Massimo Sbracia : Citation Profile


Are you Massimo Sbracia?

Banca d'Italia

11

H index

12

i10 index

923

Citations

RESEARCH PRODUCTION:

9

Articles

26

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2000 - 2017). See details.
   Cites by year: 54
   Journals where Massimo Sbracia has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 19 (2.02 %)

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   Permalink: http://citec.repec.org/psb3
   Updated: 2019-12-15    RAS profile: 2019-12-15    
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Relations with other researchers


Works with:

Bolatto, Stefano (3)

Pagano, Patrizio (2)

Mancini, Michele (2)

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

Is cited by:

Dungey, Mardi (27)

Fry-McKibbin, Renee (24)

Gómez-Puig, Marta (20)

Levchenko, Andrei (17)

Sosvilla-Rivero, Simon (17)

Martin, Vance (16)

Valls Pereira, Pedro (13)

Baur, Dirk (11)

Masih, Abul (10)

Caporin, Massimiliano (9)

Marçal, Emerson (9)

Cites to:

Kaminsky, Graciela (15)

Redding, Stephen (15)

Kortum, Samuel (13)

Melitz, Marc (13)

Corsetti, Giancarlo (12)

Eaton, Jonathan (11)

Finicelli, Andrea (9)

Bernard, Andrew (8)

Pericoli, Marcello (8)

Pagano, Patrizio (8)

Jensen, J. (8)

Main data


Where Massimo Sbracia 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 Area10
MPRA Paper / University Library of Munich, Germany7

Recent works citing Massimo Sbracia (2018 and 2017)


YearTitle of citing document
2018What will Brexit mean for the British and euro-area economies? A model-based assessment of trade regimes. (2018). Vergara Caffarelli, Filippo ; Pisani, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1163_18.

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2018Macroeconomics determinants of the correlation between stocks and bonds. (2018). Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1198_18.

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2018Contagion in the CoCos market? A case study of two stress events. (2018). miglietta, arianna ; Bologna, Pierluigi ; Segura, Anatoli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1201_18.

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2018Real estates information and volatility links with stock, bond and money markets. (2018). Mi, Lin ; Hodgson, Allan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:465-491.

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2018Transparency and currency crises. (2018). Kim, Nam Kyu. In: Economics and Politics. RePEc:bla:ecopol:v:30:y:2018:i:3:p:394-422.

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2017Secular Stagnation: Determinants and Consequences for Australia. (2017). Tyers, Rodney ; Taylor, Grace. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:303:p:615-650.

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2017Extreme Returns in the European financial crisis. (2017). Chouliaras, Andreas ; Grammatikos, Theoharry. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:728-760.

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2018The contagion versus interdependence controversy between hedge funds and equity markets. (2018). Kim, Taeyoon ; Lee, Hee Soo. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:309-330.

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2018Hedge Fund Styles and their Contagion from the Equity Market. (2018). Kim, Tae Yoon ; Lee, Hee Soo. In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:1:p:91-112.

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2017On the Identification of Interdependence and Contagion of Financial Crises. (2017). Bacchiocchi, Emanuele. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:1148-1175.

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2017External Public Debt, Trade Linkages and Contagion During the Eurozone Crisis. (2017). Cutrini, Eleonora ; Galeazzi, Giorgio . In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:9:p:1718-1749.

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2017Global value chains and the exchange rate elasticity of exports. (2017). ruta, michele ; Michele, Ruta ; Maximiliano, Appendino ; Swarnali, Ahmed . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:24:n:2.

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2019Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach. (2019). GUPTA, RANGAN ; Caporin, Massimiliano ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps61.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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2017Relative Prices and Hysteresis: Evidence from US Manufacturing. (2017). Campbell, Douglas. In: Working Papers. RePEc:cfr:cefirw:w0212.

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2019Fundamental Moments. (2019). Pauwels, Laurent ; Imbs, Jean. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13662.

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2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

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2017Behavioral Finance and Financial Contagion: The Evidence of DCC-MGARCH Model From 63 Equity Markets. (2017). Talbi, Mariem ; Sebai, Saber ; Boubaker, Adel . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-48.

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2019Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America. (2019). ben Halima, Amel ; Talbi, Mariem. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-15.

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2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

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2017Trade-induced productivity gains reduce incentives to impose strategic tariffs. (2017). Pothen, Frank ; Hübler, Michael ; Hubler, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:420-431.

