8
H index
8
i10 index
368
Citations
Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) | 8 H index 8 i10 index 368 Citations RESEARCH PRODUCTION: 18 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Nicola Borri. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Review of Economic Dynamics | 2 |
Journal of Banking & Finance | 2 |
Economic Notes | 2 |
The Review of Asset Pricing Studies | 2 |
Working Papers Series with more than one paper published | # docs |
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CEPR Discussion Papers / C.E.P.R. Discussion Papers | 4 |
Working Papers CASMEF / Dipartimento di Economia e Finanza, LUISS Guido Carli | 4 |
Papers / arXiv.org | 2 |
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Leccadito, Arturo ; Lawuobahsumo, Kokulo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001. Full description at Econpapers || Download paper |
2024 | Why Not Tax It? The Effects of Property Taxes on House Price and Homeownership. (2024). Chiocchio, Francesco. In: Working Papers. RePEc:cmf:wpaper:wp2024_2404. Full description at Econpapers || Download paper |
2024 | Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928. Full description at Econpapers || Download paper |
2024 | Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194. Full description at Econpapers || Download paper |
2024 | Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications. (2024). Guang-XI, Cao ; Mei-Jun, Ling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924002911. Full description at Econpapers || Download paper |
2024 | Sovereign spread divergence owing to inflation and redenomination risk countered by unconventional monetary policy in the Eurozone. (2024). Kiss, Gábor Dávid ; Alipanah, Sabri. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s026499932300425x. Full description at Econpapers || Download paper |
2024 | Pricing cryptocurrency options with machine learning regression for handling market volatility. (2024). Lenz, Jimmie ; Brini, Alessio. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001081. Full description at Econpapers || Download paper |
2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper |
2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032. Full description at Econpapers || Download paper |
2024 | How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x. Full description at Econpapers || Download paper |
2024 | Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566. Full description at Econpapers || Download paper |
2024 | Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801. Full description at Econpapers || Download paper |
2024 | Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506. Full description at Econpapers || Download paper |
2024 | Is downside risk priced in cryptocurrency market?. (2024). Dobrynskaya, Victoria. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004635. Full description at Econpapers || Download paper |
2024 | A financial supply chain on corporate working capital and interbank lines of credit. (2024). Kumar, Satish ; Misra, Arun Kumar ; Rahman, Molla Ramizur. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004817. Full description at Econpapers || Download paper |
2024 | Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024. Full description at Econpapers || Download paper |
2024 | Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218. Full description at Econpapers || Download paper |
2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
2024 | Cryptocurrency anomalies and economic constraints. (2024). Zaremba, Adam ; Liedtke, Gerrit ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001509. Full description at Econpapers || Download paper |
2024 | Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Ren, Rui ; Lin, Min-Bin ; Lu, Wanbo ; Wang, Yifu ; Hardle, Wolfgang Karl. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789. Full description at Econpapers || Download paper |
2024 | Diversifying and hedging REIT portfolios with cryptocurrencies: Evidence from global and regional REIT indices. (2024). Akinsomi, Omokolade ; Odusami, Babatunde O. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002618. Full description at Econpapers || Download paper |
2024 | The impact of cryptocurrency-related cyberattacks on return, volatility, and trading volume of cryptocurrencies and traditional financial assets. (2024). Molnar, Peter ; Storsveen, Mattis ; Cheraghali, Hamid ; Veliqi, Florent. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003715. Full description at Econpapers || Download paper |
2024 | Connectedness in the global banking market network: Implications for risk management and financial policy. (2024). Sepulveda, Sandra M ; Muoz, Jorge A ; Araya, Ivan E ; Cornejo, Edinson E ; Veloso, Carmen L ; Delgado, Carlos L. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004022. Full description at Econpapers || Download paper |
2024 | Unraveling Bitcoin price unpredictability: The role of hard forks. (2024). , Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005945. Full description at Econpapers || Download paper |
2024 | Systemic risk effects of climate transition on financial stability. (2024). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006549. Full description at Econpapers || Download paper |
