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Colacito, Riccardo


 SSRN Author Rank: 4,335 by Downloads
 Assistant Professor of Finance
 

University of North Carolina Kenan-Flagler Business School


 Kenan-Flagler Business School
 Chapel Hill, NC 27599-3490
 United States
 HOME PAGE: http://www.unc.edu/~colacitr
 email address


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. Colacito, Riccardo's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6,206
Total
Citations
152
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Risks for the Long-Run and the Real Exchange Rate | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Political Economy, Vol. 119, No. 1, 2011
Number of Pages in PDF File: 34
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
Posted:
14 Mar 08
Last Revised:
03 Oct 12
1,274
(8,797)
40

2.   Incl. Electronic Paper
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
Posted:
23 Jul 10
Last Revised:
24 Jan 13
817
(17,700)
2

3.  
A Component Model for Dynamic Correlations | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Econometrics, Forthcoming
Number of Pages in PDF File: 51
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
09 Mar 09
Last Revised:
15 Nov 13
610
(26,791)
13

4.  
Testing and Valuing Dynamic Correlations for Asset Allocation | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Business and Economic Statistics, Vol. 24, N. 2,, pp. 238-253, April 2006
Number of Pages in PDF File: 48
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Posted:
15 Sep 08
533
(32,151)
28

5.  
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
Ho, Steven Wei
Tulane University, A.B. Freeman School of Business
Howard, Philip
University of North Carolina, Chapel Hill - Kenan-Flagler Business School
Posted:
18 Nov 12
Last Revised:
21 Aug 14
469
(37,927)
 

6.  
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
Posted:
05 Feb 10
Last Revised:
03 Oct 12
316
(61,384)
2

7.  
The Short- and Long-Run Benefits of Financial Integration | Show Abstract | Download This Paper | Open PDF in Browser |
American Economic Review, Papers and Proceedings, May 2010
Number of Pages in PDF File: 5
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
Posted:
04 Feb 10
297
(65,743)
2

8.  
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Meng, Jinghan
University of Hong Kong
Siwasarit, Wasin
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
06 Dec 12
Last Revised:
22 Aug 15
282
(70,022)
 

9.  
The Term Structures of Co-Entropy in International Financial Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Charles A. Dice Center Working Paper No. 2013-17, Fisher College of Business Working Paper No. 2013-03-17
Number of Pages in PDF File: 71
Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Posted:
24 Oct 13
Last Revised:
21 Jul 15
235
(84,752)
1

10.  
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
Posted:
23 Jul 10
Last Revised:
17 May 14
217
(92,362)
1

11.   Incl. Electronic Paper
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Posted:
14 Sep 08
Last Revised:
03 Oct 12
205
(97,313)
1

12.  
Bassi, Anna
UNC Chapel Hill
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Fulghieri, Paolo
University of North Carolina Kenan-Flagler Business School
Posted:
12 Nov 11
Last Revised:
30 Nov 13
194
(102,564)
3

13.  
International Robust Disagreement | Show Abstract | Download This Paper | Open PDF in Browser |
American Economic Review, Vol. 102, No. 2, May 2012
Number of Pages in PDF File: 5
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
Posted:
14 Jan 12
180
(110,039)
2

14.  
Currency Risk Factors in a Recursive Multi-Country Economy | Show Abstract | Download This Paper | Open PDF in Browser |
INSEAD Working Paper No. 2015/40/FIN, Simon Business School Working Paper No. FR 15-10
Number of Pages in PDF File: 70
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
Gavazzoni, Federico
INSEAD
Ready, Robert C.
University of Rochester - Simon Business School
Posted:
24 Dec 14
Last Revised:
07 Aug 15
160
(122,356)
 

15.  
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
Posted:
14 Sep 08
123
(152,157)
36

16.  
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Posted:
14 Sep 08
96
(181,952)
2

17.  
Robustness and U.S. Monetary Policy Experimentation | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Money, Credit, and Banking, Forthcoming
Number of Pages in PDF File: 29
Cogley, Timothy
Leonard N. Stern School of Business - Department of Economics
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Hansen, Lars Peter
University of Chicago - Department of Economics
Sargent, Thomas J.
New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Posted:
18 Sep 08
81
(202,874)
8

18.  
Cogley, Timothy
Leonard N. Stern School of Business - Department of Economics
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Sargent, Thomas J.
New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Posted:
15 Sep 08
44
(275,866)
11

19.  
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Hoffmann, Bridget
Northwestern University
Phan, Toan
University of North Carolina (UNC) at Chapel Hill
Posted:
10 Jan 15
41
(283,628)
 

20.  
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Meng, Jinghan
University of Hong Kong
Siwasarit, Wasin
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
02 Apr 15
Last Revised:
22 Aug 15
32
(313,301)
 


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