Andrea Beltratti : Citation Profile


Are you Andrea Beltratti?

14

H index

19

i10 index

1305

Citations

RESEARCH PRODUCTION:

31

Articles

26

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1988 - 2016). See details.
   Cites by year: 46
   Journals where Andrea Beltratti has often published
   Relations with other researchers
   Recent citing documents: 193.    Total self citations: 19 (1.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbe1095
   Updated: 2022-06-25    RAS profile: 2017-06-12    
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Relations with other researchers


Works with:

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 (51)

Chichilnisky, Graciela (23)

GUPTA, RANGAN (20)

Altunbas, Yener (17)

Gambacorta, Leonardo (16)

Marques-Ibanez, David (14)

Huizinga, Harry (12)

Martinet, Vincent (11)

Bagliano, Fabio (11)

McAleer, Michael (10)

cotter, john (10)

Cites to:

MORANA, CLAUDIO (25)

Heal, Geoffrey (22)

Shleifer, Andrei (20)

Chichilnisky, Graciela (17)

Bollerslev, Tim (17)

Stulz, René (14)

Campbell, John (14)

Bekaert, Geert (13)

Lopez-de-Silanes, Florencio (12)

La Porta, Rafael (12)

Shiller, Robert (12)

Main data


Where Andrea Beltratti has published?


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

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5
ICER Working Papers / ICER - International Centre for Economic Research3
NBER Working Papers / National Bureau of Economic Research, Inc3
Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics3
Working Papers / Fondazione Eni Enrico Mattei3

Recent works citing Andrea Beltratti (2021 and 2020)


YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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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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2021Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300.

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2021Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376.

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2022Empirical Assessment on the Impact of Leverage and Capital Adequacy on Performance of Non-Bank Financial Institutions in Bangladesh. (2022). Sarkar, Liton Chandro. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev8i2-4.

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2020Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540.

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2022Calibrating the countercyclical capital buffer for Italy. (2022). Galardo, Maddalena ; Bologna, Pierluigi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_679_22.

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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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2021Capital regulation and bank risk?taking – new global evidence. (2021). Dias, Roshanthi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:847-884.

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2021How do US investors perceive the risk of local political corruption? Evidence from acquisition announcement. (2021). Lu, Louise ; Jiang, Xuejun. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:885-912.

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2021How executive remuneration responds to guidance: evidence from the Australian banking industry. (2021). Wright, Sue ; Ng, Cheok Man ; Magee, Shane. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5281-5307.

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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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2021Network centrality and value relevance of insider trading: Evidence from Europe. (2021). Martikainen, Minna ; Afzali, Mansoor. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:793-819.

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2022Risk?Taking and Risk Management by Banks. (2022). Stulz, Rene M. In: Journal of Applied Corporate Finance. RePEc:bla:jacrfn:v:34:y:2022:i:1:p:95-105.

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2022Interbank borrowing and bank liquidity risk. (2022). Li, Zongyuan ; Lai, Rose Neng. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:53-91.

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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: Boston College Working Papers in Economics. RePEc:boc:bocoec:1008.

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2021Does a financial crisis change a banks exposure to risk? A difference-in-differences approach. (2021). Mäkinen, Mikko. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2021_008.

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2020Corporate governance in banking institutions. (2020). Isbaita, Iyad. In: Manager Journal. RePEc:but:manage:v:31:y:2020:i:1:p:75-85.

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2020THE MARKET RISK ANALYSIS BY QUANTIFICATION METHOD. (2020). Iacob, Stefan Virgil ; Anghel, Madalina-Gabriela ; Madalina - Gabriela Anghel, ; Anghelache, Constantin. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2020:v:5:p:170-180.

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2022Voluntary Equity, Project Risk, and Capital Requirements. (2022). Lulfesmann, Christoph ; Haufler, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9505.

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2020Does Capital-Based Regulation Affect Bank Pricing Policy?. (2020). Rakovská, Zuzana ; Hodula, Martin ; Ehrenbergerova, Dominika. In: Working Papers. RePEc:cnb:wpaper:2020/5.

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2021A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending. (2021). Gric, Zuzana ; Malovana, Simona ; Hodula, Martin ; Bajzik, Josef. In: Working Papers. RePEc:cnb:wpaper:2021/8.

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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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2021Do bank insiders impede equity issuances?. (2021). Levine, Ross ; Laeven, Luc ; Goetz, Martin. In: Working Paper Series. RePEc:ecb:ecbwps:20212511.

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2021Monetary policy, neutrality and the environment. (2021). McAdam, Peter ; Faria, Joao Ricardo ; Viscolani, Bruno . In: Working Paper Series. RePEc:ecb:ecbwps:20212573.

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2021Testing for rational bubbles in Australian housing market from a long-term perspective. (2021). Prats, Maria A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2113.