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2017Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis. (2017). Masih, Abul ; Dewandaru, Ginanjar. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:30-40.

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2018Testing extreme dependence in financial time series. (2018). Chaudhuri, Kausik ; Tan, Zheng ; Sen, Rituparna. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:378-394.

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2018Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis. (2018). Lien, Donald ; Zhang, Yuyin ; Yang, LI ; Lee, Geul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:187-201.

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2019Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729.

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2018Competitive Bioeconomy? Comparing Bio-based and Non-bio-based Primary Sectors of the World. (2018). Asada, Raphael ; Stern, Tobias. In: Ecological Economics. RePEc:eee:ecolec:v:149:y:2018:i:c:p:120-128.

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2019Modeling systemic risk with Markov Switching Graphical SUR models. (2019). Guidolin, Massimo ; Billio, Monica ; Bianchi, Daniele ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:58-74.

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2018The interaction of climate and trade policy. (2018). Pothen, Frank ; Hubler, Michael. In: European Economic Review. RePEc:eee:eecrev:v:107:y:2018:i:c:p:1-26.

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2019Strategic fire-sales and price-mediated contagion in the banking system. (2019). Wagalath, Lakshithe ; Braouezec, Yann. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:3:p:1180-1197.

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2017How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets. (2017). Ballester, Laura ; Gonzalez-Urteaga, Ana . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:200-214.

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2019A systematic review of sovereign connectedness on emerging economies. (2019). Gonzalez-Urteaga, Ana ; Diaz-Mendoza, Ana Carmen ; Ballester, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:157-163.

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2019Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226.

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2019Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach. (2019). Guidolin, Massimo ; Hansen, Erwin ; Pedio, Manuela. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:83-114.

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2017Time varying contagion in EMU government bond spreads. (2017). Leschinski, Christian ; Bertram, Philip . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:72-91.

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2017International stock market leadership and its determinants. (2017). Cai, Charlie X ; Zhang, QI ; Mobarek, Asma. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:150-162.

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2018Measuring sovereign contagion in Europe. (2018). Pelizzon, Loriana ; Caporin, Massimiliano ; Rigobon, Roberto ; Ravazzolo, Francesco. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:150-181.

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2019Finance and synchronization. (2019). Saleheen, Jumana ; Imbs, Jean ; Cesa-Bianchi, Ambrogio. In: Journal of International Economics. RePEc:eee:inecon:v:116:y:2019:i:c:p:74-87.

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2018Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?. (2018). Aristeidis, Samitas ; Elias, Kampouris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:263-286.

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2018Identifying contagion: A unifying approach. (2018). Gebka, Bartosz ; Robert, ; Sewraj, Deeya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:224-240.

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2018Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007–2009) and the European debt crisis. (2018). Corbet, Shaen ; Larkin, Charles ; Meegan, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:128-148.

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2019Exchange rate comovements, hedging and volatility spillovers on new EU forex markets. (2019). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:42-64.

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2018Low real rates as driver of secular stagnation: Empirical assessment. (2018). End, Jan Willem ; Hoeberichts, Marco ; van den End, Jan Willem. In: Japan and the World Economy. RePEc:eee:japwor:v:46:y:2018:i:c:p:29-40.

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2019Integration and risk contagion in financial crises: Evidence from international stock markets. (2019). Vortelinos, Dimitrios I ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Journal of Business Research. RePEc:eee:jbrese:v:104:y:2019:i:c:p:350-365.

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2019Simulating financial contagion dynamics in random interbank networks. (2019). Papavassiliou, Vassilios ; Loukaki, Kalliopi ; Leventides, John. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:158:y:2019:i:c:p:500-525.

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2019The information sensitivity of debt in good and bad times. (2019). Macchiavelli, Marco ; Brancati, Emanuele. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:99-112.

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2017The real exchange rate and economic growth: Revisiting the case using external instruments. (2017). Stracca, Livio ; Mileva, Elitza ; Habib, Maurizio Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:386-398.

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2019Contagion across US and European financial markets: Evidence from the CDS markets. (2019). Apergis, Nicholas ; Christou, Christina ; Kynigakis, Iason. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:1-12.

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2017On the stability of intra-industry trade. (2017). Okubo, Toshihiro ; Hayakawa, Kazunobu ; Ito, Tadashi. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:45:y:2017:i:c:p:1-12.

