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Massimo Ferrari

Not to be confused with: Massimo Ferrari Minesso

Personal Details

First Name:Massimo
Middle Name:
Last Name:Ferrari
Suffix:
RePEc Short-ID:pfe510
[This author has chosen not to make the email address public]

Affiliation

(50%) Facoltà di Economia
Università degli Studi di Roma "Tor Vergata"

Roma, Italy
http://www.economia.uniroma2.it/
RePEc:edi:ferotit (more details at EDIRC)

(50%) European Securities and Markets Authority (ESMA)
European Union

Paris, France
http://www.esma.europa.eu/
RePEc:edi:esmeufr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Guagliano, Claudia & Mazzacurati, Julien, 2017. "Collateral scarcity premia in euro area repo markets," ESRB Working Paper Series 55, European Systemic Risk Board.
  2. Leonardo Becchetti & Massimo Ferrari & Ugo Trenta, 2013. "The impact of the French Tobin tax," CEIS Research Paper 266, Tor Vergata University, CEIS, revised 01 Mar 2013.

Articles

  1. Bouveret, Antoine & Ferrari, Massimo & Kern, Steffen, 2020. "The E.U. alternative investment fund industry: Insights from AIFMD repeorting," Journal of Financial Transformation, Capco Institute, vol. 51, pages 34-43.
  2. Massimo Ferrari & Stéphanie Stolz & Michael Wedow, 2019. "Do primary dealer funding constraints impact sovereign bond liquidity and yields: evidence for nine Euro area countries," Empirical Economics, Springer, vol. 56(6), pages 1855-1891, June.
  3. Becchetti, L. & Ferrari, M. & Trenta, U., 2014. "The impact of the French Tobin tax," Journal of Financial Stability, Elsevier, vol. 15(C), pages 127-148.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Guagliano, Claudia & Mazzacurati, Julien, 2017. "Collateral scarcity premia in euro area repo markets," ESRB Working Paper Series 55, European Systemic Risk Board.

    Cited by:

    1. Jank, Stephan & Mönch, Emanuel & Schneider, Michael, 2021. "Safe asset shortage and collateral reuse," Discussion Papers 39/2021, Deutsche Bundesbank.
    2. Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022. "Monetary policy transmission in segmented markets," Working Paper Series 2706, European Central Bank.
    3. W. Arrata & B. Nguyen & I. Rahmouni-Rousseau & M. Vari, 2017. "Eurosystem’s asset purchases and money market rates," Working papers 652, Banque de France.
    4. Brand, Claus & Ferrante, Lorenzo & Hubert, Antoine, 2019. "From cash- to securities-driven euro area repo markets: the role of financial stress and safe asset scarcity," Working Paper Series 2232, European Central Bank.
    5. Bryane Michael & Svitlana Osaulenko, 2021. "TOWARD A NEW COMPARATIVE PUBLIC LAW OF CENTRAL BANK LEGISLATION: Designing Legislative Mandates for Central Bank Private Securities Assets Purchases and Nominal GDP Targeting," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 5-38.
    6. Bank for International Settlements, 2023. "Central bank asset purchases in response to the Covid-19 crisis," CGFS Papers, Bank for International Settlements, number 68, August.
    7. William Arrata & Benoit Nguyen & Imene Rahmouni-Rousseau & Miklos Vari, 2018. "The Scarcity Effect of Quantitative Easing on Repo Rates: Evidence from the Euro Area," IMF Working Papers 2018/258, International Monetary Fund.
    8. Matteo Accornero, 2020. "Collateral Re-use, Liquidity and Financial Stability," Working Papers 10/20, Sapienza University of Rome, DISS.

  2. Leonardo Becchetti & Massimo Ferrari & Ugo Trenta, 2013. "The impact of the French Tobin tax," CEIS Research Paper 266, Tor Vergata University, CEIS, revised 01 Mar 2013.

    Cited by:

