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Erica Rita Perego

Personal Details

First Name:Erica
Middle Name:Rita
Last Name:Perego
Suffix:
RePEc Short-ID:ppe903
http://sites.google.com/site/ericaritaperego/

Affiliation

Centre d'études prospectives et d'informations internationales (CEPII)

Paris, France
http://www.cepii.fr/
RePEc:edi:cepiifr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Vincent Bodart & François Courtoy & Erica Perego, 2021. "World interest rates and macroeconomic adjustments in developing commodity producing countries," LIDAM Discussion Papers IRES 2021002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  2. Jézabel Couppey-Soubeyran & Erica Perego & Fabien Tripier, 2020. "European Banks and the Covid-19 Crash Test," EconPol Policy Brief 30, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  3. Jézabel Couppey-Soubeyran & Erica Perego & Fabien Tripier, 2020. "Les banques européennes à l’épreuve de la crise du Covid-19," CEPII Policy Brief 2020-32, CEPII research center.
  4. Eleni Iliopulos & Erica Perego & Thepthida Sopraseuth, 2018. "International business cycles: Information matters," THEMA Working Papers 2018-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  5. Erica Perego, 2018. "Sovereign Risk and Asset Market Dynamics in the Euro Area," Working Papers 2018-18, CEPII research center.
  6. Erica R. PEREGO & Wessel N. VERMEULEN, 2013. "Macroeconomic determinants of European stock and government bond correlations: A tale of two regions," LIDAM Discussion Papers IRES 2013013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  7. Erica Perego & Wessel N. Vermeulen, 2013. "Macroeconomic determinants of European stock and government bond relations: a tale of two regions," DEM Discussion Paper Series 13-08, Department of Economics at the University of Luxembourg.

Articles

  1. Perego, Erica, 2020. "Sovereign risk and asset market dynamics in the euro area," Journal of International Money and Finance, Elsevier, vol. 109(C).
  2. Perego, Erica R. & Vermeulen, Wessel N., 2016. "Macro-economic determinants of European stock and government bond correlations: A tale of two regions," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 214-232.

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. Jézabel Couppey-Soubeyran & Erica Perego & Fabien Tripier, 2020. "European Banks and the Covid-19 Crash Test," EconPol Policy Brief 30, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.

    Cited by:

    1. Delatte, Anne-Laure & Guillaume, Alexis, 2020. "Covid 19: a new challenge for the EMU," CEPR Discussion Papers 14848, C.E.P.R. Discussion Papers.

  2. Erica Perego, 2018. "Sovereign Risk and Asset Market Dynamics in the Euro Area," Working Papers 2018-18, CEPII research center.

    Cited by:

    1. Daniele Siena, 2020. "Online Appendix to "The Euro Area Periphery and Imbalances: Is it an Anticipation Story?"," Online Appendices 18-141, Review of Economic Dynamics.