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2019Evolving comparative advantage, sectoral linkages, and structural change. (2019). Sposi, Michael. In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:75-87.

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2018Regime-dependent herding behavior in Asian and Latin American stock markets. (2018). Kabir, Humayun M ; Shakur, Shamim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:60-78.

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2017DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone. (2017). Ferreira, Paulo ; Zebende, G F ; Dionisio, A ; Guedes, E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:38-47.

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2017Intraday industry-specific spillover effect in European equity markets. (2017). Mateus, Cesario ; Chinthalapati, Raju . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:278-298.

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2019The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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2017Renewables diffusion and contagion effect in Italian regional electricity markets: Assessment and policy implications. (2017). Polinori, Paolo ; Bollino, Carlo Andrea ; Bigerna, Simona ; Ciferri, Davide . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:68:y:2017:i:p1:p:199-211.

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2018Decomposition of Japans trade balance. (2018). Yoshida, Yushi ; Sasaki, Yuri . In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:507-537.

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2017Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model. (2017). Khalifa, Ahmed ; Bertuccelli, Pietro ; Alsarhan, Abdulwahab A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:307-314.

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2019Contagion and bond pricing: The case of the ASEAN region. (2019). Abid, Ilyes ; Guesmi, Khaled ; Goutte, Stephane ; Dhaoui, Abderrazak. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:371-385.

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2018Asymmetric and nonlinear inter-relations of US stock indices. (2018). Gkillas (Gillas), Konstantinos ; Svingou, Argyro ; Syriopoulos, Costas ; Vortelinos, Dimitrios. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-02-2017-0018.

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2017Factor Decomposition of Japans Trade Balance. (2017). Yoshida, Yushi ; Yushi, Yoshida ; Yuri, SASAKI . In: Discussion papers. RePEc:eti:dpaper:17042.

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2018Capital Accumulation and Dynamic Gains from Trade. (2018). Sposi, Michael ; Santacreu, Ana Maria ; Ravikumar, B. In: Globalization Institute Working Papers. RePEc:fip:feddgw:296.

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2018Domestic Innovation and International Technology Diffusion as Sources of Comparative Advantage. (2018). Santacreu, Ana Maria ; Zhu, Heting. In: Review. RePEc:fip:fedlrv:00108.

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2017Dependence between Stock Returns of Italian Banks and the Sovereign Risk. (2017). Durante, Fabrizio ; Weissensteiner, Alex ; Foscolo, Enrico . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:23-:d:100926.

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2018An Empirical Investigation of Risk-Return Relations in Chinese Equity Markets: Evidence from Aggregate and Sectoral Data. (2018). Chiang, Thomas C ; Zhang, Yuanqing. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:35-:d:138061.

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2018The Effect of Alternative Measures of Distance on the Correlation of Real Effective Exchange Rate Returns: An Approach to Contagion Analysis. (2018). Coulom, Jean ; Shenai, Vijay. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:4:p:85-:d:175362.

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2018Contagion Risks in Emerging Stock Markets: New Evidence from Asia and Latin America. (2018). Ngoc, Thi Bich. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:89-:d:190742.

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2019Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model. (2019). Jienwatcharamongkhol, Viroj ; Uddin, Reaz ; A. M. M. Shahiduzzaman Quoreshi, . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:94-:d:237782.

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2018A Maximal Tail Dependence-Based Clustering Procedure for Financial Time Series and Its Applications in Portfolio Selection. (2018). Liu, Xin ; Jiang, Wenjun ; Yang, Chen ; Wu, Jiang. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:115-:d:174402.

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2018A Hybrid Approach to Explore the Risk Dependency Structure among Agribusiness Firms. (2018). Lei, Zhimei ; Lim, Ming K ; Cui, LI ; Wu, Kuo-Jui. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:2:p:533-:d:132141.

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2019The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe. (2019). Stanciu, Cristian-Valeriu ; Clichici, Dorina ; Moagr-Poladian, Simona. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3985-:d:250829.

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2018The Credit Default Swap market contagion during recent crises: International evidence. (2018). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Post-Print. RePEc:hal:journl:hal-01572510.

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2017The Credit Default Swap market contagion during recent crises: International evidence. (2017). Hmaied, Dorra ; de Peretti, Christian ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01572510.

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2017A Regional Trade Model with Ricardian Productivity Gains and Multi-technology Electricity Supply. (2017). Pothen, Frank ; Hübler, Michael ; Hubler, Michael. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-585.