2024 | Time-varying aggregate tail risk and cross-section of stock returns: Indian evidence. (2024). Bajpai, Shweta ; Dixit, Alok. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012388. Full description at Econpapers || Download paper |
2024 | Does being a responsible bank pay off? Evidence from the COVID-19 pandemic. (2024). Ongena, Steven ; Yildiz, Yilmaz ; Kara, Alper. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924001025. Full description at Econpapers || Download paper |
2024 | Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889. Full description at Econpapers || Download paper |
2024 | Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Pacelli, Vincenzo ; Wang, Gang-Jin ; di Tommaso, Caterina ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088. Full description at Econpapers || Download paper |
2024 | Blockchain factors. (2024). Sakkas, Athanasios ; Urquhart, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000787. Full description at Econpapers || Download paper |
2024 | GMM weighting matrices in cross-sectional asset pricing tests. (2024). Thimme, Julian ; Schlag, Christian ; Meinerding, Christoph ; Laurinaityte, Nora. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438. Full description at Econpapers || Download paper |
2024 | Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977. Full description at Econpapers || Download paper |
2024 | No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Zhou, Yinggang ; Lin, Juan ; Bei, Zeyun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561. Full description at Econpapers || Download paper |
2024 | Frequency connectedness between DeFi and cryptocurrency markets. (2024). Kang, Sang Hoon ; Gubareva, Mariya ; Mensi, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:12-27. Full description at Econpapers || Download paper |
2024 | Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19. (2024). Teplova, Tamara ; Choi, Sun-Yong ; Umar, Zaghum ; Usman, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:281-293. Full description at Econpapers || Download paper |
2024 | Green cryptocurrencies and portfolio diversification in the era of greener paths. (2024). Sensoy, Ahmet ; Khurram, Muhammad Usman ; Ali, Fahad ; Vo, Xuan Vinh. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009954. Full description at Econpapers || Download paper |
2024 | Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611. Full description at Econpapers || Download paper |
2024 | Assessing the impact of the COVID-19 crisis on sovereign default risk. (2024). Kanno, Masayasu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003240. Full description at Econpapers || Download paper |
2024 | Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654. Full description at Econpapers || Download paper |
2024 | Do online attention and sentiment affect cryptocurrencies’ correlations?. (2024). Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Savva, Christos S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002812. Full description at Econpapers || Download paper |
2024 | The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study. (2024). Esparcia, Carlos ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002897. Full description at Econpapers || Download paper |
2024 | How electricity and natural gas prices affect banking systemic risk. (2024). Giorgio, Saverio ; Marzioni, Stefano ; Paccione, Cosimo ; Mure, Pina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003039. Full description at Econpapers || Download paper |
2024 | On the prediction of systemic risk tolerance of cryptocurrencies. (2024). Boubaker, Sabri ; Karim, Sitara ; Rahman, Molla Ramizur ; Naeem, Muhammad Abubakr. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006480. Full description at Econpapers || Download paper |
2024 | Capital Adequacy Standards on the Case of Selected Banks in Poland Under Economic Uncertainty. (2024). Wanat, Leszek ; Urbanowicz, Zuzanna ; Stefanski, Artur ; Klus, Sylwia. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:2:p:517-530. Full description at Econpapers || Download paper |
2025 | Order Book Liquidity on Crypto Exchanges. (2025). Hanke, Michael ; Gramlich, Marius ; Angerer, Martin. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:124-:d:1601444. Full description at Econpapers || Download paper |
2025 | Turning Points in the Core–Periphery Displacement of Systemic Risk in the Eurozone: Constrained Weighted Compositional Clustering. (2025). Fiori, Anna Maria ; Coenders, Germ. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:2:p:21-:d:1575747. Full description at Econpapers || Download paper |
2024 | Analysis of Systemic Risk on the Financial Performance during the COVID-19 Pandemic: The Case of the Colombian Banking Industry. (2024). Acosta-Prado, Julio Cesar ; Riveros, Andres Ricardo ; Mejia, Andres Mauricio ; Rojas, Joan Sebastian. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:5:p:1716-:d:1341822. Full description at Econpapers || Download paper |
2025 | Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). Costantiello, Alberto ; Arnone, Massimo ; Leogrande, Angelo. In: OSF Preprints. RePEc:osf:osfxxx:2u4jb. Full description at Econpapers || Download paper |
2025 | Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; Costantiello, Alberto ; Arnone, Massimo. In: OSF Preprints. RePEc:osf:osfxxx:2u4jb_v1. Full description at Econpapers || Download paper |
