Alessi Lucia

Joint Research Center of the European Commission

Via E. Fermi 2749

Ispra (VA), I-21027

Italy

Università degli Studi di Milano-Bicocca - Center for European Studies (CefES)

U6 Building

Viale Piero e Alberto Pirelli, 22

Milano, 20126

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

530

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 418
Number of pages: 37 Posted: 13 Sep 2019 Last Revised: 02 Oct 2020
Alessi Lucia, Elisa Ossola and Roberto Panzica
Joint Research Center of the European Commission, European Commission, Joint Research Centre and Joint Research Center of the European Commission
Downloads 389 (96,271)
Citation 4

Abstract:

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Climate risk, ESG disclosure, factor models, asset pricing, stress test

2.

Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-time Macro Fundamentals, and CDS Spreads

Number of pages: 60 Posted: 15 Apr 2020 Last Revised: 26 May 2020
Joint Research Center of the European Commission, Boston College - Carroll School of Management and University of Brescia - Department of Economics and Management
Downloads 134 (267,707)

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CDS spreads, macro fundamentals, eurozone crisis

3.

Cover your assets: non-performing loans and coverage ratios in Europe

Economic Policy, 2021;, eiab013, https://doi.org/10.1093/epolic/eiab013
Number of pages: 44
Joint Research Center of the European Commission, Bocconi University - Department of Finance, Bocconi University - Department of Finance, Systemic Risk Centre - LSE and Bocconi University
Downloads 7

Abstract:

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non-performing loan, loan loss coverage, Europe, COVID-19