Nicola Borri : Citation Profile

Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS)

8

H index

8

i10 index

423

Citations

RESEARCH PRODUCTION:

18

Articles

22

Papers

RESEARCH ACTIVITY:

   15 years (2010 - 2025). See details.
   Cites by year: 28
   Journals where Nicola Borri has often published
   Relations with other researchers
   Recent citing documents: 111.    Total self citations: 12 (2.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo330
   Updated: 2025-11-08    RAS profile: 2025-06-09    
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Relations with other researchers

Works with:

Drago, Francesco (3)

Reichlin, Pietro (3)

Sobbrio, Francesco (3)

Di Giorgio, Giorgio (2)

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

Is cited by:

Urquhart, Andrew (8)

Yarovaya, Larisa (7)

Martinez, Leonardo (7)

Hatchondo, Juan (7)

Arellano, Cristina (6)

Steger, Thomas (6)

Grossmann, Volker (6)

Wasmer, Etienne (5)

Guangxi, Cao (5)

Bai, Yan (5)

Bampinas, Georgios (5)

Cites to:

Piketty, Thomas (14)

Saez, Emmanuel (13)

Pelizzon, Loriana (13)

Zucman, Gabriel (11)

Acharya, Viral (10)

Pagano, Marco (10)

Schwaab, Bernd (9)

Nucera, Federico Calogero (9)

Engle, Robert (9)

Lucas, Andre (9)

Shiller, Robert (8)

Main data

Where Nicola Borri has published?

Journals with more than one article published# docs
Economic Notes2
The Review of Asset Pricing Studies2
Review of Economic Dynamics2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org5
Working Papers CASMEF / Dipartimento di Economia e Finanza, LUISS Guido Carli4
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Nicola Borri (2025 and 2024)

YearTitle of citing document
2024Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Lawuobahsumo, Kokulo ; Algieri, Bernardina ; Leccadito, Arturo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001.

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2024Empirical Crypto Asset Pricing. (2024). Baybutt, Adam. In: Papers. RePEc:arx:papers:2405.15716.

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2024Corporate Fundamentals and Stock Price Co-Movement. (2024). Zhao, Yang ; Jiang, Jiawei ; Wang, Lyuhong. In: Papers. RePEc:arx:papers:2411.03922.

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2024Doubling Down: The Synergy of CCyB Release and Monetary Policy Easing. (2024). Jude, Cristina ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:961.

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2024Why Not Tax It? The Effects of Property Taxes on House Price and Homeownership. (2024). Chiocchio, Francesco. In: Working Papers. RePEc:cmf:wpaper:wp2024_2404.

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2025Impact of Covid-19 On tail risk dynamics for cryptocurrencies and traditional assets. (2025). Chaim, Pedro ; Pedro, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00508.

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Du, Yuting ; Zhang, XU ; Naeem, Muhammad Abubakr ; Rauf, Abdul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

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2025Reprint of: Mimicking crypto portfolios in sustainable investment. (2025). Zheng, Xinwei ; Xu, KE ; Yu, Mengxia. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000150.

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2024Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications. (2024). Mei-Jun, Ling ; Guang-XI, Cao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924002911.

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2025Assessing geopolitical risk: Sovereign CDS insights from the Russo-Ukrainian War. (2025). Neszveda, Gabor ; Nagy, Olivr. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1995-2006.

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2024Sovereign spread divergence owing to inflation and redenomination risk countered by unconventional monetary policy in the Eurozone. (2024). Kiss, Gábor Dávid ; Alipanah, Sabri. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s026499932300425x.

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2024Pricing cryptocurrency options with machine learning regression for handling market volatility. (2024). Lenz, Jimmie ; Brini, Alessio. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001081.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566.

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2025Cryptocurrency market spillover in times of uncertainty. (2025). Aimable, Withz ; Wu, Chih-Chiang ; Chen, Wei-Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002729.

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2025Geopolitical tensions and banks’ stock market performance. (2025). Urom, Christian ; Boungou, Whelsy. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524005779.

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2025Portfolio hedging through a novel equity index based on the verified emissions of EU ETS-regulated firms. (2025). Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006165.

