Andrea Beltratti : Citation Profile


Are you Andrea Beltratti?

13

H index

16

i10 index

952

Citations

RESEARCH PRODUCTION:

31

Articles

26

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1988 - 2016). See details.
   Cites by year: 34
   Journals where Andrea Beltratti has often published
   Relations with other researchers
   Recent citing documents: 116.    Total self citations: 17 (1.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe1095
   Updated: 2020-09-26    RAS profile: 2017-06-12    
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Relations with other researchers


Works with:

Paladino, Giovanna (2)

Stulz, René (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrea Beltratti.

Is cited by:

MORANA, CLAUDIO (43)

Chichilnisky, Graciela (19)

GUPTA, RANGAN (15)

Gambacorta, Leonardo (12)

Huizinga, Harry (12)

McAleer, Michael (9)

Allen, David (9)

cotter, john (9)

Martinet, Vincent (9)

Andrieș, Alin Marius (8)

Altunbas, Yener (8)

Cites to:

MORANA, CLAUDIO (25)

Shleifer, Andrei (17)

Chichilnisky, Graciela (16)

Bollerslev, Tim (15)

Heal, Geoffrey (15)

Campbell, John (13)

Stulz, René (13)

Shiller, Robert (12)

Hamilton, James (11)

Granger, Clive (10)

Laeven, Luc (9)

Main data


Where Andrea Beltratti has published?


Journals with more than one article published# docs
Journal of Banking & Finance4
Journal of Empirical Finance3
The Geneva Papers on Risk and Insurance - Issues and Practice3
Journal of International Financial Markets, Institutions and Money2
Annals of Operations Research2
Applied Financial Economics2
Economic Notes2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5
Working Papers / Fondazione Eni Enrico Mattei3
Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics3
ICER Working Papers / ICER - International Centre for Economic Research3

Recent works citing Andrea Beltratti (2020 and 2019)


YearTitle of citing document
2019Currency risk management model. (2019). Grigorescu, Dana Luiza ; Anghel, Mdlina Gabriela ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:21-34.

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2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

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2019Transboundary Pollution Externalities: Think Globally, Act Locally?. (2019). Marsiglio, Simone ; Liuzzi, Danilo ; la Torre, Davide. In: Papers. RePEc:arx:papers:1910.04469.

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2019A Multicriteria Macroeconomic Model with Intertemporal Equity and Spatial Spillovers. (2019). La Torre, Davide ; Marsiglio, Simone ; Kunze, Herb. In: Papers. RePEc:arx:papers:1911.08247.

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2020Coastal Flood Risk in the Mortgage Market: Storm Surge Models Predictions vs. Flood Insurance Maps. (2020). Ouazad, Amine. In: Papers. RePEc:arx:papers:2006.02977.

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2019Risky bank guarantees. (2019). Sarno, Lucio ; Mäkinen, Taneli ; Zinna, Gabriele ; Mikinen, Taneli . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1232_19.

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2020The role of bank supply in the Italian credit market: evidence from a new regional survey. (2020). Orame, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1279_20.

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2019Policy Uncertainty and Bank Mortgage Credit. (2019). Yook, Youngsuk ; Kara, Gazi I. In: BIS Working Papers. RePEc:bis:biswps:820.

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2020Banking business models and risk: Findings from the ECBs comprehensive assessment. (2020). Rotondi, Zeno ; Paladino, Giovanna. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:2:n:e12158.

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2020Bank capital buffers in a dynamic model. (2020). Pagratis, Spyros ; Michaelides, Alexander ; Mankart, Jochen. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:473-502.

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2019Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks. (2019). Cotter, John ; Conlon, Thomas. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:57:y:2019:i:4:p:857-876.

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2019Money laundering and bank risk: evidence from US banks. (2019). Thornton, John ; Uymaz, Yurtsev ; Altunba, Yener. In: Working Papers. RePEc:bng:wpaper:19005.

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2019Do Negative Interest Rates Affect Bank Risk-Taking?. (2019). Reghezza, Alessio ; Santamaria, Riccardo ; Bongiovanni, Alessio ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:19012.

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2019Risky Bank Guarantees. (2019). Sarno, Lucio ; Zinna, Gabriele ; Makinen, Taneli. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13709.

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2020Institutional Diversity in Domestic Banking Sectors and Bank Stability: A Cross-Country Study. (2020). Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea ; Grazzini, Caterina Forti. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1869.

