Nicola Borri : Citation Profile

Are you Nicola Borri?

Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS)

6

H index

5

i10 index

259

Citations

RESEARCH PRODUCTION:

16

Articles

12

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 19
   Journals where Nicola Borri has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 9 (3.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo330
   Updated: 2024-01-16    RAS profile: 2023-08-05    
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Relations with other researchers

Works with:

Drago, Francesco (3)

Sobbrio, Francesco (3)

Reichlin, Pietro (3)

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

Is cited by:

Hatchondo, Juan (7)

Martinez, Leonardo (7)

Arellano, Cristina (6)

Steger, Thomas (6)

Grossmann, Volker (6)

Bonnet, Odran (5)

Bai, Yan (5)

Trannoy, Alain (5)

Chapelle, Guillaume (5)

Wasmer, Etienne (5)

Bocola, Luigi (4)

Cites to:

Saez, Emmanuel (13)

Piketty, Thomas (13)

Pelizzon, Loriana (12)

Acharya, Viral (10)

Zucman, Gabriel (10)

Pagano, Marco (10)

Lucas, Andre (9)

Schwaab, Bernd (9)

Nucera, Federico Calogero (9)

Zhou, Hao (6)

Engle, Robert (6)

Main data

Where Nicola Borri has published?

Journals with more than one article published# docs
Economic Notes2
The Review of Asset Pricing Studies2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Working Papers CASMEF / Dipartimento di Economia e Finanza, LUISS Guido Carli4

Recent works citing Nicola Borri (2024 and 2023)

YearTitle of citing document
2023Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893.

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2023Cryptocurrency co-investment network: token returns reflect investment patterns. (2023). Alessandretti, Laura ; Bartolucci, Silvia ; Mungo, Luca. In: Papers. RePEc:arx:papers:2301.02027.

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2023An Information Theory Approach to the Stock and Cryptocurrency Market: A Statistical Equilibrium Perspective. (2023). de Pretis, Francesco ; Citera, Emanuele. In: Papers. RePEc:arx:papers:2310.04907.

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2023Banking in the Shadow of Bitcoin? The Institutional Adoption of Cryptocurrencies. (2023). Auer, Raphael A ; Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10355.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2023Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157.

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2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

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2023Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735.

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2023Crypto market responses to digital asset policies. (2023). Furceri, Davide ; Gonzalez-Dominguez, Pablo ; Copestake, Alexander. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522004232.

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2023Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838.

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2023Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385.

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2023Good volatility, bad volatility, and the cross section of cryptocurrency returns. (2023). Zhao, Ran ; Zhang, Zehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002284.

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2023Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010.

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2023Does the realized distribution-based measure dominate particular moments? Evidence from cryptocurrency markets. (2023). Yen, Kuang-Chieh ; Chiu, Shih-Yung ; Yang, Jen-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005736.

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2023The moment restrictions for the durable consumption model with recursive utility revisited. (2023). Okubo, Masakatsu. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006304.

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2023Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442.

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2023Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Egan, Paul ; Cao, Guangxi ; Fang, Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617.

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2023Inflation and systemic risk: A network econometric model. (2023). Rambaud, Salvador Cruz ; Garcia, Javier Sanchez. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004762.

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2023Arbitrage in the market for cryptocurrencies. (2023). Zeisberger, Stefan ; Pelster, Matthias ; Crepelliere, Tommy. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000150.

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2023The role of interpersonal trust in cryptocurrency adoption. (2023). Yarovaya, Larisa ; Urquhart, Andrew ; Matkovskyy, Roman ; Jalan, Akanksha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871.

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2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

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2023What drives DeFi market returns?. (2023). Jimenez-Garces, Sonia ; Dumas, Jean-Guillaume ; Oiman, Florentina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000549.

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2023Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270.

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2023Sovereign risk premia and global macroeconomic conditions. (2023). Jeanneret, Alexandre ; Ekponon, Adelphe ; Andrade, Sandro C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:172-197.

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2023Land and housing: The twin forces of non-balanced growth. (2023). Saha, Anuradha. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000046.

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2023Decrypting new age international capital flows. (2023). Rogoff, Kenneth ; Reinhart, Carmen M ; von Luckner, Clemens Graf. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:104-122.

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2023Can firms with higher ESG ratings bear higher bank systemic tail risk spillover?—Evidence from Chinese A-share market. (2023). Zhang, Yugui ; Li, Jinlong ; Ling, Aifan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001683.

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2023Comovement and instability in cryptocurrency markets. (2023). De Pace, Pierangelo ; Rao, Jayant. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:173-200.

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2023Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?. (2023). Benlagha, Noureddine ; Khan, Ashraf ; Farid, Saqib ; Anwer, Zaheer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:418-431.

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2023Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243.

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2023Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185.

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2023Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisis. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mahmood, Syed Riaz ; el Khoury, Rim ; Mensi, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000557.

