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Gianluca Mattarocci

Personal Details

First Name:Gianluca
Middle Name:
Last Name:Mattarocci
Suffix:
RePEc Short-ID:pma381
http://www.economia.uniroma2.it/nuovo/facolta/docenti/docenti.asp?IdProfessore=&IdProfessore=279&IdProfessore=&B1=VISUALIZZA
University of Rome Tor Vergata School of Economics Department of Economics and Finance Address: Via Columbia 2 City: Rome - Italy ZIP code: 00133
+390672595931

Affiliation

Dipartimento di Management e Diritto
Facoltà di Economia
Università degli Studi di Roma "Tor Vergata"

Roma, Italy
http://www.economia.uniroma2.it/dsi/

: +39 06 7259 5800
+39 06 7259 5804
Via Columbia 2, 00133 Roma
RePEc:edi:dirotit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Claudio Giannotti & Gianluca Mattarocci & Xenia Scimone, 2017. "Loss Given Default for residential real estate banks: Evidence from the Euro area," ERES eres2017_130, European Real Estate Society (ERES).
  2. Lucia Gibilaro & Gianluca Mattarocci, 2016. "Peer to Peer lending and the European real estate market: evidence from UK," ERES eres2016_234, European Real Estate Society (ERES).
  3. Gianluca Mattarocci & Lucia Gibilaro, 2016. "Institutional Investors and Home Biased REITs," ERES eres2016_247, European Real Estate Society (ERES).
  4. Delina Ibrahimaj & Gianluca Mattarocci, 2014. "Construction activity and real estate market trend: evidence from Albania," ERES eres2014_11, European Real Estate Society (ERES).
  5. Bryan D. Macgregor & Claudio Giannotti & Gianluca Mattarocci & Simone Roberti, 2013. "Tenant Features and their Impact on the Office Sector Rent: Evidence from Milan," ERES eres2013_228, European Real Estate Society (ERES).
  6. Gianluca Mattarocci, 2013. "Performance of real estate investments," ERES eres2013_ind_107, European Real Estate Society (ERES).
  7. Lucia Gibilaro & Gianluca Mattarocci, 2013. "Are Real Estate Banks More Affected by Real Estate Market Dynamics? Evidence from the Main European Countries," ERES eres2013_248, European Real Estate Society (ERES).
  8. Gianluca Mattarocci & Lucia Gibilaro, 2012. "Landmark buildings and diversification opportunities in the residential market," ERES eres2012_033, European Real Estate Society (ERES).
  9. Georgios Siligardos & Gianluca Mattarocci, 2012. "Investor attention for retail and institutional funds: a test on the real estate market," ERES eres2012_050, European Real Estate Society (ERES).
  10. Gianluca Mattarocci & Claudio Giannotti, 2011. "The Role of Risk Measuresí Choices in Ranking Reits: Evidence from the US Market," ERES eres2011_274, European Real Estate Society (ERES).
  11. Claudio Giannotti & Massimo Biasin & Gianluca Mattarocci, 2010. "The Performance Attribution Of The Italian Real Estate Funds: The Role Of Income Return And Capital Growth," ERES eres2010_407, European Real Estate Society (ERES).
  12. Gianluca Mattarocci & Claudio Giannotti, 2010. "The Role Of Risk Measuresí Choices In Ranking Real Estate Funds: Evidence From The Italian Market," ERES eres2010_129, European Real Estate Society (ERES).
  13. Lucia Gibilaro & Claudio Giannotti & Gianluca Mattarocci, 2010. "Liquidity Risk Exposure For Specialized And Unspecialized Real Estate Banks: Evidences From The Italian Market," ERES eres2010_240, European Real Estate Society (ERES).
  14. Georgios Siligardos & Gianluca Mattarocci, 2010. "The Relevance Of Real Estate Market Trends For Investment Property Funds Asset Allocation: Evidence From France, Germany, Italy And United Kingdom," ERES eres2010_244, European Real Estate Society (ERES).
  15. Luca Spinelli & Claudio Giannotti & Gianluca Mattarocci, 2009. "Are Portfolio Diversification Criteria Useful for Hotel Investments?," ERES eres2009_249, European Real Estate Society (ERES).
  16. Claudio Giannotti & Gianluca Mattarocci, 2008. "How To Rate Italian Real Estate Funds," ERES eres2008_149, European Real Estate Society (ERES).
  17. Claudio Giannotti & Gianluca Mattarocci, 2007. "Risk Diversification in a Real Estate Portfolio: Evidence from the Italian Market," ERES eres2007_286, European Real Estate Society (ERES).
  18. Schwizer, Paola & Mattarocci, Gianluca, 2006. "Managing factoring in banking groups," MPRA Paper 2132, University Library of Munich, Germany.
  19. Mattarocci, Gianluca, 2006. "Market characteristics and chaos dynamics in stock markets: an international comparison," MPRA Paper 4296, University Library of Munich, Germany, revised Jun 2006.
  20. Mattarocci, Gianluca, 2005. "Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating," MPRA Paper 4295, University Library of Munich, Germany, revised Mar 2005.
  21. Carretta, Alessandro & Mattarocci, Gianluca, 2005. "The performance evaluation of hedge funds: a comparison of different approaches using European data," MPRA Paper 4294, University Library of Munich, Germany, revised Jan 2007.
  22. Carretta, Alessandro & Mattarocci, Gianluca, 2005. "Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market," MPRA Paper 4293, University Library of Munich, Germany, revised Jan 2007.

