Oliviero Roggi

Personal Details

First Name:	Oliviero
Middle Name:
Last Name:	Roggi
Suffix:
In ASCII letters:
RePEc Short-ID:	pro1142
	[This author has chosen not to make the email address public]
	http://www.therisksociety.com
Terminal Degree:	Dipartimento di Scienze Aziendali; Alma Mater Studiorum - Università di Bologna (from RePEc Genealogy)

Affiliation

Dipartimento di Scienze per l'Economia e l'Impresa
Scuola di Economia e Management
Università degli Studi di Firenze

Firenze, Italy
http://www.disei.unifi.it/
RePEc:edi:defirit (more details at EDIRC)

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.

Articles

1. Bellardini, Luca & Roggi, Oliviero & Tkach, Kateryna, 2025. "International relations as a driver of equity investments: Evidence from shareholders’ reaction to geopolitical shocks," Research in International Business and Finance, Elsevier, vol. 80(C).

   Cited by:

   1. Sun, Zhihong & Miao, Rui, 2026. "U.S.–China relations and cross-border capital flows: Is digital technology a “Buffer” or a “Booster”?," Research in International Business and Finance, Elsevier, vol. 84(C).

2. Roggi, Oliviero & Bellardini, Luca & Conticelli, Sara, 2024. "Effects of ESG performance and sustainability disclosure on GSS bonds’ yields and spreads: A global analysis," Finance Research Letters, Elsevier, vol. 68(C).

   Cited by:

   1. Sharma, Shivani & Sharma, Udayan, 2025. "What does green bond prospectus communicate about credit spread?," Finance Research Letters, Elsevier, vol. 79(C).
   2. Shah, Syed Adnan & Nawaz, Ali & Du, Yuan & Su, Chi Wei, 2026. "Green bond performance under ESG uncertainty: Nonlinear Time–Frequency quantile analysis," Economic Modelling, Elsevier, vol. 161(C).

3. Valentina Cioli & Lorenzo Andrea Colonna & Alessandro Giannozzi & Oliviero Roggi, 2023. "Corporate Green Bond and Stock Price Reaction," International Journal of Business and Management, Canadian Center of Science and Education, vol. 16(4), pages 1-75, February.

   Cited by:

   1. Ballester, Laura & González-Urteaga, Ana & Shen, Long, 2024. "Green bond issuance and credit risk: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 94(C).
   2. Wided Khiari & Ines Ben Flah & Azhaar Lajmi & Fida Bouhleli, 2024. "The Stock Market Reaction to Green Bond Issuance: A Study Based on a Multidimensional Scaling Approach," JRFM, MDPI, vol. 17(9), pages 1-33, September.

4. Valentina Cioli & Alessandro Giannozzi & Valentina Ippoliti & Oliviero Roggi, 2021. "Cross-Border M&A and Financial Performance: Empirical Evidence on Bidder/Target Companies," International Journal of Business and Management, Canadian Center of Science and Education, vol. 15(4), pages 1-67, July.

   Cited by:

   1. S H N Pubodhya & Wasantha Rajapakshe, 2025. "Enhancing Mergers and Acquisitions (M&A) performance: Analyzing the role of human resource practices in Sri Lanka’s telecommunication industry through Lewin’s change management model," PLOS ONE, Public Library of Science, vol. 20(1), pages 1-27, January.

5. Cipollini, Fabrizio & Giannozzi, Alessandro & Menchetti, Fiammetta & Roggi, Oliviero, 2020. "The beauty contest between systemic and systematic risk measures: Assessing the empirical performance," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 316-332.

   Cited by:

   1. Zhou, Yi & Xia, Wenjing & Ye, Wuyi, 2026. "Measuring daily systemic risk with intraday data: Evidence from foreign exchange market," Journal of Empirical Finance, Elsevier, vol. 87(C).
   2. Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2021. "Systemic-systematic risk in financial system: A dynamic ranking based on expectiles," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 330-365.
   3. Chen, Bin-xia & Sun, Yan-lin, 2024. "Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
   4. Wei Wei & Zhouwei Wang & Yixuan Wang & Yuping Song, 2026. "Transfer entropy, multidimensional multiple correlation network, and risk contagion of bank capital shortage," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 13(1), pages 1-16, December.
   5. Thomas F. P. Wiesen & Paul M. Beaumont, 2024. "A joint impulse response function for vector autoregressive models," Empirical Economics, Springer, vol. 66(4), pages 1553-1585, April.

6. Oliviero Roggi & Alessandro Giannozzi & Tommaso Baglioni & Francesco Pagliai, 2019. "Private equity characteristics and performance: An analysis of North American venture capital and buyout funds," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(2), July.

   Cited by:

   1. Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Puertolas, Francisco, 2024. "Modelling profitability of private equity: A fractional integration approach," Research in International Business and Finance, Elsevier, vol. 67(PA).
      • Guglielmo Maria Caporale & Luis A. Gil-Alana & Francisco Puertolas, 2022. "Modelling Profitability of Private Equity: A Fractional Integration Approach," CESifo Working Paper Series 9843, CESifo.
   2. Prosper Lamothe-Fernández & Eduardo García-Argüelles & Sergio Manuel Fernández-Miguélez & Omar Hassani-Zerrouk, 2025. "Determining Drivers of Private Equity Return with Computational Approaches," Computational Economics, Springer;Society for Computational Economics, vol. 65(1), pages 483-505, January.

