4
H index
2
i10 index
145
Citations
Università Commerciale Luigi Bocconi | 4 H index 2 i10 index 145 Citations RESEARCH PRODUCTION: 7 Articles 5 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Florian Nagler. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
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| Journal of Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
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| CEPR Discussion Papers / Centre for Economic Policy Research | 4 |
| Year | Title of citing document |
|---|---|
| 2024 | The role of CDS spreads in explaining bond recovery rates. (2024). Barbagli, Matteo ; Franois, Pascal ; Gauthier, Genevieve ; Vrins, Frederic. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002. Full description at Econpapers || Download paper |
| 2024 | Using CPI in Loss Given Default Forecasting Models for Commercial Real Estate Portfolio. (2024). Wu, Ying ; Mei, Xuan ; Arora, Garvit. In: Papers. RePEc:arx:papers:2402.15498. Full description at Econpapers || Download paper |
| 2026 | Hybrid Quantum Neural Networks with Amplitude Encoding: Advancing Recovery Rate Predictions. (2025). Zhou, Lei ; Chen, Ying ; Griffin, Paul ; Recchia, Paolo ; Zhang, Hongrui. In: Papers. RePEc:arx:papers:2501.15828. Full description at Econpapers || Download paper |
| 2025 | A cost of capital approach to determining the LGD discount rate. (2025). Botha, Arno ; Larney, Janette ; Grobler, Gerrit Lodewicus ; Raubenheimer, Helgard. In: Papers. RePEc:arx:papers:2503.23992. Full description at Econpapers || Download paper |
| 2025 | Refinancing Risk, Liquidity and the Underpricing of Newly Issued Bonds. (2025). Song, Kyojik ; Kim, Ju Hyun ; Park, Heungju. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:4:p:3428-3449. Full description at Econpapers || Download paper |
| 2026 | From Ecosystem Threats to Balance Sheets: Biodiversity Risks Exposure and Corporate Cash Policies. (2026). Urquhart, Andrew ; He, Feng ; Lucey, Brian ; Sun, Ran ; Hao, Jing. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:35:y:2026:i:4:p:4942-4960. Full description at Econpapers || Download paper |
| 2025 | Investors as a liquidity backstop in corporate bond markets. (2025). Foucault, Thierry ; Comerton-Forde, Carole ; Jurkatis, Simon. In: Bank of England working papers. RePEc:boe:boeewp:1126. Full description at Econpapers || Download paper |
| 2025 | Sovereign vs. Corporate Debt and Default: More Similar than You Think. (2025). Trebesch, Christoph ; Gopinath, Gita ; Meyer, Josefin ; Reinhart, Carmen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11799. Full description at Econpapers || Download paper |
| 2024 | Sovereign vs. Corporate Debt and Default: More Similar than You Think. (2024). Reinhart, Carmen ; Meyer, Josefin ; Gopinath, Gita ; Trebesch, Christoph. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2097. Full description at Econpapers || Download paper |
| 2025 | Can government policies tackle maturity mismatches? Evidence from a quasi-natural experiment in China. (2025). Chen, Xiao ; Dai, Narisa Tianjing ; Liu, Ming ; Tan, Zhiyuan Simon. In: Journal of Corporate Finance. RePEc:eee:corfin:v:95:y:2025:i:c:s0929119925001579. Full description at Econpapers || Download paper |
| 2026 | Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets. (2026). Pouget, Sbastien ; Kim, Daniel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:97:y:2026:i:c:s0929119925002007. Full description at Econpapers || Download paper |
| 2026 | Inter-industry network and corporate bond recovery rates. (2026). Fabozzi, Frank J ; Baumann, Friedrich ; Nazemi, Abdolreza. In: Journal of Corporate Finance. RePEc:eee:corfin:v:98:y:2026:i:c:s0929119926000337. Full description at Econpapers || Download paper |
| 2025 | Does geopolitical risk raise or lower corporate credit spreads?. (2025). Huang, HE ; Qiu, Yancheng. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000382. Full description at Econpapers || Download paper |
| 2025 | Reassessing the Illiquidity-Return Relationship: Evidence from Germany, the UK, and the U.S.. (2025). Walther, Thomas ; Paul, Thomas ; Aryoubi, Abdullah. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005563. Full description at Econpapers || Download paper |
| 2026 | Which companies are most at low-carbon transition risks? Evidence from ripple effects in multi-order moments. (2026). Luo, Ting ; Du, Jiangze ; Wang, Haiying ; Jiang, Chonghui. In: International Review of Financial Analysis. RePEc:eee:finana:v:110:y:2026:i:c:s1057521925009305. Full description at Econpapers || Download paper |