  3. Erica R. PEREGO & Wessel N. VERMEULEN, 2013. "Macroeconomic determinants of European stock and government bond correlations: A tale of two regions," LIDAM Discussion Papers IRES 2013013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. Allard, Anne-Florence & Iania, Leonardo & Smedts, Kristien, 2020. "Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach," LIDAM Reprints LFIN 2020005, Université catholique de Louvain, Louvain Finance (LFIN).
    2. Erica Perego, 2018. "Sovereign Risk and Asset Market Dynamics in the Euro Area," Working Papers 2018-18, CEPII research center.
    3. Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014. "Forecasting Distress in European SME Portfolios," MPRA Paper 53572, University Library of Munich, Germany.
    4. Skintzi, Vasiliki D., 2019. "Determinants of stock-bond market comovement in the Eurozone under model uncertainty," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 20-28.
    5. Galvani, Valentina, 2018. "The Value Premium During Flights," Working Papers 2018-18, University of Alberta, Department of Economics.
    6. Jammazi, Rania & Tiwari, Aviral Kr. & Ferrer, Román & Moya, Pablo, 2015. "Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 74-93.
    7. Honghai Yu & Wencong Sun & Xiangting Ye & Libing Fang, 2019. "Measuring the increasing connectedness of Chinese assets with global assets: using a variance decompositions method," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(5), pages 1261-1290, March.
    8. José Luis Miralles‐Quirós & María Mar Miralles‐Quirós & José Manuel Nogueira, 2019. "Diversification benefits of using exchange‐traded funds in compliance to the sustainable development goals," Business Strategy and the Environment, Wiley Blackwell, vol. 28(1), pages 244-255, January.
    9. Pradhan, Rudra & Arvin, Mak & Norman, Neville & Bahmani, Sahar, 2020. "The dynamics of bondmarket development, stockmarket development and economic growth: Evidence from the G-20 countries," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 25(49), pages 119-147.
    10. Fang, Libing & Yu, Honghai & Huang, Yingbo, 2018. "The role of investor sentiment in the long-term correlation between U.S. stock and bond markets," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 127-139.
    11. Priyanshi Gupta & Sanjay Sehgal, 2020. "Convergence of retail banking interest rates to households in euro area: time-varying measurement and determinants," International Economics and Economic Policy, Springer, vol. 17(1), pages 25-65, February.
    12. Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Hammoudeh, Shawkat M., 2017. "Main driving factors of the interest rate-stock market Granger causality," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 260-280.
    13. Conrad, Christian & Stuermer, Karin, 2017. "On the economic determinants of optimal stock-bond portfolios: international evidence," Working Papers 0636, University of Heidelberg, Department of Economics.
    14. Fang, Libing & Yu, Honghai & Li, Lei, 2017. "The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets," Economic Modelling, Elsevier, vol. 66(C), pages 139-145.
    15. Jiang, Cuixia & Ding, Xiaoyi & Xu, Qifa & Tong, Yongbo, 2020. "A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    16. Gomes, Pedro & Taamouti, Abderrahim, 2016. "In search of the determinants of European asset market comovements," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 103-117.

  4. Erica Perego & Wessel N. Vermeulen, 2013. "Macroeconomic determinants of European stock and government bond relations: a tale of two regions," DEM Discussion Paper Series 13-08, Department of Economics at the University of Luxembourg.

    Cited by:

    1. Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014. "Forecasting Distress in European SME Portfolios," MPRA Paper 53572, University Library of Munich, Germany.
    2. Skintzi, Vasiliki D., 2019. "Determinants of stock-bond market comovement in the Eurozone under model uncertainty," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 20-28.
    3. Jammazi, Rania & Tiwari, Aviral Kr. & Ferrer, Román & Moya, Pablo, 2015. "Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 74-93.
    4. Conrad, Christian & Stuermer, Karin, 2017. "On the economic determinants of optimal stock-bond portfolios: international evidence," Working Papers 0636, University of Heidelberg, Department of Economics.
    5. Gomes, Pedro & Taamouti, Abderrahim, 2016. "In search of the determinants of European asset market comovements," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 103-117.

Articles

  1. Perego, Erica, 2020. "Sovereign risk and asset market dynamics in the euro area," Journal of International Money and Finance, Elsevier, vol. 109(C).
    See citations under working paper version above.
  2. Perego, Erica R. & Vermeulen, Wessel N., 2016. "Macro-economic determinants of European stock and government bond correlations: A tale of two regions," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 214-232.
    See citations under working paper version above.Sorry, no citations of articles 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 10 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-DGE: Dynamic General Equilibrium (6) 2018-04-16 2018-11-12 2018-12-03 2019-03-18 2021-02-01 2021-03-01. Author is listed
  2. NEP-OPM: Open Economy Macroeconomics (6) 2018-04-16 2018-11-12 2018-12-03 2019-03-18 2021-02-01 2021-03-01. Author is listed
  3. NEP-MAC: Macroeconomics (5) 2018-12-03 2019-03-18 2020-05-25 2021-02-01 2021-03-01. Author is listed
  4. NEP-EEC: European Economics (4) 2013-06-30 2013-07-15 2018-04-16 2018-11-12. Author is listed
  5. NEP-FDG: Financial Development & Growth (2) 2021-02-01 2021-03-01
  6. NEP-MON: Monetary Economics (2) 2021-02-01 2021-03-01
  7. NEP-BAN: Banking (1) 2020-05-25
  8. NEP-CBA: Central Banking (1) 2020-09-14
  9. NEP-CWA: Central & Western Asia (1) 2021-03-01
  10. NEP-RMG: Risk Management (1) 2020-09-14

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