Antonio Di Cesare : Citation Profile

Banca d'Italia

5

H index

5

i10 index

324

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: 5.    Total self citations: 1 (0.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi102
   Updated: 2025-03-15    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)

CAPELLE-BLANCARD, Gunther (5)

Sutherland, Douglas (5)

FREIXAS, XAVIER (5)

Scholtens, Bert (5)

Égert, Balázs (5)

Crifo, Patricia (5)

Albertazzi, Ugo (5)

Cites to:

Zhou, Hao (6)

de Vries, Casper (4)

Engle, Robert (4)

Weber, Martin (4)

Norden, Lars (4)

Remolona, Eli (4)

Schwaab, Bernd (3)

Gropp, Reint (3)

Koopman, Siem Jan (3)

Pedersen, Lasse (3)

Lucas, Andre (3)

Main data

Production by document typepaperarticle200120022003200420052006200720082009201020112012201320142015201620172018024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200120022003200420052006200720082009201020112012201320142015201620172018051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200120022003200420052006200720082009201020112012201320142015201620172018050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents1234567050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250302.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Discretization 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

Works by Antonio Di Cesare:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		paper113
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 February, 4 2025. Contact: CitEc Team