Stefano Lugo

Utrecht University - School of Economics

Kriekenpitplein 21-22

Adam Smith Building

Utrecht, +31 30 253 7373 3584 EC

Netherlands

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 28,743

SSRN RANKINGS

Top 28,743

in Total Papers Downloads

1,570

CITATIONS
Rank 18,847

SSRN RANKINGS

Top 18,847

in Total Papers Citations

25

Scholarly Papers (10)

1.

The Effect of Sovereign Wealth Funds on the Credit Risk of Their Portfolio Companies

Journal of Corporate Finance, Forthcoming
Number of pages: 26 Posted: 20 Feb 2011 Last Revised: 29 Mar 2014
Fabio Bertoni and Stefano Lugo
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and Utrecht University - School of Economics
Downloads 314 (94,725)
Citation 12

Abstract:

Loading...

Sovereign wealth funds, credit risk, CDS spread, Certification

2.

Testing the Strategic Asset Allocation of Stabilization Sovereign Wealth Funds

Number of pages: 25 Posted: 15 Oct 2011 Last Revised: 20 Oct 2012
Fabio Bertoni and Stefano Lugo
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and Utrecht University - School of Economics
Downloads 232 (130,158)
Citation 7

Abstract:

Loading...

Sovereign Wealth Funds, commodity risk, strategic asset allocation

3.

Rating Alignment, Rating Shopping and Reputation of Credit Rating Agencies: Evidence from the Subprime Crisis

Number of pages: 28 Posted: 21 Apr 2011
Annalisa Croce, Stefano Lugo and Robert W. Faff
Polytechnic University of Milan - Dipartimento di Economia e Produzione, Utrecht University - School of Economics and University of Queensland
Downloads 212 (141,958)
Citation 3

Abstract:

Loading...

credit rating agencies, subprime, conflicts of interest, rating alignment, rating shopping

4.

The Use of Debt by Sovereign Wealth Fund

Number of pages: 35 Posted: 05 Sep 2015
Fabio Bertoni and Stefano Lugo
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and Utrecht University - School of Economics
Downloads 201 (149,240)
Citation 1

Abstract:

Loading...

Sovereign Wealth Funds, Debt capital

5.

Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis

Number of pages: 35 Posted: 07 Mar 2014
Stefano Lugo, Annalisa Croce and Robert W. Faff
Utrecht University - School of Economics, Polytechnic University of Milan - Dipartimento di Economia e Produzione and University of Queensland
Downloads 185 (161,013)
Citation 6

Abstract:

Loading...

credit rating agencies, reputation, subprime, herding, financial crisis

6.

Insider Ownership and the Cost of Debt Capital: Evidence from Bank Loans

International Review of Financial Analysis, Forthcoming
Number of pages: 35 Posted: 06 Jun 2014 Last Revised: 02 Jun 2017
Stefano Lugo
Utrecht University - School of Economics
Downloads 129 (218,008)

Abstract:

Loading...

ownership structure, agency costs, inverse U-shaped, cost of debt, bank loans

7.

Detecting Abnormal Changes in Credit Default Swap Spreads Using Matching-Portfolio Models

Journal of Banking and Finance, Forthcoming
Number of pages: 44 Posted: 08 Mar 2016 Last Revised: 17 Apr 2018
Fabio Bertoni and Stefano Lugo
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and Utrecht University - School of Economics
Downloads 100 (261,867)

Abstract:

Loading...

Event studies, Credit default swap, Matching portfolio models, Size and power of tests

8.

When Central Banks Buy Corporate Bonds: Target Selection and Impact of the European Corporate Sector Purchase Program

U.S.E. Discussion Paper Series Nr: 17-16
Number of pages: 36 Posted: 28 Dec 2017 Last Revised: 29 Apr 2019
Rients Galema and Stefano Lugo
Utrecht University - School of Economics and Utrecht University - School of Economics
Downloads 78 (305,900)
Citation 2

Abstract:

Loading...

Corporate Sector Purchase Program, Corporate Bonds, Central Bank Asset Purchases, Quantitative Easing, Corporate Debt

9.

The Relation between Corporate and Government Debt Maturity in Europe

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 50 Posted: 22 Dec 2016 Last Revised: 25 Aug 2018
Stefano Lugo and Giulia Piccillo
Utrecht University - School of Economics and Maastricht University
Downloads 75 (312,980)
Citation 1

Abstract:

Loading...

Corporate debt maturity, Government debt, Gap-filling theory, European Union

10.

The Perils of Removing Rating-Based Regulation: Evidence From the US Money Market Funds Reform

Number of pages: 40 Posted: 02 Jan 2019 Last Revised: 05 Jun 2019
Stefano Lugo
Utrecht University - School of Economics
Downloads 44 (404,271)

Abstract:

Loading...

Credit Ratings, Money Market Funds, Commercial Papers, Reach for Yield, Rating-Based Regulation, Credit Spread