Stefano Lugo

Utrecht University - School of Economics

Kriekenpitplein 21-22

Adam Smith Building

Utrecht, +31 30 253 7373 3584 EC

Netherlands

  • Utrecht University - School of Economics

SCHOLARLY PAPERS

14

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3,083

TOTAL CITATIONS
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Top 22,954

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42

Scholarly Papers (14)

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1.

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 453 (132,101)
Citation 3

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Sovereign Wealth Funds, Debt capital

2.

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 387 (158,477)
Citation 9

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Sovereign wealth funds, credit risk, CDS spread, Certification

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 Corvinus University Budapest
Downloads 306 (204,581)
Citation 3

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

4.

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 288 (218,172)
Citation 2

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Sovereign Wealth Funds, commodity risk, strategic asset allocation

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 Corvinus University Budapest
Downloads 251 (250,789)
Citation 1

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

6.

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

Journal of Financial Stability, Forthcoming
Number of pages: 57 Posted: 28 Dec 2017 Last Revised: 06 May 2021
Rients Galema and Stefano Lugo
Utrecht University - School of Economics and Utrecht University - School of Economics
Downloads 238 (264,267)
Citation 8

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

7.

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 226 (277,786)

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

8.

The Value of Corporate Bond Restrictive Covenants during the COVID-19 Crisis

Number of pages: 22 Posted: 12 Jun 2020
Stefano Lugo
Utrecht University - School of Economics
Downloads 218 (287,515)
Citation 1

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Covenants, Corporate bonds, Priming, Debt contracting, COVID-19

9.

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 159 (382,117)
Citation 1

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

10.

Friend or foe? Bilateral political relations and the portfolio allocation of foreign institutional investors

Number of pages: 30 Posted: 22 Nov 2022 Last Revised: 24 Jul 2024
Stefano Lugo and Maurizio Montone
Utrecht University - School of Economics and Utrecht University
Downloads 144 (414,810)

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Institutional investors, Portfolio allocation, Political risk, Bilateral relations

11.

The Relation between Corporate and Government Debt Maturity in Europe

Journal of Financial and Quantitative Analysis (JFQA), 54(5), pp. 2119-2140 (2019)
Number of pages: 50 Posted: 22 Dec 2016 Last Revised: 29 Sep 2020
Stefano Lugo and Giulia Piccillo
Utrecht University - School of Economics and Maastricht University
Downloads 138 (428,931)
Citation 14

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

12.

Cost of monitoring and risk taking in the money market funds industry

Journal of Financial Intermediation, Forthcoming
Number of pages: 58 Posted: 02 Jan 2019 Last Revised: 17 Nov 2022
Stefano Lugo
Utrecht University - School of Economics
Downloads 127 (457,882)

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

13.

Inequality and Capital Structure

Number of pages: 53 Posted: 22 Jan 2025
Stefano Lugo
Utrecht University - School of Economics
Downloads 105 (528,130)

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Income inequality, Capital structure, Clientele Effects, Market-based Corporate Finance

14.

Short-Term Debt Catering

Journal of Corporate Finance, Forthcoming
Number of pages: 37 Posted: 24 Jan 2021
Stefano Lugo
Utrecht University - School of Economics
Downloads 43 (841,040)

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Debt Maturity, Catering to Investors, Clientele Effects, Money Market Mutual Funds, Commercial Paper

Other Papers (1)

Total Downloads: 79
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1.

Order Imbalances and Bond Issuances

Number of pages: 40 Posted: 07 Dec 2022 Last Revised: 12 Jul 2023
Stefano Lugo
Utrecht University - School of Economics
Downloads 79 (759,216)

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Catering to Investors, Clientele Effects, Corporate bonds, Capital structure, Order imbalance