francesco, 1999, "Measuring Monetary Policy in Open Economies," CEPR Discussion Papers, Centre for Economic Policy Research, number 2079, Feb.
  3. Rovelli, Riccardo & Favero, Carlo A., 1999, "Modelling and Identifying Central Banks' Preferences," CEPR Discussion Papers, Centre for Economic Policy Research, number 2178, Jun.
  4. Giavazzi, Francesco & Favero, Carlo A. & Flabbi, Luca, 1999, "The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets," CEPR Discussion Papers, Centre for Economic Policy Research, number 2303, Nov.

1998

  1. Dornbusch, Rudiger & Giavazzi, Francesco & Favero, Carlo A., 1998, "A Red Letter Day?," CEPR Discussion Papers, Centre for Economic Policy Research, number 1804, Mar.
  2. Rudiger Dornbusch & Carlo A. Favero & Francesco Giavazzi, 1998, "The Immediate Challenges for the European Central Bank," NBER Working Papers, National Bureau of Economic Research, Inc, number 6369, Jan.

1997

  1. Giavazzi, Francesco & Tabellini, Guido & Favero, Carlo A. & Iacone, Fabrizio, 1997, "Extracting Information from Asset Prices: The Methodology of EMU Calculators," CEPR Discussion Papers, Centre for Economic Policy Research, number 1676, Jul.
  2. Favero, Carlo A. & Bagliano, Fabio-Cesare, 1997, "Measuring Monetary Policy with VAR Models: An Evaluation," CEPR Discussion Papers, Centre for Economic Policy Research, number 1743, Nov.

1996

  1. Spaventa, Luigi & Giavazzi, Francesco & Favero, Carlo A., 1996, "High Yields: The Spread on German Interest Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 1330, Jan.
  2. Favero, Carlo A. & Pifferi, Marco & Iacone, Fabrizio, 1996, "Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States?," CEPR Discussion Papers, Centre for Economic Policy Research, number 1456, Sep.

1993

  1. Carlo A. FAVERO, 1993, "Ottimizzazione intertemporale e metodi econometrici in economia," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 32, May.
  2. Carlo A. FAVERO & Riccardo LUCCHETTI, 1993, "Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 42, Oct.

1992

  1. Favero, C.A. & Pesaran, M.H., 1992, "Oil Investment in the North Sea," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9204.
  2. Favero, C.A. & Pesaran, M.H. & Sharma, S., 1992, "Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9210.
  3. C. Favero, 1992, "Error Correction and Forward-looking Models for the U.K. Consumers' Expenditure," Working Papers, Queen Mary University of London, School of Economics and Finance, number 270, Jul.
  4. C. Favero & F. Spinelli, 1992, "Deficits, Money Growth and Inflation in Italy 1865-1990," Working Papers, Queen Mary University of London, School of Economics and Finance, number 279, Jul.

1991

  1. C. Favero, 1991, "Taxation and the Optimization of Oil Exploration and Production: The U.K. Continental Shelf," Working Papers, Queen Mary University of London, School of Economics and Finance, number 229, Jul.
  2. C.A. Favero, 1991, "Consumption and the Sale of the Crown's Land," Working Papers, Queen Mary University of London, School of Economics and Finance, number 230, Jul.

1990

  1. Favero, C.A., 1990, "The Role Of Taxation In An Intertemporal Optimization Model Of Exploration And Production Of Oil In The North Sea: An Evaluation," Papers, California Los Angeles - Applied Econometrics, number 15.
  2. Favero, C. & Hendry, D., 1990, "Testing The Lucas Critique: A Review," Economics Series Working Papers, University of Oxford, Department of Economics, number 99101.
  3. C.A. Favero & F.C. Bagliano, 1990, "Stabilization Policy and the Real Effects of Nominal Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 224, Jul.

1989

  1. Favero, C., 1989, "The Lucas' Critique, Feedback And Feedforward Mechanisms And The Consumtion Function: An Empirical Study," Economics Series Working Papers, University of Oxford, Department of Economics, number 9973.
  2. C.A. Favero & F.C. Bagliano, 1989, "Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86," Working Papers, Queen Mary University of London, School of Economics and Finance, number 197, Jul.

1969

  1. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 1969, "Stereotypes," Working Paper, Harvard University OpenScholar, number 154836, Dec.

Undated

  1. Francesco Corielli & Massimiliano Marcellino, undated, "Factor Based Index Trading," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 209.
  2. Fabio C. Bagliano & Carlo A. Favero, undated, "Information from financial markets and VAR measures of monetary policy," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 135.
  3. Carlo A. Favero, undated, "Does Macroeconomics Help Understand the Term Structure of Interest Rates?," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 195.
  4. Carlo A. Favero, undated, "Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 196.
  5. Carlo A. Favero & Marco Aiolfi & Giorgio Primiceri, undated, "Recursive `thick´ modeling of excess returns and portfolio allocation," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 197.
  6. Carlo A. Favero, undated, "Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 200.
  7. Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia, undated, "Principal components at work: The empirical analysis of monetary policy with large datasets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 223.
  8. Carlo Ambrogio Favero & Francesco Giavazzi, undated, "Why are Brazil´s Interest Rates so High?," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 224.
  9. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, undated, "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Economics Department, Working Paper Series, Economics Department, Pomona College, number 1001, revised 12 Feb 2020.
  10. Massimo Guidolin & Martin Lozano & Juan Arismendi Zambrano, undated, "Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n304-20.pdf.

Journal articles

2026

  1. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer & Stephen J. Terry, 2026, "Real Credit Cycles," American Economic Review, American Economic Association, volume 116, issue 4, pages 1274-1308, April, DOI: 10.1257/aer.20211820.
  2. Pedro Bordalo & John Conlon & Nicola Gennaioli & Spencer Kwon & Andrei Shleifer, 2026, "How People Use Statistics," The Review of Economic Studies, Review of Economic Studies Ltd, volume 93, issue 1, pages 250-285.
  3. Massimo Guidolin & Mingwei (Max) Liang & Milena Petrova, 2026, "The importance of considering regimes in long‐term asset allocation to real estate," Real Estate Economics, American Real Estate and Urban Economics Association, volume 54, issue 4, pages 1032-1079, July, DOI: 10.1111/1540-6229.70035.
  4. Guidolin, Massimo & Ionta, Serena, 2026, "Predicting commodity returns with climate variables: Statistical loss functions vs. economic value," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113028.
  5. Guidolin, Massimo & Ionta, Serena, 2026, "Predictive sorting of cryptocurrencies based on fundamentals and sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2026.102285.
  6. Massimo Guidolin & Manuela Pedio, 2026, "The pricing of biodiversity risk in commodity markets," Review of Finance, European Finance Association, volume 30, issue 1, pages 351-389.
  7. Marco Becht & Julian Franks & Hannes F. Wagner, 2026, "The Benefits of Access: Evidence from Private Meetings with Portfolio Firms," Journal of Finance, American Finance Association, volume 81, issue 2, pages 739-789, April, DOI: 10.1111/jofi.13495.

2025

  1. Babina, Tania & Bahaj, Saleem & Buchak, Greg & De Marco, Filippo & Foulis, Angus & Gornall, Will & Mazzola, Francesco & Yu, Tong, 2025, "Customer data access and fintech entry: Early evidence from open banking," Journal of Financial Economics, Elsevier, volume 169, issue C, DOI: 10.1016/j.jfineco.2024.103950.
  2. Bordalo, Pedro & Gennaioli, Nicola & La Porta, Rafael & Shleifer, Andrei, 2025, "Finance without exotic risk," Journal of Financial Economics, Elsevier, volume 173, issue C, DOI: 10.1016/j.jfineco.2025.104145.
  3. Pedro Bordalo & Giovanni Burro & Katherine Coffman & Nicola Gennaioli & Andrei Shleifer, 2025, "Imagining the Future: Memory, Simulation, and Beliefs," The Review of Economic Studies, Review of Economic Studies Ltd, volume 92, issue 3, pages 1532-1563.
  4. Nicola Gennaioli & Guido Tabellini, 2025, "Presidential Address: Identity Politics," Econometrica, Econometric Society, volume 93, issue 6, pages 1937-1967, November, DOI: 10.3982/ECTA22269.
  5. Nicola Gennaioli & Guido Tabellini, 2025, "Reply to: Comments on “Presidential Address: Identity Politics”," Econometrica, Econometric Society, volume 93, issue 6, pages 1977-1980, November, DOI: 10.3982/ECTA24596.
  6. Guidolin, Massimo & Hansen, Erwin & Cabrera, Gabriel, 2025, "Time-varying risk aversion and international stock returns," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102271.
  7. Massimo Guidolin & Serena Ionta, 2025, "Forecasting Asset Returns Using Nelson–Siegel Factors Estimated from the US Yield Curve," Econometrics, MDPI, volume 13, issue 2, pages 1-36, April.
  8. Massimo Guidolin & Giacomo Leonetti & Manuela Pedio, 2025, "Understanding the Factors Driving the Demand of Structured Investment Products," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 45, issue 9, pages 1154-1181, September, DOI: 10.1002/fut.22612.
  9. M Ali Choudhary & Ilaria Dal Barco & Ijlal A Haqqani & Federico Lenzi & Nicola Limodio, 2025, "Subnational Income, Growth, and the COVID-19 Pandemic," The World Bank Economic Review, World Bank, volume 39, issue 2, pages 362-376.
  10. Zhong Chen & Yi Liu & Stefano Rossi, 2025, "The Role of Lockups in Stock Mergers," Management Science, INFORMS, volume 71, issue 9, pages 7286-7311, September, DOI: 10.1287/mnsc.2023.00993.

2024

  1. Ceglar, Andrej & Parker, Miles & Pasqua, Carlo & Boldrini, Simone & Gabet, Marie & van der Zwaag, Sjoerd, 2024, "Economic and financial impacts of nature degradation and biodiversity loss," Economic Bulletin Articles, European Central Bank, volume 6.
  2. De Marco, Filippo & Petriconi, Silvio, 2024, "Bank Competition and Information Production," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 7, pages 3479-3499, November.
  3. Fabrizio Core & Filippo De Marco, 2024, "Information Technology and Credit: Evidence from Public Guarantees," Management Science, INFORMS, volume 70, issue 9, pages 6202-6219, September, DOI: 10.1287/mnsc.2023.4957.
  4. Massimo Amato & Everardo Belloni & Carlo A. Favero & Lucio Gobbi & Francesco Saraceno, 2024, "Stabilising market expectations through a market tool: a proposal for an enhanced TPI," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 41, issue 2, pages 597-615, July, DOI: 10.1007/s40888-023-00302-1.
  5. Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2024, "Belief Overreaction and Stock Market Puzzles," Journal of Political Economy, University of Chicago Press, volume 132, issue 5, pages 1450-1484, DOI: 10.1086/727713.
  6. Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Matthew OBrien & Andrei Shleifer, 2024, "Long-Term Expectations and Aggregate Fluctuations," NBER Macroeconomics Annual, University of Chicago Press, volume 38, issue 1, pages 311-347, DOI: 10.1086/729198.
  7. Massimo Guidolin & Giulia F. Panzeri, 2024, "Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models," Forecasting, MDPI, volume 6, issue 3, pages 1-33, September.
  8. Massimo Guidolin & Monia Magnani, 2024, "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," Risks, MDPI, volume 12, issue 2, pages 1-26, February.
  9. Monia Magnani & Massimo Guidolin & Ian Berk, 2024, "Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 7, pages 666-699, December, DOI: 10.1057/s41260-024-00377-w.
  10. Angelo D’Andrea & Nicola Limodio, 2024, "High-Speed Internet, Financial Technology, and Banking," Management Science, INFORMS, volume 70, issue 2, pages 773-798, February, DOI: 10.1287/mnsc.2023.4703.
  11. Rossi, Stefano & Yun, Hayong, 2024, "The political economy of municipal bankruptcy," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111735.
  12. Stefano Rossi & Hayong Yun, 2024, "Financial Reform and Public Good Provision: Municipal Bankruptcy Law and the Financing of Hospitals," Management Science, INFORMS, volume 70, issue 4, pages 2209-2235, April, DOI: 10.1287/mnsc.2023.4800.
  13. Huseyin Gulen & Mihai Ion & Candace E Jens & Stefano Rossi, 2024, "Credit Cycles, Expectations, and Corporate Investment," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 11, pages 3335-3385.
  14. Barrot, Jean-Noël & Bonelli, Maxime & Grassi, Basile & Sauvagnat, Julien, 2024, "Causal effects of closing businesses in a pandemic," Journal of Financial Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jfineco.2024.103794.
  15. Julien Sauvagnat & Fabiano Schivardi, 2024, "Are Executives in Short Supply? Evidence from Death Events," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 1, pages 519-559.
  16. Jean-Noël Barrot & Thorsten Martin & Julien Sauvagnat & Boris Vallée, 2024, "The Labor Market Effects of Loan Guarantee Programs," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 8, pages 2315-2354.
  17. Akcigit, Ufuk & Alp, Harun & Diegmann, André & Serrano-Velarde, Nicolas, 2024, "Wie Arbeitsplatzzusagen die Unternehmensdynamiken beeinflussen," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 30, issue 4, pages 85-88, DOI: 10.18717/wwn7v8-nr15.

