| A primer on financial contagion M Pericoli, M Sbracia Journal of economic surveys 17 (4), 571-608, 2003 | 1168 | 2003 |
| ‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion G Corsetti, M Pericoli, M Sbracia Journal of International Money and Finance 24 (8), 1177-1199, 2005 | 1105 | 2005 |
| The impact of news on the exchange rate of the lira and long-term interest rates F Fornari, C Monticelli, M Pericoli, M Tivegna Economic Modelling 19 (4), 611-639, 2002 | 258 | 2002 |
| Pure or wake‐up‐call contagion? Another look at the EMU sovereign debt crisis R Giordano, M Pericoli, P Tommasino International Finance 16 (2), 131-160, 2013 | 197 | 2013 |
| Correlation analysis of financial contagion: what one should know before running a test G Corsetti, M Pericoli, M Sbracia Available at SSRN 274894, 2001 | 156 | 2001 |
| Canonical Term‐Structure Models with Observable Factors and the Dynamics of Bond Risk Premia M Pericoli, M Taboga Journal of Money, Credit and Banking 40 (7), 1471-1488, 2008 | 74 | 2008 |
| Correlation analysis of financial contagion G Corsetti, M Pericoli, M Sbracia Financial contagion: The viral threat to the wealth of nations, 11-20, 2011 | 66 | 2011 |
| Bond risk premia, macroeconomic fundamentals and the exchange rate M Pericoli, M Taboga International Review of Economics & Finance 22 (1), 42-65, 2012 | 55 | 2012 |
| Real term structure and inflation compensation in the euro area M Pericoli Bank of Italy Temi di Discussione (Working Paper) No 841, 2012 | 28 | 2012 |
| Dynamic Correlation Analysis of Financial Contagion TC CHIANG, BNAM JEON, H LI Financial contagion: The viral threat to the wealth of Nations 604, 103, 2011 | 28 | 2011 |
| The CAPM and the risk appetite index: theoretical differences, empirical similarities, and implementation problems M Pericoli, M Sbracia Empirical Similarities, and Implementation Problems (April 21, 2009), 2009 | 18 | 2009 |
| Macroeconomics determinants of the correlation between stocks and bonds M Pericoli Bank of Italy Temi di Discussione (Working Paper) No 1198, 2018 | 17 | 2018 |
| Expected inflation and inflation risk premium in the euro area and in the United States M Pericoli Bank of Italy Temi di Discussione (Working Paper) No 842, 2012 | 17 | 2012 |
| A perspective on empirical studies of contagion and interdependence G Corsetti, M Pericoli, M Sbracia Bank of Italy, mimeo, 2000 | 17 | 2000 |
| Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model M Pericoli, M Taboga Bank of Italy Temi di Discussione (Working Paper) No 1023, 2015 | 13 | 2015 |
| Forecaster heterogeneity, surprises and financial markets M Pericoli, G Veronese Bank of Italy Temi di Discussione (Working paper) No 1020, 2015 | 12 | 2015 |
| The CAPM and the Risk Appetite Index: theoretical differences and empirical similarities M Pericoli, M Sbracia Bank of Italy Economic Research Paper, 2006 | 12 | 2006 |
| Crowded trades among hedge funds M Pericoli, M Sbracia Banca d’Italia working paper, 2010 | 10 | 2010 |
| The Single Market and Eastern Europe. Specialization Patterns and Prospects for Integration PC Padoan, M Pericoli Economic systems 17 (4), 279-299, 1993 | 10 | 1993 |
| Some contagion, some interdependence G Corsetti, M Pericoli, M Sbracia More pitfalls in tests of financial contagion, March, from G. Corsetti’s …, 2002 | 9 | 2002 |
Massimo SbraciaEinaudi Institute for Economics and Finance (EIEF)Geverifieerd e-mailadres voor eief.it