| 2024 | Shedding light on the relationship between ESG ratings and systematic risk. (2024). Pistolesi, Francesco ; Teti, Emanuele. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012540. Full description at Econpapers || Download paper |
| 2024 | Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds. (2024). Chen, Steven Shu-Hsiu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012054. Full description at Econpapers || Download paper |
| 2024 | Extreme illiquidity and cross-sectional corporate bond returns. (2024). Chen, XI ; Wang, Junbo ; Wu, DI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132. Full description at Econpapers || Download paper |
| 2024 | Search friction, liquidity risk, and bond misallocation. (2024). Liu, Shuo. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000302. Full description at Econpapers || Download paper |
| 2024 | Mispricing of debt expansion in the eurozone sovereign credit market. (2024). Zenios, Stavros ; Lotfi, Somayyeh ; Milidonis, Andreas. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158. Full description at Econpapers || Download paper |
| 2025 | Sovereign vs. corporate debt and default: More similar than you think. (2025). Trebesch, Christoph ; Reinhart, Carmen ; Meyer, Josefin ; Gopinath, Gita. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000388. Full description at Econpapers || Download paper |
| 2025 | Multi-view locally weighted regression for loss given default forecasting. (2025). Wang, Zhao ; Cheng, Hui ; Ni, Xiaoya ; Jiang, Cuiqing. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:290-306. Full description at Econpapers || Download paper |
| 2026 | Exchange offer, prenegotiated, or freefall restructuring. (2026). , Timothy ; Naranjo, Lorenzo ; Martel, Jocelyn. In: International Review of Law and Economics. RePEc:eee:irlaec:v:85:y:2026:i:c:s0144818825000766. Full description at Econpapers || Download paper |
| 2024 | Interpretable machine learning for creditor recovery rates. (2024). Fabozzi, Frank J ; Nazemi, Abdolreza. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001043. Full description at Econpapers || Download paper |
| 2024 | Operational loss recoveries and the macroeconomic environment: Evidence from the U.S. banking sector. (2024). Frame, Scott W ; McLemore, Ping ; Lazaryan, Nika ; Mihov, Atanas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001377. Full description at Econpapers || Download paper |
| 2025 | The role of CDS spreads in explaining bond recovery rates. (2025). Franois, Pascal ; Barbagli, Matteo ; Gauthier, Genevive ; Vrins, Frdric. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:174:y:2025:i:c:s0378426625000342. Full description at Econpapers || Download paper |
| 2025 | Yield drifts when issuance comes before macro news. (2025). Üslü, Semih ; Pinter, Gabor ; Lou, Dong ; Walker, Danny. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000017. Full description at Econpapers || Download paper |
| 2024 | Dealer networks, client sophistication and pricing in OTC derivatives. (2024). Kamate, Vidya ; Kumar, Abhishek. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001870. Full description at Econpapers || Download paper |
| 2025 | Corporate bond market distress. (2025). Crump, Richard ; Shachar, OR ; Kovner, Anna ; Boyarchenko, Nina. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000364. Full description at Econpapers || Download paper |
| 2025 | Impact of regional digital economy on default recovery: Evidence from China. (2025). Chen, Muzi ; Li, Geng ; Yang, Xiaoguang ; Trainor, William J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003259. Full description at Econpapers || Download paper |
| 2024 | On the design of bail-in-able bonds from the perspective of non-financial firms. (2024). Dai, Tian-Shyr ; Liu, Liang-Chih ; Zhou, Lei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1136-1155. Full description at Econpapers || Download paper |
| 2024 | Managerial myopia and corporate credit spreads. (2024). Yu, Yang ; Dou, Zhuo ; Xie, Bingyuan ; Fu, Qilong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005987. Full description at Econpapers || Download paper |
| 2024 | Refinancing risk, earnings management, and stock return. (2024). Kim, Yura ; Wang, Shu-Feng ; Song, Kyojik Roy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001867. Full description at Econpapers || Download paper |
| 2025 | Sequential Search for Corporate Bonds. (2025). Lester, Benjamin ; Kargar, Mahyar ; Plante, Sbastien ; Weill, Pierre-Olivier. In: Working Papers. RePEc:fip:fedpwp:99648. Full description at Econpapers || Download paper |
| 2026 | Do carbon emissions affect the cost of capital?. (2026). Pouget, Sbastien ; Kim, Daniel. In: Post-Print. RePEc:hal:journl:hal-05470890. Full description at Econpapers || Download paper |
