Federico Calogero Nucera : Citation Profile

Banca d'Italia

4

H index

2

i10 index

105

Citations

RESEARCH PRODUCTION:

10

Articles

7

Papers

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 8
   Journals where Federico Calogero Nucera has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pnu74
   Updated: 2026-01-17    RAS profile: 2025-12-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Sarno, Lucio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Federico Calogero Nucera.

Is cited by:

Borri, Nicola (6)

Reghezza, Alessio (4)

Spiegel, Mark (3)

Lopez, Jose (3)

Rose, Andrew (3)

Maddaloni, Angela (3)

Santamaria, Riccardo (2)

Kräussl, Roman (2)

Sakemoto, Ryuta (2)

Bubeck, Johannes (2)

Sorrentino, Alberto Maria (2)

Cites to:

Sarno, Lucio (15)

Rogoff, Kenneth (10)

Schrimpf, Andreas (10)

Menkhoff, Lukas (9)

Schmeling, Maik (9)

Shiller, Robert (5)

van Wincoop, Eric (5)

Campbell, John (5)

Bacchetta, Philippe (5)

Burnside, Craig (5)

Obstfeld, Maurice (5)

Main data

Where Federico Calogero Nucera 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 Area2
Working Paper Series / European Central Bank2
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Federico Calogero Nucera (2025 and 2024)

YearTitle of citing document
2024An empirical analysis of corporate sustainability bonds. (2024). Mathew, Sudha ; Sivaprasad, Sheeja. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:4:p:3299-3316.

Full description at Econpapers || Download paper

2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

Full description at Econpapers || Download paper

2024Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657.

Full description at Econpapers || Download paper

2025A simple measure of anchoring for short-run expected inflation in FIRE models. (2025). Lansing, Kevin J ; Jrgensen, Peter Lihn. In: Economics Letters. RePEc:eee:ecolet:v:246:y:2025:i:c:s0165176524005342.

Full description at Econpapers || Download paper

2024Improving efficiency in supply chains with a capital-constrained app developer under the agency contract. (2024). Avinadav, Tal ; Levy, Priel. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:991-1005.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Currency portfolios and global foreign exchange ambiguity. (2024). Sakemoto, Ryuta ; Cai, Xiaojing ; Asano, Takao. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005646.

Full description at Econpapers || Download paper

2025Greenwashing, greenhushing, and the path to green banking. (2025). de Novellis, Gennaro ; Pennetta, Daniela ; Pedrazzoli, Alessia ; Venturelli, Valeria. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000742.

Full description at Econpapers || Download paper

2024Information spillover and cross-predictability of currency returns: An analysis via Machine Learning. (2024). Yan, Shu ; Wu, Yangru ; Liu, Yuzheng ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002279.

Full description at Econpapers || Download paper

2025Global foreign exchange volatility, ambiguity, and currency carry trades. (2025). Sakemoto, Ryuta ; Asano, Takao ; Cai, Xiaojing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001281.

Full description at Econpapers || Download paper

2025Making a virtue out of necessity: The effect of negative interest rates on bank cost efficiency. (2025). Reghezza, Alessio ; Pancaro, Cosimo ; Girardone, Claudia ; Pancotto, Livia ; Avignone, Giuseppe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000415.

Full description at Econpapers || Download paper

2024A Simple Measure of Anchoring for Short-Run Expected Inflation in FIRE Models. (2024). Lansing, Kevin ; Jorgensen, Peter. In: Working Paper Series. RePEc:fip:fedfwp:99054.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Sharpe-optimal volatility futures carry. (2024). Uhl, Bjorn. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:3:d:10.1057_s41260-024-00359-y.

Full description at Econpapers || Download paper

2025Negative interest rate policy and bank risk‐taking: Search for yield or de‐leverage?. (2025). Tang, Wenjin ; Chen, Weichang ; Ma, Xiaorui ; Fu, Chengbo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2450-2469.

Full description at Econpapers || Download paper

Works by Federico Calogero Nucera:

YearTitleTypeCited
2022Economic fundamentals and stock market valuation: a CAPE-based approach In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper0
2023Currency risk premiums redux? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper3
2024Currency Risk Premiums Redux.(2024) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2014How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison In: Economic Notes.
[Full Text][Citation analysis]		article1
2019Can Hedge Funds Time the Market? In: International Review of Finance.
[Full Text][Citation analysis]		article2
2016The information in systemic risk rankings In: Working Paper Series.
[Full Text][Citation analysis]		paper34
2016The information in systemic risk rankings.(2016) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2015The Information in Systemic Risk Rankings.(2015) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2017Do negative interest rates make banks less safe? In: Working Paper Series.
[Full Text][Citation analysis]		paper52
2017Do negative interest rates make banks less safe?.(2017) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		article
2017Do Negative Interest Rates Make Banks Less Safe?.(2017) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2017Unemployment fluctuations and the predictability of currency returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2013Carry trades and the performance of currency hedge funds In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article5
2013Carry Trades and the Performance of Currency Hedge Funds.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2023Inflation Expectations, the Phillips Curve, and Stock Prices In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2022The impact of volatility scaling on factor portfolio performance and factor timing In: Journal of Asset Management.
[Full Text][Citation analysis]		article0
2012The co-movement between sovereign and bank credit risk during the financial crisis: the case of the Euro Area In: Rivista Bancaria - Minerva Bancaria.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team