Massimo Sbracia : Citation Profile


Are you Massimo Sbracia?

Banca d'Italia

11

H index

13

i10 index

957

Citations

RESEARCH PRODUCTION:

9

Articles

26

Papers

3

Chapters

RESEARCH ACTIVITY:

   17 years (2000 - 2017). See details.
   Cites by year: 56
   Journals where Massimo Sbracia has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 21 (2.15 %)

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   Permalink: http://citec.repec.org/psb3
   Updated: 2021-06-07    RAS profile: 2021-03-29    
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Relations with other researchers


Works with:

Mancini, Michele (2)

Di Nino, Virginia (2)

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 (24)

Dungey, Mardi (23)

Gómez-Puig, Marta (19)

Levchenko, Andrei (17)

Sosvilla-Rivero, Simon (16)

Valls Pereira, Pedro (13)

Martin, Vance (13)

Baur, Dirk (11)

Caporin, Massimiliano (10)

Masih, Abul (10)

Zhang, Jing (10)

Cites to:

Redding, Stephen (14)

Kaminsky, Graciela (13)

Kortum, Samuel (13)

Melitz, Marc (13)

Corsetti, Giancarlo (12)

Eaton, Jonathan (11)

Finicelli, Andrea (9)

Pagano, Patrizio (8)

Jensen, J. (8)

Bernard, Andrew (8)

Pericoli, Marcello (7)

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 (2021 and 2020)


YearTitle of citing document
2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2020Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14395.

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2021An assessment of how COVID-19 changed the global equity market. (2021). Ky, Van ; Ming, Tee Chwee ; Bach, Dinh Hoang ; Nguyen, Dat Thanh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:480-491.

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2020Interdependence or contagion: A model switching approach with a focus on Latin America. (2020). Davidson, Sharada Nia. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:166-197.

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2020The distribution of index futures realised volatility under seasonality and microstructure noise. (2020). Salvador, Enrique ; Arago, Vicent ; Alemany, Nuria. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:398-414.

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2020Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S.. (2020). Zong, LU ; Wang, Peiwan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302864.

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2021Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach. (2021). Ravazzolo, Francesco ; GUPTA, RANGAN ; Caporin, Massimiliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302291.

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2021Public information and global games with strategic complements and substitutes. (2021). Oh, Frederick Dongchuhl ; Lee, Kyounghun. In: Economics Letters. RePEc:eee:ecolet:v:199:y:2021:i:c:s0165176520304638.

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2020Machine learning as an early warning system to predict financial crisis. (2020). Kampouris, Elias ; Samitas, Aristeidis ; Kenourgios, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301514.

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2021Financial contagion and the TIR-MIDAS model. (2021). Liu, Xiaoquan ; Jiang, Kunliang ; Ye, Wuyi. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461232030132x.

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2020Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods. (2020). Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:66-82.

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2021Are professional forecasters overconfident?. (2021). Casey, Eddie. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:716-732.

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2021New test of contagion with application on the Brexit referendum. (2021). Kevin, Ka Kwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:564:y:2021:i:c:s0378437120307810.

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2021Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; Corbet, Shaen ; Xu, Danyang ; Hu, Yang ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81.

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2020Economic engagement and within emerging markets integration. (2020). Aaawaar, Godfred ; Akotey, Joseph Oscar ; Boamah, Nicholas Addai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301047.

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2020Discussing Secular Stagnation: A case for freeing good ideas from theoretical constraints?. (2020). Di Bucchianico, Stefano. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:55:y:2020:i:c:p:288-297.

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2020Financial Integration and the Co-Movement of Economic Activity: Evidence from U.S. States. (2020). Goetz, Martin ; Gozzi, Juan Carlos. In: International Finance Discussion Papers. RePEc:fip:fedgif:1305.

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2021The Regime-Switching Behaviour of Exchange Rates and Frontier Stock Market Prices in Sub-Saharan Africa. (2021). Giouvris, Evangelos ; Korley, Maud. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:122-:d:517039.