2025 | Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). Costantiello, Alberto ; Leogrande, Angelo ; Arnone, Massimo. In: MPRA Paper. RePEc:pra:mprapa:123190. Full description at Econpapers || Download paper |
2024 | Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data. (2024). Saef, Danial ; Hrdle, Wolfgang Karl ; Sizov, Sergej ; Nagy, Odett. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:4:d:10.1007_s42521-024-00116-1. Full description at Econpapers || Download paper |
2025 | Copula-based trading of cointegrated cryptocurrency Pairs. (2025). Tadi, Masood ; Witzany, JI. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00702-7. Full description at Econpapers || Download paper |
2025 | Cryptocurrency returns and cryptocurrency uncertainty: a time–frequency analysis. (2025). Ah, Abdollah. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00734-z. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2024 | One Factor to Bind the Cross-Section of Returns In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | One Factor to Bind the Cross-Section of Returns.(2024) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | One Factor to Bind the Cross-Section of Returns.(2024) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Inefficiencies of Carbon Trading Markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Inefficiencies of Carbon Trading Markets.(2024) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2014 | Systemic Risk in the Italian Banking Industry In: Economic Notes. [Full Text][Citation analysis] | article | 15 |
2018 | The Performance of Market€ Timing Strategies of Italian Mutual Fund Investors In: Economic Notes. [Full Text][Citation analysis] | article | 1 |
2020 | The Great Lockdown: Inactive Workers and Mortality by Covid-19 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2020 | The Great Lockdown: Inactive Workers and Mortality by Covid-19.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | The “Great Lockdown”: Inactive workers and mortality by Covid‐19.(2021) In: Health Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2015 | The Housing Cost Disease In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
2018 | The housing cost disease.(2018) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2018 | Wealth Taxes and Inequality In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Optimal Taxation with Homeownership and Wealth Inequality In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2021 | Optimal Taxation with Home Ownership and Wealth Inequality.(2021) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2019 | Redenomination-risk spillovers in the Eurozone In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2018 | Local currency systemic risk In: Emerging Markets Review. [Full Text][Citation analysis] | article | 10 |
2019 | Conditional tail-risk in cryptocurrency markets In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 153 |
2020 | Regulation spillovers across cryptocurrency markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 30 |
2022 | Systemic risk and the COVID challenge in the european banking sector In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 31 |
2020 | Systemic Risk and the COVID Challenge in the European Banking Sector.(2020) In: Working Papers CASMEF. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2023 | Breakup and default risks in the great lockdown In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2023 | Cryptomarket discounts In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
2011 | I debiti sovrani dellarea Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio In: Working Papers CASMEF. [Full Text][Citation analysis] | paper | 0 |
2011 | I debiti sovrani nellarea Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio.(2011) In: Rivista Bancaria - Minerva Bancaria. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2012 | Systemic Risk and the European Banking Sector In: Working Papers CASMEF. [Full Text][Citation analysis] | paper | 5 |
Risk premia in long-duration sovereign bonds In: Working Papers CASMEF. [Full Text][Citation analysis] | paper | 0 | |
2017 | Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006) In: Critical Finance Review. [Full Text][Citation analysis] | article | 4 |
2021 | Global Risk in Long-Term Sovereign Debt In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 3 |
2022 | The Cross-Section of Cryptocurrency Returns In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 15 |
2020 | Online Appendix to Optimal Taxation with Home Ownership and Wealth Inequality In: Online Appendices. [Full Text][Citation analysis] | paper | 6 |
2021 | Optimal Taxation with Home Ownership and Wealth Inequality.(2021) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2010 | Sovereign Risk Premia In: 2010 Meeting Papers. [Full Text][Citation analysis] | paper | 67 |
2017 | Limited Arbitrage in the Market for Local Currency Emerging Market Debt In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | FINANCIAL INTERMEDIARIES’ ASSET–LIABILITY DEPENDENCY AND LOW-INTEREST-RATE ENVIRONMENT: EVIDENCE FROM EU LIFE INSURERS In: Journal of Financial Management, Markets and Institutions (JFMMI). [Full Text][Citation analysis] | article | 0 |
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