Nicola Borri : Citation Profile


Are you Nicola Borri?

Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS)

4

H index

2

i10 index

87

Citations

RESEARCH PRODUCTION:

9

Articles

8

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 9
   Journals where Nicola Borri has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 4 (4.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo330
   Updated: 2020-07-04    RAS profile: 2020-07-03    
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Relations with other researchers


Works with:

Reichlin, Pietro (4)

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

Is cited by:

Hatchondo, Juan (7)

Martinez, Leonardo (7)

Arellano, Cristina (6)

Grossmann, Volker (5)

Bai, Yan (5)

Bocola, Luigi (4)

Corneli, Flavia (3)

Henriksen, Espen (3)

Lorenzoni, Guido (3)

Tarantino, Emanuele (3)

Steger, Thomas (3)

Cites to:

Saez, Emmanuel (11)

Piketty, Thomas (8)

Zucman, Gabriel (7)

Augustin, Patrick (4)

Pagano, Marco (4)

Nucera, Federico (4)

Stantcheva, Stefanie (4)

Lo, Andrew (4)

Schwaab, Bernd (4)

Lucas, Andre (4)

Koopman, Siem Jan (4)

Main data


Where Nicola Borri has published?


Journals with more than one article published# docs
Economic Notes2

Working Papers Series with more than one paper published# docs
Working Papers CASMEF / Dipartimento di Economia e Finanza, LUISS Guido Carli3

Recent works citing Nicola Borri (2019 and 2018)


YearTitle of citing document
2019A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2019Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches. (2019). Bertschinger, Nils ; Sasidevan, V. In: Papers. RePEc:arx:papers:1912.05273.

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2019Distributional effects of surging housing costs under Schwabes Law. (2019). Larin, Benjamin ; Grossmann, Volker ; Steger, Thomas ; Lofflad, Hans Torben. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7684.

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2018Rare Disasters, Financial Development, and Sovereign Debt. (2018). Rebelo, Sergio ; Yang, Jinqiang ; Wang, Neng. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13202.

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2019Optimal Taxation with Homeownership and Wealth Inequality. (2019). Reichlin, Pietro ; Borri, Nicola. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14144.

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2019An explorative analysis of Italy banking financial stability. (2019). Angelini, Eliana ; Foglia, Matteo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00071.

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2018Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

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2020Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. (2020). Raheem, Ibrahim D ; Alqahtani, Faisal ; Trabelsi, Nader ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304438.

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2020Technical trading rules in the cryptocurrency market. (2020). Sapkota, Niranjan ; Ahmed, Shaker ; Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319308852.

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2018Sovereign credit spreads under good/bad governance. (2018). Jeanneret, Alexandre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:230-246.

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2018Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy. (2018). Nitschka, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:44-54.

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2018Determinants of sovereign defaults. (2018). Ghulam, Yaseen ; Derber, Julian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:43-55.

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2020Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models. (2020). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191930056x.

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2020Measuring CoVaR: An Empirical Comparison. (2020). Sorrentino, Alberto Maria ; Bianchi, Michele Leonardo. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09901-2.

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2017Assessing systemic risk and its determinants for advanced and major emerging economies: the case of ΔCoVaR. (2017). Stolbov, Mikhail. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:1:d:10.1007_s10368-015-0330-2.

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2019House Prices, (Un)Affordability and Systemic Risk. (2019). Pavlidis, Efthymios ; Paya, Ivan ; Skouralis, Alex. In: Working Papers. RePEc:lan:wpaper:266072868.

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2018Risks and Returns of Cryptocurrency. (2018). Tsyvinski, Aleh ; Liu, Yukun. In: NBER Working Papers. RePEc:nbr:nberwo:24877.

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2018The Costs of Sovereign Default: Evidence from the Stock Market. (2018). Andrade, Sandro C ; Chhaochharia, Vidhi . In: Review of Financial Studies. RePEc:oup:rfinst:v:31:y:2018:i:5:p:1707-1751..

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2018How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?. (2018). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: MPRA Paper. RePEc:pra:mprapa:91253.

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2017Das House-Kapital: A Long Term Housing & Macro Model. (2017). Steger, Thomas ; Grossmann, Volker. In: 2017 Meeting Papers. RePEc:red:sed017:549.

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2019International spillovers and `ex-ante efficient bailouts. (2019). Azzimonti, Marina ; Quadrini, Vincenzo. In: 2019 Meeting Papers. RePEc:red:sed019:318.

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2019Shooting down the price: evidence from mafia homicides and housing market volatility. (2019). Bernardo, Giovanni ; Battisti, Michele ; Maggio, Giuseppe ; Lavezzi, Andrea Mario. In: Working Paper series. RePEc:rim:rimwps:19-05.

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2018Individual housing choices and aggregate housing prices: discrete choice models revisited with matching models. (2018). Bonnet, Odran. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/3bhpicpe2q8a090eu5p3dvakb6.

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2019Lévy processes on the cryptocurrency market. (2019). Ziba, Damian. In: Working Papers. RePEc:war:wpaper:2019-15.

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2019Distributional Effects of Surging Housing Costs under Schwabe`s Law of Rent. (2019). Grossmann, Volker ; Lofflad, Hans Torben ; Larin, Benjamin ; Steger, Thomas. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203613.

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Works by Nicola Borri:


YearTitleTypeCited
2014Systemic Risk in the Italian Banking Industry In: Economic Notes.
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article5
2018The Performance of Market†Timing Strategies of Italian Mutual Fund Investors In: Economic Notes.
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article0
2015The Housing Cost Disease In: CEPR Discussion Papers.
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paper11
2018The housing cost disease.(2018) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 11
article
2018Wealth Taxes and Inequality In: CEPR Discussion Papers.
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paper1
2019Optimal Taxation with Homeownership and Wealth Inequality In: CEPR Discussion Papers.
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paper0
2019Redenomination-risk spillovers in the Eurozone In: Economics Letters.
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article0
2018Local currency systemic risk In: Emerging Markets Review.
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article0
2019Conditional tail-risk in cryptocurrency markets In: Journal of Empirical Finance.
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article8
2011I debiti sovrani dellarea Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio In: Working Papers CASMEF.
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paper0
2011I debiti sovrani nellarea Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio.(2011) In: Rivista Bancaria - Minerva Bancaria.
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This paper has another version. Agregated cites: 0
article
2012Systemic Risk and the European Banking Sector In: Working Papers CASMEF.
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paper4
Risk premia in long-duration sovereign bonds In: Working Papers CASMEF.
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paper0
2017Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006) In: Critical Finance Review.
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article0
2010Sovereign Risk Premia In: 2010 Meeting Papers.
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paper58
2017Limited Arbitrage in the Market for Local Currency Emerging Market Debt In: 2017 Meeting Papers.
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paper0
2019FINANCIAL INTERMEDIARIES’ ASSET–LIABILITY DEPENDENCY AND LOW-INTEREST-RATE ENVIRONMENT: EVIDENCE FROM EU LIFE INSURERS In: Journal of Financial Management, Markets and Institutions (JFMMI).
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article0

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