4
H index
2
i10 index
96
Citations
Banca d'Italia | 4 H index 2 i10 index 96 Citations RESEARCH PRODUCTION: 9 Articles 5 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Federico Calogero Nucera. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / European Central Bank | 2 |
Tinbergen Institute Discussion Papers / Tinbergen Institute | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x. Full description at Econpapers || Download paper |
2024 | Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657. Full description at Econpapers || Download paper |
2024 | Improving efficiency in supply chains with a capital-constrained app developer under the agency contract. (2024). Levy, Priel ; Avinadav, Tal. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:991-1005. 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 |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2014 | How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison In: Economic Notes. [Full Text][Citation analysis] | article | 1 |
2019 | Can Hedge Funds Time the Market? In: International Review of Finance. [Full Text][Citation analysis] | article | 2 |
2016 | The information in systemic risk rankings In: Working Paper Series. [Full Text][Citation analysis] | paper | 34 |
2016 | The information in systemic risk rankings.(2016) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
2015 | The Information in Systemic Risk Rankings.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2017 | Do negative interest rates make banks less safe? In: Working Paper Series. [Full Text][Citation analysis] | paper | 47 |
2017 | Do negative interest rates make banks less safe?.(2017) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
2017 | Do Negative Interest Rates Make Banks Less Safe?.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2017 | Unemployment fluctuations and the predictability of currency returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
2013 | Carry trades and the performance of currency hedge funds In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
2013 | Carry Trades and the Performance of Currency Hedge Funds.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2023 | Inflation Expectations, the Phillips Curve, and Stock Prices In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2022 | The impact of volatility scaling on factor portfolio performance and factor timing In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
2012 | The co-movement between sovereign and bank credit risk during the financial crisis: the case of the Euro Area In: Rivista Bancaria - Minerva Bancaria. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team