Author Page for Nicola Borri

The Economics of Non-Fungible Tokens

Number of pages: 100 Posted: 18 Mar 2022 Last Revised: 31 Oct 2023

Nicola Borri, Yukun Liu, Aleh Tsyvinski and Aleh Tsyvinski

LUISS University - Department of Economics and Finance, University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation

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Citation 38

Abstract:

2.

Sovereign Risk Premia

AFA 2010 Atlanta Meetings Paper

Number of pages: 52 Posted: 17 Feb 2009 Last Revised: 14 Sep 2011

Nicola Borri, Adrien Verdelhan and Adrien Verdelhan

LUISS University - Department of Economics and Finance and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management

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Citation 21

Abstract:

Sovereign Risk Premia

Paris December 2011 Finance Meeting EUROFIDAI - AFFI

Number of pages: 73 Posted: 13 Oct 2011

Adrien Verdelhan, Adrien Verdelhan and Nicola Borri

National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management and LUISS University - Department of Economics and Finance

Downloads 207 (306,459)

Citation 9

Abstract:

3.

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 2,986 (9,092)

Citation 5

Abstract:

4.

The Cross-Section of Cryptocurrency Returns

Number of pages: 91 Posted: 07 Oct 2018 Last Revised: 18 Nov 2021

Nicola Borri and Kirill Shakhnov

LUISS University - Department of Economics and Finance and University of Surrey

Downloads 1,421 (29,130)

Citation 13

Abstract:

5.

Crypto Risk Premia

Number of pages: 61 Posted: 18 Jul 2022

Nicola Borri, Daniele Massacci, Mirco Rubin and Dario Ruzzi

LUISS University - Department of Economics and Finance, King's College London, EDHEC Business School and Bank of Italy

Downloads 1,232 (35,896)

Citation 3

Abstract:

6.

One Factor to Bind the Cross-Section of Returns

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2

One Factor to Bind the Cross-Section of Returns

Number of pages: 71 Posted: 16 Apr 2024

Nicola Borri, Denis Chetverikov, Yukun Liu, Aleh Tsyvinski and Aleh Tsyvinski

LUISS University - Department of Economics and Finance, University of California, Los Angeles (UCLA) - Department of Economics, University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation

Downloads 1,101 (41,684)

Abstract:

One Factor to Bind the Cross-Section of Returns

NBER Working Paper No. w32365

Number of pages: 72 Posted: 23 Apr 2024

Nicola Borri, Denis Chetverikov, Yukun Liu, Aleh Tsyvinski and Aleh Tsyvinski

LUISS University - Department of Economics and Finance, University of California, Los Angeles (UCLA) - Department of Economics, University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation

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Abstract:

7.

Cryptomarket Discounts

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Citation 13

2

Cryptomarket Discounts

Number of pages: 71 Posted: 01 Mar 2018 Last Revised: 02 Aug 2023

Nicola Borri and Kirill Shakhnov

LUISS University - Department of Economics and Finance and University of Surrey

Downloads 857 (59,002)

Citation 13

Abstract:

Cryptomarket Discounts

Number of pages: 68 Posted: 21 Nov 2022

Nicola Borri and Kirill Shakhnov

LUISS University - Department of Economics and Finance and affiliation not provided to SSRN

Downloads 75 (673,604)

Abstract:

8.

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 624 (90,678)

Citation 61

Abstract:

9.

Crypto Premium, Higher-Order Moments and Tail Risk

Number of pages: 39 Posted: 20 Jul 2021 Last Revised: 06 Sep 2022

Nicola Borri and Paolo Santucci de Magistris

LUISS University - Department of Economics and Finance and Luiss University of Rome

Downloads 544 (107,797)

Citation 1

Abstract:

10.

