Federico Nucera : Citation Profile


Are you Federico Nucera?

Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) (99% share)
Rimini Centre for Economic Analysis (RCEA) (1% share)

3

H index

1

i10 index

28

Citations

RESEARCH PRODUCTION:

6

Articles

5

Papers

RESEARCH ACTIVITY:

   5 years (2012 - 2017). See details.
   Cites by year: 5
   Journals where Federico Nucera has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pnu74
   Updated: 2019-09-14    RAS profile: 2018-03-01    
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Relations with other researchers


Works with:

Lucas, Andre (6)

Schwaab, Bernd (6)

Koopman, Siem Jan (3)

Schaumburg, Julia (3)

Valente, Giorgio (2)

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

Is cited by:

Lucas, Andre (2)

Lehnert, Thorsten (2)

Borri, Nicola (2)

Kräussl, Roman (2)

Lopez, Jose (2)

Spiegel, Mark (2)

van de Leur, Michiel (2)

Rose, Andrew (2)

Stefanova, Denitsa (2)

Smets, Frank (2)

Rieth, Malte (1)

Cites to:

Sarno, Lucio (14)

Schmeling, Maik (9)

Menkhoff, Lukas (9)

Schrimpf, Andreas (9)

Rogoff, Kenneth (7)

Bacchetta, Philippe (5)

Burnside, Craig (5)

van Wincoop, Eric (5)

Engel, Charles (4)

Rebelo, Sergio (4)

Reinhart, Carmen (4)

Main data


Where Federico Nucera has published?


Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank2
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Federico Nucera (2018 and 2017)


YearTitle of citing document
2018A Survey of Systemic Risk Indicators. (2018). Di Cesare, Antonio ; Picco, Anna Rogantini . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_458_18.

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2019Do Negative Interest Rates Affect Bank Risk-Taking?. (2019). Reghezza, Aalessio ; Santamaria, Riccardo ; Bongiovanni, Alessio ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:19012.

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2018Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_013.

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2018Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence. (2018). Spiegel, Mark ; Rose, Andrew ; Lopez, Jose. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13010.

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2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions. (2018). Geraci, Marco Valerio ; Gnabo, Jean-Yves. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:53:y:2018:i:03:p:1371-1390_00.

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2018Credit supply and demand in unconventional times. (2018). Altavilla, Carlo ; Ongena, Steven ; Holton, Sarah ; Boucinha, Miguel ; Carlo Altavilla , . In: Working Paper Series. RePEc:ecb:ecbwps:20182202.

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2018The first twenty years of the European Central Bank: monetary policy. (2018). Hartmann, Philipp ; Smets, Frank. In: Working Paper Series. RePEc:ecb:ecbwps:20182219.

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2019Redenomination-risk spillovers in the Eurozone. (2019). Borri, Nicola. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:173-178.

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2019Conditional tail-risk in cryptocurrency markets. (2019). Borri, Nicola. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:1-19.

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2017Network, market, and book-based systemic risk rankings. (2017). van de Leur, Michiel ; Lucas, Andre ; Seeger, Norman J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:84-90.

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2017Timing liquidity in the foreign exchange market: Did hedge funds do it?. (2017). Luo, JI ; Li, Baibing ; Tee, Kai-Hong . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:47-62.

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2018Did BOJs Negative Interest Rate Policy Increase Bank Lending?. (2018). Hiroshi, Gunji. In: Discussion papers. RePEc:eti:dpaper:18086.

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2018Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence. (2018). Spiegel, Mark ; Rose, Andrew ; Lopez, Jose. In: Working Paper Series. RePEc:fip:fedfwp:2018-07.

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2019Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model. (2019). Grundke, Peter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0732-7.

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2018Systemic risk, financial markets, and performance of financial institutions. (2018). Sun, Edward ; Yu, Min-Teh. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2113-8.

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2019Do information contagion and business model similarities explain bank credit risk commonalities?. (2019). Schaumburg, Julia ; van Lelyveld, Iman ; Wang, Dieter. In: ESRB Working Paper Series. RePEc:srk:srkwps:201994.

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2019Do conventional monetary policy instruments matter in unconventional times?. (2019). Buchholz, Manuel ; Tonzer, Lena ; Schmidt, Kirsten. In: Discussion Papers. RePEc:zbw:bubdps:272019.

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2017The European sovereign debt crisis: What have we learned?. (2017). Stefanova, Denitsa ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:567.

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2018On the ranking consistency of global systemic risk measures: empirical evidence. (2018). Abendschein, Michael ; Grundke, Peter. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181623.

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Works by Federico Nucera:


YearTitleTypeCited
2014How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison In: Economic Notes.
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article1
2016The information in systemic risk rankings In: Working Paper Series.
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paper13
2016The information in systemic risk rankings.(2016) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 13
article
2015The Information in Systemic Risk Rankings.(2015) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 13
paper
2017Do negative interest rates make banks less safe? In: Working Paper Series.
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paper9
2017Do negative interest rates make banks less safe?.(2017) In: Economics Letters.
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This paper has another version. Agregated cites: 9
article
2017Do Negative Interest Rates Make Banks Less Safe?.(2017) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 9
paper
2017Unemployment fluctuations and the predictability of currency returns In: Journal of Banking & Finance.
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article0
2013Carry trades and the performance of currency hedge funds In: Journal of International Money and Finance.
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article3
2013Carry Trades and the Performance of Currency Hedge Funds.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2012The co-movement between sovereign and bank credit risk during the financial crisis: the case of the Euro Area In: Rivista Bancaria - Minerva Bancaria.
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article2

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