Massimo Sbracia : Citation Profile

Banca d'Italia (5% share)
Istituto Einaudi per l'Economia e la Finanza (EIEF) (95% share)

12

H index

13

i10 index

1211

Citations

RESEARCH PRODUCTION:

9

Articles

26

Papers

3

Chapters

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 67
   Journals where Massimo Sbracia has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 20 (1.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psb3
   Updated: 2026-01-17    RAS profile: 2023-09-01    
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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 Massimo Sbracia.

Is cited by:

Fry-McKibbin, Renee (25)

Gómez-Puig, Marta (20)

Zhang, Jing (17)

Sosvilla-Rivero, Simon (17)

Martin, Vance (17)

Levchenko, Andrei (16)

Valls Pereira, Pedro (14)

Fazio, Giorgio (12)

Caporin, Massimiliano (11)

Baur, Dirk (11)

Masih, Abul (10)

Cites to:

Redding, Stephen (26)

Melitz, Marc (17)

Bernard, Andrew (15)

Jensen, J. (15)

Kortum, Samuel (14)

Eaton, Jonathan (13)

Schott, Peter (12)

Kaminsky, Graciela (12)

Corsetti, Giancarlo (11)

Finicelli, Andrea (9)

Rose, Andrew (9)

Main data

Where Massimo Sbracia 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 Area10
MPRA Paper / University Library of Munich, Germany7

Recent works citing Massimo Sbracia (2025 and 2024)

YearTitle of citing document
2024Trade fragmentation unveiled: five facts on the reconfiguration of global, US and EU trade. (2024). Panon, Ludovic ; Mancini, Michele ; Giglioli, Simona ; Giordano, Claire ; Conteduca, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_881_24.

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2024FINANCIAL INTEGRATION OF THE EUROPEAN UNION FINANCIAL MARKETS. A PCA APPROACH. (2024). Stanciu, Cristian Valeriu ; Spulbar, Andrei Cristian. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:3:p:241-256.

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2024A Dynamic Latent-Space Model for Asset Clustering. (2024). Casarin, Roberto ; Antonio, Peruzzi ; Roberto, Casarin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:379-402:n:9.

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2024A Vector Multiplicative Error Model with Spillover Effects and Co-movements. (2024). Otranto, E. In: Working Paper CRENoS. RePEc:cns:cnscwp:202404.

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2025Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20253050.

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2024Unveiling COVID-19€™s impact on Financial Stability: A Comprehensive Study of Price Dynamics and Investor Behavior in G7 Markets. (2024). Samil, Samia ; Ferchichi, Monia Mokhtar ; Talbi, Mariem ; Ismaalia, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-01-19.

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2025An experimental analysis of contagion in financial markets. (2025). Vorsatz, Marc ; Peeters, Ronald ; Veiga, Helena. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002252.

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2024Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

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2024Connectedness and risk spillovers among sub-Saharan Africa and MENA equity markets. (2024). Marcelin, Isaac ; Lo, Gaye-Del ; Bassne, Thophile. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124000888.

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2024The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024The impact of the Russia–Ukraine war on volatility spillovers. (2024). Lin, Yongjia ; Wang, Yizhi ; Sio-Chong, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001261.

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2024The macro driving factors of co-movement of RMB with other currencies in FX markets. (2024). Dai, Yixin ; Teng, Fengfan ; Zhou, Jindie ; Xu, Xiangyun ; Yu, Cong. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005131.

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2024Corporate disclosure behavior during financial crises: Evidence from Korea. (2024). Kim, Yeonghyeon ; Lee, Kyounghun ; Oh, Frederick Dongchuhl. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000834.

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2024No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Bei, Zeyun ; Zhou, Yinggang ; Lin, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

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2024Confidence spillovers, financial contagion, and stagnation. (2024). Platonov, Konstantin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001505.

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2025Reconciling contrasting views on the growth effect of currency misalignments. (2025). Mignon, Valérie ; COUHARDE, Cécile ; Grekou, Carl ; Morvillier, Florian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002249.

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2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Pinto Avalos, Francisco ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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2024Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251.

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2024Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ziadat, Salem Adel ; al Rababa, Abdel Razzaq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:1-17.

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2024Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017.

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2024Detecting financial contagion using a new nonparametric measure of asymmetric comovements. (2024). Xu, Yixiong ; Zhang, Feipeng ; Yuan, DI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:284-296.

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2024The interplay between real and exchange rate market: an agent-based model approach. (2024). Roventini, Andrea ; Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Ferraresi, Tommaso ; Popoyan, Lilit ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_10.rdf.

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2025Quantile-Time-Frequency Connectedness in Global Equity Markets: Evidence from BRICS and G7 Economies. (2025). Hachicha, Nejib ; Boumrifeg, Mejed ; Dammak, Fredj Amine. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:9:p:526-:d:1753074.

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2025Cryptocurrencies and Economic Community of West African States Stock Markets: An Analysis by the DCC-GARCH Model. (2025). Gaudens-Omer, Kouakou Thiaedjae. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:17:y:2025:i:4:p:111.

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2024Exploring Three-style Return Comovements and Contagion Using a Correlation Decomposition GARCH Model. (2024). Mak, Ving-Vunk ; So, Po-Yuk ; Su, Ender. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10405-3.

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2024Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model. (2024). Sahiner, Mehmet. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10412-4.

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2024Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets. (2024). Kang, Sang Hoon ; Vo, Xuan Vinh ; Ziadat, Salem Adel ; Mensi, Walid. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10488-y.

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2024Price Exuberance and Contagion across Housing Markets: Evidence from US Metropolitan Areas. (2024). Escobari, Diego ; Shahedur, MD ; Damianov, Damian S. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:1:d:10.1007_s11146-022-09925-w.

