Citation profile for Federico Calogero Nucera

Federico Calogero Nucera : Citation Profile

Banca d'Italia

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   11 years (2012 - 2023). See details.
   Cites by year: 7
   Journals where Federico Calogero Nucera has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pnu74
   Updated: 2024-04-18    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)

Spiegel, Mark (3)

Rose, Andrew (3)

Lopez, Jose (3)

Reghezza, Alessio (3)

Maddaloni, Angela (3)

Buchholz, Manuel (2)

Geraci, Marco Valerio (2)

Bubeck, Johannes (2)

Peydro, Jose-Luis (2)

Tonzer, Lena (2)

Cites to:

Sarno, Lucio (13)

Rogoff, Kenneth (10)

Schmeling, Maik (9)

Menkhoff, Lukas (9)

Schrimpf, Andreas (9)

van Wincoop, Eric (5)

Obstfeld, Maurice (5)

Burnside, Craig (5)

Bacchetta, Philippe (5)

Schwaab, Bernd (4)

Blanchard, Olivier (4)

Main data

Where Federico Calogero Nucera has published?

Working Papers Series with more than one paper published	# docs
Working Paper Series / European Central Bank	2
Tinbergen Institute Discussion Papers / Tinbergen Institute	2

Recent works citing Federico Calogero Nucera (2024 and 2023)

Year	Title of citing document
2023	Firm behaviour under negative deposit rates. (2023). Abildgren, Kim ; Kuchler, Andreas. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s001429212200229x. Full description at Econpapers \|\| Download paper
2023	Systemic 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. Full description at Econpapers \|\| Download paper
2023	Uncertainty 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. Full description at Econpapers \|\| Download paper
2023	Global 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. Full description at Econpapers \|\| Download paper
2023	Quantifying 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. Full description at Econpapers \|\| Download paper
2023	Bank 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. Full description at Econpapers \|\| Download paper
2023	Are 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. Full description at Econpapers \|\| Download paper

Works by Federico Calogero Nucera:

Year	Title	Type	Cited
2014	How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison In: Economic Notes. [Full Text][Citation analysis]	article	1
2019	Can Hedge Funds Time the Market? In: International Review of Finance. [Full Text][Citation analysis]	article	1
2016	The information in systemic risk rankings In: Working Paper Series. [Full Text][Citation analysis]	paper	32
2016	The information in systemic risk rankings.(2016) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32	article
2015	The Information in Systemic Risk Rankings.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32	paper
2017	Do negative interest rates make banks less safe? In: Working Paper Series. [Full Text][Citation analysis]	paper	44
2017	Do negative interest rates make banks less safe?.(2017) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44	article
2017	Do Negative Interest Rates Make Banks Less Safe?.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44	paper
2017	Unemployment fluctuations and the predictability of currency returns In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	3
2013	Carry trades and the performance of currency hedge funds In: Journal of International Money and Finance. [Full Text][Citation analysis]	article	4
2013	Carry Trades and the Performance of Currency Hedge Funds.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2023	Inflation Expectations, the Phillips Curve, and Stock Prices In: FRBSF Economic Letter. [Full Text][Citation analysis]	article	0
2022	The impact of volatility scaling on factor portfolio performance and factor timing In: Journal of Asset Management. [Full Text][Citation analysis]	article	0
2012	The 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]	article	2