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2020The Linkages of Carbon Spot-Futures: Evidence from EU-ETS in the Third Phase. (2020). Liu, Zhixin ; Chen, Hao ; Wu, You ; Zhang, Yinpeng . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2517-:d:336069.

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2020Contagion in the CoCos Market? A Case Study of Two Stress Events. (2020). Segura, Anatoli ; Miglietta, Arianna ; Bologna, Pierluigi. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:5:a:4.

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2020Financial Integration in the GCC Region: Market Size Versus National Effects. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Arin, Kerim ; Kyriacou, Kyriacos. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09554-6.

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2020When the penny doesnt drop - Macroeconomic tail risk and currency crises. (2020). Gai, Prasanna ; Duley, Chanelle. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:520.

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2020Sectoral dependence and contagion in the BRICS grouping: an application of the R-Vine copulas. (2020). Bonga-Bonga, Lumengo ; Hendriks, Johannes Jurgens. In: MPRA Paper. RePEc:pra:mprapa:102473.

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2020Sovereign bond and CDS market contagion: A story from the Eurozone crisis.. (2020). Politsidis, Panagiotis ; Panagiotidis, Theodore ; Bampinas, Georgios. In: MPRA Paper. RePEc:pra:mprapa:102846.

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2020The effect of the PSI in the relationship between sovereign and bank credit risk: Evidence from the Euro Area. (2020). PSILLAKI, Maria ; Margaritis, Dimitris ; Papafilis, Michalis-Panayiotis. In: MPRA Paper. RePEc:pra:mprapa:98182.

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2020Investigating liquidity constraints as a channel of contagion: a regime switching approach. (2020). Sruthi, Rajan ; Shijin, Santhakumar. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00185-2.

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2020Bail-in and interbank contagion risk: an application of FSQCA methodology. (2020). Roig-Tierno, Norat ; Sanchis-Pedregosa, Carlos ; Oliver-Alfonso, Maria Dolores ; Sanchez-Roger, Marc. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:7:y:2020:i:4:p:2604-2614.

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2020Calm before the storm: an early warning approach before and during the COVID-19 crisis. (2020). Volkov, Vladimir ; Islam, Raisul. In: Working Papers. RePEc:tas:wpaper:34483.

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2020The role of key regions in spatial development. (2020). Henkel, Marcel ; Becker, Raphael Niklas. In: DICE Discussion Papers. RePEc:zbw:dicedp:331.

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2021YOLO trading: Riding with the herd during the GameStop episode. (2021). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: EconStor Preprints. RePEc:zbw:esprep:230679.

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2021Dynamics and synchronization of global equilibrium interest rates. (2021). Milivojevic, Lazar ; Beyer, Robert . In: IMFS Working Paper Series. RePEc:zbw:imfswp:146.

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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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paper56
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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This paper has another version. Agregated cites: 56
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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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paper10
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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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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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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paper309
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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paper33
2003The Role of the Banking System in the International Transmission of Shocks.(2003) In: The World Economy.
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2002Currency crises and uncertainty about fundamentals In: Temi di discussione (Economic working papers).
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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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2009Ricardian selection In: Temi di discussione (Economic working papers).
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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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paper17
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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chapter9
2009Capital Asset Pricing Model and the Risk Appetite Index: Theoretical Differences, Empirical Similarities and Implementation Problems In: International Finance.
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2002Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion In: CEPR Discussion Papers.
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2005Some contagion, some interdependence: More pitfalls in tests of financial contagion.(2005) In: Journal of International Money and Finance.
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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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2011A disaggregated analysis of the export performance of some industrial and emerging countries In: International Economics and Economic Policy.
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2008A disaggregated analysis of the export performance of some industrial and emerging countries.(2008) In: MPRA Paper.
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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 March, 2 2021. Contact: CitEc Team