Systemic Risk in the European Banking Sector

Number of pages: 19 Posted: 19 Jul 2012 Last Revised: 20 Jul 2012

Nicola Borri, Marianna Caccavaio, Giorgio Di Giorgio and Alberto Maria Sorrentino

LUISS University - Department of Economics and Finance, Bank of Italy, Luiss Guido Carli University - Department of Economics and Finance and University of Rome II - Faculty of Economics

Downloads 489 (122,768)

Citation 8

Abstract:

11.

Regulation Spillovers Across Cryptocurrency Markets

Number of pages: 16 Posted: 22 Apr 2019 Last Revised: 07 Oct 2019

Nicola Borri and Kirill Shakhnov

LUISS University - Department of Economics and Finance and University of Surrey

Downloads 369 (170,245)

Citation 12

Abstract:

12.

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 University of Surrey

Downloads 320 (198,569)

Citation 4

Abstract:

13.

Systemic Risk and the COVID Challenge in the European Banking Sector

Number of pages: 47 Posted: 28 Oct 2020 Last Revised: 23 Jan 2021

Nicola Borri and Giorgio Di Giorgio

LUISS University - Department of Economics and Finance and Luiss Guido Carli University - Department of Economics and Finance

Downloads 314 (202,646)

Citation 2

Abstract:

14.

Global Risk in Long-Term Sovereign Debt

Number of pages: 78 Posted: 13 Dec 2017 Last Revised: 26 Mar 2021

Nicola Borri and Kirill Shakhnov

LUISS University - Department of Economics and Finance and University of Surrey

Downloads 287 (222,944)

Citation 2

Abstract:

15.

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 283 (226,211)

Citation 1

Abstract:

16.

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 249 (257,513)

Citation 5

Abstract:

17.

Breakup and Default Risks in the Great Lockdown

d/SEAS Working Paper

Number of pages: 79 Posted: 27 Nov 2019 Last Revised: 07 Sep 2021

Giovanni Bonaccolto, Nicola Borri and Andrea Consiglio

Kore University of Enna - School of Economics and Law, LUISS University - Department of Economics and Finance and University of Palermo - d/SEAS

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Citation 4

Abstract:

18.

Wealth Taxes and Inequality

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2

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 - Department of Economics and Finance

Downloads 217 (292,817)

Abstract:

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 - Department of Economics and Finance

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Abstract:

19.

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 206 (309,077)

Abstract:

20.

The 'Great Lockdown': Inactive Workers and Mortality by COVID-19

Downloads 161 (385,483)

Citation 1

2

The 'Great Lockdown': Inactive Workers and Mortality by COVID-19

Number of pages: 48 Posted: 29 Sep 2020 Last Revised: 25 Oct 2021

Nicola Borri, Francesco Drago, Chiara Santantonio and Francesco Sobbrio

LUISS University - Department of Economics and Finance, University of Messina, CSEF & CEPR, Luiss University of Rome and University of Rome Tor Vergata - Department of Economics and Finance

Downloads 161 (385,375)

Citation 1

Abstract:

The 'Great Lockdown': Inactive Workers and Mortality by COVID-19

CEPR Discussion Paper No. DP15317

Posted: 03 Nov 2020

Nicola Borri, Francesco Drago, Chiara Santantonio and Francesco Sobbrio

LUISS University - Department of Economics and Finance, University of Messina, CSEF & CEPR, Luiss University of Rome and University of Rome Tor Vergata - Department of Economics and Finance

Abstract:

21.

The Housing Cost Disease

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Citation 4

2

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 - Department of Economics and Finance

Downloads 157 (393,998)

Citation 1

Abstract:

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 - Department of Economics and Finance

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Citation 3

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Abstract:

22.

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 153 (402,587)

Abstract:

23.

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 144 (422,795)

Citation 1

Abstract:

24.

Inefficiencies of Carbon Trading Markets

Number of pages: 18 Posted: 06 Sep 2024

Nicola Borri, Yukun Liu, Aleh Tsyvinski, Aleh Tsyvinski and Xi Wu

LUISS University - Department of Economics and Finance, University of Rochester - Simon Business School, Yale UniversityYale University - Cowles Foundation and University of California, Berkeley - Haas School of Business

Downloads 138 (437,282)

Abstract:

25.