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2023Formulating MCoVaR to Quantify Joint Transmissions of Systemic Risk across Crypto and Non-Crypto Markets: A Multivariate Copula Approach. (2023). Syuhada, Khreshna ; Hakim, Arief. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:2:p:35-:d:1061060.

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2023The Relationship between a Company’s Cryptocurrency Holdings and Its Sustainable Performance—With a Focus on External and Internal Financial Issues and Cash. (2023). Lee, Namryoung. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:23:p:16188-:d:1285117.

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2023Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets. (2023). Maurer, Frantz ; Tzagkarakis, George. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10300-3.

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2023Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72..

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2023How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2023). Panagiotidis, Theodore ; Bampinas, Georgios. In: MPRA Paper. RePEc:pra:mprapa:117094.

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2023Financial Risk Meter for The Romanian Stock Market. (2023). Strat, Vasile Alecsandru ; Mazurencu-Marinescu, Miruna ; Bag, Raul Cristian ; Conda, Alexandra Ioana ; Pele, Daniel Traian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:1:p:5-24.

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2023On the performance of blockchain-based token offerings. (2023). Wortmann, Felix ; Krannichfeldt, Ruben ; Chanson, Mathieu ; Breidbach, Christoph F ; Risius, Marten. In: Electronic Markets. RePEc:spr:elmark:v:33:y:2023:i:1:d:10.1007_s12525-023-00652-5.

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2023Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets. (2023). Vo, Xuan Vinh ; Ko, Hee-Un ; Gubareva, Mariya ; Mensi, Walid ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00498-y.

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2023Uncertainties and ambivalence in the crypto market: an urgent need for a regional crypto regulation. (2023). Thomas, Ann Susan ; Nair, Ajithakumari Vijayappan. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:8:d:10.1007_s43546-023-00519-z.

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2023Asymmetric effects of monetary policy easing and tightening. (2020). Gambetti, Luca ; Forni, Mario ; Oliveras, Ester ; Pianese, Fabio ; Ramos, Simona. In: Economics Working Papers. RePEc:upf:upfgen:1742.

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Works by Nicola Borri:

YearTitleTypeCited
2014Systemic Risk in the Italian Banking Industry In: Economic Notes.
[Full Text][Citation analysis]		article12
2018The Performance of Market†Timing Strategies of Italian Mutual Fund Investors In: Economic Notes.
[Full Text][Citation analysis]		article1
2020The Great Lockdown: Inactive Workers and Mortality by Covid-19 In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2020The Great Lockdown: Inactive Workers and Mortality by Covid-19.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021The “Great Lockdown”: Inactive workers and mortality by Covid?19.(2021) In: Health Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2015The Housing Cost Disease In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2018The housing cost disease.(2018) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2018Wealth Taxes and Inequality In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2019Optimal Taxation with Homeownership and Wealth Inequality In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2021Optimal Taxation with Home Ownership and Wealth Inequality.(2021) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2019Redenomination-risk spillovers in the Eurozone In: Economics Letters.
[Full Text][Citation analysis]		article3
2018Local currency systemic risk In: Emerging Markets Review.
[Full Text][Citation analysis]		article7
2019Conditional tail-risk in cryptocurrency markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article109
2020Regulation spillovers across cryptocurrency markets In: Finance Research Letters.
[Full Text][Citation analysis]		article18
2022Systemic risk and the COVID challenge in the european banking sector In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2020Systemic Risk and the COVID Challenge in the European Banking Sector.(2020) In: Working Papers CASMEF.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2023Breakup and default risks in the great lockdown In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2011I debiti sovrani dellarea Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio In: Working Papers CASMEF.
[Full Text][Citation analysis]		paper0
2012Systemic Risk and the European Banking Sector In: Working Papers CASMEF.
[Full Text][Citation analysis]		paper4
Risk premia in long-duration sovereign bonds In: Working Papers CASMEF.
[Full Text][Citation analysis]		paper0
2017Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006) In: Critical Finance Review.
[Full Text][Citation analysis]		article3
2021Global Risk in Long-Term Sovereign Debt In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article2
2022The Cross-Section of Cryptocurrency Returns In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article5
2020Online Appendix to Optimal Taxation with Home Ownership and Wealth Inequality In: Online Appendices.
[Full Text][Citation analysis]		paper2
2010Sovereign Risk Premia In: 2010 Meeting Papers.
[Full Text][Citation analysis]		paper67
2017Limited Arbitrage in the Market for Local Currency Emerging Market Debt In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper0
2011I debiti sovrani nellarea Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio In: Rivista Bancaria - Minerva Bancaria.
[Full Text][Citation analysis]		article0
2019FINANCIAL INTERMEDIARIES’ ASSET–LIABILITY DEPENDENCY AND LOW-INTEREST-RATE ENVIRONMENT: EVIDENCE FROM EU LIFE INSURERS In: Journal of Financial Management, Markets and Institutions (JFMMI).
[Full Text][Citation analysis]		article0

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