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2019The Green Golden Rule: habit and anticipation of future consumption. (2019). McAdam, Peter ; Faria, Joao Ricardo. In: Working Paper Series. RePEc:ecb:ecbwps:20192247.

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2019Chair-CEO generation gap and bank risk-taking. (2019). Molyneux, Philip ; Kara, Alper ; Zhou, Yifan. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:4:p:352-372.

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2019Analysts to the rescue?. (2019). Lambertides, Neophytos ; Karamanou, Irene ; Charitou, Andreas. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:108-128.

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2019Does bank stakeholder orientation enhance financial stability?. (2019). Chen, Jie ; Song, Wei ; Leung, Woon Sau. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:38-63.

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2019Punished banks acquisitions: Evidence from the U.S. banking industry. (2019). Tsoumas, Chris ; Travlos, Nickolaos G ; Staikouras, Panagiotis ; Papadimitri, Panagiota. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:744-764.

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2019Financial crises, globalization, and insurer performance: Some international evidence. (2019). Lee, Chien-Chiang ; Chen, Pei-Fen ; Lin, Chun-Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:835-856.

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2020A fractional cointegration var analysis of exchange rate dynamics. (2020). Gil-Alana, Luis ; Carcel, Hector. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302547.

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2020Investor protection, regulation and bank risk-taking behavior. (2020). Teixeira, Joao ; Mario, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304546.

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2020Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301157.

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2020An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks. (2020). Galariotis, Emilios ; Zopounidis, Constantin ; Doumpos, Michalis ; Manthoulis, Georgios. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:786-801.

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2019Auditor choice and bank risk taking. (2019). Samet, Anis ; Saad, Mohsen ; Bley, Jorg. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:37-52.

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2019Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

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2019The risk spiral: The effects of bank capital and diversification on risk taking. (2019). Raviv, Alon ; Lazar, Sharon Peleg. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521919300973.

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2019Risk governance of financial institutions: The effect of ownership structure and board independence. (2019). Slagmulder, Regine ; Dupire, Marion. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:227-237.

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2019One size fits all? The differential impact of parent capital on bank failures. (2019). Altinoz, Cuneyt ; Triplett, Russell ; Ozdemir, Nilufer. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:136-140.

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2020The effect of CEO power on bank risk: Do boards and institutional investors matter?✰. (2020). Uymaz, Yurtsev ; Thornton, John ; Altunba, Yener. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300674.

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2019What influences banks’ choice of credit risk management practices? Theory and evidence. (2019). Lambert, Claudia ; Hakenes, Hendrik ; Bulbul, Dilek . In: Journal of Financial Stability. RePEc:eee:finsta:v:40:y:2019:i:c:p:1-14.

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2019National culture and bank risk-taking. (2019). Milidonis, Andreas ; Stathopoulos, Konstantinos ; Mourouzidou-Damtsa, Stella. In: Journal of Financial Stability. RePEc:eee:finsta:v:40:y:2019:i:c:p:132-143.

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2020Do short sellers exploit risky business models of banks? Evidence from two banking crises. (2020). Lin, Tse-Chun ; Bui, Dien Giau. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306709.

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2020Beyond common equity: The influence of secondary capital on bank insolvency risk. (2020). Cotter, John ; Conlon, Thomas ; Molyneux, Philip. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300103.

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2020Does relative valuation work for banks?. (2020). Gianfrate, Gianfranco ; Forte, Gianfranco ; Rossi, Emanuele. In: Global Finance Journal. RePEc:eee:glofin:v:44:y:2020:i:c:s1044028317304787.

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2020The currency dimension of the bank lending channel in international monetary transmission. (2020). Temesvary, Judit ; Takats, Elod. In: Journal of International Economics. RePEc:eee:inecon:v:125:y:2020:i:c:s0022199618301818.

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2019What are the real effects of financial market liquidity? Evidence on bank lending from the euro area. (2019). Pliszka, Kamil ; Foos, Daniel ; Dombret, Andreas R ; Schulz, Alexander. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:152-183.

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2019Women on boards and bank earnings management: From zero to hero. (2019). Zhou, Yue ; Zhang, Xuezhi ; Jiang, Yuxiang ; Fan, Yaoyao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:16.

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2019The moderating role of capital on the relationship between bank liquidity creation and failure risk. (2019). Cronje, Tom ; Cheung, Adrian ; Zheng, Chen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302262.

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2019Competition and credit procyclicality in European banking. (2019). Lucotte, Yannick ; Leroy, Aurélien. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:237-251.