2023

  1. Caselli, Stefano & Gatti, Stefano & Chiarella, Carlo & Gigante, Gimede & Negri, Giulia, 2023, "Do shareholders really matter for firm performance? Evidence from the ownership characteristics of Italian listed companies," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102544.
  2. Gigante, Gimede & Angioni, Ottavio, 2023, "The impact of preventive takeover defences on corporate financial performance: Evidence from the US," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103836.
  3. Gimede Gigante & Emiliano Sironi & Caterina Tridenti, 2023, "At the Frontier of Sustainable Finance: Impact Investing and the Financial Tradeoff; Evidence from Private Portfolio Companies in the United Kingdom," Sustainability, MDPI, volume 15, issue 5, pages 1-21, February.
  4. Gimede Gigante & Francesco Rubinacci, 2023, "Explaining M&A performance: a configurational approach," Applied Economics, Taylor & Francis Journals, volume 55, issue 5, pages 487-503, January, DOI: 10.1080/00036846.2022.2091107.
  5. Ian Berk & Massimo Guidolin & Monia Magnani, 2023, "New ESG rating drivers in the cross‐section of European stock returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 46, issue S1, pages 133-162, December, DOI: 10.1111/jfir.12356.
  6. Guidolin, Massimo & Wang, Kai, 2023, "The empirical performance of option implied volatility surface-driven optimal portfolios," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 618, issue C, DOI: 10.1016/j.physa.2023.128496.
  7. Massimo Guidolin & Manuela Pedio & Milena T. Petrova, 2023, "The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis," The Journal of Real Estate Finance and Economics, Springer, volume 67, issue 1, pages 108-149, July, DOI: 10.1007/s11146-020-09769-2.
  8. Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2023, "The dynamics of returns predictability in cryptocurrency markets," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 6, pages 583-611, April, DOI: 10.1080/1351847X.2022.2084343.
  9. Nicola Limodio & Francesco Strobbe, 2023, "Liquidity Requirements, Bank Deposits and Financial Development," Economica, London School of Economics and Political Science, volume 90, issue 357, pages 240-270, January, DOI: 10.1111/ecca.12453.
  10. Nicolás de Roux & Nicola Limodio, 2023, "Deposit Insurance and Depositor Behavior: Evidence from Colombia," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 7, pages 2721-2755.
  11. Anna Omarini, 2023, "Bank And Fintech For Transformation Of Financial Services: What To Keep And What Is Changing In The Industry," Journal of Financial Transformation, Capco Institute, volume 58, pages 104-113.
  12. Alexander Dyck & Karl V. Lins & Lukas Roth & Mitch Towner & Hannes F. Wagner, 2023, "Renewable Governance: Good for the Environment?," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 61, issue 1, pages 279-327, March, DOI: 10.1111/1475-679X.12462.

2022

  1. Stefano Bonini & Justin Deng & Mascia Ferrari & Kose John & David Gaddis Ross, 2022, "Long‐tenured independent directors and firm performance," Strategic Management Journal, Wiley Blackwell, volume 43, issue 8, pages 1602-1634, August, DOI: 10.1002/smj.3370.
  2. Fabio Bertoni & Stefano Bonini & Vincenzo Capizzi & Massimo G. Colombo & Sophie Manigart, 2022, "Digitization in the Market for Entrepreneurial Finance: Innovative Business Models and New Financing Channels," Entrepreneurship Theory and Practice, , volume 46, issue 5, pages 1120-1135, September, DOI: 10.1177/10422587211038480.
  3. Burro, Giovanni & McDonald, Rebecca & Read, Daniel & Taj, Umar, 2022, "Patience decreases with age for the poor but not for the rich: an international comparison," Journal of Economic Behavior & Organization, Elsevier, volume 193, issue C, pages 596-621, DOI: 10.1016/j.jebo.2021.11.005.
  4. Burro, Giovanni & Castagnetti, Alessandro, 2022, "Will I tell you that you are smart (dumb)? Deceiving Others about their IQ or about a Random Draw," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 100, issue C, DOI: 10.1016/j.socec.2022.101920.
  5. Bucciol, Alessandro & Burro, Giovanni, 2022, "Is there a happiness premium for working in the public sector? Evidence from Italy," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 97, issue C, DOI: 10.1016/j.socec.2022.101841.
  6. Filippo De Marco & Marco Macchiavelli & Rosen Valchev, 2022, "Beyond Home Bias: International Portfolio Holdings and Information Heterogeneity," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 9, pages 4387-4422.
  7. Gigante, Gimede & Manglaviti, Davide, 2022, "The ESG effect on the cost of debt financing: A sharp RD analysis," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102382.
  8. Gimede Gigante & Anna Zago, 2022, "DARQ technologies in the financial sector: artificial intelligence applications in personalized banking," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 15, issue 1, pages 29-57, May, DOI: 10.1108/QRFM-02-2021-0025.
  9. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
  10. Massimo Guidolin & Manuela Pedio, 2022, "Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns," Forecasting, MDPI, volume 4, issue 1, pages 1-32, February.
  11. Prajakta Desai & Massimo Guidolin, 2022, "Performance persistence and optimal asset allocation strategies," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 16, pages 1571-1598, November, DOI: 10.1080/1351847X.2021.1994439.
  12. Massimo Guidolin & Alexei G. Orlov, 2022, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 1-61, September, DOI: 10.1142/S2010139222500070.
  13. M Ali Choudhary & Nicola Limodio, 2022, "Liquidity Risk and Long-Term Finance: Evidence from a Natural Experiment," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 3, pages 1278-1313.
  14. Nicola Limodio, 2022, "Terrorism Financing, Recruitment, and Attacks," Econometrica, Econometric Society, volume 90, issue 4, pages 1711-1742, July, DOI: 10.3982/ECTA18530.
  15. Jean‐Noël Barrot & Erik Loualiche & Matthew Plosser & Julien Sauvagnat, 2022, "Import Competition and Household Debt," Journal of Finance, American Finance Association, volume 77, issue 6, pages 3037-3091, December, DOI: 10.1111/jofi.13185.
  16. Thomas Le & Julien Sauvagnat, 2022, "Electoral Competition, Voter Bias, and Women in Politics," Journal of the European Economic Association, European Economic Association, volume 20, issue 1, pages 352-394.

2021

  1. Annalisa Croce & Elisa Ughetto & Stefano Bonini & Vincenzo Capizzi, 2021, "Gazelles, ponies, and the impact of business angels’ characteristics on firm growth," Journal of Small Business Management, Taylor & Francis Journals, volume 59, issue 2, pages 223-248, March, DOI: 10.1080/00472778.2020.1844489.
  2. Brettschneider, Julia & Burro, Giovanni & Henderson, Vicky, 2021, "Wide framing disposition effect: An empirical study," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 330-347, DOI: 10.1016/j.jebo.2021.03.003.
  3. De Marco, Filippo & Kneer, Christiane & Wieladek, Tomasz, 2021, "The real effects of capital requirements and monetary policy: Evidence from the United Kingdom," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106237.
  4. Carletti, Elena & De Marco, Filippo & Ioannidou, Vasso & Sette, Enrico, 2021, "Banks as patient lenders: Evidence from a tax reform," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 6-26, DOI: 10.1016/j.jfineco.2020.07.021.
  5. Bordalo, Pedro & Gennaioli, Nicola & Kwon, Spencer Yongwook & Shleifer, Andrei, 2021, "Diagnostic bubbles," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 1060-1077, DOI: 10.1016/j.jfineco.2020.06.019.
  6. Giampaolo Bonomi & Nicola Gennaioli & Guido Tabellini, 2021, "Identity, Beliefs, and Political Conflict," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 136, issue 4, pages 2371-2411.
  7. Gimede Gigante & Giacomo Cozzio, 2021, "Equity crowdfunding: an empirical investigation of success factors in real estate crowdfunding," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 40, issue 6, pages 532-547, October, DOI: 10.1108/JPIF-06-2021-0055.
  8. Guidolin, Massimo & Pedio, Manuela & Tosi, Alessandra, 2021, "Time-varying price discovery in sovereign credit markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101388.
  9. Guidolin, Massimo & Pedio, Manuela, 2021, "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101943.
  10. Massimo Guidolin & Manuela Pedio, 2021, "Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?," Annals of Operations Research, Springer, volume 299, issue 1, pages 1317-1356, April, DOI: 10.1007/s10479-020-03515-w.
  11. Massimo Guidolin & Valentina Massagli & Manuela Pedio, 2021, "Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 18, pages 1804-1833, December, DOI: 10.1080/1351847X.2021.1917442.
  12. Timothy Besley & Nicola Fontana & Nicola Limodio, 2021, "Antitrust Policies and Profitability in Nontradable Sectors," American Economic Review: Insights, American Economic Association, volume 3, issue 2, pages 251-265, June, DOI: 10.1257/aeri.20200316.
  13. Nicola Limodio, 2021, "Bureaucrat Allocation in the Public Sector: Evidence from the World Bank," The Economic Journal, Royal Economic Society, volume 131, issue 639, pages 3012-3040.
  14. Marco Becht & Andrea Polo & Stefano Rossi, 2021, "Should Shareholders Have a Say on Acquisitions?," Journal of Applied Corporate Finance, Morgan Stanley, volume 33, issue 1, pages 48-57, March, DOI: 10.1111/jacf.12444.
  15. Rossi, Stefano & Tinn, Katrin, 2021, "Rational quantitative trading in efficient markets," Journal of Economic Theory, Elsevier, volume 191, issue C, DOI: 10.1016/j.jet.2020.105127.
  16. Michaely, Roni & Rossi, Stefano & Weber, Michael, 2021, "Signaling safety," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 405-427, DOI: 10.1016/j.jfineco.2020.08.013.
  17. Jean-Noël Barrot & Basile Grassi & Julien Sauvagnat, 2021, "Sectoral Effects of Social Distancing," AEA Papers and Proceedings, American Economic Association, volume 111, pages 277-281, May, DOI: 10.1257/pandp.20211108.
  18. Ufuk Akcigit & Douglas Hanley & Nicolas Serrano-Velarde, 2021, "Back to Basics: Basic Research Spillovers, Innovation Policy, and Growth," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 1, pages 1-43.
  19. Julian Franks & Nicolas Serrano-Velarde & Oren Sussman, 2021, "Marketplace Lending, Information Aggregation, and Liquidity
    [Joint projects without commitment]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 5, pages 2318-2361.
  20. Mariassunta Giannetti & Nicolas Serrano-Velarde & Emanuele Tarantino, 2021, "Cheap Trade Credit and Competition in Downstream Markets," Journal of Political Economy, University of Chicago Press, volume 129, issue 6, pages 1744-1796, DOI: 10.1086/713731.

2020

  1. Carlo A. Favero & Fulvio Ortu & Andrea Tamoni & Haoxi Yang, 2020, "Implications of Return Predictability for Consumption Dynamics and Asset Pricing," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 3, pages 527-541, July, DOI: 10.1080/07350015.2018.1527702.
  2. Burcu Kapar & Giulia Iori & Giampaolo Gabbi & Guido Germano, 2020, "Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 1, pages 283-331, January, DOI: 10.1007/s11403-019-00248-3.
  3. Pedro Bordalo & Nicola Gennaioli & Yueran Ma & Andrei Shleifer, 2020, "Overreaction in Macroeconomic Expectations," American Economic Review, American Economic Association, volume 110, issue 9, pages 2748-2782, September, DOI: 10.1257/aer.20181219.
  4. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2020, "Memory, Attention, and Choice," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 135, issue 3, pages 1399-1442.
  5. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2020, "Mildly explosive dynamics in U.S. fixed income markets," European Journal of Operational Research, Elsevier, volume 287, issue 2, pages 712-724, DOI: 10.1016/j.ejor.2020.03.053.
  6. Guidolin, Massimo & Ricci, Andrea, 2020, "Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 1-11, DOI: 10.1016/j.qref.2019.05.006.
  7. Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2020, "Monetary policy after the crisis: A threat to hedge funds' alphas?," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 3, pages 219-238, May, DOI: 10.1057/s41260-020-00160-7.
  8. Braggion, Fabio & Manconi, Alberto & Zhu, Haikun, 2020, "Credit and social unrest: Evidence from 1930s China," Journal of Financial Economics, Elsevier, volume 138, issue 2, pages 295-315, DOI: 10.1016/j.jfineco.2020.05.001.
  9. Anna Omarini, 2020, "Digital banking transformation, the case for re-bundling," BANCARIA, Bancaria Editrice, volume 1, pages 65-76, January.
  10. Omarini, Anna, 2020, "FinTech: A New Hedge for a Financial Re-intermediation. Strategy and Risk Perspective," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 3, pages 1-11, DOI: 10.3389/frai.2020.00063.

