Federico Calogero Nucera : Citation Profile

Are you Federico Calogero Nucera?

Banca d'Italia

4

H index

2

i10 index

95

Citations

RESEARCH PRODUCTION:

9

Articles

5

Papers

RESEARCH ACTIVITY:

   11 years (2012 - 2023). 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:
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   Permalink: http://citec.repec.org/pnu74
   Updated: 2024-12-03    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

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)

Maddaloni, Angela (3)

Reghezza, Alessio (3)

Rose, Andrew (3)

Lopez, Jose (3)

Spiegel, Mark (3)

Kotze, Kevin (2)

Klein, Melanie (2)

Lehnert, Thorsten (2)

Di Giorgio, Giorgio (2)

Lagasio, Valentina (2)

Cites to:

Sarno, Lucio (13)

Rogoff, Kenneth (10)

Schmeling, Maik (9)

Schrimpf, Andreas (9)

Menkhoff, Lukas (9)

Obstfeld, Maurice (5)

Burnside, Craig (5)

Bacchetta, Philippe (5)

van Wincoop, Eric (5)

Blanchard, Olivier (4)

Perignon, Christophe (4)

Main data

Where Federico Calogero Nucera has published?

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank2
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Federico Calogero Nucera (2024 and 2023)

YearTitle of citing document
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

2023Firm behaviour under negative deposit rates. (2023). Abildgren, Kim ; Kuchler, Andreas. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s001429212200229x.

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2024Improving efficiency in supply chains with a capital-constrained app developer under the agency contract. (2024). Levy, Priel ; Avinadav, Tal. 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.

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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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2023Uncertainty in systemic risks rankings: Bayesian and frequentist analysis. (2023). Goldman, Elena. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004002.

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2023Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513.

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2023The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

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2023The Determinants of Volatility Timing Performance. (2023). Taylor, Nick. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:4:p:1228-1257..

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2023Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Xu, Hai-Chuan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x.

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2023Bank lending margins in a negative interest rate environment. (2023). Mawusi, Charles ; Boungou, Whelsy. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:886-901.

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2023Are lower interest rates really associated with higher growth? New empirical evidence on the interest rate thesis from 19 countries. (2023). Werner, Richard A ; Lee, Kangsoek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3960-3975.

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Works by Federico Calogero Nucera:

YearTitleTypeCited
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]		article1
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]		paper47
2017Do negative interest rates make banks less safe?.(2017) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		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: 47		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]		article1
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

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