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2019Corporate governance and financial stability in US banks: Do indirect interlocks matter?. (2019). Salama, Aly ; Abdelbadie, Roba Ashraf. In: Journal of Business Research. RePEc:eee:jbrese:v:104:y:2019:i:c:p:85-105.

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2020Risky bank guarantees. (2020). Sarno, Lucio ; Mäkinen, Taneli ; Zinna, Gabriele ; Makinen, Taneli. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:490-522.

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2020How post-crisis regulation has affected bank CEO compensation. (2020). Oliviero, Tommaso ; Gambacorta, Leonardo ; Deininger, Sebastian M ; Cerasi, Vittoria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560618304650.

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2019The determinants of the model-free positive and negative volatilities. (2019). Tunaru, Radu ; Morelli, David ; Bevilacqua, Mattia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:92:y:2019:i:c:p:1-24.

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2019Credit default swaps as indicators of bank financial distress. (2019). Cotter, John ; Conlon, Thomas ; Avino, Davide E. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:132-139.

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2019The economic drivers of commodity market volatility. (2019). Symeonidis, Lazaros ; Stancu, Andrei ; Prokopczuk, Marcel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:4.

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2019Share-option based compensation expense, shareholder returns and financial crisis. (2019). Stittle, John ; Adwan, Sami ; Alhaj-Ismail, Alaa. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:15:y:2019:i:1:p:20-35.

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2020A non-linear analysis of the sovereign bank nexus in the EU. (2020). Cifarelli, Giulio ; Paladino, Giovanna. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s170349491930074x.

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2019Herd behavior and idiosyncratic volatility in a frontier market. (2019). Anh, Dang Bao ; Vo, Xuan Vinh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:321-330.

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2019Financial structure and determinants of systemic risk contribution. (2019). Zhou, Chunyang ; Qin, Xiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18301124.

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2019The impact of state ownership and business models on bank stability: Empirical evidence from the Eurasian Economic Union. (2019). Pak, Olga . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:161-175.

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2019The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets. (2019). Al-Shboul, Mohammad ; Alsharari, Nizar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:119-135.

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2019Relative performance and systemic risk contributions of small and large banks during the financial crisis. (2019). Elyasiani, Elyas ; Jia, Jingyi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:220-241.

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2019Negative house price co-movements and US recessions. (2019). Eriksen, Jonas ; Christiansen, Charlotte ; Moller, Stig V. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:77:y:2019:i:c:p:382-394.

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2019Effects of shadow banking on bank risks from the view of capital adequacy. (2019). Shen, Chung Hua ; Wu, Meng-Wen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:176-197.

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2019The economic sources of Chinas CSI 300 spot and futures volatilities before and after the 2015 stock market crisis. (2019). Gong, Yuting ; Chen, Qiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:102-121.

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2019Market structure, performance, and efficiency: Evidence from the MENA banking sector. (2019). Sestayo, Ruben Lado ; Bua, Milagros Vivel ; Razia, Alaa ; Gonzalez, Luis Otero. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:84-101.

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2019Politically connected boards, ownership structure and credit risk: Evidence from Chinese commercial banks. (2019). Boateng, Agyenim ; Brahma, Sanjukta ; Liu, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:162-173.

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2019Dynamical Volatility and Correlation among US Stock and Treasury Bond Cash and Futures Markets in Presence of Financial Crisis: A Copula Approach. (2019). Li, Weny ; Wang, Teng-Kun ; Liu, Hsiang-Hsi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:381-396.

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2019Determinants of real estate bank profitability. (2019). Stevenson, Simon ; Serra, Ana Paula ; Martins, Antonio Miguel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:282-300.

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2020Capital regulation, deposit insurance and bank risk: International evidence from normal and crisis periods. (2020). Ashraf, Badar Nadeem ; Qian, Ningyu ; Jiang, Chonghui ; Zheng, Changjun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918311231.

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2020Investors’ risk perceptions in the US and global stock market integration. (2020). Marfatia, Hardik A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301266.

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2020Corporate Governance and Banking Stability: The Case of Universal Banks in Ghana. (2020). Agyapong, Michael Kwakye ; Bentum-Micah, Geoffrey ; Atuahene, Sampson Agyapong ; Kong, Yusheng ; Li, Kaodui. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:special1:p:325-352.

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2019Policy Uncertainty and Bank Mortgage Credit. (2019). Kara, Gazi ; Yook, Youngsuk. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-66.

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2019Strategic Liquidity Mismatch and Financial Sector Stability. (2019). Silva, Andre. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-82.