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2024Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2025Dynamic connectedness between crude oil futures and energy industrial bond credit spread: Evidence from China. (2025). Ren, Yi-Shuai ; Klein, Tony ; Jiang, Yong ; Liu, Pei-Zhi ; Weber, Olaf. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001173.

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2025Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification. (2025). Ullah, Alishba Rahman ; Ijaz, Muhammad Shahzad ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003172.

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2024Is downside risk priced in cryptocurrency market?. (2024). Dobrynskaya, Victoria. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004635.

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2024A financial supply chain on corporate working capital and interbank lines of credit. (2024). Kumar, Satish ; Rahman, Molla Ramizur ; Misra, Arun Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004817.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Does 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.

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2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Cryptocurrency anomalies and economic constraints. (2024). Liedtke, Gerrit ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001509.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2024Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Wang, Yifu ; Hardle, Wolfgang Karl ; Lu, Wanbo ; Ren, Rui ; Lin, Min-Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

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2024Diversifying and hedging REIT portfolios with cryptocurrencies: Evidence from global and regional REIT indices. (2024). Akinsomi, Omokolade ; Odusami, Babatunde O. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002618.

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2024The impact of cryptocurrency-related cyberattacks on return, volatility, and trading volume of cryptocurrencies and traditional financial assets. (2024). Molnar, Peter ; Storsveen, Mattis ; Cheraghali, Hamid ; Veliqi, Florent. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003715.

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2024Connectedness in the global banking market network: Implications for risk management and financial policy. (2024). Sepulveda, Sandra M ; Muoz, Jorge A ; Araya, Ivan E ; Cornejo, Edinson E ; Veloso, Carmen L ; Delgado, Carlos L. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004022.

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2024Unraveling Bitcoin price unpredictability: The role of hard forks. (2024). , Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005945.

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2024Systemic risk effects of climate transition on financial stability. (2024). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006549.

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2025Cross-sectional interactions in cryptocurrency returns. (2025). Karim, Sitara ; Bdowska-Sjka, Barbara ; Mercik, Aleksander ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007415.

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2024Spillover effects according to classification of cryptocurrency. (2024). Shen, Dehua ; Zhao, Yingxiu ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006597.

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2024Time-varying aggregate tail risk and cross-section of stock returns: Indian evidence. (2024). Bajpai, Shweta ; Dixit, Alok. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012388.

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2025Uncertain Regulations, Definite Impacts: The Impact of the U.S. Securities and Exchange Commissions Regulatory Interventions on Crypto Assets. (2025). Saggu, Aman ; Ante, Lennart ; Kopiec, Kaja. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324014429.

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2024Spillovers in Europe: The role of ESG. (2024). Paterlini, Sandra ; Bax, Karoline ; Bonaccolto, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000068.

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2024Does being a responsible bank pay off? Evidence from the COVID-19 pandemic. (2024). Ongena, Steven ; Yildiz, Yilmaz ; Kara, Alper. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924001025.

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2025The origin of financial instability and systemic risk: Do bank business models matter?. (2025). Bongini, Paola ; Ayadi, Rym ; Cucinelli, Doriana ; Casu, Barbara. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000324.

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2024The influence of European MiCa regulation on cryptocurrencies. (2024). Conlon, Thomas ; Corbet, Shaen ; Oxley, Les. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001121.

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2025Multidimensional information spillover between cryptocurrencies and China’s financial markets under shocks from stringent government regulations. (2025). Wu, Xin ; Chen, Yiru ; Hu, Jingwen ; Yang, Ming-Yuan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000241.

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2024Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889.

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2024Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Wang, Gang-Jin ; Foglia, Matteo ; Pacelli, Vincenzo ; di Tommaso, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088.

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2024Blockchain factors. (2024). Urquhart, Andrew ; Sakkas, Athanasios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000787.

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2025The crypto collapse chronicles: Decoding cryptocurrency exchange defaults. (2025). Sapkota, Niranjan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001598.

