Nicola Borri

LUISS University - Department of Economics and Finance

viale Romania, 32

Rome, 00197

Italy

http://docenti.luiss.it/borri/

SCHOLARLY PAPERS

18

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CITATIONS
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47

Scholarly Papers (18)

1.
Downloads 2,966 ( 3,641)
Citation 10

Sovereign Risk Premia

AFA 2010 Atlanta Meetings Paper
Number of pages: 52 Posted: 17 Feb 2009 Last Revised: 14 Sep 2011
Nicola Borri and Adrien Verdelhan
LUISS University - Department of Economics and Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,816 (3,907)
Citation 7

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Sovereign debt, Asset pricing, Default risk

Sovereign Risk Premia

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73 Posted: 13 Oct 2011
Adrien Verdelhan and Nicola Borri
Massachusetts Institute of Technology (MIT) - Sloan School of Management and LUISS University - Department of Economics and Finance
Downloads 150 (193,619)
Citation 1

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2.

A Bloomberg Terminal Primer

I Quaderni di Minerva Bancaria, 2018
Number of pages: 4 Posted: 15 Feb 2017 Last Revised: 14 Jan 2019
Nicola Borri
LUISS University - Department of Economics and Finance
Downloads 1,273 (14,788)
Citation 2

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Bloomberg, education, finance

3.

Cryptomarket Discounts

Number of pages: 35 Posted: 01 Mar 2018 Last Revised: 07 Oct 2018
Nicola Borri and Kirill Shakhnov
LUISS University - Department of Economics and Finance and Einaudi Institute for Economics and Finance (EIEF)
Downloads 312 (95,442)
Citation 7

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bitcoin; cryptocurrencies; market anomalies; cryptomarkets; kimchi premium

4.

Systemic Risk in the European Banking Sector

Number of pages: 19 Posted: 19 Jul 2012 Last Revised: 20 Jul 2012
LUISS University - Department of Economics and Finance, Bank of Italy, LUISS Guido Carli University - Facoltà di Economia and University of Rome II - Faculty of Economics
Downloads 305 (97,798)
Citation 4

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systemic risk, SIFIs, European Banking System, CoVaR

5.

The Cross-Section of Cryptocurrency Returns

Number of pages: 60 Posted: 07 Oct 2018 Last Revised: 30 May 2019
Nicola Borri and Kirill Shakhnov
LUISS University - Department of Economics and Finance and Einaudi Institute for Economics and Finance (EIEF)
Downloads 260 (115,931)
Citation 4

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bitcoin; cryptocurrencies; market anomalies; aggregate risk

6.

Conditional Tail-Risk in Cryptocurrency Markets

Journal of Empirical Finance, Forthcoming
Number of pages: 37 Posted: 18 Apr 2018 Last Revised: 25 Nov 2018
Nicola Borri
LUISS University - Department of Economics and Finance
Downloads 231 (130,761)
Citation 7

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Cryptocurrency, Contagion, CoVaR, Tail-Risk

The Performance of Market-Timing Strategies of Italian Mutual Fund Investors

Number of pages: 15 Posted: 08 Apr 2015 Last Revised: 16 Jan 2017
Nicola Borri and Alberto Cagnazzo
LUISS University - Department of Economics and Finance and LUISS Guido Carli University, Department of Economics
Downloads 206 (145,607)
Citation 1

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mutual funds, market-timing, buy-and-hold, passive investment

The Performance of Market‐Timing Strategies of Italian Mutual Fund Investors

Economic Notes, Vol. 47, Issue 1, pp. 5-20, 2018
Number of pages: 16 Posted: 05 Jan 2018
Nicola Borri and Alberto Cagnazzo
LUISS University - Department of Economics and Finance and LUISS Guido Carli University, Department of Economics
Downloads 1 (675,851)
Citation 1
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8.

I Debiti Sovrani Nell’Area Euro: Implicazioni Per La Gestione e La Distribuzione Dei Prodotti Di Risparmio (Sovereign Debt in the Euro Area: Implications for Asset Management Companies)

Number of pages: 32 Posted: 01 Jul 2011 Last Revised: 10 Dec 2011
Nicola Borri and Filippo Russo
LUISS University - Department of Economics and Finance and BNP Paribas
Downloads 164 (179,196)

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mutual funds, sovereign risk, market-cap benchmarks

9.

Limited Participation and Local Currency Sovereign Debt

Number of pages: 71 Posted: 31 May 2017 Last Revised: 31 Jan 2019
Nicola Borri and Kirill Shakhnov
LUISS University - Department of Economics and Finance and Einaudi Institute for Economics and Finance (EIEF)
Downloads 149 (194,270)
Citation 4

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local currency, emerging countries, limited arbitrage, market segmentation

10.

