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Luca Benzoni

Personal Details

First Name:Luca
Middle Name:
Last Name:Benzoni
Suffix:
RePEc Short-ID:pbe1008
[This author has chosen not to make the email address public]
https://sites.google.com/site/lbenzonifrbchi/

Affiliation

Federal Reserve Bank of Chicago

Chicago, Illinois (United States)
http://www.chicagofed.org/
RePEc:edi:frbchus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Marco Bassetto & Luca Benzoni & Jason Hall, 2024. "On the Mechanics of Fiscal Inflations," Working Paper Series WP 2024-15, Federal Reserve Bank of Chicago.
  2. Luca Benzoni & Christian Cabanilla & Alessandro Cocco & Cullen Kavoussi, 2023. "What does the CDS market imply for a U.S. default?," Working Paper Series WP 2023-17, Federal Reserve Bank of Chicago.
  3. Andrea Ajello & Luca Benzoni & Makena Schwinn & Yannick Timmer & Francisco Vazquez-Grande, 2022. "Monetary Policy, Inflation Outlook, and Recession Probabilities," FEDS Notes 2022-07-12, Board of Governors of the Federal Reserve System (U.S.).
  4. Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein & Chao Ying, 2022. "Debt Dynamics with Fixed Issuance Costs," Working Paper Series WP 2023-01, Federal Reserve Bank of Chicago.
  5. Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein & Julien Hugonnier & Chao Ying, 2020. "Optimal Debt Dynamics, Issuance Costs, and Commitment," Working Paper Series WP-2020-20, Federal Reserve Bank of Chicago.
  6. Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein, 2019. "Asymmetric Information, Dynamic Debt Issuance, and the Term Structure of Credit Spreads," Working Paper Series WP-2019-8, Federal Reserve Bank of Chicago.
  7. Luca Benzoni & Olena Chyruk & David Kelley, 2018. "Why Does the Yield-Curve Slope Predict Recessions?," Working Paper Series WP-2018-15, Federal Reserve Bank of Chicago.
  8. Filippo Ferroni & Stefano Grassi & Miguel A. León-Ledesma, 2017. "Selecting Primal Innovations in DSGE models," Working Paper Series WP-2017-20, Federal Reserve Bank of Chicago.
  9. Marco Bassetto & Luca Benzoni & Trevor Serrao, 2016. "The Interplay Between Financial Conditions and Monetary Policy Shocks," Working Paper Series WP-2016-11, Federal Reserve Bank of Chicago.
  10. Luca Benzoni & Olena Chyruk, 2015. "The Value and Risk of Human Capital," Working Paper Series WP-2015-6, Federal Reserve Bank of Chicago.
  11. Luca Benzoni & Robert S. Goldstein, 2015. "Estimating the Tax and Credit-Event Risk Components of Credit Spreads," Working Paper Series WP-2017-17, Federal Reserve Bank of Chicago.
  12. Luca Benzoni & Olena Chyruk, 2013. "Human Capital and Long-Run Labor Income Risk," Working Paper Series WP-2013-16, Federal Reserve Bank of Chicago.
  13. Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein & Jean Helwege, 2012. "Modeling credit contagion via the updating of fragile beliefs," Working Paper Series WP-2012-04, Federal Reserve Bank of Chicago.
  14. Andrea Ajello & Luca Benzoni & Olena Chyruk, 2012. "Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates," Working Paper Series WP-2014-11, Federal Reserve Bank of Chicago.
  15. Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2011. "Can standard preferences explain the prices of out-of-the-money S&P 500 put options?," Working Paper Series WP-2011-11, Federal Reserve Bank of Chicago.
  16. Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2010. "Explaining asset pricing puzzles associated with the 1987 market crash," Working Paper Series WP-2010-10, Federal Reserve Bank of Chicago.
  17. Torben G. Andersen & Luca Benzoni, 2010. "Stochastic Volatility," CREATES Research Papers 2010-10, Department of Economics and Business Economics, Aarhus University.
  18. Torben G. Andersen & Luca Benzoni, 2008. "Realized volatility," Working Paper Series WP-08-14, Federal Reserve Bank of Chicago.
  19. Torben G. Andersen & Luca Benzoni, 2007. "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models," CREATES Research Papers 2007-25, Department of Economics and Business Economics, Aarhus University.
  20. Luca Benzoni & Carola Schenone, 2007. "Conflict of interest and certification in the U.S. IPO market," Working Paper Series WP-07-09, Federal Reserve Bank of Chicago.
  21. Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2007. "Portfolio choice over the life-cycle when the stock and labor markets are cointegrated," Working Paper Series WP-07-11, Federal Reserve Bank of Chicago.
  22. Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2005. "Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income," NBER Working Papers 11247, National Bureau of Economic Research, Inc.
  23. Jesper Lund & Torben G. Andersen & Luca Benzoni, 2004. "Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature," Econometric Society 2004 North American Winter Meetings 432, Econometric Society.
  24. Torben G. Andersen & Luca Benzoni & Jesper Lund, 2001. "An Empirical Investigation of Continuous-Time Equity Return Models," NBER Working Papers 8510, National Bureau of Economic Research, Inc.