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2021Banks’ loan charge-offs and macro-level risk. (2021). Guo, Mengyang ; Song, Victor ; Jin, Justin Y. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001179.

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2020Non-controlling large shareholders in emerging markets: Evidence from China. (2020). Wei, Minghai ; Lu, Rui ; Lin, Bingxuan ; Cheng, Minying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:63:y:2020:i:c:s0929119916301857.

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2020Post-privatization state ownership and bank risk-taking: Cross-country evidence. (2020). El Ghoul, Sadok ; Hossain, Mahmud ; Guedhami, Omrane ; Boubakri, Narjess. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300699.

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2020The interaction of bank regulation and taxation. (2020). Horvath, Balint. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300730.

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2021Institutional investor horizon and bank risk-taking. (2021). faff, robert ; Pathan, Shams ; Seymour, Trent ; Haq, Mamiza. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302388.

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2021Wall Street analysts as investor relations officers. (2021). Moldovan, Rucsandra ; Huang, Zhongwei ; Hope, Ole-Kristian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000134.

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2021Heterogeneity in independent non-executive directors attributes and risk-taking in large banks. (2021). Mobarek, Asma ; Liljeblom, Eva ; Mollah, Sabur. In: Journal of Corporate Finance. RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921001966.

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2021Does gender diversity on banks boards matter? Evidence from public bailouts. (2021). Onali, Enrico ; Torluccio, Giuseppe ; Cardillo, Giovanni. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119920300043.

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2021Gender diversity and bank misconduct. (2021). Kalotychou, E ; Gallo, A ; Casu, B ; Arnaboldi, F ; Sarkisyan, A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119920302789.

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2021When CEOs adapt: An investigation of manager experience, policy and performance following recessions. (2021). Hadley, Brandy ; Blank, Brian D. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002406.

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2021Local gambling preferences and bank risk–taking: Evidence from China. (2021). Wu, Qian ; Qian, Xianhang. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002649.

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2020Prediction of volatility based on realized-GARCH-kernel-type models: Evidence from China and the U.S.. (2020). , Jingyu ; Zhu, Yanjian ; Jiang, Yuexiang ; Wang, Jiazhen ; Yu, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:428-444.

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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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2021Government support and bank performance during the 2007–2008 financial crisis. (2021). Chen, Yi-Ling ; Wang, Ming-Chun ; Ting, Hsiu-I, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301911.

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2021Corporate governance and the insolvency risk of financial institutions. (2021). Hussain, Nazim ; Iqbal, Jamshed ; Ali, Searat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301996.

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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2021Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?. (2021). Chang, Kuang-Liang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001145.

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2020House price convergence in the euro zone: A pairwise approach. (2020). Miles, William. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362520300893.

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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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2021Regulation, ownership and bank performance in the MENA region: Evidence for Islamic and conventional banks. (2021). Bachvarov, Petko ; Mateev, Miroslav. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305987.

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2020Time varying integration of European stock markets and monetary drivers. (2020). Kim, Heeho ; Lee, Hyunchul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:369-385.

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2021Improved inference for fund alphas using high-dimensional cross-sectional tests. (2021). Yan, Yayi ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:57-81.

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2020Once bitten twice shy? Evidence from the U.S. banking industry during the crash of the energy market. (2020). Karpovics, Mikhael ; Craig, Karen Ann ; Chen, Zhongdong. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303212.

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2021Information transmission between oil and housing markets. (2021). Balli, Hatice ; Syed, Iqbal ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000050.

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2021The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074.

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2021Organizational non-compliance with principles-based governance provisions and corporate risk-taking. (2021). Shah, Syed Zubair ; Halari, Anwar ; Akbar, Saeed ; Ahmad, Sardar. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s105752192100212x.

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2022Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience. (2022). Troster, Victor ; Yahya, Muhammad ; Uddin, Gazi Salah ; Rahman, Md Lutfur. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003082.

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

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2021Direct and indirect impacts of European banks’ regulation. (2021). Pham, Ha ; Cuong, Ly Kim. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320303172.

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2021The impacts of the COVID-19 pandemic on Chinas green bond market. (2021). Dai, LU ; Lyu, Siyuan ; Bai, Caiquan ; Yi, Xing. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000295.

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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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2020Wisdom of crowds before the 2007–2009 global financial crisis. (2020). Lin, Chih-Yung ; Chau, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:48:y:2020:i:c:s157230892030019x.

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2020Is accounting enforcement related to risk-taking in the banking industry?. (2020). Lobo, Gerald J ; Kanagaretnam, Kiridaran ; Maso, Lorenzo Dal ; Mazzi, Francesco. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300577.

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2020Avoiding the fall into the loop: Isolating the transmission of bank-to-sovereign distress in the Euro Area. (2020). Eichler, Stefan ; Bohm, Hannes. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300620.