Local Currency Systemic Risk

Emerging Markets Review, Vol. 34, March 2018
Number of pages: 28 Posted: 19 May 2017 Last Revised: 14 Nov 2018
Nicola Borri
LUISS University - Department of Economics and Finance
Downloads 132 (214,250)
Citation 4

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CoVaR, emerging markets, local currency debt, contagion, systemic risk

11.

Global Risk in Long-Term Sovereign Debt

Number of pages: 76 Posted: 13 Dec 2017 Last Revised: 30 Aug 2018
Nicola Borri and Kirill Shakhnov
LUISS University - Department of Economics and Finance and Einaudi Institute for Economics and Finance (EIEF)
Downloads 108 (248,497)
Citation 1

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local currency sovereign bonds; currency risk; term premium; default risk

12.
Downloads 101 (260,248)
Citation 5

The Housing Cost Disease

Journal of Economic Dynamics and Control, Vol. 87, No. February, 2018
Number of pages: 46 Posted: 17 Jul 2015 Last Revised: 14 Nov 2018
Nicola Borri and Pietro Reichlin
LUISS University - Department of Economics and Finance and LUISS Guido Carli University - Facoltà di Economia
Downloads 101 (261,925)
Citation 1

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Housing Wealth, Cost Disease, Overlapping Generations, Wealth Inequality

The Housing Cost Disease

CEPR Discussion Paper No. DP10756
Number of pages: 53 Posted: 11 Aug 2015
Nicola Borri and Pietro Reichlin
LUISS University - Department of Economics and Finance and LUISS Guido Carli University - Facoltà di Economia
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Citation 5
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Capital, Housing, Productivity, Wealth, Wealth Inequality

13.

Redenomination-Risk Spillovers in the Eurozone

Economics Letters, Forthcoming
Number of pages: 11 Posted: 24 Sep 2018 Last Revised: 25 Nov 2018
Nicola Borri
LUISS University - Department of Economics and Finance
Downloads 73 (317,979)
Citation 2

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redenomination risk; credit default swap; quanto-CDS

14.

Systemic Risk in the Italian Banking Sector

Number of pages: 18 Posted: 30 Jan 2015
LUISS University - Department of Economics and Finance, LUISS Guido Carli University - Facoltà di Economia, Bank of Italy and University of Rome II - Faculty of Economics
Downloads 73 (317,979)

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Systemic Risk; SIFI; CoVaR

15.

Sensitivity, Moment Conditions, and the Risk-free Rate in Yogo (2006)

Critical Finance Review, Vol.6 No.2 2017
Number of pages: 14 Posted: 22 Oct 2016 Last Revised: 14 Nov 2018
Nicola Borri and Giuseppe Ragusa
LUISS University - Department of Economics and Finance and University of Pisa - Department of Economics and Management
Downloads 70 (325,376)
Citation 2

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nonlinear GMM estimation, equity premium, durable model, yogo, gauss

16.
Downloads 66 (335,791)

Wealth Taxes and Inequality

Number of pages: 52 Posted: 08 Aug 2018 Last Revised: 15 Jan 2019
Nicola Borri and Pietro Reichlin
LUISS University - Department of Economics and Finance and LUISS Guido Carli University - Facoltà di Economia
Downloads 66 (339,947)

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housing wealth, wealth inequality, optimal taxation

Wealth Taxes and Inequality

CEPR Discussion Paper No. DP13067
Number of pages: 40 Posted: 31 Jul 2018
Nicola Borri and Pietro Reichlin
LUISS University - Department of Economics and Finance and LUISS Guido Carli University - Facoltà di Economia
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Housing, inequality, Wealth, Wealth Taxes

17.

Regulation Spillovers Across Cryptocurrency Markets

Number of pages: 14 Posted: 22 Apr 2019
Nicola Borri and Kirill Shakhnov
LUISS University - Department of Economics and Finance and Einaudi Institute for Economics and Finance (EIEF)
Downloads 52 (377,061)
Citation 1

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Bitcoin, Trading Volume, Regulation, China

18.

Systemic Risk in the Italian Banking Industry

Economic Notes, Vol. 43, Issue 1, pp. 21-38, 2014
Number of pages: 18 Posted: 17 Jan 2014
LUISS University - Department of Economics and Finance, LUISS Guido Carli University - Facoltà di Economia, University of Rome II - Faculty of Economics and Bank of Italy
Downloads 0 (661,936)
Citation 1
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