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2024GMM weighting matrices in cross-sectional asset pricing tests. (2024). Laurinaityte, Nora ; Thimme, Julian ; Meinerding, Christoph ; Schlag, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438.

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2025Returns from liquidity provision in cryptocurrency markets. (2025). Farag, Hisham ; Yarovaya, Larisa ; Luo, DI ; Zieba, Damian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:175:y:2025:i:c:s0378426625000317.

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2025Perception towards government advisory, perceived risk and willingness to invest in cryptocurrency. (2025). Wasiuzzaman, Shaista. In: Journal of Economics and Business. RePEc:eee:jebusi:v:133:y:2025:i:c:s014861952400050x.

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2024Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977.

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

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2025Doubling down: The synergy of CCyB release and monetary policy easing. (2025). Levieuge, Grgory ; Jude, Cristina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000658.

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2025Conditional generalized quantiles as systemic risk measures: Properties, estimation, and application. (2025). Syuhada, Khreshna ; Salman, A. N. M., ; Hakim, Arief. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:60-84.

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2025Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. (2025). Kang, Sang Hoon ; Mishra, Sibanjan ; Bhattacherjee, Purba. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000158.

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2024Frequency connectedness between DeFi and cryptocurrency markets. (2024). Mensi, Walid ; Kang, Sang Hoon ; Gubareva, Mariya. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:12-27.

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2024Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19. (2024). Umar, Zaghum ; Teplova, Tamara ; Choi, Sun-Yong ; Usman, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:281-293.

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2024Green cryptocurrencies and portfolio diversification in the era of greener paths. (2024). Sensoy, Ahmet ; khurram, Muhammad usman ; Vo, Xuan Vinh ; Ali, Fahad. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009954.

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2024Banking on resilience: EU macroprudential policy and systemic risk. (2024). Neill, Ashleigh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:678-699.

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2025Tail risk connectedness between DeFi and Islamic assets and their determinants. (2025). Do, Hung Xuan ; Hadhri, Sinda ; Hoque, Mohammad Enamul ; Billah, Mabruk. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007810.

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2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Ko, Hyungjin ; Son, Bumho. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611.

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2024Assessing the impact of the COVID-19 crisis on sovereign default risk. (2024). Kanno, Masayasu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003240.

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2024How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000655.

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2024Do clean and dirty cryptocurrencies connect financial assets differently? The perspective of market inefficiency. (2024). Urquhart, Andrew ; Peng, Long ; Zhang, Liya ; Duan, Kun ; Yao, Kai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001442.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2024Do online attention and sentiment affect cryptocurrencies’ correlations?. (2024). Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Savva, Christos S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002812.

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2024The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study. (2024). Esparcia, Carlos ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002897.

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2024How electricity and natural gas prices affect banking systemic risk. (2024). Giorgio, Saverio ; Marzioni, Stefano ; Paccione, Cosimo ; Mure, Pina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003039.

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2024On the prediction of systemic risk tolerance of cryptocurrencies. (2024). Boubaker, Sabri ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Rahman, Molla Ramizur. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006480.

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2025On the risk commonality of US tech firms: Relevance and determinants. (2025). Grundke, Peter ; Rohde, Kai ; Dinger, Valeriya. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:217:y:2025:i:c:s0040162524007662.

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2024Capital Adequacy Standards on the Case of Selected Banks in Poland Under Economic Uncertainty. (2024). Wanat, Leszek ; Urbanowicz, Zuzanna ; Stefanski, Artur ; Klus, Sylwia. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:2:p:517-530.

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2025Order Book Liquidity on Crypto Exchanges. (2025). Hanke, Michael ; Gramlich, Marius ; Angerer, Martin. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:124-:d:1601444.

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2025From Disruption to Integration: Cryptocurrency Prices, Financial Fluctuations, and Macroeconomy. (2025). chen, zhengyang. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:360-:d:1692018.

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2024Cryptocurrencies’ Impact on Accounting: Bibliometric Review. (2024). Bunget, Ovidiu-Constantin ; Lazea, Georgiana-Iulia ; Lungu, Cristian. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:6:p:94-:d:1412335.