2019

  1. Bonini, Stefano & Capizzi, Vincenzo & Zocchi, Paola, 2019, "The performance of angel-backed companies," Journal of Banking & Finance, Elsevier, volume 100, issue C, pages 328-345, DOI: 10.1016/j.jbankfin.2018.12.006.
  2. Stefano Bonini & Vincenzo Capizzi & Douglas Cumming, 2019, "Emerging trends in entrepreneurial finance," Venture Capital, Taylor & Francis Journals, volume 21, issue 2-3, pages 133-136, July, DOI: 10.1080/13691066.2019.1607167.
  3. Stefano Bonini & Vincenzo Capizzi, 2019, "The role of venture capital in the emerging entrepreneurial finance ecosystem: future threats and opportunities," Venture Capital, Taylor & Francis Journals, volume 21, issue 2-3, pages 137-175, July, DOI: 10.1080/13691066.2019.1608697.
  4. Alessandra Cillo & Marco Bonetti & Giovanni Burro & Clelia Di Serio & Roberta De Filippis & Riccardo Maria Martoni, 2019, "Neurocognitive assessment in obsessive compulsive disorder patients: Adherence to behavioral decision models," PLOS ONE, Public Library of Science, volume 14, issue 2, pages 1-16, February, DOI: 10.1371/journal.pone.0211856.
  5. De Marco, Filippo, 2019, "Bank Lending and the European Sovereign Debt Crisis," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 1, pages 155-182, February.
  6. Alberto Alesina & Carlo Favero & Francesco Giavazzi, 2019, "Effects of Austerity: Expenditure- and Tax-Based Approaches," Journal of Economic Perspectives, American Economic Association, volume 33, issue 2, pages 141-162, Spring.
  7. Giampaolo Gabbi & Massimo Matthias & Michele Giammarino, 2019, "Modelling credit risk with soft facts for micro firms and Smes," BANCARIA, Bancaria Editrice, volume 1, pages 32-47, January.
  8. Camilla Ferretti & Giampaolo Gabbi & Piero Ganugi & Federica Sist & Pietro Vozzella, 2019, "Credit Risk Migration and Economic Cycles," Risks, MDPI, volume 7, issue 4, pages 1-18, October.
  9. Pietro Vozzella & Franco Ruzzenenti & Giampaolo Gabbi, 2019, "Energy and Environmental Flows: Do Most Financialised Countries within the Mediterranean Area Export Unsustainability?," Sustainability, MDPI, volume 11, issue 13, pages 1-15, July.
  10. Pedro Bordalo & Katherine Coffman & Nicola Gennaioli & Andrei Shleifer, 2019, "Beliefs about Gender," American Economic Review, American Economic Association, volume 109, issue 3, pages 739-773, March.
  11. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2019, "Memory and Reference Prices: An Application to Rental Choice," AEA Papers and Proceedings, American Economic Association, volume 109, pages 572-576, May.
  12. Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2019, "Diagnostic Expectations and Stock Returns," Journal of Finance, American Finance Association, volume 74, issue 6, pages 2839-2874, December, DOI: 10.1111/jofi.12833.
  13. Berwart, Erik & Guidolin, Massimo & Milidonis, Andreas, 2019, "An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings," Journal of Corporate Finance, Elsevier, volume 59, issue C, pages 88-118, DOI: 10.1016/j.jcorpfin.2016.10.011.
  14. Guidolin, Massimo & Pedio, Manuela, 2019, "Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103723.
  15. Bianchi, Daniele & Billio, Monica & Casarin, Roberto & Guidolin, Massimo, 2019, "Modeling systemic risk with Markov Switching Graphical SUR models," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 58-74, DOI: 10.1016/j.jeconom.2018.11.005.
  16. Guidolin, Massimo & Hansen, Erwin & Pedio, Manuela, 2019, "Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 83-114, DOI: 10.1016/j.finmar.2019.04.001.
  17. Manconi, Alberto & Peyer, Urs & Vermaelen, Theo, 2019, "Are Buybacks Good for Long-Term Shareholder Value? Evidence from Buybacks around the World," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 5, pages 1899-1935, October.
  18. Marco Becht & Andrea Polo & Stefano Rossi, 2019, "Does Mandatory Shareholder Voting Prevent Bad Acquisitions? The Case of the United Kingdom," Journal of Applied Corporate Finance, Morgan Stanley, volume 31, issue 1, pages 42-61, March, DOI: 10.1111/jacf.12329.
  19. Jean‐Noël Barrot & Erik Loualiche & Julien Sauvagnat, 2019, "The Globalization Risk Premium," Journal of Finance, American Finance Association, volume 74, issue 5, pages 2391-2439, October, DOI: 10.1111/jofi.12780.
  20. Basile Grassi & Julien Sauvagnat, 2019, "Production networks and economic policy," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 35, issue 4, pages 638-677.
  21. Marco Becht & Julian Franks & Jeremy Grant & Hannes Wagner, 2019, "The Early Returns to International Hedge Fund Activism: 2000–2010," Journal of Applied Corporate Finance, Morgan Stanley, volume 31, issue 1, pages 62-80, March, DOI: 10.1111/jacf.12330.
  22. Dyck, Alexander & Lins, Karl V. & Roth, Lukas & Wagner, Hannes F., 2019, "Do institutional investors drive corporate social responsibility? International evidence," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 693-714, DOI: 10.1016/j.jfineco.2018.08.013.
  23. James O’Donovan & Hannes F Wagner & Stefan Zeume, 2019, "The Value of Offshore Secrets: Evidence from the Panama Papers," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 11, pages 4117-4155.

2018

  1. Bonini, Stefano & Capizzi, Vincenzo & Valletta, Mario & Zocchi, Paola, 2018, "Angel network affiliation and business angels' investment practices," Journal of Corporate Finance, Elsevier, volume 50, issue C, pages 592-608, DOI: 10.1016/j.jcorpfin.2017.12.029.
  2. Matteo Bonaventura & Stefano Bonini & Vincenzo Capizzi & Giancarlo Giudici, 2018, "Does Post-Ipo M&A Activity Affect Firms’ Profitability And Survival?," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 1-21, June, DOI: 10.1142/S2591768418500058.
  3. Brunella Bruno & Emilia Garcia‐Appendini & Giacomo Nocera, 2018, "Experience and Brokerage in Asset Markets: Evidence from Art Auctions," Financial Management, Financial Management Association International, volume 47, issue 4, pages 833-864, December, DOI: 10.1111/fima.12207.
  4. Bruno, Brunella & Onali, Enrico & Schaeck, Klaus, 2018, "Market Reaction to Bank Liquidity Regulation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 2, pages 899-935, April.
  5. Federico Beltrame & Stefano Caselli & Daniele Previtali, 2018, "Leverage, Cost Of Capital And Bank Valuation," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 1-24, June, DOI: 10.1142/S2591768418500046.
  6. Alberto Alesina & Carlo A. Favero & Francesco Giavazzi, 2018, "What Do We Know about the Effects of Austerity?," AEA Papers and Proceedings, American Economic Association, volume 108, pages 524-530, May.
  7. Alberto Alesina & Gualtiero Azzalini & Carlo Favero & Francesco Giavazzi & Armando Miano, 2018, "Is it the “How” or the “When” that Matters in Fiscal Adjustments?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 66, issue 1, pages 144-188, March, DOI: 10.1057/s41308-017-0047-z.
  8. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2018, "Diagnostic Expectations and Credit Cycles," Journal of Finance, American Finance Association, volume 73, issue 1, pages 199-227, February, DOI: 10.1111/jofi.12586.
  9. Gennaioli, Nicola & Martin, Alberto & Rossi, Stefano, 2018, "Banks, government Bonds, and Default: What do the data Say?," Journal of Monetary Economics, Elsevier, volume 98, issue C, pages 98-113, DOI: 10.1016/j.jmoneco.2018.04.011.
  10. Giampietro, Marta & Guidolin, Massimo & Pedio, Manuela, 2018, "Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing," European Journal of Operational Research, Elsevier, volume 265, issue 2, pages 685-702, DOI: 10.1016/j.ejor.2017.07.045.
  11. Guidolin, Massimo & Thornton, Daniel L., 2018, "Predictions of short-term rates and the expectations hypothesis," International Journal of Forecasting, Elsevier, volume 34, issue 4, pages 636-664, DOI: 10.1016/j.ijforecast.2018.03.006.
  12. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2018, "Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 1, pages 34-62.
  13. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2018, "How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 1, pages 139-169, January, DOI: 10.1080/14697688.2017.1351619.
  14. Massimo Guidolin & Erwin Hansen & Martín Lozano-Banda, 2018, "Portfolio performance of linear SDF models: an out-of-sample assessment," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 8, pages 1425-1436, August, DOI: 10.1080/14697688.2018.1429646.
  15. Anna Eugenia Omarini, 2018, "Banks and Fintechs: How to Develop a Digital Open Banking Approach for the Bank’s Future," International Business Research, Canadian Center of Science and Education, volume 11, issue 9, pages 23-36, September.
  16. Anna Eugenia Omarini, 2018, "Fintech and the Future of the Payment Landscape: The Mobile Wallet Ecosystem - A Challenge for Retail Banks?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, volume 9, issue 4, pages 97-116, October, DOI: 10.5430/ijfr.v9n4p97.
  17. Giacomo Rodano & Nicolas Serrano-Velarde & Emanuele Tarantino, 2018, "Lending Standards over the Credit Cycle," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 8, pages 2943-2982.
  18. Fedaseyeu, Viktar & Linck, James S. & Wagner, Hannes F., 2018, "Do qualifications matter? New evidence on board functions and director compensation," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 816-839, DOI: 10.1016/j.jcorpfin.2017.12.009.

2017

  1. Bisetti, Emilio & Favero, Carlo A. & Nocera, Giacomo & Tebaldi, Claudio, 2017, "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 2251-2275, October.
  2. Giampaolo Gabbi & Oliviero Roggi, 2017, "Editors' Note," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 143-146.
  3. Guidolin, Massimo & Pedio, Manuela, 2017, "Identifying and measuring the contagion channels at work in the European financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 117-134, DOI: 10.1016/j.intfin.2017.01.001.
  4. Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2017, "The impact of monetary policy on corporate bonds under regime shifts," Journal of Banking & Finance, Elsevier, volume 80, issue C, pages 176-202, DOI: 10.1016/j.jbankfin.2017.03.011.
  5. Francesco Chincoli & Massimo Guidolin, 2017, "Linear and nonlinear predictability in investment style factors: multivariate evidence," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 476-509, October, DOI: 10.1057/s41260-017-0048-5.
  6. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2017, "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 1, pages 110-129, January, DOI: 10.1080/07350015.2015.1061436.
  7. Elisabeth Kempf & Alberto Manconi & Oliver Spalt, 2017, "Distracted Shareholders and Corporate Actions," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 5, pages 1660-1695.
  8. Sebastien Pouget & Julien Sauvagnat & Stephane Villeneuve, 2017, "A Mind Is a Terrible Thing to Change: Confirmatory Bias in Financial Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 6, pages 2066-2109.
  9. Marco Becht & Julian Franks & Jeremy Grant & Hannes F. Wagner, 2017, "Returns to Hedge Fund Activism: An International Study," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 9, pages 2933-2971.

2016

  1. Bonini, Stefano & Dell'Acqua, Alberto & Fungo, Matteo & Kysucky, Vlado, 2016, "Credit market concentration, relationship lending and the cost of debt," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 172-179, DOI: 10.1016/j.irfa.2016.03.013.
  2. Stefano Bonini & Maurizio Dallocchio & Philippe Raimbourg & Antonio Salvi, 2016, "Do firms hedge translation risks?," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 155-178, December.
  3. Stefano Bonini & Giuliana Caivano, 2016, "Estimating loss-given default through advanced credibility theory," The European Journal of Finance, Taylor & Francis Journals, volume 22, issue 13, pages 1351-1362, October, DOI: 10.1080/1351847X.2013.870918.
  4. Stefano Caselli & Gino Gandolfi & Maria Gaia Soana, 2016, "The Impact of Sovereign Rating News on European Banks," European Financial Management, European Financial Management Association, volume 22, issue 1, pages 142-167, January, DOI: 10.1111/eufm.12056.
  5. Colla, Paolo & Garcia, Filomena, 2016, "Technology adoption: Hysteresis and absence of lock-in," Economics Letters, Elsevier, volume 141, issue C, pages 107-111, DOI: 10.1016/j.econlet.2015.12.017.
  6. Favero Carlo A. & Missale Alessandro, 2016, "Contagion in the EMU – The Role of Eurobonds with OMTs," Review of Law & Economics, De Gruyter, volume 12, issue 3, pages 555-584, November, DOI: 10.1515/rle-2016-0043.
  7. Carlo A. Favero & Arie E. Gozluklu & Haoxi Yang, 2016, "Demographics and the Behavior of Interest Rates," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 64, issue 4, pages 732-776, November, DOI: 10.1057/s41308-016-0020-2.
  8. Pedro Bordalo & Katherine Coffman & Nicola Gennaioli & Andrei Shleifer, 2016, "Stereotypes," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 131, issue 4, pages 1753-1794.
    • Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2014, "Stereotypes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20106, May.
    • Pedro Bordalo & Katherine Coffman & Nicola Gennaioli & Andrei Shleifer, 2014, "Stereotypes," Working Paper, Harvard University OpenScholar, number 200246, Sep.
    • Pedro Bordalo & Katherine Coffman & Nicola Gennaioli & Andrei Shleifer, undated, "Stereotypes," Working Paper, Harvard University OpenScholar, number 373306.
    • Pedro Bordalo & Katherine Coffman & Nicola Gennaioli & Andrei Shleifer, undated, "Stereotypes," Working Paper, Harvard University OpenScholar, number 467407.
  9. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2016, "Competition for Attention," The Review of Economic Studies, Review of Economic Studies Ltd, volume 83, issue 2, pages 481-513.
  10. Nicola Gennaioli & Yueran Ma & Andrei Shleifer, 2016, "Expectations and Investment," NBER Macroeconomics Annual, University of Chicago Press, volume 30, issue 1, pages 379-431, DOI: 10.1086/685965.
  11. Guidolin, Massimo & Liu, Hening, 2016, "Ambiguity Aversion and Underdiversification," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 4, pages 1297-1323, August.
  12. Massimo Guidolin & Erwin Hansen, 2016, "Pricing S&P 500 Index Options: A Conditional Semi‐Nonparametric Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 3, pages 217-239, March.
  13. Bodnaruk, Andriy & Manconi, Alberto & Massa, Massimo, 2016, "Cross-border alliances and risk management," Journal of International Economics, Elsevier, volume 102, issue C, pages 22-49, DOI: 10.1016/j.jinteco.2016.05.002.
  14. Alberto Manconi & Massimo Massa & Lei Zhang, 2016, "Bondholder Concentration and Credit Risk: Evidence from a Natural Experiment," Review of Finance, European Finance Association, volume 20, issue 1, pages 127-159.
  15. Anna Omarini, 2016, "New branch model or new banking intermediation model?," BANCARIA, Bancaria Editrice, volume 11, pages 65-82, November.
  16. Yaniv Grinstein & Stefano Rossi, 2016, "Good Monitoring, Bad Monitoring," Review of Finance, European Finance Association, volume 20, issue 5, pages 1719-1768.
  17. Marco Becht & Andrea Polo & Stefano Rossi, 2016, "Does Mandatory Shareholder Voting Prevent Bad Acquisitions?," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 11, pages 3035-3067.
  18. Jean-Noël Barrot & Julien Sauvagnat, 2016, "Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 131, issue 3, pages 1543-1592.
  19. Rodano, Giacomo & Serrano-Velarde, Nicolas & Tarantino, Emanuele, 2016, "Bankruptcy law and bank financing," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 363-382, DOI: 10.1016/j.jfineco.2016.01.016.