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2018A Forward Calibration Method for New Quantitative Trade Models. (2018). Pothen, Frank ; Hübler, Michael ; Hubler, Michael. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-643.

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2018Modeling Systemic Risk with Markov Switching Graphical SUR Models. (2018). Guidolin, Massimo ; Billio, Monica ; Bianchi, Daniele ; Casarin, Roberto. In: Working Papers. RePEc:igi:igierp:626.

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2019The Credit Default Swap market contagion during recent crises: international evidence. (2019). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0741-6.

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2018Unraveling the Financial Contagion in European Stock Markets During Financial Crises: Multi-Timescale Analysis. (2018). Masih, Abul ; Dewandaru, Ginanjar. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:4:p:859-880.

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2017Financial convergence on emerging markets: the case of CEE countries. (2017). Fronc, Micha ; Mielus, Piotr . In: Bank i Kredyt. RePEc:nbp:nbpbik:v:48:y:2017:i:2:p:149-172.

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2018Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach. (2018). Amado, Cristina ; Martins, Susana . In: NIPE Working Papers. RePEc:nip:nipewp:08/2018.

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2018The Impact of Regional and Sectoral Productivity Changes on the U.S. Economy. (2018). Rossi-Hansberg, Esteban ; Sarte, Pierre-Daniel ; Parro, Fernando ; Caliendo, Lorenzo. In: Review of Economic Studies. RePEc:oup:restud:v:85:y:2018:i:4:p:2042-2096..

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2017A Dynamic Measure of Intentional Herd Behavior in Financial Markets. (2017). Park, Beum Jo ; Kim, Myung-Joong. In: MPRA Paper. RePEc:pra:mprapa:82025.

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2018CONTAGIO FINANCIERO: UNA BREVE REVISIÓN DE LITERATURA. (2018). Paucar, Giovanny Sandoval. In: MPRA Paper. RePEc:pra:mprapa:89554.

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2018Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad. (2018). Paucar, Giovanny Sandoval. In: MPRA Paper. RePEc:pra:mprapa:90422.

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2019Modelación de la correlación condicional para el mercado bursátil colombiano: una aplicación de DCC – MGARCH. (2019). Sandoval Paucar, Giovanny. In: MPRA Paper. RePEc:pra:mprapa:92534.

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2019Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201917.

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2017Determinants of Structural Change. (2017). Swiecki, Tomasz. In: Review of Economic Dynamics. RePEc:red:issued:14-247.

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2017Exchange Rates, International Trade, and Growth: Re-evaluation of Undervaluation. (2017). Sokolova, Maria. In: ADBI Working Papers. RePEc:ris:adbiwp:0684.

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2019A critical analysis of the secular stagnation theory. (2019). Di Bucchianico, Stefano. In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0245.

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2017The stability of money demand in the long-run: Italy 1861–2011. (2017). Napolitano, Oreste ; Foresti, Pasquale ; Daniele, Vittorio. In: Cliometrica. RePEc:spr:cliomt:v:11:y:2017:i:2:d:10.1007_s11698-016-0143-8.

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2017Have Your Cake and Eat it Too: The Well-Being of the Italians (1861–2011). (2017). Gallegati, Mauro ; Chelli, Francesco M ; Gigliarano, Chiara ; Ermini, Barbara ; Gentili, Andrea ; Ciommi, Mariateresa. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:134:y:2017:i:2:d:10.1007_s11205-016-1450-y.

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2017Bank-sovereign ties against interbank market integration: the case of the Italian segment. (2017). Popoyan, Lilit ; Saroyan, Susanna . In: LEM Papers Series. RePEc:ssa:lemwps:2017/02.

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2019Fundamental Moments. (2019). Pauwels, Laurent ; Imbs, Jean. In: Working Papers. RePEc:syb:wpbsba:2123/20386.

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2018A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets. (2018). Casarin, Roberto ; Tronzano, Marco ; Sartore, Domenico. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:1:p:101-114.

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2017Co-movement of real exchange rates in the West African Monetary Zone. (2017). Owusu Junior, Peterson ; Soo, Kwok Tong ; Tweneboah, George ; Adam, Anokye M. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1351807.