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2025Turning Points in the Core–Periphery Displacement of Systemic Risk in the Eurozone: Constrained Weighted Compositional Clustering. (2025). Coenders, Germà ; Fiori, Anna Maria. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:2:p:21-:d:1575747.

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2024Analysis of Systemic Risk on the Financial Performance during the COVID-19 Pandemic: The Case of the Colombian Banking Industry. (2024). Acosta-Prado, Julio Cesar ; Rojas, Joan Sebastian ; Riveros, Andres Ricardo ; Mejia, Andres Mauricio. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:5:p:1716-:d:1341822.

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2025STABLECOIN DP2P: INNOVATION AND SUSTAINABILITY IN FIAT CURRENCIES. (2025). Ladias, Christos ; Machado, Valter ; Ruxho, Filipos ; ap Ladias, Christos ; Pinheiro, Susana Soares ; Teixeira, Fernando ; Hulaj, Murat. In: Regional Science Inquiry. RePEc:hrs:journl:v:xvii:y:2025:i:1:p:95-106.

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2024Empirical Analysis of Turkish Banking Sector Institutional and Macroeconomic Determinants of Risks. (2024). Basar, Selim ; Akyol, Hikmet. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2024:i:1:p:59-98.

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2025Preferences for Wealth Redistribution: The Role of Social Background and Merit. (2025). Uebelmesser, Silke ; Stumpf, Elisa. In: Jena Economics Research Papers. RePEc:jrp:jrpwrp:2025-0008.

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2024The diversification benefits of cryptocurrency factor portfolios: Are they there?. (2024). Newton, David ; Xiao, Libo ; Wu, Haoran ; Platanakis, Emmanouil ; Han, Weihao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:2:d:10.1007_s11156-024-01260-w.

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2025Non-standard monetary policy measures and bank systemic risk in the Eurozone. (2025). Vu, Anh Nguyet ; Katsiampa, Paraskevi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:4:d:10.1007_s11156-024-01339-4.

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2025The performance of the euro area banking system: the pandemic in perspective. (2025). Kouretas, Georgios ; Agoraki, Maria-Eleni ; Simone, Francisco Nadal. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:1:d:10.1007_s11156-023-01180-1.

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2025Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Arnone, Massimo. In: OSF Preprints. RePEc:osf:osfxxx:2u4jb.

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2025Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Arnone, Massimo. In: OSF Preprints. RePEc:osf:osfxxx:2u4jb_v1.

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2024Financial and market risks of bitcoin adoption as legal tender: evidence from El Salvador. (2024). Lemesi, Tina ; Hou, Tony Chieh-Tse ; Msefula, Griffin. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03908-3.

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2025Greening crypto portfolios: the diversification and safe haven potential of clean cryptocurrencies. (2025). Kuang, Wei. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04910-z.

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2024Systemic risk spillover between the stock market and banking deposits: Evidence from a sustainability perspective in the South Asian countries. (2024). Siddiqi, Arslan Ahmad ; Ahmad, Muhammad Munir ; Quddoos, Muhammad Umer ; Abbas, Naseem ; Rafique, Amir ; Liu, Linshan. In: PLOS ONE. RePEc:plo:pone00:0288310.

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2025Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Arnone, Massimo. In: MPRA Paper. RePEc:pra:mprapa:123190.

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2024How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios. In: Working Paper series. RePEc:rim:rimwps:24-01.

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2024Cryptocurrency market microstructure: a systematic literature review. (2024). Gonçalves, Tiago ; Almeida, Jos ; Gonalves, Tiago Cruz. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05627-5.

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2024Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data. (2024). Nagy, Odett ; Saef, Danial ; Hrdle, Wolfgang Karl ; Sizov, Sergej. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:4:d:10.1007_s42521-024-00116-1.

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2025Central Bank Digital Currencies (CBDCs): a countermeasure to Anti-Money Laundering (AML) challenges posed by cryptocurrencies?. (2025). Finger, Matthias ; Gaisina, Albina. In: Digital Finance. RePEc:spr:digfin:v:7:y:2025:i:2:d:10.1007_s42521-025-00132-9.

