Massimo Sbracia : Citation Profile

Are you Massimo Sbracia?

Banca d'Italia (5% share)
Istituto Einaudi per l'Economia e la Finanza (EIEF) (95% share)

12

H index

13

i10 index

1160

Citations

RESEARCH PRODUCTION:

9

Articles

26

Papers

3

Chapters

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 64
   Journals where Massimo Sbracia has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 21 (1.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psb3
   Updated: 2024-12-03    RAS profile: 2023-09-01    
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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 Massimo Sbracia.

Is cited by:

Fry-McKibbin, Renee (25)

Gómez-Puig, Marta (19)

Zhang, Jing (17)

Martin, Vance (17)

Levchenko, Andrei (16)

Sosvilla-Rivero, Simon (16)

Valls Pereira, Pedro (14)

Fazio, Giorgio (12)

Baur, Dirk (11)

Caporin, Massimiliano (11)

Masih, Abul (10)

Cites to:

Redding, Stephen (26)

Melitz, Marc (16)

Jensen, J. (15)

Bernard, Andrew (15)

Kaminsky, Graciela (14)

Kortum, Samuel (14)

Eaton, Jonathan (13)

Corsetti, Giancarlo (13)

Schott, Peter (12)

Rose, Andrew (9)

Pericoli, Marcello (9)

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 (2024 and 2023)

YearTitle of citing document
2023Transmission of the 2007–2008 financial crisis in advanced countries of the European Union. (2023). Tomczak, Kamila. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:40-64.

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2024TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME-VARYING COPULAS. (2010). Candelon, Bertrand ; Manner, Hans. In: Pacific Economic Review. RePEc:bla:pacecr:v:15:y:2010:i:3:p:364-384.

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2023Herd behavior and contagion effects of the COVID-19. (2023). Ferreira, Roberto T. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01078.

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2023Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557.

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2023A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688.

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2023Energy price shocks, exchange rates and inflation nexus. (2023). Bigerna, Simona. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006540.

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2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024The impact of the Russia–Ukraine war on volatility spillovers. (2024). Wang, Yizhi ; Lin, Yongjia ; Sio-Chong, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001261.

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2023Did the collapse of Silicon Valley Bank catalyze financial contagion?. (2023). Goodell, John W ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004543.

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2023The impacts of macroprudential regulations on extreme episodes in bank flows: Whose policy helps and whose policy harms?. (2023). You, YU ; Yang, Zheng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323008152.

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2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031.

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2024No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Zhou, Yinggang ; Lin, Juan ; Bei, Zeyun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

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2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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2023Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels. (2023). Jeribi, Ahmed ; Karamti, Chiraz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300052x.

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2023Decentralization, social capital, and regional growth: The case of the Italian North-South divide. (2023). Carmeci, Gaetano ; Pigliaru, Francesco ; Mauro, Luciano. In: European Journal of Political Economy. RePEc:eee:poleco:v:78:y:2023:i:c:s0176268023000071.

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2024Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251.

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2024Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants. (2024). Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Ziadat, Salem Adel ; Mensi, Walid ; Kang, Sang Hoon. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:1-17.

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2023Risk spillovers in global financial markets: Evidence from the COVID-19 crisis. (2023). Zhao, Yang ; Shao, Zhiquan ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:821-840.

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2024Detecting financial contagion using a new nonparametric measure of asymmetric comovements. (2024). Yuan, DI ; Xu, Yixiong ; Zhang, Feipeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:284-296.

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2023.

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2023.

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2023.

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2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277.

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2023Drivers of cross-border bank claims: The role of foreign-owned banks in emerging countries. (2023). Lahet, Delphine ; Chenaf-Nicet, Dalila ; Brana, Sophie. In: Working Papers. RePEc:inf:wpaper:2023.06.

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2024COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets. (2024). Shi, Haili ; Sun, Yiru ; Zhang, Yongmin ; Zhao, Yingxue ; Ding, Shusheng. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02852-6.

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2023Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis. (2023). Abakah, Emmanuel ; Hammoudeh, Shawkat ; Alagidede, Imhotep Paul ; Tiwari, Aviral Kumar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02366-1.