Articles

  1. Marco Bassetto & Luca Benzoni & Jason Hall, 2024. "On the Mechanics of Fiscal Inflations," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 44(2), July.
  2. Luca Benzoni & Lorenzo Garlappi & Robert Goldstein, 2023. "Incomplete Information, Debt Issuance, and the Term Structure of Credit Spreads," Management Science, INFORMS, vol. 69(7), pages 4331-4352, July.
  3. Benzoni, Luca & Garlappi, Lorenzo & Goldstein, Robert S. & Ying, Chao, 2022. "Debt dynamics with fixed issuance costs," Journal of Financial Economics, Elsevier, vol. 146(2), pages 385-402.
  4. Andrea Ajello & Luca Benzoni & Makena Schwinn & Yannick Timmer & Francisco Vazquez-Grande, 2022. "Sources of Fluctuation in Short-Term Yields and Recession Probabilities," Chicago Fed Letter, Federal Reserve Bank of Chicago, August.
  5. Andrea Ajello & Luca Benzoni & Olena Chyruk & Stijn Van Nieuwerburgh, 2020. "Core and ‘Crust’: Consumer Prices and the Term Structure of Interest Rates," The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3719-3765.
  6. Luca Benzoni & Olena Chyruk & David Kelley, 2018. "Why Does the Yield-Curve Slope Predict Recessions?," Chicago Fed Letter, Federal Reserve Bank of Chicago.
  7. Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein & Jean Helwege, 2015. "Modeling Credit Contagion via the Updating of Fragile Beliefs," The Review of Financial Studies, Society for Financial Studies, vol. 28(7), pages 1960-2008.
  8. Luca Benzon & Olena Chyruk, 2015. "The Value and Risk of Human Capital," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 179-200, December.
  9. Andrea Ajello & Luca Benzoni & Olena Chyruk, 2012. "No-arbitrage restrictions and the U.S. Treasury market," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 36(Q II), pages 55-74.
  10. Benzoni, Luca & Collin-Dufresne, Pierre & Goldstein, Robert S., 2011. "Explaining asset pricing puzzles associated with the 1987 market crash," Journal of Financial Economics, Elsevier, vol. 101(3), pages 552-573, September.
  11. Luca Benzoni & Robert S. Goldstein, 2010. "Lifecycle investment decisions and labor income risk," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jul12.
  12. Benzoni, Luca & Schenone, Carola, 2010. "Conflict of interest and certification in the U.S. IPO market," Journal of Financial Intermediation, Elsevier, vol. 19(2), pages 235-254, April.
  13. Torben G. Andersen & Luca Benzoni, 2010. "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models," Journal of Finance, American Finance Association, vol. 65(2), pages 603-653, April.
  14. Luca Benzoni & Olena Chyruk, 2009. "Investing over the life cycle with long-run labor income risk," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 33(Q III), pages 29-43.
  15. Luca Benzoni & Pierre Collin‐Dufresne & Robert S. Goldstein, 2007. "Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated," Journal of Finance, American Finance Association, vol. 62(5), pages 2123-2167, October.
  16. Torben G. Andersen & Luca Benzoni & Jesper Lund, 2002. "An Empirical Investigation of Continuous‐Time Equity Return Models," Journal of Finance, American Finance Association, vol. 57(3), pages 1239-1284, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor
  5. Number of Journal Pages, Weighted by Simple Impact Factor
  6. Number of Journal Pages, Weighted by Recursive Impact Factor
  7. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 25 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (7) 2001-10-01 2006-01-01 2007-01-02 2007-11-03 2008-06-27 2019-12-02 2023-06-19. Author is listed
  2. NEP-MAC: Macroeconomics (7) 2005-04-09 2006-01-01 2010-03-20 2011-12-19 2016-10-30 2017-11-12 2018-12-24. Author is listed
  3. NEP-MON: Monetary Economics (6) 2012-11-17 2016-10-30 2017-12-18 2018-12-24 2022-08-22 2024-09-23. Author is listed
  4. NEP-CBA: Central Banking (5) 2012-11-17 2016-10-30 2017-12-18 2022-08-22 2024-09-23. Author is listed
  5. NEP-CFN: Corporate Finance (4) 2006-01-01 2019-12-02 2021-06-21 2023-03-20
  6. NEP-ECM: Econometrics (4) 2009-01-10 2009-10-31 2010-03-20 2017-11-12
  7. NEP-MST: Market Microstructure (4) 2007-01-02 2007-03-17 2008-06-27 2009-01-10
  8. NEP-DGE: Dynamic General Equilibrium (3) 2011-12-19 2015-09-05 2017-11-12
  9. NEP-RMG: Risk Management (3) 2007-01-02 2007-03-17 2021-06-21
  10. NEP-BAN: Banking (2) 2007-11-03 2023-06-19
  11. NEP-ETS: Econometric Time Series (2) 2009-10-31 2010-03-20
  12. NEP-FIN: Finance (2) 2005-04-09 2006-01-01
  13. NEP-ORE: Operations Research (2) 2010-03-20 2019-12-02
  14. NEP-ACC: Accounting and Auditing (1) 2017-11-12
  15. NEP-EUR: Microeconomic European Issues (1) 2024-09-23
  16. NEP-FOR: Forecasting (1) 2010-03-20
  17. NEP-HRM: Human Capital and Human Resource Management (1) 2015-09-05
  18. NEP-IFN: International Finance (1) 2017-12-18
  19. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2015-09-05
  20. NEP-MIC: Microeconomics (1) 2010-12-04
  21. NEP-PBE: Public Economics (1) 2017-11-12
  22. NEP-SBM: Small Business Management (1) 2019-12-02
  23. NEP-SEA: South East Asia (1) 2005-04-09

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