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2020European Bank’s Performance and Efficiency. (2020). Neves, Catarina Alexandra ; Do, Maria ; Duarte, Maria Elisabete. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:67-:d:341848.

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2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients. (2020). TILFANI, Oussama ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Dionisio, Andreia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:91-:d:354926.

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2020Effects of China’s Collective Forestland Tenure Reform Policies on Forest Product Firm Values. (2020). Liu, Zhen ; Hatab, Assem Abu ; Yu, Jinna ; Yao, Shunbo ; Zhang, Tingting. In: Land. RePEc:gam:jlands:v:9:y:2020:i:4:p:127-:d:350129.

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2020The Influence of IFRS Adoption on Banks’ Cost of Equity: Evidence from European Banks. (2020). Yim, Sang-Giun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3535-:d:350596.

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2020Bank liquidity creation: does ownership structure matter?. (2020). Pourroy, Marc ; Yeddou, Nacera. In: Post-Print. RePEc:hal:journl:hal-02452616.

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2020Examining the impact on risk when directors are related to minority shareholders in closely-held banks. (2020). Strobel, Frank ; Tran, Thu ; Lepetit, Laetitia ; Barry, Thierno. In: Working Papers. RePEc:hal:wpaper:hal-02512450.

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2019Financial System and Economic Development in Africa: A Review and Policy Recommendations. (2019). Kapaya, Saganga M. In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:9:y:2019:i:4:p:98-117.

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2019Competition and Bank Risk the Role of Securitization and Bank Capital. (2019). Van Leuvensteijn, Michiel ; Marques-Ibanez, David ; Altunbas, Yener ; Zhao, Tianshu ; Marquesibanez, David. In: IMF Working Papers. RePEc:imf:imfwpa:19/140.

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2019Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability. (2019). Mitra, Srobona ; Malik, Sheheryar ; Elekdag, Selim. In: IMF Working Papers. RePEc:imf:imfwpa:19/254.

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2019Bank Capital and the Cost of Equity. (2019). Chami, Ralph ; Belkhir, Mohamed ; Ben Naceur, Sami ; Semet, Anis ; Bennaceur, Sami . In: IMF Working Papers. RePEc:imf:imfwpa:19/265.

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2019“Re-examining the debt-growth nexus: A grouped fixed-effect approach”. (2019). Sosvilla-Rivero, Simon ; Martínez-Zarzoso, Inmaculada ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Martinez-Zarzoso, Inmaculada. In: IREA Working Papers. RePEc:ira:wpaper:201911.

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2020House price convergence Across Europe. (2020). Ordoez, Javier ; Monfort, Mercedes ; Morley, Bruce ; Maynou, Laia. In: Working Papers. RePEc:jau:wpaper:2020/07.

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2020Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules. (2020). Fabozzi, Frank J ; Brogi, Marina ; Lagasio, Valentina ; Russo, Vincenzo. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:1:d:10.1007_s10436-020-00358-0.

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2019Exploring the Nexus Between Human Capital, Corporate Governance and Performance: Evidence from Islamic Banks. (2019). Nawaz, Tasawar. In: Journal of Business Ethics. RePEc:kap:jbuset:v:157:y:2019:i:2:d:10.1007_s10551-017-3694-0.

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2019Bank Corporate Governance and Future Earnings Predictability. (2019). Molyneux, Philip ; Mobarek, Asma ; Farooque, Omar ; Mollah, Sabur. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:56:y:2019:i:3:d:10.1007_s10693-019-00307-7.

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2020Foreign Exchange Manipulation and the Equity Returns of Global Banks. (2020). Whyte, Ann Marie ; Balasubramnian, Bhanu ; Akhigbe, Aigbe. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:57:y:2020:i:2:d:10.1007_s10693-018-0301-1.

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2019How Effective are Policy Interventions in a Spatially-Embedded International Real Estate Market?. (2019). Mishra, Tapas ; Wolfe, Simon ; Parhi, Mamata ; Duan, Kun. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:4:d:10.1007_s11146-018-9654-3.

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2019Housing Bubbles, Economic Growth, and Institutions. (2019). Jinjarak, Yothin ; Zheng, Huanhuan ; Aizenman, Joshua. In: Open Economies Review. RePEc:kap:openec:v:30:y:2019:i:4:d:10.1007_s11079-019-09535-9.

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2019The Risk Weighted Ownership Index: an ex-ante measure of banks risk and performance. (2019). Murro, Pierluigi ; Previtali, Daniele ; Bellardini, Luca. In: Working Papers CASMEF. RePEc:lui:casmef:1904.