2015

  1. Stefano Bonini, 2015, "Secondary Buyouts: Operating Performance and Investment Determinants," Financial Management, Financial Management Association International, volume 44, issue 2, pages 431-470, June.
  2. Mark Hellowell & Veronica Vecchi & Stefano Caselli, 2015, "Return of the state? An appraisal of policies to enhance access to credit for infrastructure-based PPPs," Public Money & Management, Taylor & Francis Journals, volume 35, issue 1, pages 71-78, January, DOI: 10.1080/09540962.2015.986896.
  3. Franklin Allen & Elena Carletti & Robert Marquez, 2015, "Stakeholder Governance, Competition, and Firm Value," Review of Finance, European Finance Association, volume 19, issue 3, pages 1315-1346.
  4. Carletti, Elena & Hartmann, Philipp & Ongena, Steven, 2015, "The economic impact of merger control legislation," International Review of Law and Economics, Elsevier, volume 42, issue C, pages 88-104, DOI: 10.1016/j.irle.2015.01.004.
  5. Allen, Franklin & Carletti, Elena & Marquez, Robert, 2015, "Deposits and bank capital structure," Journal of Financial Economics, Elsevier, volume 118, issue 3, pages 601-619, DOI: 10.1016/j.jfineco.2014.11.003.
  6. Colla, Paolo & Hellowell, Mark & Vecchi, Veronica & Gatti, Stefano, 2015, "Determinants of the cost of capital for privately financed hospital projects in the UK," Health Policy, Elsevier, volume 119, issue 11, pages 1442-1449, DOI: 10.1016/j.healthpol.2015.08.018.
  7. Bedendo, Mascia & Colla, Paolo, 2015, "Sovereign and corporate credit risk: Evidence from the Eurozone," Journal of Corporate Finance, Elsevier, volume 33, issue C, pages 34-52, DOI: 10.1016/j.jcorpfin.2015.04.006.
  8. Alberto Dell’Acqua & Leonardo L. Etro & Emanuele Teti & Michele Murri, 2015, "IPO underpricing and aftermarket performance in Italy," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 3, pages 1-14, June.
  9. Alesina, Alberto & Favero, Carlo & Giavazzi, Francesco, 2015, "The output effect of fiscal consolidation plans," Journal of International Economics, Elsevier, volume 96, issue S1, pages 19-42, DOI: 10.1016/j.jinteco.2014.11.003.
  10. Alberto Alesina & Omar Barbiero & Carlo Favero & Francesco Giavazzi & Matteo Paradisi, 2015, "Editor's Choice Austerity in 2009–13," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 30, issue 83, pages 383-437.
  11. Gabbi, Giampaolo & Iori, Giulia & Jafarey, Saqib & Porter, James, 2015, "Financial regulations and bank credit to the real economy," Journal of Economic Dynamics and Control, Elsevier, volume 50, issue C, pages 117-143, DOI: 10.1016/j.jedc.2014.07.002.
  12. Giulia Iori & Mauro Politi & Guido Germano & Giampaolo Gabbi, 2015, "Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 179-202, December.
  13. Vinko Zlatić & Giampaolo Gabbi & Hrvoje Abraham, 2015, "Reduction of Systemic Risk by Means of Pigouvian Taxation," PLOS ONE, Public Library of Science, volume 10, issue 7, pages 1-18, July, DOI: 10.1371/journal.pone.0114928.
  14. Franco Ruzzenenti & Andreas Joseph & Elisa Ticci & Pietro Vozzella & Giampaolo Gabbi, 2015, "Interactions between Financial and Environmental Networks in OECD Countries," PLOS ONE, Public Library of Science, volume 10, issue 9, pages 1-12, September, DOI: 10.1371/journal.pone.0136767.
  15. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015, "Neglected Risks: The Psychology of Financial Crises," American Economic Review, American Economic Association, volume 105, issue 5, pages 310-314, May.
  16. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015, "Money Doctors," Journal of Finance, American Finance Association, volume 70, issue 1, pages 91-114, February.
    • Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert W., 2014, "Money Doctors," Scholarly Articles, Harvard University Department of Economics, number 12965657.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2012, "Money Doctors," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 464.
    • Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2012, "Money Doctors," NBER Working Papers, National Bureau of Economic Research, Inc, number 18174, Jun.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, undated, "Money Doctors," Working Paper, Harvard University OpenScholar, number 228501.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, undated, "Money Doctors," Working Paper, Harvard University OpenScholar, number 69721.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2012, "Money doctors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1355, Jun.
  17. Nicola Gennaioli & Hans-Joachim Voth, 2015, "State Capacity and Military Conflict," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 4, pages 1409-1448.
  18. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2015, "Salience Theory of Judicial Decisions," The Journal of Legal Studies, University of Chicago Press, volume 44, issue S1, pages 7-33, DOI: 10.1086/676007.
  19. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2015, "Equally Weighted vs. Long†Run Optimal Portfolios," European Financial Management, European Financial Management Association, volume 21, issue 4, pages 742-789, September, DOI: 10.1111/eufm.12042.
  20. Bernales, Alejandro & Guidolin, Massimo, 2015, "Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 1-37, DOI: 10.1016/j.finmar.2015.10.002.
  21. Julien Sauvagnat, 2015, "Prosecution and Leniency Programs: The Role of Bluffing in Opening Investigations," Journal of Industrial Economics, Wiley Blackwell, volume 63, issue 2, pages 313-338, June.
  22. Bach, Laurent & Serrano-Velarde, Nicolas, 2015, "CEO identity and labor contracts: Evidence from CEO transitions," Journal of Corporate Finance, Elsevier, volume 33, issue C, pages 227-242, DOI: 10.1016/j.jcorpfin.2015.01.009.
  23. Julian Franks & Colin Mayer & Hannes F. Wagner, 2015, "The Survival of the Weakest: Flourishing Family Firms in Germany," Journal of Applied Corporate Finance, Morgan Stanley, volume 27, issue 4, pages 27-35, December.

2014

  1. Allen, Franklin & Carletti, Elena & Gale, Douglas, 2014, "Money, financial stability and efficiency," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 100-127, DOI: 10.1016/j.jet.2013.02.002.
  2. Franklin Allen & Elena Carletti & Robert Cull & Jun ‘QJ’ Qian & Lemma Senbet & Patricio Valenzuela, 2014, "The African Financial Development and Financial Inclusion Gaps," Journal of African Economies, Centre for the Study of African Economies, volume 23, issue 5, pages 614-642.
  3. Carlo A. Favero & Federico Nucera, 2014, "How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 43, issue 1, pages 1-19, February.
  4. Emilio Bisetti & Carlo Favero, 2014, "Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy," North American Actuarial Journal, Taylor & Francis Journals, volume 18, issue 1, pages 87-103, DOI: 10.1080/10920277.2013.852463.
  5. Giampaolo Gabbi & Raoul Pisani & Simona Cosma, 2014, "The impact of Solvency 2 on Insurance business: evolution or revolution?," BANCARIA, Bancaria Editrice, volume 2, pages 61-73, February.
  6. Simona Cosma & Giampaolo Gabbi & Raoul Pisani, 2014, "The impact of Solvency 2 on organization and It in the insurance industry," BANCARIA, Bancaria Editrice, volume 5, pages 50-59, Mayl.
  7. Vincenzo Farina & Giampaolo Gabbi & Daniele Previati, 2014, "Good news, bad news: a proposal to measure banks’ reputation using Twitter," BANCARIA, Bancaria Editrice, volume 9, pages 44-51, September.
  8. Giampaolo Gabbi & Andrea Sironi, 2014, "Breaking up the Bank: Alternative Proposals to Separate Banking Activities. A Critical Analysis," Rivista di Politica Economica, SIPI Spa, issue 2, pages 17-37, April-Jun.
  9. Daniel Detzer & Jerome Creel & Fabien Labondance & Sandrine Levasseur & Mimoza Shabani & Jan Toporowski & Judith Tyson & Costanza Consolandi & Giampaolo Gabbi & Massimo Matthias & Pietro Vozzella & Ca, 2014, "Financial systems in financial crisis — An analysis of banking systems in the EU," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), volume 49, issue 2, pages 56-87, March, DOI: 10.1007/s10272-014-0489-8.
  10. Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2014, "Sovereign Default, Domestic Banks, and Financial Institutions," Journal of Finance, American Finance Association, volume 69, issue 2, pages 819-866, April.
  11. Nicola Gennaioli & Rafael La Porta & Florencio Lopez De Silanes & Andrei Shleifer, 2014, "Growth in regions," Journal of Economic Growth, Springer, volume 19, issue 3, pages 259-309, September, DOI: 10.1007/s10887-014-9105-9.
    • Nicola Gennaioli & Rafael La Porta & Florencio Lopez de Silanes & Andrei Shleifer, 2013, "Growth in Regions," NBER Working Papers, National Bureau of Economic Research, Inc, number 18937, Apr.
    • Nicola Gennaioli & Rafael LaPorta & Florencio Lopez-de-Silanes & Andrei Shleifer, undated, "Growth in Regions," Working Paper, Harvard University OpenScholar, number 73436.
  12. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2014, "Finance and the Preservation of Wealth," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 129, issue 3, pages 1221-1254.
  13. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2014, "Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 76, issue 4, pages 510-535, August.
  14. Brad Case & Massimo Guidolin & Yildiray Yildirim, 2014, "Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance," Real Estate Economics, American Real Estate and Urban Economics Association, volume 42, issue 2, pages 279-342, June.
  15. Bianchi, Daniele & Guidolin, Massimo, 2014, "Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets," European Journal of Operational Research, Elsevier, volume 236, issue 1, pages 160-176, DOI: 10.1016/j.ejor.2014.01.030.
  16. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2014, "How did the financial crisis alter the correlations of U.S. yield spreads?," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 362-385, DOI: 10.1016/j.jempfin.2014.04.005.
  17. Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2014, "Unconventional monetary policies and the corporate bond market," Finance Research Letters, Elsevier, volume 11, issue 3, pages 203-212, DOI: 10.1016/j.frl.2014.04.003.
  18. Bernales, Alejandro & Guidolin, Massimo, 2014, "Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 326-342, DOI: 10.1016/j.jbankfin.2014.06.002.
  19. Daniele Bianchi & Massimo Guidolin, 2014, "Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios," The Journal of Real Estate Finance and Economics, Springer, volume 49, issue 1, pages 116-164, July, DOI: 10.1007/s11146-013-9411-6.
  20. Massimo Guidolin & Francesco Ravazzolo & Andrea Tortora, 2014, "Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 49, issue 4, pages 477-523, November, DOI: 10.1007/s11146-013-9404-5.
  21. Massimo Guidolin & Stuart Hyde, 2014, "Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 12, pages 2135-2153, December, DOI: 10.1080/14697688.2014.926389.
  22. Jankowitsch, Rainer & Nagler, Florian & Subrahmanyam, Marti G., 2014, "The determinants of recovery rates in the US corporate bond market," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 155-177, DOI: 10.1016/j.jfineco.2014.06.001.
  23. Sauvagnat, Julien, 2014, "Are leniency programs too generous?," Economics Letters, Elsevier, volume 123, issue 3, pages 323-326, DOI: 10.1016/j.econlet.2014.03.015.
  24. Xavier Gabaix & Augustin Landier & Julien Sauvagnat, 2014, "CEO Pay and Firm Size: An Update After the Crisis," Economic Journal, Royal Economic Society, volume 124, issue 574, pages 40-59, February.