7. Fabrizio Cipollini & Alessandro Giannozzi & Fiammetta Menchetti & Oliviero Roggi, 2018. "Financial Companies’ Failures: Early Warning Information from Systematic and Systemic Risk Measures," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 1-20, December.

   Cited by:

   1. Huo, Liang’an & Guo, Hongyuan & Cheng, Yingying & Xie, Xiaoxiao, 2020. "A new model for supply chain risk propagation considering herd mentality and risk preference under warning information on multiplex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).

8. Roggi, Oliviero & Giannozzi, Alessandro & Baglioni, Tommaso, 2017. "Valuing emerging markets companies: New approaches to determine the effective exposure to country risk," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 553-567.

   Cited by:

   1. Kumari, Jyoti & Mahakud, Jitendra & Hiremath, Gourishankar S., 2017. "Determinants of idiosyncratic volatility: Evidence from the Indian stock market," Research in International Business and Finance, Elsevier, vol. 41(C), pages 172-184.
   2. Figlioli, Bruno & Lima, Fabiano Guasti, 2019. "Stock pricing in Latin America: The synchronicity effect," Emerging Markets Review, Elsevier, vol. 39(C), pages 1-17.
   3. P. Kerimov, 2019. "Estimating risk exposure of Ukrainian enterprises using methods of corporate finance," Economy and Forecasting, Valeriy Heyets, issue 3, pages 40-59.

9. Roggi, Oliviero & Giannozzi, Alessandro, 2015. "Fair value disclosure, liquidity risk and stock returns," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 327-342.

   Cited by:

   1. Izabela Jonek-Kowalska, 2018. "Exposure of Polish enterprises to risk within business cycle," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 19(2), pages 187-203.
   2. Muhammad Saifuddin Khan, 2018. "The Role of Liquidity in Financial Intermediation," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2018, January-A.
   3. Yan-Ting Lin, 2022. "Evidence on using the estimation of level 3 fair values as an earnings management tool: evidence from Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 58(2), pages 769-794, February.
   4. Omobolade Stephen Ogundele & Lethiwe Nzama, 2025. "Risk Management Practices and Financial Performance: Analysing Credit and Liquidity Risk Management and Disclosures by Nigerian Banks," JRFM, MDPI, vol. 18(4), pages 1-15, April.

10. Edward I. Altman & Alessandro Giannozzi & Oliviero Roggi & Gabriele Sabato, 2013. "Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers?," BANCARIA, Bancaria Editrice, vol. 10, pages 54-71, October.

    Cited by:

    1. Altman, Edward I. & Balzano, Marco & Giannozzi, Alessandro & Srhoj, Stjepan, 2022. "Revisiting SME default predictors: The Omega Score," GLO Discussion Paper Series 1207, Global Labor Organization (GLO).
       • Edward I. Altman & Marco Balzano & Alessandro Giannozzi & Stjepan Srhoj, 2022. "Revisiting SME default predictors: The Omega Score," Working Papers 2022-19, Faculty of Economics and Statistics, Universität Innsbruck.
       • Edward I. Altman & Marco Balzano & Alessandro Giannozzi & Stjepan Srhoj, 2023. "Revisiting SME default predictors: The Omega Score," Journal of Small Business Management, Taylor & Francis Journals, vol. 61(6), pages 2383-2417, November.
    2. Carmen Gallucci & Rosalia Santullli & Michele Modina & Vincenzo Formisano, 2023. "Financial ratios, corporate governance and bank-firm information: a Bayesian approach to predict SMEs’ default," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 27(3), pages 873-892, September.

Chapters

Sorry, no citations of chapters recorded.

Books

1. Oliviero Roggi, 2015. "Risk, Value and Default," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9430, May.

   Cited by:

   1. Alessandro Gennaro, 2021. "Insolvency Risk and Value Maximization: A Convergence between Financial Management and Risk Management," Risks, MDPI, vol. 9(6), pages 1-36, June.

2. Andersen, Torben Juul & Garvey, Maxine & Roggi, Oliviero, 2014. "Managing Risk and Opportunity: The Governance of Strategic Risk-Taking," OUP Catalogue, Oxford University Press, number 9780199687855.

   Cited by:

   1. Philip Bromiley & Devaki Rau & Yu Zhang, 2017. "Is R&D risky?," Strategic Management Journal, Wiley Blackwell, vol. 38(4), pages 876-891, April.
   2. Bleda, Mercedes & Krupnik, Seweryn, 2024. "Risks of policy failure in direct R&D support," Technological Forecasting and Social Change, Elsevier, vol. 209(C).
   3. Eduart Villanueva & Mar�a Antonia Nu�ez & Izaias Martins, 2022. "Impact Of Risk Governance, Associated Practices and Tools on Enterprise Risk Management: Some Evidence from Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 14(1), pages 187-206.
   4. Tatiana Yu. Kudryavtseva & Angi E. Skhvediani & Maiia S. Leukhina & Alexandra O. Schneider, 2023. "A Fuzzy Model for Personnel Risk Analysis: Case of Russian-Finnish Export-Import Operations of Small and Medium Enterprises," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 22(3), pages 683-709.
   5. Václav Kupec & Michal Lukáč & Peter Štarchoň & Gabriela Pajtinková Bartáková, 2020. "Audit of Museum Marketing Communication in the Modern Management Context," IJFS, MDPI, vol. 8(3), pages 1-13, July.
   6. Carmen Nadia CIOCOIU & Vasile Emil STEFAN, 2017. "A Review Of Risks In The Water Utilities Sector," Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 11(1), pages 1005-1014, November.

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Statistics

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Co-authorship network on CollEc

Corrections

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