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2024COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets. (2024). Zhang, Yongmin ; Sun, Yiru ; Zhao, Yingxue ; Ding, Shusheng ; Shi, Haili. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02852-6.

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2025Crude oil, forex, and stock markets: unveiling the higher-order moment and cross-moment risk spillovers in times of turmoil. (2025). Maghyereh, Aktham ; Cui, Jinxin ; Ziadat, Salem. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05308-7.

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2024Trade Fragmentation Unveiled: Five Facts on the Reconfiguration of Global, US and EU Trade. (2024). Panon, Ludovic ; Mancini, Michele ; Giordano, Claire ; Conteduca, Francesco ; Giglioli, Simona. In: MPRA Paper. RePEc:pra:mprapa:122657.

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2024The Time Dependence and Interconnectedness of Developed Stock Markets. (2024). Dima, Bogdan ; Saraolu, Anca-Adriana. In: The Review of Finance and Banking. RePEc:rfb:journl:v:16:y:2024:i:2:p:273-293.

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2024Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events. (2024). Guo, Xiaochun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00514-1.

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2024Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00592-1.

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2024On the robust drivers of cryptocurrency liquidity: the case of Bitcoin. (2024). , Walid. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00598-9.

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2025Unraveling the Interplay of Knowledge and Innovation in the Global Financial System: A Vine Copula Analysis of Sino-US Financial Risk Contagion. (2025). Cai, Shuhui ; He, Hua ; Zhou, Yan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-01869-1.

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2024The complex interplay between exchange rate and real markets: an agent-based model exploration. (2024). Roventini, Andrea ; Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo ; Ferraresi, Tommaso ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2024/24.

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2024Stagnation despite ongoing innovation: Is R&D expenditure composition a missing link? An empirical analysis for the US (1948–2019). (2024). Di Bucchianico, Stefano ; Deleidi, Matteo ; Ciaffi, Giovanna. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524003718.

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Works by Massimo Sbracia:

YearTitleTypeCited
2001Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test In: Center Discussion Papers.
[Full Text][Citation analysis]		paper66
2001Correlation Analysis of Financial Contagion: What One Should Know before Running a Test.(2001) In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2001Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test.(2001) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2014The secular stagnation hypothesis: a review of the debate and some insights In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper16
2011Real exchange rates, trade, and growth: Italy 1861-2011 In: Quaderni di storia economica (Economic History Working Papers).
[Full Text][Citation analysis]		paper45
2015Deconstructing the gains from trade: selection of industries vs. reallocation of workers In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper2
2016Deconstructing the Gains from Trade: Selection of Industries vs Reallocation of Workers.(2016) In: Review of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2014Deconstructing the Gains from Trade: Selection of Industries vs. Reallocation of Workers.(2014) In: MPRA Paper.
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This paper has nother version. Agregated cites: 2		paper
2017The cyclicality of the income elasticity of trade In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper4
2016The Cyclicality of the Income Elasticity of Trade.(2016) In: MPRA Paper.
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This paper has nother version. Agregated cites: 4		paper
2000Expectations and information in second generation currency crises models In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper36
2000Expectations and Information in Second Generation Currency Crises Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has nother version. Agregated cites: 36		paper
2001Expectations and information in second generation currency crises models.(2001) In: Economic Modelling.
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This paper has nother version. Agregated cites: 36		article
2000Expectations and Information in Second Generation Currency Crises Models..(2000) In: Banca Italia - Servizio di Studi.
[Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2001A Primer on Financial Contagion In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper383
2003A Primer on Financial Contagion.(2003) In: Journal of Economic Surveys.
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This paper has nother version. Agregated cites: 383		article
2001The Role of the Banking System in the International Transmission of Shocks In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper38
2003The Role of the Banking System in the International Transmission of Shocks.(2003) In: The World Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		article
2002Currency crises and uncertainty about fundamentals In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper32
2002Currency Crises and Uncertainty About Fundamentals.(2002) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2006The CAPM and the risk appetite index; theoretical differences and empirical similarities In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper3
2009Ricardian selection In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper54
2013Ricardian selection.(2013) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		article
2009Ricardian selection.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 54		paper
2009Trade-Revealed TFP In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper16
2009Trade-revealed TFP.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2008Trade-revealed TFP.(2008) In: 2008 Meeting Papers.
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This paper has nother version. Agregated cites: 16		paper
2001Crises and contagion: the role of the banking system In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter9
2009Capital Asset Pricing Model and the Risk Appetite Index: Theoretical Differences, Empirical Similarities and Implementation Problems In: International Finance.
[Full Text][Citation analysis]		article0
2002Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper451
2005Some contagion, some interdependence: More pitfalls in tests of financial contagion.(2005) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 451		article
2010Uncertainty and currency crises: Evidence from survey data In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article26
2010Uncertainty and Currency Crises: Evidence from Survey Data.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 26		paper
2011A disaggregated analysis of the export performance of some industrial and emerging countries In: International Economics and Economic Policy.
[Full Text][Citation analysis]		article13
2008A disaggregated analysis of the export performance of some industrial and emerging countries.(2008) In: MPRA Paper.
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This paper has nother version. Agregated cites: 13		paper
2005A New Indicator of Competitiveness for Italy and the Main Industrial and Emerging Countries In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2018The Productivity Slowdown and the Secular Stagnation Hypothesis In: Financial and Monetary Policy Studies.
[Citation analysis]		chapter4
2018Trade Weakness: Cycle or Trend? In: Financial and Monetary Policy Studies.
[Citation analysis]		chapter3

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