Optimal Taxation with Homeownership and Wealth Inequality

Downloads 136 (455,820)

2

Optimal Taxation with Homeownership and Wealth Inequality

Number of pages: 50 Posted: 03 Dec 2019 Last Revised: 14 Sep 2020

Nicola Borri and Pietro Reichlin

LUISS University - Department of Economics and Finance and Luiss Guido Carli University - Department of Economics and Finance

Downloads 136 (457,339)

Abstract:

Optimal Taxation with Homeownership and Wealth Inequality

CEPR Discussion Paper No. DP14144

Number of pages: 54 Posted: 04 Dec 2019

Nicola Borri and Pietro Reichlin

LUISS University - Department of Economics and Finance and Luiss Guido Carli University - Department of Economics and Finance

Downloads 0

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Abstract:

26.

Systemic Risk in the Italian Banking Sector

Number of pages: 18 Posted: 30 Jan 2015

Nicola Borri, Giorgio Di Giorgio, Marianna Caccavaio and Alberto Maria Sorrentino

LUISS University - Department of Economics and Finance, Luiss Guido Carli University - Department of Economics and Finance, Bank of Italy and University of Rome II - Faculty of Economics

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Citation 1

Abstract:

27.

Redistributive Taxation with Skill Biased Technologies

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1

Redistributive Taxation with Skill Biased Technologies

Number of pages: 37 Posted: 09 Feb 2022

Nicola Borri and Pietro Reichlin

LUISS University - Department of Economics and Finance and Luiss Guido Carli University - Department of Economics and Finance

Downloads 100 (563,227)

Abstract:

28.

Financial Intermediaries’ Asset–Liability Dependency and Low-Interest-Rate Environment: Evidence from EU Life Insurers

Journal of Financial Management, Markets and Institutions, Vol. 7, No. 1 (2019)

Number of pages: 25 Posted: 22 Feb 2021

Domenico Curcio, Nicola Borri, Rosaria Cerrone and Rosa Cocozza

University of Naples Federico II, LUISS University - Department of Economics and Finance, University of Salerno Department of Management and Innovation Systems and University of Naples Federico II - Faculty of Economics

Downloads 78 (649,299)

Abstract:

29.

The 'Great Lockdown': Inactive Workers and Mortality by COVID-19

CESifo Working Paper No. 8584

Number of pages: 50 Posted: 02 Oct 2020

Nicola Borri, Francesco Drago, Chiara Santantonio and Francesco Sobbrio

LUISS University - Department of Economics and Finance, University of Messina, CSEF & CEPR, Luiss University of Rome and University of Rome Tor Vergata - Department of Economics and Finance

Downloads 72 (678,278)

Citation 1

Abstract:

30.

The COVID-19 Challenge to European Financial Markets. Lessons from Italy

Number of pages: 12 Posted: 13 Aug 2020

Nicola Borri

LUISS University - Department of Economics and Finance

Downloads 72 (678,278)

Citation 2

Abstract:

31.

Forward Selection Fama-MacBeth Regression with Higher-Order Asset Pricing Factors

Number of pages: 53 Last Revised: 17 Mar 2025

Nicola Borri, Denis Chetverikov, Aleh Tsyvinski, Aleh Tsyvinski, Yukun Liu and Yukun Liu

LUISS University - Department of Economics and Finance, University of California, Los Angeles (UCLA) - Department of Economics, Yale UniversityYale University - Cowles Foundation, University of Rochester - Simon Business School and University of Rochester

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Nicola Borri

LUISS University - Department of Economics and Finance

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Scholarly Papers (31)

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One Factor to Bind the Cross-Section of Returns

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Wealth Taxes and Inequality

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The Housing Cost Disease

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Optimal Taxation with Homeownership and Wealth Inequality

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Other Papers (1)

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