2013

  1. Stefano Bonini & Olena Voloshyna, 2013, "A, B or C? Experimental Tests of IPO Mechanisms," European Financial Management, European Financial Management Association, volume 19, issue 2, pages 304-344, March, DOI: 10.1111/j.1468-036X.2010.00590.x.
  2. Caselli, Stefano & Garcia-Appendini, Emilia & Ippolito, Filippo, 2013, "Contracts and returns in private equity investments," Journal of Financial Intermediation, Elsevier, volume 22, issue 2, pages 201-217, DOI: 10.1016/j.jfi.2012.08.002.
  3. Allen, Franklin & Carletti, Elena, 2013, "New theories to underpin financial reform," Journal of Financial Stability, Elsevier, volume 9, issue 2, pages 242-249, DOI: 10.1016/j.jfs.2011.07.001.
  4. Franklin Allen & Elena Carletti, 2013, "Systemic risk from real estate and macro-prudential regulation," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 5, issue 1/2, pages 28-48.
  5. Franklin Allen & Elena Carletti, 2013, "What Is Systemic Risk?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue , pages 121-127, August.
  6. Franklin Allen & Thorsten Beck & Elena Carletti, 2013, "Banques en Europe : conséquences des récentes réformes réglementaires," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 21-36.
  7. Tobias Adrian & Paolo Colla & Hyun Song Shin, 2013, "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009," NBER Macroeconomics Annual, University of Chicago Press, volume 27, issue 1, pages 159-214, DOI: 10.1086/669176.
  8. Paolo Colla & Filippo Ippolito & Kai Li, 2013, "Debt Specialization," Journal of Finance, American Finance Association, volume 68, issue 5, pages 2117-2141, October.
  9. A. Dell’Acqua & L. L. Etro & E. Teti & P. Barbalace, 2013, "Market value and corporate debt: the 2006--2010 international evidence," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 6, pages 495-504, March, DOI: 10.1080/09603107.2012.730129.
  10. Favero, Carlo A., 2013, "Modelling and forecasting government bond spreads in the euro area: A GVAR model," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 343-356, DOI: 10.1016/j.jeconom.2013.04.004.
  11. De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2013, "Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 377-404, DOI: 10.1016/j.jimonfin.2012.04.012.
  12. Gordon M. Bodnar & Costanza Consolandi & Giampaolo Gabbi & Ameeta Jaiswal†Dale, 2013, "Risk Management for Italian Non†Financial Firms: Currency and Interest Rate Exposure," European Financial Management, European Financial Management Association, volume 19, issue 5, pages 887-910, November, DOI: 10.1111/j.1468-036X.2012.00659.x.
  13. Paola Musile Tanzi & Giampaolo Gabbi & Daniele Previati & Paola Schwizer, 2013, "Managing compliance risk after MiFID," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 21, issue 1, pages 51-68, February, DOI: 10.1108/13581981311297821.
  14. Giampaolo Gabbi & Pietro Vozzella, 2013, "Asset correlations and bank capital adequacy," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 1, pages 55-74, January, DOI: 10.1080/1351847X.2012.659266.
  15. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2013, "Salience and Asset Prices," American Economic Review, American Economic Association, volume 103, issue 3, pages 623-628, May, DOI: 10.1257/aer.103.3.623.
  16. Francesco Caselli & Nicola Gennaioli, 2013, "Dynastic Management," Economic Inquiry, Western Economic Association International, volume 51, issue 1, pages 971-996, January, DOI: j.1465-7295.2012.00467.x.
  17. Nicola Gennaioli, 2013, "Optimal Contracts With Enforcement Risk," Journal of the European Economic Association, European Economic Association, volume 11, issue 1, pages 59-82, February, DOI: j.1542-4774.2012.01107.x.
  18. Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2013, "A Model of Shadow Banking," Journal of Finance, American Finance Association, volume 68, issue 4, pages 1331-1363, August.
  19. Nicola Gennaioli & Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer, 2013, "Human Capital and Regional Development," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 128, issue 1, pages 105-164.
  20. Nicola Gennaioli & Stefano Rossi, 2013, "Contractual Resolutions of Financial Distress," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 3, pages 602-634.
  21. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2013, "Salience and Consumer Choice," Journal of Political Economy, University of Chicago Press, volume 121, issue 5, pages 803-843, DOI: 10.1086/673885.
  22. Gimede Gigante, 2013, "Intellectual Capital and Bank Performance in Europe," Accounting and Finance Research, Sciedu Press, volume 2, issue 4, pages 120-120, November.
  23. Guidolin, Massimo & Tam, Yu Man, 2013, "A yield spread perspective on the great financial crisis: Break-point test evidence," International Review of Financial Analysis, Elsevier, volume 26, issue C, pages 18-39, DOI: 10.1016/j.irfa.2012.05.001.
  24. Guidolin, Massimo & McMillan, David G. & Wohar, Mark E., 2013, "Time varying stock return predictability: Evidence from US sectors," Finance Research Letters, Elsevier, volume 10, issue 1, pages 34-40, DOI: 10.1016/j.frl.2012.07.002.
  25. Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato, 2013, "Alternative econometric implementations of multi-factor models of the U.S. financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 2, pages 87-111, DOI: 10.1016/j.qref.2013.01.004.
  26. Massimo Guidolin & Francesca Rinaldi, 2013, "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, volume 74, issue 2, pages 183-217, February, DOI: 10.1007/s11238-012-9343-2.
  27. Caterina Forti Grazzini & Massimo Guidolin, 2013, "Forecasting yield spreads under crisis-induced multiple breakpoints," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 18, pages 1656-1664, December, DOI: 10.1080/13504851.2013.831165.
  28. Manconi, Alberto & Massa, Massimo, 2013, "A Servant to Many Masters: Competing Shareholder Preferences and Limits to Catering," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 48, issue 6, pages 1693-1716, December.
  29. Anna Omarini, 2013, "Business models and strategies of Italian banks," BANCARIA, Bancaria Editrice, volume 4, pages 66-76, April.
  30. Fulvio Ortu & Andrea Tamoni & Claudio Tebaldi, 2013, "Long-Run Risk and the Persistence of Consumption Shocks," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 11, pages 2876-2915.
  31. Buti, Sabrina & Rindi, Barbara, 2013, "Undisclosed orders and optimal submission strategies in a limit order market," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 797-812, DOI: 10.1016/j.jfineco.2013.04.002.
  32. Augustin Landier & Julien Sauvagnat & David Sraer & David Thesmar, 2013, "Bottom-Up Corporate Governance," Review of Finance, European Finance Association, volume 17, issue 1, pages 161-201.
  33. Boutin, Xavier & Cestone, Giacinta & Fumagalli, Chiara & Pica, Giovanni & Serrano-Velarde, Nicolas, 2013, "The deep-pocket effect of internal capital markets," Journal of Financial Economics, Elsevier, volume 109, issue 1, pages 122-145, DOI: 10.1016/j.jfineco.2013.02.003.
  34. Iannotta, Giuliano & Nocera, Giacomo & Sironi, Andrea, 2013, "The impact of government ownership on bank risk," Journal of Financial Intermediation, Elsevier, volume 22, issue 2, pages 152-176, DOI: 10.1016/j.jfi.2012.11.002.
  35. Karl V. Lins & Paolo Volpin & Hannes F. Wagner, 2013, "Does Family Control Matter? International Evidence from the 2008--2009 Financial Crisis," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 10, pages 2583-2619.

2012

  1. Stefano Bonini & Senem Alkan, 2012, "The political and legal determinants of venture capital investments around the world," Small Business Economics, Springer, volume 39, issue 4, pages 997-1016, November, DOI: 10.1007/s11187-011-9323-x.
  2. Bedendo, Mascia & Bruno, Brunella, 2012, "Credit risk transfer in U.S. commercial banks: What changed during the 2007–2009 crisis?," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3260-3273, DOI: 10.1016/j.jbankfin.2012.07.011.
  3. Vincenzo Capizzi & Stefano Caselli & Renato Giovannini & Valerio Pesic, 2012, "The role of private equity for firms restructuring: the going private strategy," BANCARIA, Bancaria Editrice, volume 12, pages 29-45, December.
  4. Stefano Caselli, 2012, "The challenge of relationship capital: governance and corporate relations within the banking system," BANCARIA, Bancaria Editrice, volume 3, pages 02-15, March.
  5. Valerio Buscaino & Stefano Caselli & Francesco Corielli & Stefano Gatti, 2012, "Project Finance Collateralised Debt Obligations: an Empirical Analysis of Spread Determinants," European Financial Management, European Financial Management Association, volume 18, issue 5, pages 950-969, November, DOI: 10.1111/j.1468-036X.2010.00560.x.
  6. Allen, Franklin & Babus, Ana & Carletti, Elena, 2012, "Asset commonality, debt maturity and systemic risk," Journal of Financial Economics, Elsevier, volume 104, issue 3, pages 519-534, DOI: 10.1016/j.jfineco.2011.07.003.
  7. PAOLO COLLA & MARC GERMAIN & VINCENT Van STEENBERGHE, 2012, "Environmental Policy and Speculation on Markets for Emission Permits," Economica, London School of Economics and Political Science, volume 79, issue 313, pages 152-182, January.
  8. Colla, Paolo & Ippolito, Filippo & Wagner, Hannes F., 2012, "Leverage and pricing of debt in LBOs," Journal of Corporate Finance, Elsevier, volume 18, issue 1, pages 124-137, DOI: 10.1016/j.jcorpfin.2011.11.003.
  9. Carlo Favero & Francesco Giavazzi, 2012, "Measuring Tax Multipliers: The Narrative Method in Fiscal VARs," American Economic Journal: Economic Policy, American Economic Association, volume 4, issue 2, pages 69-94, May.
  10. Li, Junye & Favero, Carlo & Ortu, Fulvio, 2012, "A spectral estimation of tempered stable stochastic volatility models and option pricing," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3645-3658, DOI: 10.1016/j.csda.2010.11.013.
  11. Carlo Favero & Alessandro Missale, 2012, "Sovereign spreads in the eurozone: which prospects for a Eurobond?
    [Asset pricing with liquidity risk]    ," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 27, issue 70, pages 231-273.
  12. Carlo A. Favero & Linlin Niu & Luca Sala, 2012, "Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 2, pages 124-156, March.
  13. Giampaolo Gabbi, 2012, "Risk management and its stakeholders," BANCARIA, Bancaria Editrice, volume 3, pages 16-23, March.
  14. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2012, "Salience in Experimental Tests of the Endowment Effect," American Economic Review, American Economic Association, volume 102, issue 3, pages 47-52, May.
  15. Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012, "Neglected risks, financial innovation, and financial fragility," Journal of Financial Economics, Elsevier, volume 104, issue 3, pages 452-468, DOI: 10.1016/j.jfineco.2011.05.005.
  16. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2012, "Salience Theory of Choice Under Risk," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 127, issue 3, pages 1243-1285.
  17. Guidolin, Massimo & Hyde, Stuart, 2012, "Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3546-3566, DOI: 10.1016/j.csda.2010.10.006.
  18. Guidolin, Massimo & Hyde, Stuart, 2012, "Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 695-716, DOI: 10.1016/j.jbankfin.2011.10.011.
  19. Nicola Limodio, 2012, "The puzzle of aid and growth: any role for investment?," International Review of Applied Economics, Taylor & Francis Journals, volume 26, issue 1, pages 1-26, January, DOI: 10.1080/02692171.2011.557050.
  20. Manconi, Alberto & Massa, Massimo & Yasuda, Ayako, 2012, "The role of institutional investors in propagating the crisis of 2007–2008," Journal of Financial Economics, Elsevier, volume 104, issue 3, pages 491-518, DOI: 10.1016/j.jfineco.2011.05.011.
  21. Anna Omarini, 2012, "Retail as a bank business: threats and opportunities to catch up," BANCARIA, Bancaria Editrice, volume 7, pages 64-74, August.
  22. Kandel, Eugene & Rindi, Barbara & Bosetti, Luisella, 2012, "The effect of a closing call auction on market quality and trading strategies," Journal of Financial Intermediation, Elsevier, volume 21, issue 1, pages 23-49, DOI: 10.1016/j.jfi.2011.03.002.
  23. Julian Franks & Colin Mayer & Paolo Volpin & Hannes F. Wagner, 2012, "The Life Cycle of Family Ownership: International Evidence," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 6, pages 1675-1712.

2011

  1. Brunella Bruno & Alberto Falduto, 2011, "Top managers compensation, incentives and risk: behind the Otd model in Us banks," BANCARIA, Bancaria Editrice, volume 9, pages 30-45, September.
  2. Di Giuli, Alberta & Caselli, Stefano & Gatti, Stefano, 2011, "Are small family firms financially sophisticated?," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 2931-2944, November.
  3. Franklin Allen & Elena Carletti & Agnese Leonello, 2011, "Deposit insurance and risk taking," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 27, issue 3, pages 464-478.
  4. Franklin Allen & Elena Carletti & Robert Marquez, 2011, "Credit Market Competition and Capital Regulation," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 4, pages 983-1018.
  5. Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011, "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 5, pages 1493-1520, October.
  6. Carlo A. Favero & Andrea Tamoni, 2011, "Demographics and US Stock Market Fluctuations ," CESifo Economic Studies, CESifo Group, volume 57, issue 1, pages 25-43, March.
  7. Carlo Favero & Francesco Giavazzi & Jacopo Perego, 2011, "Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 59, issue 4, pages 652-682, November.
  8. Carlo Favero, 2011, "Comment," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 7, issue 1, pages 31-36, DOI: 10.1086/658310.
  9. Giampaolo Gabbi & Paola Musile Tanzi & Loris Nadotti, 2011, "Firm size and compliance costs asymmetries in the investment services," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 19, issue 1, pages 58-74, February, DOI: 10.1108/13581981111106176.
  10. Massimo Guidolin & Federica Ria, 2011, "Regime shifts in mean-variance efficient frontiers: Some international evidence," Journal of Asset Management, Palgrave Macmillan, volume 12, issue 5, pages 322-349, November, DOI: 10.1057/jam.2011.27.
  11. Battauz, Anna & De Donno, Marzia & Ortu, Fulvio, 2011, "Intertemporal asset pricing and the marginal utility of wealth," Journal of Mathematical Economics, Elsevier, volume 47, issue 2, pages 227-244, March.

2010

  1. Stefano Bonini & Laura Zanetti & Roberto Bianchini & Antonio Salvi, 2010, "Target Price Accuracy in Equity Research," Journal of Business Finance & Accounting, Wiley Blackwell, volume 37, issue 9‐10, pages 1177-1217, November, DOI: 10.1111/j.1468-5957.2010.02209.x.
  2. Stefano Bonini & Diana Boraschi, 2010, "Corporate Scandals and Capital Structure," Journal of Business Ethics, Springer, volume 95, issue 2, pages 241-269, September, DOI: 10.1007/s10551-011-0856-3.
  3. Stefano Caselli, 2010, "Governance and strategy within the financial system: tradition and innovation," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 14, issue 3, pages 241-271, August, DOI: 10.1007/s10997-010-9149-y.
  4. Bonetti, Veronica & Caselli, Stefano & Gatti, Stefano, 2010, "Offtaking agreements and how they impact the cost of funding for project finance deals: A clinical case study of the Quezon Power Ltd Co," Review of Financial Economics, Elsevier, volume 19, issue 2, pages 60-71, April.
  5. Stefano Caselli & Alberta Di Giuli, 2010, "Does the CFO matter in family firms? Evidence from Italy," The European Journal of Finance, Taylor & Francis Journals, volume 16, issue 5, pages 381-411, DOI: 10.1080/13518470903211657.
  6. Alberto Dell'Acqua & Francesco Perrini & Stefano Caselli, 2010, "Conference Calls and Stock Price Volatility in the Post†Reg FD Era," European Financial Management, European Financial Management Association, volume 16, issue 2, pages 256-270, March, DOI: 10.1111/j.1468-036X.2008.00444.x.
  7. Veronica Bonetti & Stefano Caselli & Stefano Gatti, 2010, "Offtaking agreements and how they impact the cost of funding for project finance deals," Review of Financial Economics, John Wiley & Sons, volume 19, issue 2, pages 60-71, April, DOI: 10.1016/j.rfe.2009.11.002.
  8. Paolo Colla & Antonio Mele, 2010, "Information Linkages and Correlated Trading," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 1, pages 203-246, January.
  9. Francesco Corielli & Stefano Gatti & Alessandro Steffanoni, 2010, "Risk Shifting through Nonfinancial Contracts: Effects on Loan Spreads and Capital Structure of Project Finance Deals," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 7, pages 1295-1320, October.
  10. Favero, Carlo & Pagano, Marco & von Thadden, Ernst-Ludwig, 2010, "How Does Liquidity Affect Government Bond Yields?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 1, pages 107-134, February.
  11. Zanotti, Giovanna & Gabbi, Giampaolo & Geranio, Manuela, 2010, "Hedging with futures: Efficacy of GARCH correlation models to European electricity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 20, issue 2, pages 135-148, April.
  12. Giampaolo Gabbi & Arturo Patarnello, 2010, "Banking reputation bridging risk management and strategic decisions," Banca Impresa Società, Società editrice il Mulino, issue 2, pages 335-358.
  13. Paola Musile Tanzi & Giampaolo Gabbi & Daniele Previati & Paola Schwizer, 2010, "Compliance Function in Banks, Investment and Insurance Companies after MiFID," Journal of Financial Transformation, Capco Institute, volume 30, pages 49-56.
  14. Nicola Gennaioli & Andrei Shleifer, 2010, "What Comes to Mind," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 125, issue 4, pages 1399-1433.
  15. Nicola Gennaioli & Stefano Rossi, 2010, "Judicial Discretion in Corporate Bankruptcy," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 11, pages 4078-4114, November.
  16. Massimo Guidolin & Christopher J. Neely, 2010, "The effects of large-scale asset purchases on TIPS inflation expectations," Economic Synopses, Federal Reserve Bank of St. Louis.
  17. Massimo Guidolin & Eliana La Ferrara, 2010, "The economic effects of violent conflict: Evidence from asset market reactions," Journal of Peace Research, Peace Research Institute Oslo, volume 47, issue 6, pages 671-684, November.
  18. Massimo Guidolin & Francesca Rinaldi, 2010, "A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 1-2, pages 105-135, DOI: 10.1080/09603100903262939.
  19. Anna Omarini, 2010, "Customer loyalty and retail banks, backing on demand trends," BANCARIA, Bancaria Editrice, volume 12, pages 103-115, December.
  20. Perotti, Pietro & Rindi, Barbara, 2010, "Market makers as information providers: The natural experiment of STAR," Journal of Empirical Finance, Elsevier, volume 17, issue 5, pages 895-917, December.
  21. Andrea Resti & Andrea Sironi, 2010, "What is different about loans? An analysis of the risk structure of credit spreads," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 2, issue 2, pages 130-155.
  22. Andrea Sironi, 2010, "The Basel Committee proposals to reform the capital adequacy system: empirical evidence from past research and implications for future research activity," Banca Impresa Società, Società editrice il Mulino, issue 2, pages 211-236.

