Emilio Barucci

Politecnico di Milano - Department of Mathematics

Porfessor

Piazza Leonardo da Vinci

Milan, Milano 20100

Italy

SCHOLARLY PAPERS

9

DOWNLOADS
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Top 42,496

in Total Papers Downloads

972

CITATIONS
Rank 17,776

SSRN RANKINGS

Top 17,776

in Total Papers Citations

27

Scholarly Papers (9)

1.

Dynamic Capital Structure and the Contingent Capital Option

Number of pages: 38 Posted: 01 Oct 2010 Last Revised: 01 Apr 2017
Emilio Barucci and Luca Del Viva
Politecnico di Milano - Department of Mathematics and ESADE Business School
Downloads 372 (78,093)
Citation 15

Abstract:

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Contingent Capital, Dynamic Capital Structure, Leverage

2.

Is the Comprehensive Assessment Really Comprehensive?

Number of pages: 61 Posted: 21 Dec 2014
Emilio Barucci, Roberto Baviera and Carlo Milani
Politecnico di Milano - Department of Mathematics, Polytechnic University of Milan - Department of Mathematics and BEM Research
Downloads 193 (154,983)
Citation 4

Abstract:

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bank regulation, stress test, capital, sovereign risk, European Central Bank

3.

Countercyclical Contingent Capital

Number of pages: 56 Posted: 17 Apr 2011
Emilio Barucci and Luca Del Viva
Politecnico di Milano - Department of Mathematics and ESADE Business School
Downloads 159 (183,833)
Citation 7

Abstract:

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Countercyclical Contingent Capital, Convertible Bonds, Capital Structure, Leverage

4.

Does an Equity Holding Tax Help to Stabilize a VaR Regulated Financial Market?

Number of pages: 33 Posted: 26 Nov 2010 Last Revised: 03 Feb 2011
Emilio Barucci and Andrea Cosso
Politecnico di Milano - Department of Mathematics and Polytechnic University of Milan - Department of Mathematics
Downloads 61 (349,195)
Citation 1

Abstract:

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Equity Holding Tax, VaR, Financial Stability, Volatility

5.

Portfolio Choices and VaR Constraint with a Defaultable Asset

Number of pages: 27 Posted: 02 Feb 2011
Emilio Barucci and Andrea Cosso
Politecnico di Milano - Department of Mathematics and Polytechnic University of Milan - Department of Mathematics
Downloads 60 (352,074)
Citation 1

Abstract:

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VaR, Optimal Portfolio, Regulation, CEV

6.

Response to ESMA/2016/773: 'The Distributed Ledger Technology Applied to Securities Markets'

Number of pages: 8 Posted: 17 Nov 2018
Digital Gold Institute, Politecnico di Milano - Department of Mathematics, Polytechnic University of Milan - Department of Mathematics and Independent
Downloads 56 (364,067)
Citation 2

Abstract:

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Blockchain, DLT, Distributed Ledger Technology, Securities, Derivatives, Clearing, Bitcoin, ESMA

7.

The Effect of Bank Bailouts in the EU

Number of pages: 24 Posted: 14 Mar 2018 Last Revised: 22 Jul 2018
Emilio Barucci, Tommaso Colozza and Carlo Milani
Politecnico di Milano - Department of Mathematics, Polytechnic University of Milan - Department of Mathematics and BEM Research
Downloads 53 (373,451)
Citation 1

Abstract:

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State aids; bail-out; economic growth; financial stability

8.

European Financial Systems in the New Millennium: Convergence or Bubble?

Number of pages: 20 Posted: 01 Aug 2018
Emilio Barucci and Tommaso Colozza
Politecnico di Milano - Department of Mathematics and Polytechnic University of Milan - Department of Mathematics
Downloads 18 (526,478)

Abstract:

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Financial Systems, Convergence, Crisis, Leverage

9.

Fourier Volatility Forecasting with High Frequency Data and Microstructure Noise

Posted: 29 Sep 2009
Emilio Barucci, Davide Magno and Maria Elvira Mancino
Politecnico di Milano - Department of Mathematics, affiliation not provided to SSRN and University of Florence - Department of Economics and Management

Abstract:

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volatility estimator, forecasting, microstructure, Fourier analysis