| 2025 | Factor Investing with Delays. (2025). Robotti, Cesare ; Nozawa, Yoshio ; Dickerson, Alexander. In: Discussion Paper Series. RePEc:hit:hituec:771. Full description at Econpapers || Download paper |
| 2024 | Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs. (2024). Choi, Jaewon ; Huh, Yesol ; Shin, Sean Seunghun. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:1:p:187-206. Full description at Econpapers || Download paper |
| 2024 | The Information Value of Distress. (2024). Hilpert, Christian ; Hirth, Stefan ; Szimayer, Alexander. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:1:p:78-97. Full description at Econpapers || Download paper |
| 2024 | The Cost of Clearing Fragmentation. (2024). Menkveld, Albert ; Huang, Wenqian ; Vasios, Michalis ; Benos, Evangelos. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:6:p:3581-3596. Full description at Econpapers || Download paper |
| 2025 | Price Formation in Markets with Trading Delays. (2025). Üslü, Semih ; Pinter, Gabor ; Pintr, Gbor. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:7:p:6131-6154. Full description at Econpapers || Download paper |
| 2026 | OTC Discount. (2026). Moench, Emanuel ; de Roure, Calebe ; Schneider, Michael ; Pelizzon, Loriana. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:6:p:4633-4651. Full description at Econpapers || Download paper |
| 2026 | Information, Asset Price Volatility, and Liquidity. (2026). Gu, Grace Weishi ; Friedman, Daniel ; Zheng, Vivian Juehui. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:7:p:6288-6308. Full description at Econpapers || Download paper |
| 2025 | Non-linearity and the distribution of market-based loss rates. (2025). Nagl, Maximilian ; Rsch, Daniel. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:47:y:2025:i:3:d:10.1007_s00291-024-00787-7. Full description at Econpapers || Download paper |
| 2024 | The market liquidity of interest rate swaps. (2024). Scheicher, Martin ; Boudiaf, Ismael Alexander ; Frieden, Immo. In: ESRB Working Paper Series. RePEc:srk:srkwps:20240. Full description at Econpapers || Download paper |
| 2025 | Does the firms life cycle matter in the relationship between short‐term debt and investment efficiency?. (2025). Ala'a Adden Awni Abuhommous, . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1429-1449. Full description at Econpapers || Download paper |
| 2025 | DEEP NEURAL NETWORKS METHODS FOR ESTIMATING MARKET MICROSTRUCTURE AND SPECULATIVE ATTACKS MODELS: THE CASE OF GOVERNMENT BOND MARKET. (2025). Belan, Mara A ; Ferna, Manuel A ; Alaminos, David. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:70:y:2025:i:04:n:s0217590822480034. Full description at Econpapers || Download paper |
| 2025 | Sovereign vs. corporate debt and default: More similar than you think. (2025). Trebesch, Christoph ; Reinhart, Carmen M ; Meyer, Josefin ; Gopinath, Gita. In: Kiel Working Papers. RePEc:zbw:ifwkwp:315469. Full description at Econpapers || Download paper |
| 2026 | Transparency and dealer behavior: The case of MiFID II and the bund market. (2026). Lucke, Konrad. In: SAFE Working Paper Series. RePEc:zbw:safewp:340831. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Structural Changes in Corporate Bond Underpricing In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Over‐the‐Counter Market Frictions and Yield Spread Changes In: Journal of Finance. [Full Text][Citation analysis] | article | 41 |
| 2018 | Over-the-Counter Market Frictions and Yield Spread Changes.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| 2022 | Debt Refinancing and Equity Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 7 |
| 2024 | Fiscal Constraints, Disaster Vulnerability, and Corporate Investment Decisions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Dealer Inventory and the Cross-Section of Corporate Bond Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2024 | Dealer inventory and the cross-section of corporate bond returns.(2024) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2025 | Firms Save From Bonds But Not From Loans In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Firms save from bonds but not from loans.(2025) In: Journal of Corporate Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2014 | The determinants of recovery rates in the US corporate bond market In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 83 |
| 2022 | Inventory-Constrained Underwriters and Corporate Bond Offerings In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 3 |
| 2020 | Yield Spreads and the Corporate Bond Rollover Channel In: Review of Finance. [Full Text][Citation analysis] | article | 5 |
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