2009

  1. Stefano Caselli & Stefano Gatti & Antonio Marciante, 2009, "Pricing Final Indemnification Payments to Private Sponsors in Project‐Financed Public‐Private Partnerships: An Application of Real Options Valuation," Journal of Applied Corporate Finance, Morgan Stanley, volume 21, issue 3, pages 95-106, June, DOI: 10.1111/j.1745-6622.2009.00243.x.
  2. Stefano Caselli & Stefano Gatti & Francesco Perrini, 2009, "Are Venture Capitalists a Catalyst for Innovation?," European Financial Management, European Financial Management Association, volume 15, issue 1, pages 92-111, January, DOI: 10.1111/j.1468-036X.2008.00445.x.
  3. Allen, Franklin & Carletti, Elena & Gale, Douglas, 2009, "Interbank market liquidity and central bank intervention," Journal of Monetary Economics, Elsevier, volume 56, issue 5, pages 639-652, July.
  4. Franklin Allen & Ana Babus & Elena Carletti, 2009, "Financial Crises: Theory and Evidence," Annual Review of Financial Economics, Annual Reviews, volume 1, issue 1, pages 97-116, November.
  5. Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009, "On the statistical identification of DSGE models," Journal of Econometrics, Elsevier, volume 150, issue 1, pages 99-115, May.
  6. Consolo, Agostino & Favero, Carlo A., 2009, "Monetary policy inertia: More a fiction than a fact?," Journal of Monetary Economics, Elsevier, volume 56, issue 6, pages 900-906, September.
  7. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009, "Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value," Real Estate Economics, American Real Estate and Urban Economics Association, volume 37, issue 3, pages 341-381, September, DOI: 10.1111/j.1540-6229.2009.00245.x.
  8. Guidolin, Massimo & Timmermann, Allan, 2009, "Forecasts of US short-term interest rates: A flexible forecast combination approach," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 297-311, June.
  9. Guidolin, Massimo & Hyde, Stuart & McMillan, David & Ono, Sadayuki, 2009, "Non-linear predictability in stock and bond returns: When and where is it exploitable?," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 373-399.
  10. Mola, Simona & Guidolin, Massimo, 2009, "Affiliated mutual funds and analyst optimism," Journal of Financial Economics, Elsevier, volume 93, issue 1, pages 108-137, July.
  11. Massimo Guidolin & Yu Man Tam, 2009, "Taming the long-term spreads," Economic Synopses, Federal Reserve Bank of St. Louis.
  12. Massimo Guidolin & Yu Man Tam, 2009, "Is the financial crisis over? a yield spread perspective," Economic Synopses, Federal Reserve Bank of St. Louis.
  13. Massimo Guidolin & Giovanna Nicodano, 2009, "Small caps in international equity portfolios: the effects of variance risk," Annals of Finance, Springer, volume 5, issue 1, pages 15-48, January, DOI: 10.1007/s10436-007-0090-2.
  14. Massimo Guidolin & Stuart Hyde, 2009, "What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 6, pages 463-488, DOI: 10.1080/09603100801901604.
  15. Julian Franks & Colin Mayer & Stefano Rossi, 2009, "Ownership: Evolution and Regulation," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 10, pages 4009-4056, October.
  16. Marco Becht & Julian Franks & Colin Mayer & Stefano Rossi, 2009, "Returns to Shareholder Activism: Evidence from a Clinical Study of the Hermes UK Focus Fund," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 8, pages 3093-3129, August.

2008

  1. Stefano Caselli, 2008, "La performance del private equity: quale contributo della corporate governance e dei consiglieri indipendenti?," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, volume 2008, issue 3, pages 601-621.
  2. Stefano Caselli & Stefano Gatti & Francesca Querci, 2008, "The Sensitivity of the Loss Given Default Rate to Systematic Risk: New Empirical Evidence on Bank Loans," Journal of Financial Services Research, Springer;Western Finance Association, volume 34, issue 1, pages 1-34, August, DOI: 10.1007/s10693-008-0033-8.
  3. Allen, Franklin & Carletti, Elena, 2008, "Mark-to-market accounting and liquidity pricing," Journal of Accounting and Economics, Elsevier, volume 45, issue 2-3, pages 358-378, August.
  4. Allen, F. & Carletti, E., 2008, "Should financial institutions mark-to-market?," Financial Stability Review, Banque de France, issue 12, pages 1-6, October.
  5. Franklin Allen & Elena Carletti, 2008, "The role of liquidity in financial crises," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 379-412.
  6. Carlo Favero & Francesco Giavazzi, 2008, "Should the Euro Area Be Run as a Closed Economy?," American Economic Review, American Economic Association, volume 98, issue 2, pages 138-145, May, DOI: 10.1257/aer.98.2.138.
  7. Iori, Giulia & De Masi, Giulia & Precup, Ovidiu Vasile & Gabbi, Giampaolo & Caldarelli, Guido, 2008, "A network analysis of the Italian overnight money market," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 1, pages 259-278, January.
  8. Francesco Caselli & Nicola Gennaioli, 2008, "Economics and Politics of Alternative Institutional Reforms," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 123, issue 3, pages 1197-1250.
  9. Nicola Gennaioli & Andrei Shleifer, 2008, "Judicial Fact Discretion," The Journal of Legal Studies, University of Chicago Press, volume 37, issue 1, pages 1-35, January, DOI: 10.1086/588266.
  10. Guidolin, Massimo & Hyde, Stuart, 2008, "Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK," Journal of Multinational Financial Management, Elsevier, volume 18, issue 4, pages 293-312, October.
  11. Massimo Guidolin & Allison K. Rodean, 2008, "No volatility, no forecasting power for the term spread," Monetary Trends, Federal Reserve Bank of St. Louis, issue Apr.
  12. Massimo Guidolin & Allan Timmermann, 2008, "Size and Value Anomalies under Regime Shifts," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 1, pages 1-48, Winter.
  13. Massimo Guidolin & Allan Timmermann, 2008, "International asset allocation under regime switching, skew, and kurtosis preferences," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 2, pages 889-935, April.
  14. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2008, "Diversifying in public real estate: The ex-post performance," Journal of Asset Management, Palgrave Macmillan, volume 8, issue 6, pages 361-373, February, DOI: 10.1057/palgrave.jam.2250089.
  15. Barbara Rindi, 2008, "Informed Traders as Liquidity Providers: Anonymity, Liquidity and Price Formation," Review of Finance, European Finance Association, volume 12, issue 3, pages 497-532.
  16. Becht, Marco & Mayer, Colin & Wagner, Hannes F., 2008, "Where do firms incorporate? Deregulation and the cost of entry," Journal of Corporate Finance, Elsevier, volume 14, issue 3, pages 241-256, June.

2007

  1. Carletti, Elena & Cerasi, Vittoria & Daltung, Sonja, 2007, "Multiple-bank lending: Diversification and free-riding in monitoring," Journal of Financial Intermediation, Elsevier, volume 16, issue 3, pages 425-451, July.
  2. Elena Carletti & Philipp Hartmann & Giancarlo Spagnolo, 2007, "Bank Mergers, Competition, and Liquidity," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 5, pages 1067-1105, August.
  3. Andrea Beltratti & Paolo Colla, 2007, "A portfolio-based evaluation of affine term structure models," Annals of Operations Research, Springer, volume 151, issue 1, pages 193-222, April, DOI: 10.1007/s10479-006-0134-4.
  4. Gennaioli, Nicola & Shleifer, Andrei, 2007, "Overruling and the instability of law," Journal of Comparative Economics, Elsevier, volume 35, issue 2, pages 309-328, June.
  5. Nicola Gennaioli & Ilia Rainer, 2007, "The modern impact of precolonial centralization in Africa," Journal of Economic Growth, Springer, volume 12, issue 3, pages 185-234, September, DOI: 10.1007/s10887-007-9017-z.
  6. Nicola Gennaioli & Andrei Shleifer, 2007, "The Evolution of Common Law," Journal of Political Economy, University of Chicago Press, volume 115, issue 1, pages 43-68, DOI: 10.1086/511996.
  7. Massimo Guidolin & Eliana La Ferrara, 2007, "Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms?," American Economic Review, American Economic Association, volume 97, issue 5, pages 1978-1993, December, DOI: 10.1257/aer.97.5.1978.
  8. Guidolin, Massimo & Timmermann, Allan, 2007, "Properties of equilibrium asset prices under alternative learning schemes," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 1, pages 161-217, January.
  9. Guidolin, Massimo & Timmermann, Allan, 2007, "Asset allocation under multivariate regime switching," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 11, pages 3503-3544, November.
  10. Massimo Guidolin & Elizabeth A. La Jeunesse, 2007, "The decline in the U.S. personal saving rate: is it real and is it a puzzle?," Review, Federal Reserve Bank of St. Louis, volume 89, issue Nov, pages 491-514.
  11. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007, "Investing for the Long-run in European Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 1, pages 35-80, January, DOI: 10.1007/s11146-007-9002-5.
  12. Massimo Guidolin, 2007, "A Review of: “Book Review: Empirical Dynamic Asset Pricing”," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 5, pages 597-604, DOI: 10.1080/07474930701512410.
  13. Anna Battauz & Fulvio Ortu, 2007, "Dynamic versus one-period completeness in event-tree security markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 1, pages 191-193, January, DOI: 10.1007/s00199-005-0050-x.
  14. Resti, Andrea & Sironi, Andrea, 2007, "The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model," Journal of Financial Intermediation, Elsevier, volume 16, issue 1, pages 64-90, January.
  15. Iannotta, Giuliano & Nocera, Giacomo & Sironi, Andrea, 2007, "Ownership structure, risk and performance in the European banking industry," Journal of Banking & Finance, Elsevier, volume 31, issue 7, pages 2127-2149, July.
  16. Andrea Resti & Andrea Sironi, 2007, "Understanding and measuring liquidity risk," BANCARIA, Bancaria Editrice, volume 11, pages 2-17, November.

2006

  1. Stefano Caselli & Stefano Gatti & Marco Visconti, 2006, "Managing M&A Risk with Collars, Earn‐outs, and CVRs," Journal of Applied Corporate Finance, Morgan Stanley, volume 18, issue 4, pages 91-104, September, DOI: 10.1111/j.1745-6622.2006.00115.x.
  2. Elena Carletti & Philipp Hartmann & Steven Ongena, 2006, "Cross-border banking and competition policy," Research Bulletin, European Central Bank, volume 4, pages 7-10.
  3. Allen, Franklin & Carletti, Elena, 2006, "Credit risk transfer and contagion," Journal of Monetary Economics, Elsevier, volume 53, issue 1, pages 89-111, January.
  4. Corielli, Francesco & Marcellino, Massimiliano, 2006, "Factor based index tracking," Journal of Banking & Finance, Elsevier, volume 30, issue 8, pages 2215-2233, August.
  5. Francesco Corielli, 2006, "Hedging With Energy," Mathematical Finance, Wiley Blackwell, volume 16, issue 3, pages 495-517, July, DOI: 10.1111/j.1467-9965.2006.00280.x.
  6. Diebold, F.X. & Engle, R.F. & Favero, C. & Gallo, G.M. & Schorfheide, F., 2006, "The econometrics of macroeconomics, finance, and the interface," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 1-2.
  7. Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna, 2006, "Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 339-358.
  8. Favero, Carlo A., 2006, "Taylor rules and the term structure," Journal of Monetary Economics, Elsevier, volume 53, issue 7, pages 1377-1393, October.
  9. Guidolin, Massimo & Timmermann, Allan, 2006, "Term structure of risk under alternative econometric specifications," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 285-308.
  10. Cassese, Gianluca & Guidolin, Massimo, 2006, "Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options," International Review of Financial Analysis, Elsevier, volume 15, issue 2, pages 145-178.
  11. Guidolin, Massimo, 2006, "Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle," Journal of Economics and Business, Elsevier, volume 58, issue 2, pages 85-118.
  12. Guidolin, Massimo & Ono, Sadayuki, 2006, "Are the dynamic linkages between the macroeconomy and asset prices time-varying?," Journal of Economics and Business, Elsevier, volume 58, issue 5-6, pages 480-518.
  13. Massimo Guidolin, 2006, "The dollar U-turn," International Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  14. Massimo Guidolin & Elizabeth A. La Jeunesse, 2006, "Cross-country personal saving rates," National Economic Trends, Federal Reserve Bank of St. Louis, issue May.
  15. Allan Timmermann & Massimo Guidolin, 2006, "An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 1, pages 1-22, DOI: 10.1002/jae.824.
  16. Massimo Guidolin, 2006, "High equity premia and crash fears - Rational foundations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 28, issue 3, pages 693-708, August, DOI: 10.1007/s00199-005-0639-0.
  17. Sílvia Gonçalves & Massimo Guidolin, 2006, "Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface," The Journal of Business, University of Chicago Press, volume 79, issue 3, pages 1591-1636, May, DOI: 10.1086/500686.
  18. Emilio Barucci & Carlo Bianchi & Alberto Manconi, 2006, "Internal dealing regulation and insiders’ trades in the Italian financial market," European Journal of Law and Economics, Springer, volume 22, issue 2, pages 107-119, September, DOI: 10.1007/s10657-006-0306-3.
  19. Baccara, Mariagiovanna & Battauz, Anna & Ortu, Fulvio, 2006, "Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 1, pages 55-79, January.
  20. Pietro Perotti & Barbara Rindi, 2006, "Market for Information and Identity Disclosure in an Experimental Open Limit Order Book," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 35, issue 1, pages 97-119, February, DOI: 10.1111/j.0391-5026.2006.00160.x.
  21. Julian Franks & Colin Mayer & Hannes Wagner, 2006, "The Origins of the German Corporation - Finance, Ownership and Control," Review of Finance, European Finance Association, volume 10, issue 4, pages 537-585, December, DOI: 10.1007/s10679-006-9009-4.