    1. Taneli Mäkinen & Francesco Palazzo, 2017. "The double bind of asymmetric information in over-the-counter markets," Temi di discussione (Economic working papers) 1128, Bank of Italy, Economic Research and International Relations Area.
    2. Ramiro Losada, Albert Martínez Pastor, 2023. "Analysys of the implementation of the Spanish Financial Transaction Tax in equity markets," CNMV Working Papers CNMV Working Papers no. 8, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
    3. Hvozdyk, Lyudmyla & Rustanov, Serik, 2016. "The effect of financial transaction tax on market liquidity and volatility: An Italian perspective," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 62-78.
    4. Cappelletti, Giuseppe & Guazzarotti, Giovanni & Tommasino, Pietro, 2017. "The stock market effects of a securities transaction tax: Quasi-experimental evidence from Italy," Journal of Financial Stability, Elsevier, vol. 31(C), pages 81-92.
    5. Ramiro Losada, Albert Martínez Pastor, 2023. "Análisis sobre la implantación del impuesto español sobre transacciones financieras en los mercados de renta," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
    6. Gunther Capelle-Blancard & Olena Havrylchyk, 2013. "The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility," Post-Print halshs-00940251, HAL.
    7. Gunther Capelle-Blancard, 2016. "The abrogation of the “Impôt sur les opérations de bourse” did not foster the French stock market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01297093, HAL.
    8. Sajid M. Chaudhry & Andrew W. Mullineux & Natasha Agarwal, 2015. "Balancing the Regulation and Taxation of Banking," Books, Edward Elgar Publishing, number 16668.
    9. Gunther Capelle-Blancard, 2017. "Curbing the Growth of Stock Trading? Order-to-Trade Ratios and Financial Transaction Taxes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01441828, HAL.
    10. Thomas Hemmelgarn & Gaëtan Nicodème & Bogdan Tasnadi & Pol Vermote, 2016. "Financial Transaction Taxes in the European Union," Taxation Papers 62, Directorate General Taxation and Customs Union, European Commission.
    11. Selim Jahan, 2017. "Human Development Report 2016 - Human Development for Everyone," Working Papers id:12021, eSocialSciences.
    12. Benoît Carmichael & Jean Armand Gnagne & Kevin Moran, 2015. "Securities Transactions Taxes and Financial Crises," Cahiers de recherche 1506, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
    13. Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2017. "Assessing the impact of an EU financial transactions tax on asset volatility: An event study," International Review of Financial Analysis, Elsevier, vol. 53(C), pages 12-24.
    14. Scott Mixon, 2022. "US experience with futures transaction taxes," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(3), pages 413-427, March.
    15. Eichfelder, Sebastian & Lau, Mona, 2016. "Financial transaction taxes: Announcement effects, short-run effects, and long-run effects," arqus Discussion Papers in Quantitative Tax Research 211, arqus - Arbeitskreis Quantitative Steuerlehre.
    16. Mr. Luc Eyraud, 2014. "Reforming Capital Taxation in Italy," IMF Working Papers 2014/006, International Monetary Fund.
    17. Jerry Parwada & Yixuan Rui & Jianfeng Shen, 2022. "Financial transaction tax and market quality: Evidence from France†," International Review of Finance, International Review of Finance Ltd., vol. 22(1), pages 90-113, March.
    18. Eichfelder, Sebastian & Lau, Mona & Noth, Felix, 2018. "The impact of financial transaction taxes on stock markets: Short-run effects, long-run effects, and migration," arqus Discussion Papers in Quantitative Tax Research 228, arqus - Arbeitskreis Quantitative Steuerlehre.
    19. Eichfelder, Sebastian & Noack, Mona & Noth, Felix, 2022. "The impact of financial transaction taxes on stock markets: Short-run effects, long-run effects, and reallocation of trading activity," IWH Discussion Papers 12/2022, Halle Institute for Economic Research (IWH).
    20. Yin, Zhichao & Peng, Hongfeng & Xiao, Weiguo & Xiao, Zumian, 2022. "Capital control and monetary policy coordination: Tobin tax revisited," Research in International Business and Finance, Elsevier, vol. 59(C).
    21. Iryna Veryzhenko & Lise Arena & Etienne Harb & Nathalie Oriol, 2017. "Time to Slow Down for High‐Frequency Trading? Lessons from Artificial Markets," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 24(2-3), pages 73-79, April.
    22. Paulo Pereira Silva, 2023. "Securities transaction taxes and stock price informativeness: evidence for France and Italy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(3), pages 325-345, September.
    23. Rocco Ciciretti & Iftekhar Hasan & Maya Waisman, 2015. "Distribution strategy and movie performance: an empirical note," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(1), pages 179-187, June.
    24. Eichfelder, Sebastian & Lau, Mona & Noth, Felix, 2017. "Financial transaction taxes: Announcement effects, short-run effects, and long-run effects," IWH Discussion Papers 4/2017, Halle Institute for Economic Research (IWH).
    25. Michele Dell’Era, 2018. "Financial Transaction Taxes and Expert Advice," Working and Discussion Papers WP 4/2018, Research Department, National Bank of Slovakia.
    26. Gunther Capelle-Blancard, 2014. "Securities transaction tax in Europe: first impact assessments," Chapters, in: Sajid M. Chaudhry & Andrew W Mullineux (ed.), Taxing Banks Fairly, chapter 6, pages 107-126, Edward Elgar Publishing.

Articles

  1. Becchetti, L. & Ferrari, M. & Trenta, U., 2014. "The impact of the French Tobin tax," Journal of Financial Stability, Elsevier, vol. 15(C), pages 127-148.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

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Statistics

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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 2 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-ACC: Accounting & Auditing (2) 2013-03-09 2013-05-05
  2. NEP-EEC: European Economics (2) 2013-03-09 2013-05-05
  3. NEP-MST: Market Microstructure (2) 2013-03-09 2013-05-05
  4. NEP-PBE: Public Economics (2) 2013-03-09 2013-05-05
  5. NEP-EUR: Microeconomic European Issues (1) 2013-05-05
  6. NEP-PUB: Public Finance (1) 2013-03-09

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