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2023Intelligent design: stablecoins (in)stability and collateral during market turbulence. (2023). Galati, Luca ; Webb, Alexander ; Blasis, Riccardo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00492-4.

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2023Another look at contagion across United States and European financial markets: Evidence from the credit default swaps markets. (2023). Apergis, Nicholas ; Tsionas, Mike G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1137-1155.

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2023.

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2023The role of expectations for currency crisis dynamics—The case of the Turkish lira. (2023). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:625-642.

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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.
[Full Text][Citation analysis]		paper66
2001Correlation Analysis of Financial Contagion: What One Should Know before Running a Test.(2001) In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2001Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test.(2001) In: Working Papers.
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This paper has nother version. Agregated cites: 66		paper
2014The secular stagnation hypothesis: a review of the debate and some insights In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper16
2011Real exchange rates, trade, and growth: Italy 1861-2011 In: Quaderni di storia economica (Economic History Working Papers).
[Full Text][Citation analysis]		paper44
2015Deconstructing the gains from trade: selection of industries vs. reallocation of workers In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper2
2016Deconstructing the Gains from Trade: Selection of Industries vs Reallocation of Workers.(2016) In: Review of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2014Deconstructing the Gains from Trade: Selection of Industries vs. Reallocation of Workers.(2014) In: MPRA Paper.
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This paper has nother version. Agregated cites: 2		paper
2017The cyclicality of the income elasticity of trade In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper4
2016The Cyclicality of the Income Elasticity of Trade.(2016) In: MPRA Paper.
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This paper has nother version. Agregated cites: 4		paper
2000Expectations and information in second generation currency crises models In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper36
2000Expectations and Information in Second Generation Currency Crises Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has nother version. Agregated cites: 36		paper
2001Expectations and information in second generation currency crises models.(2001) In: Economic Modelling.
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This paper has nother version. Agregated cites: 36		article
2000Expectations and Information in Second Generation Currency Crises Models..(2000) In: Banca Italia - Servizio di Studi.
[Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2001A Primer on Financial Contagion In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper377
2003A Primer on Financial Contagion.(2003) In: Journal of Economic Surveys.
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This paper has nother version. Agregated cites: 377		article
2001The Role of the Banking System in the International Transmission of Shocks In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper38
2003The Role of the Banking System in the International Transmission of Shocks.(2003) In: The World Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		article
2002Currency crises and uncertainty about fundamentals In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper32
2002Currency Crises and Uncertainty About Fundamentals.(2002) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 32		paper
2006The CAPM and the risk appetite index; theoretical differences and empirical similarities In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper3
2009Ricardian selection In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper54
2013Ricardian selection.(2013) In: Journal of International Economics.
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This paper has nother version. Agregated cites: 54		article
2009Ricardian selection.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 54		paper
2009Trade-Revealed TFP In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper16
2009Trade-revealed TFP.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 16		paper
2008Trade-revealed TFP.(2008) In: 2008 Meeting Papers.
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This paper has nother version. Agregated cites: 16		paper
2001Crises and contagion: the role of the banking system In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter9
2009Capital Asset Pricing Model and the Risk Appetite Index: Theoretical Differences, Empirical Similarities and Implementation Problems In: International Finance.
[Full Text][Citation analysis]		article0
2002Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper410
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 nother version. Agregated cites: 410		article
2010Uncertainty and currency crises: Evidence from survey data In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article25
2010Uncertainty and Currency Crises: Evidence from Survey Data.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 25		paper
2011A disaggregated analysis of the export performance of some industrial and emerging countries In: International Economics and Economic Policy.
[Full Text][Citation analysis]		article13
2008A disaggregated analysis of the export performance of some industrial and emerging countries.(2008) In: MPRA Paper.
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This paper has nother version. Agregated cites: 13		paper
2005A New Indicator of Competitiveness for Italy and the Main Industrial and Emerging Countries In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2018The Productivity Slowdown and the Secular Stagnation Hypothesis In: Financial and Monetary Policy Studies.
[Citation analysis]		chapter3
2018Trade Weakness: Cycle or Trend? In: Financial and Monetary Policy Studies.
[Citation analysis]		chapter2

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