2005

  1. Elena Carletti & Hendrik Hakenes & Isabel Schnabel, 2005, "The Privatization of Italian Savings Banks: A Role Model for Germany?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 74, issue 4, pages 32-50, DOI: 10.3790/vjh.74.4.32.
  2. Buraschi, Andrea & Corielli, Francesco, 2005, "Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models," Journal of Banking & Finance, Elsevier, volume 29, issue 11, pages 2883-2907, November.
  3. Carlo A. Favero & Massimiliano Marcellino, 2005, "Modelling and Forecasting Fiscal Variables for the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 755-783, December, DOI: 10.1111/j.1468-0084.2005.00140.x.
  4. Favero Carlo A. & Milani Fabio, 2005, "Parameter Instability, Model Uncertainty and the Choice of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, volume 5, issue 1, pages 1-33, February, DOI: 10.2202/1534-5998.1208.
  5. Giavazzi, Francesco & Favero, Carlo A., 2005, "Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003)," Journal of International Economics, Elsevier, volume 67, issue 2, pages 524-528, December.
  6. Bonfiglioli, Alessandra & Favero, Carlo A., 2005, "Explaining co-movements between stock markets: The case of US and Germany," Journal of International Money and Finance, Elsevier, volume 24, issue 8, pages 1299-1316, December.
  7. Massimiliano Marcellino & Carlo A. Favero & Francesca Neglia, 2005, "Principal components at work: the empirical analysis of monetary policy with large data sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 5, pages 603-620, DOI: 10.1002/jae.815.
  8. Giampaolo Gabbi & Andrea Sironi, 2005, "Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads," The European Journal of Finance, Taylor & Francis Journals, volume 11, issue 1, pages 59-74, DOI: 10.1080/1351847032000143422.
  9. Giampaolo Gabbi, 2005, "Semi-correlations as a tool for geographical and sector asset allocation," The European Journal of Finance, Taylor & Francis Journals, volume 11, issue 3, pages 271-281, DOI: 10.1080/13518470500039220.
  10. Francesco Caselli & Nicola Gennaioli, 2005, "Credit Constraints, Competition, and Meritocracy," Journal of the European Economic Association, MIT Press, volume 3, issue 2-3, pages 679-689, 04/05.
  11. Massimo Guidolin, 2005, "Home Bias and High Turnover in an Overlapping‐generations Model with Learning," Review of International Economics, Wiley Blackwell, volume 13, issue 4, pages 725-756, September, DOI: 10.1111/j.1467-9396.2005.00534.x.
  12. Massimo Guidolin & Allan Timmermann, 2005, "Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns," Economic Journal, Royal Economic Society, volume 115, issue 500, pages 111-143, January.
  13. Massimo Guidolin, 2005, "Is the bond market irrational?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jul.
  14. Massimo Guidolin & Elizabeth A. La Jeunesse, 2005, "Bubbling (or just frothy) house prices?," National Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.
  15. Edward I. Altman & Brooks Brady & Andrea Resti & Andrea Sironi, 2005, "The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications," The Journal of Business, University of Chicago Press, volume 78, issue 6, pages 2203-2228, November, DOI: 10.1086/497044.

2004

  1. Carletti, Elena, 2004, "The structure of bank relationships, endogenous monitoring, and loan rates," Journal of Financial Intermediation, Elsevier, volume 13, issue 1, pages 58-86, January.
  2. Favero, Carlo A., 2004, "Comments on "Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model"," Journal of Macroeconomics, Elsevier, volume 26, issue 2, pages 281-285, June.
  3. Matthew B. Canzoneri & Robert E. Cumby & Behzad T. Diba & Gauti B. Eggertsson & Carlo A. Favero, 2004, "How Do Monetary and Fiscal Policy Interact in the European Monetary Union? [with Comments]," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 2004, issue 1, pages 241-325, DOI: 10.1086/653958.
  4. Giampaolo Gabbi, 2004, "Definizione, misurazione e gestione del rischio reputazionale degli intermediari bancari," Banca Impresa Società, Società editrice il Mulino, issue 1, pages 51-80.
  5. Abbigail J. Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2004, "Subjective probabilities: psychological theories and economic applications," Review, Federal Reserve Bank of St. Louis, volume 86, issue Jan, pages 33-48.
  6. Rossi, Stefano & Volpin, Paolo F., 2004, "Cross-country determinants of mergers and acquisitions," Journal of Financial Economics, Elsevier, volume 74, issue 2, pages 277-304, November.

2003

  1. Scott, Alasdair, 2003, "APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001," Macroeconomic Dynamics, Cambridge University Press, volume 7, issue 2, pages 313-315, April.
  2. Favero, Carlo A & Rovelli, Riccardo, 2003, "Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98," Journal of Money, Credit and Banking, Blackwell Publishing, volume 35, issue 4, pages 545-556, August.
  3. Lorenzo Codogno & Carlo Favero & Alessandro Missale, 2003, "Yield spreads on EMU government bonds
    [‘Fiscal policy events and interest rate swap spreads: some evidence from the EU’]    ," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 18, issue 37, pages 503-532.
  4. Massimo Guidolin & Allan Timmermann, 2003, "Recursive Modeling of Nonlinear Dynamics in UK Stock Returns," Manchester School, University of Manchester, volume 71, issue 4, pages 381-395, July, DOI: 10.1111/1467-9957.00352.
  5. Guidolin, Massimo & Timmermann, Allan, 2003, "Option prices under Bayesian learning: implied volatility dynamics and predictive densities," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 5, pages 717-769, March.
  6. Guidolin, Massimo, 2003, "International asset prices and portfolio choices under Bayesian learning," Research in Economics, Elsevier, volume 57, issue 4, pages 383-437, December.
  7. Sironi, Andrea, 2003, "Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues," Journal of Money, Credit and Banking, Blackwell Publishing, volume 35, issue 3, pages 443-472, June.
  8. Sironi, Andrea & Zazzara, Cristiano, 2003, "The Basel Committee proposals for a new capital accord: implications for Italian banks," Review of Financial Economics, Elsevier, volume 12, issue 1, pages 99-126.

2002

  1. Favero, Carlo A. & Giavazzi, Francesco, 2002, "Is the international propagation of financial shocks non-linear?: Evidence from the ERM," Journal of International Economics, Elsevier, volume 57, issue 1, pages 231-246, June.
  2. Sironi, Andrea, 2002, "Strengthening banks' market discipline and leveling the playing field: Are the two compatible?," Journal of Banking & Finance, Elsevier, volume 26, issue 5, pages 1065-1091, May.

2001

  1. Favero, Carlo A. & Mosca, Federico, 2001, "Uncertainty on monetary policy and the expectations model of the term structure of interest rates," Economics Letters, Elsevier, volume 71, issue 3, pages 369-375, June.
  2. Fulvio Ortu, 2001, "Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 24, issue 2, pages 79-105, November, DOI: 10.1007/s102030170001.
  3. Andrea Sironi, 2001, "An Analysis of European Banks' SND Issues and its Implications for the Design of a Mandatory Subordinated Debt Policy," Journal of Financial Services Research, Springer;Western Finance Association, volume 20, issue 2, pages 233-266, October, DOI: 10.1023/A:1013110625995.

2000

  1. Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Guido Tabellini, 2000, "Extracting information from asset prices: The methodology of EMU calculators," European Economic Review, Elsevier, volume 44, issue 9, pages 1607-1632, October.
  2. Bruno Girotto & Fulvio Ortu, 2000, "Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets," Mathematical Finance, Wiley Blackwell, volume 10, issue 4, pages 429-442, October, DOI: 10.1111/1467-9965.00102.

1999

  1. Carlo A. Favero & Franco Spinelli, 1999, "Deficits, Money Growth and Inflation in Italy: 1875–1994," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 28, issue 1, pages 43-71, February.
  2. Favero, Carlo A., 1999, "Financial markets' assessments of EMU : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 51, issue 1, pages 271-280, December.
  3. Bagliano, Fabio C. & Favero, Carlo A., 1999, "Information from financial markets and VAR measures of monetary policy," European Economic Review, Elsevier, volume 43, issue 4-6, pages 825-837, April.
  4. Anna Rita Bacinello & Fulvio Ortu, 1999, "Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates," Applied Mathematical Finance, Taylor & Francis Journals, volume 6, issue 4, pages 293-312, DOI: 10.1080/13504869950079301.

1998

  1. Bagliano, Fabio C. & Favero, Carlo A., 1998, "Measuring monetary policy with VAR models: An evaluation," European Economic Review, Elsevier, volume 42, issue 6, pages 1069-1112, June.
  2. Rudi Dornbusch & Carlo Favero & Francesco Giavazzi, 1998, "Immediate challenges for the European Central Bank," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 13, issue 26, pages 16-64.

1997

  1. Favero, Carlo A & Giavazzi, Francesco & Spaventa, Luigi, 1997, "High Yields: The Spread on German Interest Rates," Economic Journal, Royal Economic Society, volume 107, issue 443, pages 956-985, July.
  2. Girotto, Bruno & Ortu, Fulvio, 1997, "Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets," Journal of Mathematical Economics, Elsevier, volume 27, issue 3, pages 283-294, April.

1996

  1. Corielli, Francesco & Penati, Alessandro, 1996, "Long-run equity risk and dynamic trading strategies: a simulation exercise for the Italian stock market," Ricerche Economiche, Elsevier, volume 50, issue 1, pages 27-56, March.
  2. Bacinello, Anna Rita & Ortu, Fulvio, 1996, "Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results," European Journal of Operational Research, Elsevier, volume 91, issue 2, pages 235-249, June.
  3. Girotto, Bruno & Ortu, Fulvio, 1996, "Existence of Equivalent Martingale Measures in Finite Dimensional Securities Markets," Journal of Economic Theory, Elsevier, volume 69, issue 1, pages 262-277, April.
  4. Anna Rita Bacinello & Fulvio Ortu & Patrizia Stucchi, 1996, "Valuation of sinking-fund bonds in the Vasicek and CIR frameworks*Financial support from Murst Fondo 40% on 'Modelli di struttura a termine dei tassi d'interesse' is gratefully acknowledged," Applied Mathematical Finance, Taylor & Francis Journals, volume 3, issue 4, pages 269-394, DOI: 10.1080/13504869600000013.

1994

  1. Favero, Carlo A. & Pesaran, M. Hashem, 1994, "Oil investment in the North Sea," Economic Modelling, Elsevier, volume 11, issue 3, pages 308-329, July.
  2. Favero, Carlo A & Pesaran, M Hashem & Sharma, Sunil, 1994, "A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 9, issue S, pages 95-112, Suppl. De.
  3. Bruno Girotto & Fulvio Ortu, 1994, "Consumption And Portfolio Policies With Incomplete Markets And Short‐Sale Constraints In The Finite‐Dimensional Case: Some Remarks," Mathematical Finance, Wiley Blackwell, volume 4, issue 1, pages 69-73, January, DOI: 10.1111/j.1467-9965.1994.tb00051.x.

1993

  1. Favero, Carlo A, 1993, "Error Correction and Forward Looking Models for UK Consumers' Expenditure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 55, issue 4, pages 453-472, November.
  2. Bacinello, Anna Rita & Ortu, Fulvio, 1993, "Pricing equity-linked life insurance with endogenous minimum guarantees," Insurance: Mathematics and Economics, Elsevier, volume 12, issue 3, pages 245-257, June.

1992

  1. Bagliano, Fabio-Cesare & Favero, Carlo A., 1992, "Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986," Journal of Banking & Finance, Elsevier, volume 16, issue 2, pages 331-349, April.
  2. Favero, Carlo A, 1992, "Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf," Oxford Economic Papers, Oxford University Press, volume 44, issue 2, pages 187-208, April.

Books

2017

  1. Stefano Caselli & Stefano Gatti (ed.), 2017, "Structured Finance," Springer Books, Springer, number 978-3-319-54124-2, edition 2, ISBN: ARRAY(0x6b852cf8), DOI: 10.1007/978-3-319-54124-2.

2016

  1. Viola Fabbrini & Massimo Guidolin & Manuela Pedio, 2016, "Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-56139-8, ISBN: ARRAY(0xa3d72d98), April, DOI: 10.1007/978-1-137-56139-8.

2015

  1. Anna Omarini, 2015, "Retail Banking," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-1-137-39255-8, ISBN: ARRAY(0x8c49fe08), February, DOI: 10.1057/9781137392558.

2011

  1. Allen, Franklin & Carletti, Elena & Krahnen, Jan Pieter & Tyrell, Marcel (ed.), 2011, "Liquidity and Crises," OUP Catalogue, Oxford University Press, number 9780195390711, ISBN: ARRAY(0x83044cf8).
  2. Allen, Franklin & Carletti, Elena & Krahnen, Jan Pieter & Tyrell, Marcel (ed.), 2011, "Liquidity and Crises," OUP Catalogue, Oxford University Press, number 9780195390704, ISBN: ARRAY(0x81f8f990).

