Antonio Di Cesare : Citation Profile

Are you Antonio Di Cesare?

Banca d'Italia

5

H index

5

i10 index

323

Citations

RESEARCH PRODUCTION:

3

Articles

11

Papers

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 19
   Journals where Antonio Di Cesare has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 1 (0.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi102
   Updated: 2024-12-03    RAS profile: 2020-10-30    
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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 Antonio Di Cesare.

Is cited by:

Gambacorta, Leonardo (10)

Tamborini, Roberto (9)

Zaghini, Andrea (7)

Afonso, Antonio (7)

Égert, Balázs (5)

Bolton, Patrick (5)

Mistrulli, Paolo Emilio (5)

Albertazzi, Ugo (5)

Sutherland, Douglas (5)

FREIXAS, XAVIER (5)

Scholtens, Bert (5)

Cites to:

Zhou, Hao (6)

Remolona, Eli (4)

de Vries, Casper (4)

Norden, Lars (4)

Engle, Robert (4)

Weber, Martin (4)

Lucas, Andre (3)

Gropp, Reint (3)

Lo, Andrew (3)

Schwaab, Bernd (3)

Koopman, Siem Jan (3)

Main data

Where Antonio Di Cesare has published?

Working Papers Series with more than one paper published# docs
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area4
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area3
MPRA Paper / University Library of Munich, Germany2

Recent works citing Antonio Di Cesare (2024 and 2023)

YearTitle of citing document
2024Rating implikowany a koszt finansowania banków notowanych na Gie?dzie Papierów Warto?ciowych w Warszawie. (2021). Lepczyski, Baej ; Borsuk, Marcin. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:310286.

Full description at Econpapers || Download paper

2023Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635.

Full description at Econpapers || Download paper

2024The international impact of a fragile EMU. (2024). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002751.

Full description at Econpapers || Download paper

2024Measuring the risk appetite of bank-controlling shareholders: The Risk-Weighted Ownership index. (2024). Previtali, Daniele ; Murro, Pierluigi ; Bellardini, Luca. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000073.

Full description at Econpapers || Download paper

2023The impact of bank lending standards on credit to firms. (2023). Trimarchi, Lorenzo ; Soggia, Giovanni ; Ricci, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623001048.

Full description at Econpapers || Download paper

2023Drivers of Sovereign Bond Demand – The Case of Japans. (2023). Piscarreta, Carlos Alberto. In: Working Papers REM. RePEc:ise:remwps:wp02642023.

Full description at Econpapers || Download paper

2023When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond. (2023). Raggi, Davide ; Pintus, Francesco Jacopo ; Greco, Luciano. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0300.

Full description at Econpapers || Download paper

Works by Antonio Di Cesare:

YearTitleTypeCited
2012The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds In: Papers.
[Full Text][Citation analysis]		paper1
2012Recent estimates of sovereign risk premia for euro-area countries In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper112
2009Financial sector pro-cyclicality: lessons from the crisis In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper68
2018A Survey of Systemic Risk Indicators In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper3
2004Estimating expectations of shocks using option prices In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper0
2006Do market-based indicators anticipate rating agencies? Evidence for international banks In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper16
2006Do Market-based Indicators Anticipate Rating Agencies? Evidence for International Banks.(2006) In: Economic Notes.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2010An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper21
2011Risk measures for autocorrelated hedge fund returns In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper1
2015Risk Measures for Autocorrelated Hedge Fund Returns.(2015) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2011Risk Measures for Autocorrelated Hedge Fund Returns.(2011) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2009Securitization and Bank Stability In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2011The impact of sovereign credit risk on bank funding conditions In: MPRA Paper.
[Full Text][Citation analysis]		paper98
2001A simulation environment for discontinuous portfolio value processes In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team