Stefano Lugo

Utrecht University School of Economics

Kriekenpitplein 21-22

Adam Smith Building

Utrecht, +31 30 253 7373 3584 EC

Netherlands

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 30,166

in Total Papers Downloads

1,226

CITATIONS

1

Scholarly Papers (8)

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 269 (84,449)

Abstract:

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 166 (120,418)

Abstract:

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 163 (133,318)

Abstract:

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

4.

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 102 (152,951)
Citation 1

Abstract:

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

5.

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 63 (211,548)

Abstract:

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

6.

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 11 (170,730)

Abstract:

Sovereign Wealth Funds, Debt capital

7.

The Relationship between Corporate and Government Debt Maturity in Europe

Number of pages: 29 Posted: 22 Dec 2016
Stefano Lugo and Giulia Piccillo
Utrecht University School of Economics and Utrecht University - Utrecht University School of Economics
Downloads 0 (436,498)

Abstract:

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

8.

Detecting Abnormal Changes in Credit Default Swap Spread

Number of pages: 60 Posted: 08 Mar 2016
Fabio Bertoni and Stefano Lugo
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and Utrecht University School of Economics
Downloads 0 (267,106)

Abstract:

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