2009

  1. Caselli, Stefano, 2009, "Private Equity and Venture Capital in Europe," Elsevier Monographs, Elsevier, number 9780123750266, edition 1, ISBN: ARRAY(0x7ade2020).
  2. de Jong,Frank & Rindi,Barbara, 2009, "The Microstructure of Financial Markets," Cambridge Books, Cambridge University Press, number 9780521687270.

2007

  1. Beetsma,R. & Favero,C. & Missale,A. & Muscatelli,V. A. & Natale,P. & Tirelli,P. (ed.), 2007, "Monetary Policy, Fiscal Policies and Labour Markets," Cambridge Books, Cambridge University Press, number 9780521041836.

2004

  1. Beetsma,R. & Favero,C. & Missale,A. & Muscatelli,V. A. & Natale,P. & Tirelli,P. (ed.), 2004, "Monetary Policy, Fiscal Policies and Labour Markets," Cambridge Books, Cambridge University Press, number 9780521823081.

2001

  1. Favero, Carlo A., 2001, "Applied Macroeconometrics," OUP Catalogue, Oxford University Press, number 9780198296850, ISBN: ARRAY(0x8168cad8).

Chapters

2024

  1. Carlo Favero & Francesco Giavazzi & Paola Giuliano & Eliana Ferrara & Guido Tabellini, 2024, "Alberto Alesina (1957–2020)," Springer Books, Springer, chapter 41, in: Robert A. Cord, "The Palgrave Companion to Harvard Economics", DOI: 10.1007/978-3-031-52053-2_41.
  2. Massimo Guidolin, 2024, "Machine Learning in Portfolio Decisions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
  3. Mark Iarovyi & Sasson Bar-Yosef & Itzhak Venezia, 2024, "Interest Rate Sensitivity and Investor Disagreement: How to Explain Bank Stock Turnover," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 61, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".

2023

  1. Gimede Gigante & Mario Baldacchini & Andrea Cerri, 2023, "Drivers of Shareholder Value Creation in M&A: Event Study of the European Banking Sector in the Post-financial Crisis Era," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 0, in: Paul Wachtel & Giovanni Ferri & Ewa Miklaszewska, "Creating Value and Improving Financial Performance", DOI: 10.1007/978-3-031-24876-4_9.
  2. Gimede Gigante & Priscilla Greggio & Andrea Cerri, 2023, "Is All That Glitters That “Green”? An Empirical Investigation of the Magnitude of Greenwashing in Banking and Its Determinants," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 0, in: Santiago Carbó-Valverde & Pedro J. Cuadros-Solas, "New Challenges for the Banking Industry", DOI: 10.1007/978-3-031-32931-9_7.
  3. Anna Omarini, 2023, "Shifting Paradigms in Banking: How New Service Concepts and Formats Enhance the Value of Financial Services," Palgrave Studies in Financial Services Technology, Palgrave Macmillan, chapter 0, in: Thomas Walker & Elaheh Nikbakht & Maher Kooli, "The Fintech Disruption", DOI: 10.1007/978-3-031-23069-1_4.

2022

  1. Anna Omarini, 2022, "The Changing Landscape of Retail Banking and the Future of Digital Banking," Perspectives in Law, Business and Innovation, Springer, in: Markus Heckel & Franz Waldenberger, "The Future of Financial Systems in the Digital Age", DOI: 10.1007/978-981-16-7830-1_8.

2021

  1. Luca Maria Pesando & Francesco C. Billari & Carlo Favero & Francesco Saita, 2021, "Financial and demographic education effectiveness in academic and vocational high schools: a randomised experiment," Chapters, Edward Elgar Publishing, chapter 5, in: Riccardo Viale & Umberto Filotto & Barbara Alemanni & Shabnam Mousavi, "Financial Education and Risk Literacy".
  2. Anna Omarini, 2021, "FinTech and Regulation: From Start to Boost—A New Framework in the Financial Services Industry. Where Is the Market Going? Too Early to Say," Palgrave Studies in Financial Services Technology, Palgrave Macmillan, chapter 0, in: Timothy King & Francesco Saverio Stentella Lopes & Abhishek Srivastav & Jonathan Williams, "Disruptive Technology in Banking and Finance", DOI: 10.1007/978-3-030-81835-7_9.

2019

  1. Stefano Bonini & Vincenzo Capizzi & Paola Zocchi, 2019, "The Role of Angel Syndicates on the Demand and Supply of Informal Venture Capital," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Anita Quas & Yan Alperovych & Cristiano Bellavitis & Ine Paeleman & Dzidziso Samuel Kamuriwo, "New Frontiers in Entrepreneurial Finance Research".

2017

  1. Stefano Bonini & Vincenzo Capizzi, 2017, "The effects of private equity investors on the governance of companies," Chapters, Edward Elgar Publishing, chapter 7, in: Jonas Gabrielsson, "Handbook of Research on Corporate Governance and Entrepreneurship".

2016

  1. Giampaolo Gabbi & Elisa Ticci & Pietro Vozzella, 2016, "The transmission channels between the financial and the real sectors in Italy and the crisis," Chapters, Edward Elgar Publishing, chapter 10, in: Eckhard Hein & Daniel Detzer & Nina Dodig, "Financialisation and the Financial and Economic Crises".
  2. R. Cassino & A. Vozella & G. Gigante & D. Pascarella, 2016, "Risk Assessment to Support Liability Allocation Performed by the System GUI Analysis," Lecture Notes in Information Systems and Organization, Springer, in: Teresina Torre & Alessio Maria Braccini & Riccardo Spinelli, "Empowering Organizations", DOI: 10.1007/978-3-319-23784-8_18.

2015

  1. Nicola Gennaioli & Yueran Ma & Andrei Shleifer, 2015, "Expectations and Investment," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2015, Volume 30".
  2. Guido Corbetta & Gimede Gigante, 2015, "European Way to Sovereign Funds: A Comparison among CDP, KfW, and CDC," Palgrave Macmillan Books, Palgrave Macmillan, chapter 0, in: Stefano Caselli & Guido Corbetta & Veronica Vecchi, "Public Private Partnerships for Infrastructure and Business Development", DOI: 10.1057/9781137541482_17.
  3. Anna Omarini, 2015, "Introduction: From Banking to Retail Banking," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 1, "Retail Banking", DOI: 10.1057/9781137392558_1.
  4. Anna Omarini, 2015, "The History Lesson and the Need to Turnaround," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 2, "Retail Banking", DOI: 10.1057/9781137392558_2.
  5. Anna Omarini, 2015, "The Customer-Centric Perspective and How to Get It," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 3, "Retail Banking", DOI: 10.1057/9781137392558_3.
  6. Anna Omarini, 2015, "The Modern Bank Customer," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 5, "Retail Banking", DOI: 10.1057/9781137392558_5.
  7. Anna Omarini, 2015, "Business Transformation, Strategy, and Organization: The Issue is in the Execution," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 6, "Retail Banking", DOI: 10.1057/9781137392558_6.
  8. Anna Omarini, 2015, "Conclusions and Recommendations," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 7, "Retail Banking", DOI: 10.1057/9781137392558_7.

2014

  1. Franklin Allen & Elena Carletti & Robert Cull & Jun Qian & Lemma Senbet & Patricio Valenzuela, 2014, "Resolving the African Financial Development Gap: Cross-Country Comparisons and a Within-Country Study of Kenya," NBER Chapters, National Bureau of Economic Research, Inc, "African Successes, Volume III: Modernization and Development".
  2. Alberto Alesina & Carlo Favero & Francesco Giavazzi, 2014, "The Output Effect of Fiscal Consolidation Plans," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2014".

2013

  1. Allen, Franklin & Carletti, Elena & Qianc, Jun “QJ†& Valenzuela, Patricio, 2013, "Financial Intermediation, Markets, and Alternative Financial Sectors," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-453594-8.00011-2.
  2. Franklin Allen & Elena Carletti, 2013, "Financial Markets, Institutions and Liquidity," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Alexandra Heath & Matthew Lilley & Mark Manning, "Liquidity and Funding Markets".
  3. Franklin Allen & Elena Carletti & Robert Marquez, 2013, "Deposits and Bank Capital Structure," NBER Chapters, National Bureau of Economic Research, Inc, "New Perspectives on Corporate Capital Structure".
  4. Gimede Gigante & Daniele Angelo Previati, 2013, "Empirical Analysis of Intellectual Capital Disclosure Practices in Banks in Spain, Portugal and Greece," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 8, in: José Manuel Pastor Monsálvez & Juan Fernández Guevara Radoselovics, "Modern Bank Behaviour", DOI: 10.1057/9781137001863_9.
  5. Andrea Cerri & Gimede Gigante, 2013, "Estimating the Probability of Financial Distress in European Markets: Prediction Models and Empirical Applications," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 3, in: Joseph Falzon, "Bank Performance, Risk and Securitization", DOI: 10.1057/9781137332097_4.
  6. Massimo Guidolin, 2013, "Markov switching models in asset pricing research," Chapters, Edward Elgar Publishing, chapter 1, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk, "Handbook of Research Methods and Applications in Empirical Finance".

2012

  1. Tobias Adrian & Paolo Colla & Hyun Song Shin, 2012, "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2012, Volume 27".

2011

  1. Franklin Allen & Elena Carletti, 2011, "The Global Financial Crisis," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 2, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia, "Monetary Policy under Financial Turbulence".
  2. Massimo Guidolin, 2011, "Markov Switching Models in Empirical Finance," Advances in Econometrics, Emerald Group Publishing Limited, "Missing Data Methods: Time-Series Methods and Applications", DOI: 10.1108/S0731-9053(2011)000027B004.
  3. Massimo Guidolin, 2011, "Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey," Advances in Econometrics, Emerald Group Publishing Limited, "Missing Data Methods: Time-Series Methods and Applications", DOI: 10.1108/S0731-9053(2011)000027B005.
  4. Massimo Guidolin & Federica Ria, 2011, "Markov Switching Mean-Variance Frontier Dynamics: Theory and International Evidence," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, in: Greg N. Gregoriou & Razvan Pascalau, "Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration", DOI: 10.1057/9780230295216_2.

2010

  1. Franklin Allen & Ana Babus & Elena Carletti, 2010, "Asset Commonality, Debt Maturity, and Systemic Risk," NBER Chapters, National Bureau of Economic Research, Inc, "Market Institutions and Financial Market Risk".
  2. Carlo A. Favero, 2010, "Comment on "Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model"," NBER Chapters, National Bureau of Economic Research, Inc, "Europe and the Euro".
  3. Carlo Favero, 2010, "Comment on "Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk"," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2010".
  4. Carlo Favero & Francesco Giavazzi, 2010, "Measuring Tax Multipliers: The Narrative Method in Fiscal VARs," NBER Chapters, National Bureau of Economic Research, Inc, "Fiscal Policy (Trans-Atlantic Public Economics Seminar, TAPES)".
  5. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010, "Neglected Risks, Financial Innovation, and Financial Fragility," NBER Chapters, National Bureau of Economic Research, Inc, "Market Institutions and Financial Market Risk".
  6. Gimede Gigante & Daniele Previati, 2010, "The Performance of Intellectual Capital and Banking: some Empirical Evidence from the European Banking System," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 3, in: Franco Fiordelisi & Philip Molyneux & Daniele Previati, "New Issues in Financial Institutions Management", DOI: 10.1057/9780230299153_4.
  7. Alberto Manconi & Massimo Massa & Ayako Yasuda, 2010, "The Role of Institutional Investors in Propagating the Crisis of 2007–2008," NBER Chapters, National Bureau of Economic Research, Inc, "Market Institutions and Financial Market Risk".
  8. Marco Becht & Julian Franks & Colin Mayer & Stefano Rossi, 2010, "Returns to Shareholder Activism: Evidence from a Clinical Study of the Hermes UK Focus Fund," NBER Chapters, National Bureau of Economic Research, Inc, "Corporate Governance".

2009

  1. Mascia Bedendo & Brunella Bruno, 2009, "Credit Derivatives versus Loan Sales: Evidence from the European Banking Market," Chapters, Edward Elgar Publishing, chapter 9, in: Luisa Anderloni & David T. Llewellyn & Reinhard H. Schmidt, "Financial Innovation in Retail and Corporate Banking".
  2. Carlo A. Favero, 2009, "The Econometrics of Monetary Policy: An Overview," Palgrave Macmillan Books, Palgrave Macmillan, chapter 16, in: Terence C. Mills & Kerry Patterson, "Palgrave Handbook of Econometrics", DOI: 10.1057/9780230244405_16.

2008

  1. Massimo Guidolin & Carrie Fangzhou Na, 2008, "Chapter 16 The Economic and Statistical Value of Forecast Combinations Under Regime Switching: An Application to Predictable US Returns," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "Forecasting in the Presence of Structural Breaks and Model Uncertainty", DOI: 10.1016/S1574-8715(07)00216-3.

2007

  1. Franklin Allen & Elena Carletti, 2007, "Banks, Markets and Liquidity," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Christopher Kent & Jeremy Lawson, "The Structure and Resilience of the Financial System".
  2. Fabio Canova & Carlo Favero, 2007, "Monetary Policy in the Euro Area: Lessons from Five Years of the ECB and then Implications for Turkey," Chapters, Edward Elgar Publishing, chapter 4, in: Erdem Başçı & Sübidey Togan & Jürgen von Hagen, "Macroeconomic Policies for EU Accession".

2005

  1. Julian Franks & Colin Mayer & Stefano Rossi, 2005, "Spending Less Time with the Family: The Decline of Family Ownership in the United Kingdom," NBER Chapters, National Bureau of Economic Research, Inc, "A History of Corporate Governance around the World: Family Business Groups to Professional Managers".

2003

  1. Elena Carletti & Philipp Hartmann, 2003, "Competition and stability: what's special about banking?," Chapters, Edward Elgar Publishing, chapter 8, in: Paul Mizen, "Monetary History, Exchange Rates and Financial Markets".

1998

  1. Elisabetta Gualandri & Anna Omarini, 1998, "Customer Relationships: Virtual Banking and Cash Management Services in Italy," Palgrave Macmillan Books, Palgrave Macmillan, chapter 9, in: David F. Birks, "Global Cash Management in Europe", DOI: 10.1007/978-1-349-14662-8_9.

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