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2020A zero-risk weight channel of sovereign risk spillovers. (2020). Steffen, Sascha ; Korte, Josef ; Kirschenmann, Karolin. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300796.

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2020Labor unions and bank risk culture: evidence from the financial crisis. (2020). Lin, Chih-Yung ; Hsu, Hsing-Hua ; Chen, Yan-Shing ; Bui, Dien Giau. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300814.

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2020Watch out for bailout: TARP and bank earnings management. (2020). Liu, Frank Hong ; Jiang, Yuxiang ; Huang, Yichu ; Fan, Yaoyao. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s157230892030084x.

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2021From stress testing to systemic stress testing: The importance of macroprudential regulation. (2021). Fujiwara, Yoshi ; Becker, Alexander P ; Aoyama, Hideaki ; Vodenska, Irena ; Lungu, Eliza ; Iyetomi, Hiroshi. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301029.

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2021Bank capital and the cost of equity. (2021). Chami, Ralph ; Ben Naceur, Sami ; Samet, Anis ; Bennaceur, Sami ; Belkhir, Mohamed. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308921000024.

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2021Bank ownership and capital buffers: How internal control is affected by external governance. (2021). Woyand, Corinna ; Maidl, Christoph ; Klein, Philipp. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000164.

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2021How organizational and geographic complexity influence performance: Evidence from European banks. (2021). Danisman, Gamze Ozturk ; Tarazi, Amine ; Sauviat, Alain ; Nyola, Annick Pamen. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000541.

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2021Did the Basel Process of capital regulation enhance the resiliency of European banks?. (2021). Gehrig, Thomas ; Iannino, Maria Chiara. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000644.

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2021Liquidity risk and bank performance during financial crises. (2021). Huang, Shu-Chun ; Chen, Yehning. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000668.

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2021Economic uncertainty and corruption: Evidence from public and private firms. (2021). Fu, Mengchuan ; Olak, Gonul ; Afzali, Mansoor. In: Journal of Financial Stability. RePEc:eee:finsta:v:57:y:2021:i:c:s1572308921000954.

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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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2021Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes. (2021). Ndubuisi, Gideon ; Ozor, Jude ; Urom, Christian. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:51-66.

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2020The more the Merrier? The reaction of euro area stock markets to new members. (2020). Hartwell, Christopher ; Celov, Dmitrij ; Grigaliuniene, Zana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300792.

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2020The impact of liquidity and capital requirements on lending and stability of African banks. (2020). Stephan, Andreas ; Schäfer, Dorothea ; MUTARINDWA, Samuel ; Schafer, Dorothea. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300858.

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2020Stock market listing and the persistence of bank performance across crises. (2020). Petit-Romec, Arthur ; Martin-Flores, Jose M ; Garel, Alexandre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301515.

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2020Dont talk too bad! stock market reactions to bank corporate governance news. (2020). Soana, Maria Gaia ; Previtali, Daniele ; Cucinelli, Doriana ; Carlini, Federico. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302247.

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2022U.S. bank M&As in the post-Dodd–Frank Act era: Do they create value?. (2022). Leledakis, George ; Pyrgiotakis, Emmanouil G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s037842661930144x.

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2022Internal models for deposits: Effects on banks capital and interest rate risk of assets. (2022). Dal Borgo, Mariela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426620302028.

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2021Cross-listing, foreign independent directors and firm value. (2021). Park, Heungju ; Ding, Keli ; Oh, Seungjoon. In: Journal of Business Research. RePEc:eee:jbrese:v:136:y:2021:i:c:p:695-708.

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2020Managerial ability as a tool for prudential regulation. (2020). Lozano-Vivas, Ana ; Curi, Claudia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:174:y:2020:i:c:p:87-107.

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2020Does going tough on banks make the going get tough? Bank liquidity regulations, capital requirements, and sectoral activity. (2020). Mirzaei, Ali ; Igan, Deniz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:688-726.

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2021Risk committee complexity and liquidity risk in the European banking industry. (2021). Scannella, Enzo ; Mazzu, Sebastiano ; Galletta, Simona. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:691-703.

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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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2021Corporate immunity to the COVID-19 pandemic. (2021). Lin, Chen ; Levine, Ross ; Xie, Wensi ; Ding, Wenzhi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:802-830.

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2020Bank profitability, leverage constraints, and risk-taking. (2020). Vlahu, Razvan ; Ratnovski, Lev ; Martynova, Natalya. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:44:y:2020:i:c:s1042957319300233.

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2021Management insulation and bank failures. (2021). Schuster, Edmund ; Kirchmaier, Tom ; Kershaw, David ; Ferreira, Daniel. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:47:y:2021:i:c:s1042957321000103.