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2017Trade in Services versus Trade in Manufactures: The Relation between the Role of Tacit Knowledge, the Scope for Catch up, and Income Elasticity. (2017). Landesmann, Michael ; Bekkers, Eddy ; Macskasi, Indre. In: wiiw Working Papers. RePEc:wii:wpaper:139.

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2018THE DETERMINANTS OF A SIMULTANEOUS CRASH IN GOLD AND STOCK MARKETS: AN ORDERED LOGIT APPROACH. (2018). Hamori, Shigeyuki ; Miyazaki, Takashi. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500045.

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2018The time-varying impact of systematic risk factors on corporate bond spreads. (2018). Pliszka, Kamil ; Klein, Arne C. In: Discussion Papers. RePEc:zbw:bubdps:142018.

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2017Interconnectedness in the global financial market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2076.

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Works by Massimo Sbracia:


YearTitleTypeCited
2001Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test In: Center Discussion Papers.
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2001Correlation Analysis of Financial Contagion: What One Should Know before Running a Test.(2001) In: Temi di discussione (Economic working papers).
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2001Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test.(2001) In: Working Papers.
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2014The secular stagnation hypothesis: a review of the debate and some insights In: Questioni di Economia e Finanza (Occasional Papers).
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paper7
2011Real Exchange Rates, Trade, and Growth: Italy 1861-2011 In: Quaderni di storia economica (Economic History Working Papers).
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paper29
2015Deconstructing the gains from trade: selection of industries vs. reallocation of workers In: Temi di discussione (Economic working papers).
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paper2
2016Deconstructing the Gains from Trade: Selection of Industries vs Reallocation of Workers.(2016) In: Review of International Economics.
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This paper has another version. Agregated cites: 2
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2014Deconstructing the Gains from Trade: Selection of Industries vs. Reallocation of Workers.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 2
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2017The cyclicality of the income elasticity of trade In: Temi di discussione (Economic working papers).
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paper2
2016The Cyclicality of the Income Elasticity of Trade.(2016) In: MPRA Paper.
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2000Expectations and information in second generation currency crises models In: Temi di discussione (Economic working papers).
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paper23
2000Expectations and Information in Second Generation Currency Crises Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2001Expectations and information in second generation currency crises models.(2001) In: Economic Modelling.
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2000Expectations and Information in Second Generation Currency Crises Models..(2000) In: Banca Italia - Servizio di Studi.
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2001A Primer on Financial Contagion In: Temi di discussione (Economic working papers).
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paper293
2003A Primer on Financial Contagion.(2003) In: Journal of Economic Surveys.
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2001The Role of the Banking System in the International Transmission of Shocks In: Temi di discussione (Economic working papers).
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paper17
2002Currency crises and uncertainty about fundamentals In: Temi di discussione (Economic working papers).
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paper29
2002Currency Crises and Uncertainty About Fundamentals.(2002) In: IMF Working Papers.
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2006The CAPM and the risk appetite index; theoretical differences and empirical similarities In: Temi di discussione (Economic working papers).
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paper2
2009Ricardian selection In: Temi di discussione (Economic working papers).
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paper49
2013Ricardian selection.(2013) In: Journal of International Economics.
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2009Ricardian selection.(2009) In: MPRA Paper.
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2009Trade-Revealed TFP In: Temi di discussione (Economic working papers).
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2009Trade-revealed TFP.(2009) In: MPRA Paper.
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2008Trade-revealed TFP.(2008) In: 2008 Meeting Papers.
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2001Crises and contagion: the role of the banking system In: BIS Papers chapters.
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2009Capital Asset Pricing Model and the Risk Appetite Index: Theoretical Differences, Empirical Similarities and Implementation Problems* In: International Finance.
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2003The Role of the Banking System in the International Transmission of Shocks In: The World Economy.
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article15
2002Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion In: CEPR Discussion Papers.
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paper341
2005Some contagion, some interdependence: More pitfalls in tests of financial contagion.(2005) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 341
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2010Uncertainty and currency crises: Evidence from survey data In: Journal of Monetary Economics.
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2010Uncertainty and Currency Crises: Evidence from Survey Data.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 13
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2011A disaggregated analysis of the export performance of some industrial and emerging countries In: International Economics and Economic Policy.
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article9
2008A disaggregated analysis of the export performance of some industrial and emerging countries.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
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2005A New Indicator of Competitiveness for Italy and the Main Industrial and Emerging Countries In: MPRA Paper.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2nd 2019. Contact: CitEc Team