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Riccardo Colacito

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Personal Details

First Name:Riccardo
Middle Name:
Last Name:Colacito
Suffix:
RePEc Short-ID:pco212
Email:
Homepage:http://www.unc.edu/~colacitr
Postal Address:
Phone:
Location: Chapel Hill, North Carolina (United States)
Homepage: http://www.kenan-flagler.unc.edu/
Email:
Phone: 919.962.8301
Fax:
Postal: Campus Box 3490, McColl Building, Chapel Hill, NC 27599-3490
Handle: RePEc:edi:bsuncus (more details at EDIRC)
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  1. Steven Ho & Philip Howard & Mariano Croce & Riccardo Colacito, 2013. "BKK the EZ way. An International Production Economy with Recursive Preferences," 2013 Meeting Papers 112, Society for Economic Dynamics.
  2. Chabi-Yo, Fousseni & Colacito, Riccardo, 2013. "The Term Structures of Co-entropy in International Financial Markets," Working Paper Series 2013-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  3. Mariano Croce & Riccardo Colacito, 2012. "International Asset Pricing with Recursive Preferences," 2012 Meeting Papers 984, Society for Economic Dynamics.
  4. Mariano M. Croce & Riccardo Colacito, 2010. "International Asset Pricing with Risk-Sensitive Rare Events," 2010 Meeting Papers 176, Society for Economic Dynamics.
  5. Mariano Croce & Riccardo Colacito, 2009. "Risk sensitive allocations with multiple goods in international ļ¬nance. Existence, survivorship, and dynamics," 2009 Meeting Papers 1201, Society for Economic Dynamics.
  6. Thomas J. Sargent & Riccardo Colacito & Lars P. Hansen & Timothy Cogley, 2008. "Robustness and US Monetary," 2008 Meeting Papers 228, Society for Economic Dynamics.
  7. Croce & Colacito, 2008. "Risk sharing for the long-run. The benefits from financial integration," 2008 Meeting Papers 985, Society for Economic Dynamics.
  8. Timothy Cogley & Thomas Sargent & Riccardo Colacito, 2005. "Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson," 2005 Meeting Papers 791, Society for Economic Dynamics.
  9. Riccardo Colacito & Mariano Croce, 2005. "Risks For The Long Run And The Real Exchange Rate," 2005 Meeting Papers 794, Society for Economic Dynamics.
  1. Riccardo Colacito & Mariano M. Croce, 2013. "International Asset Pricing with Recursive Preferences," Journal of Finance, American Finance Association, vol. 68(6), pages 2651-2686, December.
  2. Anna Bassi & Riccardo Colacito & Paolo Fulghieri, 2013. "'O Sole Mio: An Experimental Analysis of Weather and Risk Attitudes in Financial Decisions," Review of Financial Studies, Society for Financial Studies, vol. 26(7), pages 1824-1852.
  3. Riccardo Colacito & Mariano M. Croce, 2012. "International Robust Disagreement," American Economic Review, American Economic Association, vol. 102(3), pages 152-55, May.
  4. Riccardo Colacito & Mariano M. Croce, 2011. "Risks for the Long Run and the Real Exchange Rate," Journal of Political Economy, University of Chicago Press, vol. 119(1), pages 153 - 181.
  5. Colacito, Riccardo & Engle, Robert F. & Ghysels, Eric, 2011. "A component model for dynamic correlations," Journal of Econometrics, Elsevier, vol. 164(1), pages 45-59, September.
  6. Riccardo Colacito & Mariano M. Croce, 2010. "The Short and Long Run Benefits of Financial Integration," American Economic Review, American Economic Association, vol. 100(2), pages 527-31, May.
  7. Timothy Cogley & Riccardo Colacito & Lars Peter Hansen & Thomas J. Sargent, 2008. "Robustness and U.S. Monetary Policy Experimentation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(8), pages 1599-1623, December.
  8. Timothy Cogley & Riccardo Colacito & Thomas J. Sargent, 2007. "Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(s1), pages 67-99, 02.
  9. Engle, Robert & Colacito, Riccardo, 2006. "Testing and Valuing Dynamic Correlations for Asset Allocation," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 238-253, April.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-IFN: International Finance (1) 2014-11-22. Author is listed
  2. NEP-ORE: Operations Research (1) 2014-11-22. Author is listed
  3. NEP-UPT: Utility Models & Prospect Theory (1) 2005-12-01. Author is listed
This author is among the top 5% authors according to these criteria:
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