Articles

  1. Lucia Gibilaro & Gianluca Mattarocci, 2016. "Are Real Estate Banks More Affected by Real Estate Market Dynamics?," International Real Estate Review, Asian Real Estate Society, vol. 19(2), pages 151-170.
  2. Lucia Gibilaro & Gianluca Mattarocci, 2016. "Landmark buildings and diversification opportunities in the residential market," International Journal of Housing Markets and Analysis, Emerald Group Publishing, vol. 9(4), pages 429-445, October.
  3. Lucia Gibilaro & Gianluca Mattarocci, 2016. "Banking Group Features and Interbank Market Exposure: Evidence from the Main European Groups," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 43-70, June.
  4. Gianluca Mattarocci & Georgios Siligardos, 2013. "Investor attention for retail and institutional investors: a test on the real estate market," Journal of Property Investment & Finance, Emerald Group Publishing, vol. 31(4), pages 314-328, July.
  5. Gianluca Mattarocci, 2013. "Real estate funds’ performance in the Italian market," BANCARIA, Bancaria Editrice, vol. 2, pages 76-84, February.
  6. Umberto Filotto & Gianluca Mattarocci & Gianluca Mattarocci, 2012. "The bank, between public and private," BANCARIA, Bancaria Editrice, vol. 10, pages 3-25, October.
  7. Claudio Giannotti & Lucia Gibilaro & Gianluca Mattarocci, 2011. "Liquidity risk exposure for specialised and unspecialised real estate banks: Evidence from the Italian market," Journal of Property Investment & Finance, Emerald Group Publishing, vol. 29(2), pages 98-114, March.
  8. Lucia Gibilaro & Gianluca Mattarocci, 2010. "Predictors Of Net Trade Credit Exposure: Evidence From The Italian Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(4), pages 103-119.
  9. Claudio Giannotti & Gianluca Mattarocci, 2010. "La scelta della misura di rischio nella classificazione dei fondi immobiliari italiani," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2010(3), pages 549-569.
  10. Claudio Giannotti & Gianluca Mattarocci & Luca Spinelli, 2010. "The relative importance of sector and regional factors in the hotel industry: Evidence from the Italian market," Journal of Property Investment & Finance, Emerald Group Publishing, vol. 28(3), pages 162-180, April.
  11. Claudio Giannotti & Gianluca Mattarocci, 2009. "The risk exposure of property cash flows: evidence from the italian market," BANCARIA, Bancaria Editrice, vol. 10, pages 47-63, October.
  12. Lucia Gibilaro & Gianluca Mattarocci, 2007. "The Selection Of The Discount Rate In Estimating Loss Given Default," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 1(2), pages 15-33.

Books

  1. Mattarocci, Gianluca, 2013. "The Independence of Credit Rating Agencies," Elsevier Monographs, Elsevier, edition 1, number 9780124045699.

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Author Profile
    1. The REPEC Fantasy League and My Initial Endowment of Economists
      by Matthew Kahn in Environmental and Urban Economics on 2015-07-26 23:22:00

Working papers

  1. Delina Ibrahimaj & Gianluca Mattarocci, 2014. "Construction activity and real estate market trend: evidence from Albania," ERES eres2014_11, European Real Estate Society (ERES).

    Cited by:

    1. Mustafa Kahveci & Ernil Sabaj, 2017. "Determinant Of Housing Rents In Urban Albania: An Empirical Hedonic Price Application With Nsa Survey Data," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 5(2), pages 51-65.

  2. Gianluca Mattarocci & Claudio Giannotti, 2010. "The Role Of Risk Measuresí Choices In Ranking Real Estate Funds: Evidence From The Italian Market," ERES eres2010_129, European Real Estate Society (ERES).

    Cited by:

    1. Marisa Gigante, 2012. "The incidence of real estate portfolio composition choices on funds performance: Evicence from the Italian market," ERES eres2012_186, European Real Estate Society (ERES).

  3. Lucia Gibilaro & Claudio Giannotti & Gianluca Mattarocci, 2010. "Liquidity Risk Exposure For Specialized And Unspecialized Real Estate Banks: Evidences From The Italian Market," ERES eres2010_240, European Real Estate Society (ERES).

    Cited by:

    1. Khemais Zaghdoudi & Abdelaziz Hakimi, 2017. "The Determinants of Liquidity Risk: Evidence from Tunisian Banks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(2), pages 1-5.
    2. Lucia Gibilaro & Gianluca Mattarocci, 2016. "Are Real Estate Banks More Affected by Real Estate Market Dynamics?," International Real Estate Review, Asian Real Estate Society, vol. 19(2), pages 151-170.

  4. Claudio Giannotti & Gianluca Mattarocci, 2007. "Risk Diversification in a Real Estate Portfolio: Evidence from the Italian Market," ERES eres2007_286, European Real Estate Society (ERES).

    Cited by:

    1. Marisa Gigante, 2012. "The incidence of real estate portfolio composition choices on funds performance: Evicence from the Italian market," ERES eres2012_186, European Real Estate Society (ERES).
    2. Marisa Gigante, 2011. "The impact of real estate portfolio composition on the Italian real estate funds performance," ERES eres2011_283, European Real Estate Society (ERES).

  5. Carretta, Alessandro & Mattarocci, Gianluca, 2005. "The performance evaluation of hedge funds: a comparison of different approaches using European data," MPRA Paper 4294, University Library of Munich, Germany, revised Jan 2007.

    Cited by:

    1. Szabolcs Szikszai & Tamas Badics, 2014. "Enhanced Funds Seeking Higher Returns," Working papers wpaper43, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.

Articles

    Sorry, no citations of articles recorded.

Books

    Sorry, no citations of books recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 8 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-URE: Urban & Real Estate Economics (2) 2014-08-02 2014-08-02
  2. NEP-BAN: Banking (1) 2014-08-02
  3. NEP-EEC: European Economics (1) 2014-08-02
  4. NEP-MAC: Macroeconomics (1) 2007-08-08
  5. NEP-TRA: Transition Economics (1) 2014-08-02

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