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2020Corporate Immunity to the COVID-19 Pandemic. (2020). Lin, Chen ; Levine, Ross ; Xie, Wensi ; Ding, Wenzhi. In: NBER Working Papers. RePEc:nbr:nberwo:27055.

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2020Do Bank Insiders Impede Equity Issuances?. (2020). Levine, Ross ; Laeven, Luc ; Goetz, Martin. In: NBER Working Papers. RePEc:nbr:nberwo:27442.

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2020Kicking the Can Down the Road: Government Interventions in the European Banking Sector. (2020). Steffen, Sascha ; Acharya, Viral ; Jager, Maximilian ; Borchert, Lea. In: NBER Working Papers. RePEc:nbr:nberwo:27537.

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2019Dynamic Interpretation of Emerging Risks in the Financial Sector. (2019). Hoberg, Gerard ; Hanley, Kathleen Weiss. In: Review of Financial Studies. RePEc:oup:rfinst:v:32:y:2019:i:12:p:4543-4603..

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2020European banks after the global financial crisis: peak accumulated losses, twin crises and business models. (2020). Kakes, Jan ; de Haan, Leo. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:21:y:2020:i:3:d:10.1057_s41261-019-00107-y.

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2019Systemic risk in financial institutions of BRICS: measurement and identification of firm-specific determinants. (2019). Rashid, Abdul ; Zeb, Shumaila. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-00048-2.

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2020Risk governance, banks affiliated to business groups, and foreign ownership. (2020). Chavarín, Rubén ; Chavarin, Ruben. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00049-9.

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2019Risk allocation through securitization - Evidence from non-performing loans. (2019). Wengerek, Sascha Tobias ; Uhde, Andre ; Hippert, Benjamin. In: Working Papers Dissertations. RePEc:pdn:dispap:58.

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2019Market concentration and bank M&As: Evidence from the European sovereign debt crisis. (2019). Pyrgiotakis, Emmanouil G ; Leledakis, George N. In: MPRA Paper. RePEc:pra:mprapa:95739.

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2019Do board structure and compensation matter for bank stability and bank performance? Evidence from European banks. (2019). Psillaki, Maria ; Mavrakana, Christina. In: MPRA Paper. RePEc:pra:mprapa:95776.

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2020Efectul Turn-of-the-Year pe piaţa valutară din România. (2020). Dumitriu, Ramona ; Stefanescu, Rzvan. In: MPRA Paper. RePEc:pra:mprapa:99365.

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2019Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Marco, Chi Keung ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:201953.

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2019Analysis of Stock Market Efficiency in Emerging Markets: Evidence from BRICS. (2019). Rao, Prabhakar ; Kiran, Siva. In: Romanian Economic Journal. RePEc:rej:journl:v:22:y:2019:i:72:p:60-77.

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2020.

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More than 100 citations found, this list is not complete...

Works by Andrea Beltratti:


YearTitleTypeCited
2014Stock market efficiency in China: evidence from the split-share reform In: Temi di discussione (Economic working papers).
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paper7
2016Stock market efficiency in China: Evidence from the split-share reform.(2016) In: The Quarterly Review of Economics and Finance.
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This paper has another version. Agregated cites: 7
article
2001Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data In: Economic Notes.
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article3
2002The Cross–section of Risk Premia in the Italian Stock Market In: Economic Notes.
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article3
2011The stock market reaction to the 2005 non-tradable share reform in China In: Working Paper Series.
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paper1
2009Why Did Some Banks Perform Better during the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation In: Working Paper Series.
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paper33
2009Why Did Some Banks Perform Better During the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 33
paper
2010The Credit Crisis around the Globe: Why Did Some Banks Perform Better? In: Working Paper Series.
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paper375
2012The credit crisis around the globe: Why did some banks perform better?.(2012) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 375
article
2015Bank Sovereign Bond Holdings, Sovereign Shock Spillovers, and Moral Hazard durning the European Crisis In: Working Paper Series.
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paper9
2015Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 9
paper
2013The Value Relevance and Timeliness of Write-downs During the Financial Crisis of 2007–2009 In: The International Journal of Accounting.
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article2
2004Scenario modelling for selective hedging strategies In: Journal of Economic Dynamics and Control.
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article1
1995The Green Golden Rule In: Economics Letters.
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article52
2006Breaks and persistency: macroeconomic causes of stock market volatility In: Journal of Econometrics.
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article72
2004Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 72
paper
2004Structural change and long-range dependence in volatility of exchange rates: either, neither or both? In: Journal of Empirical Finance.
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article57
2016Basel II and regulatory arbitrage. Evidence from financial crises In: Journal of Empirical Finance.
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article6
1999Computing value at risk with high frequency data In: Journal of Empirical Finance.
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article19
2000Central bank interventions and exchange rates: an analysis with high frequency data In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article9
2008Comovements in international stock markets In: Journal of International Financial Markets, Institutions and Money.
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article59
2006Comovements in International Stock Markets.(2006) In: ICER Working Papers.
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This paper has another version. Agregated cites: 59
paper
2002The effects of the introduction of the euro on the volatility of European stock markets In: Journal of Banking & Finance.
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article35
2005Capital market equilibrium with externalities, production and heterogeneous agents In: Journal of Banking & Finance.
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article13
2010International house prices and macroeconomic fluctuations In: Journal of Banking & Finance.
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article61
2013Is M&A different during a crisis? Evidence from the European banking sector In: Journal of Banking & Finance.
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article8
2011Is M&A different during a crisis? Evidence from the European banking sector.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 8
paper
2015Bank leverage and profitability: Evidence from a sample of international banks In: Review of Financial Economics.
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article0
2003Socially Responsible Investment in General Equilibrium In: Working Papers.
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paper2
2006The Nontradable Share Reform in the Chinese Stock Market In: Working Papers.
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paper14
2009Stock Prices in a Speculative Market: The Chinese Split-Share Reform In: Working Papers.
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paper2
1996The Equity Premium Is No Puzzle. In: Banca Italia - Servizio di Studi.
[Citation analysis]
paper7
1996The Equity Premium is No Puzzle.(1996) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
1992Option and Non-Use of Environmental Assets. In: Columbia - Graduate School of Business.
[Citation analysis]
paper0
1997Stock Returns, the Interest Rate and Inflation in the Italian Stock Market: A Long-Run Perspective In: Giornale degli Economisti.
[Citation analysis]
article1
2005Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios. In: ICER Working Papers.
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paper0
2006Structural breaks and common factors in the volatility of the Fama-French factor portfolios.(2006) In: Applied Financial Economics.
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This paper has another version. Agregated cites: 0
article
2006Net Inflows and Time-Varying Alphas: The Case of Hedge Funds In: ICER Working Papers.
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paper0
2008International shocks and national house prices In: ICER Working Papers - Applied Mathematics Series.
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paper0
2007Ricerca e didattica: valutazione ed incentivi In: Rivista italiana degli economisti.
[Full Text][Citation analysis]
article0
1997I fondi pensione in Italia: alcuni effetti macroeconomici In: Banca Impresa Società.
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article0
1996Heterogeneous Behavior in Exchange Rate Crises In: NBER Chapters.
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chapter0
1993Sustainable Growth and the Green Golden Rule In: NBER Working Papers.
[Full Text][Citation analysis]
paper20
1989U.S. Military Expenditure and the Dollar. In: Economic Inquiry.
[Citation analysis]
article1
2005The Complementarity between Corporate Governance and Corporate Social Responsibility In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]
article14
2007Potential Drawbacks of Price-based Accounting in the Insurance Sector In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]
article1
2008Why are Insurance Companies Different? The Limits of Convergence Among Financial Institutions* In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article2
2013Why do banks optimize risk weights? The relevance of the cost of equity capital. In: MPRA Paper.
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paper5
1994The environment and the long run: A comparison of different criteria In: MPRA Paper.
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paper11
1998Uncertain future preferences and conservation In: MPRA Paper.
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paper23
1998Sustainable use of renewable resources, Chapter 2.1 In: MPRA Paper.
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paper12
1988La volatilità del tasso di cambio e del prezzo dei titoli azionari In: Economia Internazionale / International Economics.
[Citation analysis]
article0
2007A portfolio-based evaluation of affine term structure models In: Annals of Operations Research.
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article1
1999Scenario modeling for the management ofinternational bond portfolios In: Annals of Operations Research.
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article6
1998Scenario Modeling for the Management of International Bond Portfolios.(1998) In: Center for Financial Institutions Working Papers.
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This paper has another version. Agregated cites: 6
paper
2007Does the stock market affect income distribution? Some empirical evidence for the US In: Applied Economics Letters.
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article3
2008Aggregate hedge funds flows and returns In: Applied Financial Economics.
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article1
1999Scenario Modeling of Selective Hedging Strategies In: Center for Financial Institutions Working Papers.
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paper1

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