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2021The wolves of Wall Street? Managerial attributes and bank risk. (2021). Hagendorff, Jens ; Vallascas, Francesco ; Steffen, Sascha ; Saunders, Anthony. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:47:y:2021:i:c:s104295732100022x.

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2020Fair value accounting and value relevance of equity book value and net income for European financial firms during the crisis. (2020). Girardone, Claudia ; Alhaj-Ismail, Alaa ; Adwan, Sami. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:39:y:2020:i:c:s1061951820300215.

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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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2021Does a reduction of state control affect IPO underpricing? Evidence from the Chinese A-share market. (2021). Mu, Shaolong ; Hoque, Hafiz. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000334.

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2021The IRB model, bank regulatory arbitrage, and the Eurozone crisis. (2021). Liu, Cai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s0261560621000620.

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2020Financial statement comparability and bank risk-taking. (2020). Cheung, Adrian (Wai Kong) ; Hasan, Mostafa Monzur ; Taylor, Grantley. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:16:y:2020:i:3:s1815566920300230.

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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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2020The Basel II internal ratings based (IRB) model and the transition impact on the listed Greek banks. (2020). Merika, Anna ; Merikas, Andreas ; Surkov, Mikhail A ; Penikas, Henry I. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s170349492030030x.

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2021Transboundary pollution externalities: Think globally, act locally?. (2021). Marsiglio, Simone ; Liuzzi, Danilo ; la Torre, Davide. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:96:y:2021:i:c:s0304406821000616.

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2020Economic dynamics with renewable resources and pollution. (2020). Ha-Huy, Thai ; Mai, Thi Tuyet ; le Van, Cuong ; Dam, MY. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:108:y:2020:i:c:p:14-26.

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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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2001Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data In: Economic Notes.
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article8
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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paper4
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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paper79
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: 79
paper
2010The Credit Crisis around the Globe: Why Did Some Banks Perform Better? In: Working Paper Series.
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paper526
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: 526
article
2015Bank Sovereign Bond Holdings, Sovereign Shock Spillovers, and Moral Hazard durning the European Crisis In: Working Paper Series.
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paper14
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: 14
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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article4
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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article71
2006Breaks and persistency: macroeconomic causes of stock market volatility In: Journal of Econometrics.
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article81
2004Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility.(2004) In: Working Papers.
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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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article73
2016Basel II and regulatory arbitrage. Evidence from financial crises In: Journal of Empirical Finance.
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article9
1999Computing value at risk with high frequency data In: Journal of Empirical Finance.
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article26
2000Central bank interventions and exchange rates: an analysis with high frequency data In: Journal of International Financial Markets, Institutions and Money.
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article11
2008Comovements in international stock markets In: Journal of International Financial Markets, Institutions and Money.
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article80
2006Comovements in International Stock Markets.(2006) In: ICER Working Papers.
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2002The effects of the introduction of the euro on the volatility of European stock markets In: Journal of Banking & Finance.
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article41
2005Capital market equilibrium with externalities, production and heterogeneous agents In: Journal of Banking & Finance.
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2010International house prices and macroeconomic fluctuations In: Journal of Banking & Finance.
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2013Is M&A different during a crisis? Evidence from the European banking sector In: Journal of Banking & Finance.
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article16
2011Is M&A different during a crisis? Evidence from the European banking sector.(2011) In: MPRA Paper.
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2015Bank leverage and profitability: Evidence from a sample of international banks In: Review of Financial Economics.
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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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2009Stock Prices in a Speculative Market: The Chinese Split-Share Reform In: Working Papers.
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1996The Equity Premium Is No Puzzle. In: Banca Italia - Servizio di Studi.
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paper7
1996The Equity Premium is No Puzzle.(1996) In: Working Papers.
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1992Option and Non-Use of Environmental Assets. In: Columbia - Graduate School of Business.
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paper0
1997Stock Returns, the Interest Rate and Inflation in the Italian Stock Market: A Long-Run Perspective In: Giornale degli Economisti.
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article1
2005Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios. In: ICER Working Papers.
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2006Structural breaks and common factors in the volatility of the Fama-French factor portfolios.(2006) In: Applied Financial Economics.
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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.
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paper25
1989U.S. Military Expenditure and the Dollar. In: Economic Inquiry.
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article1
2005The Complementarity between Corporate Governance and Corporate Social Responsibility In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article26
2007Potential Drawbacks of Price-based Accounting in the Insurance Sector In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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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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article4
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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paper13
1998Uncertain future preferences and conservation In: MPRA Paper.
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paper27
1998Sustainable use of renewable resources, Chapter 2.1 In: MPRA Paper.
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paper13
1988La volatilità del tasso di cambio e del prezzo dei titoli azionari In: Economia Internazionale / International Economics.
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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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paper
2007Does the stock market affect income distribution? Some empirical evidence for the US In: Applied Economics Letters.
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article4
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.
[Full Text][Citation analysis]
paper1

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