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2024Critical success factors of users’ continuous intention of adopting cryptocurrency exchanges: LAS-VICT principle. (2024). , Kris ; Au, Cheuk Hang. In: Electronic Markets. RePEc:spr:elmark:v:34:y:2024:i:1:d:10.1007_s12525-024-00721-3.

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2024Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes. (2024). Kang, Sang Hoon ; Ko, Hee-Un ; Kumar, Anoop S ; Mensi, Walid. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-024-00263-1.

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2025Portfolio risk of cryptocurrency inclusion: a comparison among conventional cryptocurrencies and asset-backed cryptocurrencies. (2025). Husain, Afzol ; Yii, Kwang-Jing ; Fung, Chorng Yuan ; Busulwa, Richard. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:3:d:10.1007_s40822-025-00320-3.

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2024Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach. (2024). Mba, Jules Clement. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00559-2.

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2024Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00592-1.

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2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y.

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More than 100 citations found, this list is not complete...

Works by Nicola Borri:

YearTitleTypeCited
2024One Factor to Bind the Cross-Section of Returns In: Papers.
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2024One Factor to Bind the Cross-Section of Returns.(2024) In: Cowles Foundation Discussion Papers.
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2024One Factor to Bind the Cross-Section of Returns.(2024) In: NBER Working Papers.
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2024Inefficiencies of Carbon Trading Markets In: Papers.
[Full Text][Citation analysis]		paper1
2024Inefficiencies of Carbon Trading Markets.(2024) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2025Corporate Finance in the Age of Fintech: Scenarios and Challenges In: Papers.
[Full Text][Citation analysis]		paper0
2025Forward Selection Fama-MacBeth Regression with Higher-Order Asset Pricing Factors In: Papers.
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2025Forward Selection Fama-MacBeth Regression with Higher-Order Asset Pricing Factors.(2025) In: Cowles Foundation Discussion Papers.
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2025Forward Selection Fama-MacBeth Regression with Higher Order Asset-Pricing Factors.(2025) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2025Systemic Risk in the European Insurance Sector In: Papers.
[Full Text][Citation analysis]		paper0
2014Systemic Risk in the Italian Banking Industry In: Economic Notes.
[Full Text][Citation analysis]		article15
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.
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This paper has nother version. Agregated cites: 2		paper
2021The “Great Lockdown”: Inactive workers and mortality by Covid‐19.(2021) In: Health Economics.
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This paper has nother version. Agregated cites: 2		article
2015The Housing Cost Disease In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
2018The housing cost disease.(2018) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 16		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]		paper5
2021Optimal Taxation with Home Ownership and Wealth Inequality.(2021) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 5		article
2019Redenomination-risk spillovers in the Eurozone In: Economics Letters.
[Full Text][Citation analysis]		article5
2018Local currency systemic risk In: Emerging Markets Review.
[Full Text][Citation analysis]		article10
2019Conditional tail-risk in cryptocurrency markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article176
2020Regulation spillovers across cryptocurrency markets In: Finance Research Letters.
[Full Text][Citation analysis]		article43
2022Systemic risk and the COVID challenge in the european banking sector In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article37
2020Systemic Risk and the COVID Challenge in the European Banking Sector.(2020) In: Working Papers CASMEF.
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This paper has nother version. Agregated cites: 37		paper
2023Breakup and default risks in the great lockdown In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2023Cryptomarket discounts In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article1
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
2011I debiti sovrani nellarea Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio.(2011) In: Rivista Bancaria - Minerva Bancaria.
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This paper has nother version. Agregated cites: 0		article
2012Systemic Risk and the European Banking Sector In: Working Papers CASMEF.
[Full Text][Citation analysis]		paper6
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]		article5
2021Global Risk in Long-Term Sovereign Debt In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article3
2022The Cross-Section of Cryptocurrency Returns In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article19
2020Online Appendix to Optimal Taxation with Home Ownership and Wealth Inequality In: Online Appendices.
[Full Text][Citation analysis]		paper7
2021Optimal Taxation with Home Ownership and Wealth Inequality.(2021) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 7		article
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
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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