5
H index
4
i10 index
111
Citations
Enrico Mallucci : Citation Profile
Federal Reserve Board (Board of Governors of the Federal Reserve System) | RESEARCH PRODUCTION: 5 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2011 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Enrico Mallucci. | Is cited by:
| Cites to:
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Main data
Where Enrico Mallucci has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Economics | 3 |
Recent works citing Enrico Mallucci (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The bright side of the doom loop: banks’ sovereign exposure and default incentives. (2023). Thaler, Dominik ; Rojas, Luis E. In: Working Paper Series. RePEc:ecb:ecbwps:20232869. Full description at Econpapers || Download paper |
| 2023 | The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation. (2023). Pacelli, Vincenzo ; Foglia, Matteo ; di Tommaso, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000947. Full description at Econpapers || Download paper |
| 2023 | The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414. Full description at Econpapers || Download paper |
| 2023 | Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013. Full description at Econpapers || Download paper |
| 2024 | The term structure of yield curve and connectedness among ESG investments. (2024). Ruman, Asif M ; Umar, Zaghum ; Iqbal, Najaf ; Jiang, Shaohua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714. Full description at Econpapers || Download paper |
| 2024 | Optimal Bailouts in Banking and Sovereign Crises. (2021). Sosa-Padilla, Cesar ; Yom, Zeynep ; Hur, Sewon. In: Globalization Institute Working Papers. RePEc:fip:feddgw:89754. Full description at Econpapers || Download paper |
| 2023 | Climate Defaults and Financial Adaptation. (2023). Schwartzman, Felipe ; Phan, Toan. In: Working Paper. RePEc:fip:fedrwp:95916. Full description at Econpapers || Download paper |
| 2024 | Identifying structural shocks to volatility through a proxy-MGARCH model. (2021). Polivka, Jeannine ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2021:03. Full description at Econpapers || Download paper |
Works by Enrico Mallucci:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | The impact of the financial crisis on inter-bank funding: evidence from Italian balance sheet data In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 20 |
| 2015 | What moves international stock and bond markets? In: Bank of England working papers. [Full Text][Citation analysis] | paper | 26 |
| 2015 | What moves international stock and bond markets?.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2016 | What moves international stock and bond markets?.(2016) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 2015 | What moves international stock and bond markets?.(2015) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2015 | What moves international stock and bond markets?.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2022 | Sovereign risk matters: Endogenous default risk and the time-varying volatility of interest rate spreads In: Journal of International Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Natural disasters, climate change, and sovereign risk In: Journal of International Economics. [Full Text][Citation analysis] | article | 6 |
| 2020 | Natural Disasters, Climate Change, and Sovereign Risk.(2020) In: FEDS Notes. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2020 | Natural Disasters, Climate Change, and Sovereign Risk.(2020) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2023 | Differential treatment in the bond market: Sovereign risk and mutual fund portfolios In: Journal of International Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios.(2019) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2020 | Avoiding Sovereign Default Contagion: A Normative Analysis In: FEDS Notes. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Avoiding Sovereign Default Contagion: A Normative Analysis.(2020) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2015 | Domestic Debt and Sovereign Defaults In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2022 | Domestic Debt and Sovereign Defaults.(2022) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2018 | Selective Sovereign Defaults In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
| 2020 | Sovereign Risk Matters: The Effects of Endogenous Default Risk on the Time-Varying Volatility of Interest Rate Spreads In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | A Journey in the History of Sovereign Defaults on Domestic-Law Public Debt In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | A Journey in the History of Sovereign Defaults on Domestic Law Public Debt.(2021) In: Documentos de Trabajo - Lan Gaiak Departamento de EconomÃa - Universidad Pública de Navarra. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | A journey in the history of sovereign defaults on domestic-law public debt.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2021 | A Journey in the History of Sovereign Defaults on Domestic Law Public Debt, Sovereign Histories In: Documentos de Trabajo - Lan Gaiak Departamento de EconomÃa - Universidad Pública de Navarra. [Full Text][Citation analysis] | paper | 0 |
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