Claudia Guagliano

European Securities and Markets Authority (ESMA)

Paris, 75007

France

  • European Securities and Markets Authority (ESMA)

SCHOLARLY PAPERS

8

DOWNLOADS

751

TOTAL CITATIONS

2

Scholarly Papers (8)

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1.

Equity Funds and Derivatives: Evidence from Linked Fund-Trade Data

ESMA Working Paper, No. 2, 2021
Number of pages: 51 Posted: 18 Feb 2021
Daniel Bias, Claudia Guagliano, Martin Haferkorn, Martin Haferkorn, Michael Haimann and Christoph Kaserer
Owen Graduate School of Management at Vanderbilt University, European Securities and Markets Authority (ESMA), Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA), Technische Universität München (TUM) and Technische Universität München (TUM)
Downloads 126 (443,448)

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UCITS funds, derivatives trading, fund families, flows, risks

2.

The Impact of Financial Analyst Reports on Small Caps Prices in Italy

CONSOB Working Paper No. 73
Number of pages: 38 Posted: 03 Feb 2013
Claudia Guagliano, Nadia Linciano and Concetta Magistro Contento
European Securities and Markets Authority (ESMA), Commissione Nazionale per le Societa e la Borsa (CONSOB) and Commissione Nazionale per le Società e la Borsa (CONSOB)
Downloads 121 (457,375)

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financial analyst recommendation, initiation of coverage, market efficiency, event study, insider trading regulation

3.

Use of Credit Default Swaps by UCITS Funds: Evidence from EU Regulatory Data

ESRB: Working Paper Series No. 2019/95
Number of pages: 42 Posted: 05 Nov 2020
Achim Braunsteffer, Claudia Guagliano, Oisin Kenny and Julien Mazzacurati
European Systemic Risk Board, European Securities and Markets Authority (ESMA), Central Bank of Ireland and European Securities and Markets Authority
Downloads 115 (475,444)
Citation 1

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credit default swaps, derivatives, investment funds, synthetic leverage

4.

Financial Architecture and the Source of Growth. International Evidence on Technological Change

CONSOB Working Papers No. 78
Number of pages: 54 Posted: 02 Aug 2014 Last Revised: 04 Sep 2014
Luca Giordano and Claudia Guagliano
IOSCO (International Organization of Securities Commissions) and European Securities and Markets Authority (ESMA)
Downloads 103 (515,299)
Citation 1

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financial structure, economic growth, technological change, stochastic frontier analysis (SFA), total factor productivity (TFP)

5.

The Impact of Financial Architecture on Technical Innovation

Applied Economics and Finance, Vol. 3, No 3, August 2016
Number of pages: 25 Posted: 28 May 2016 Last Revised: 15 Jun 2016
Luca Giordano and Claudia Guagliano
IOSCO (International Organization of Securities Commissions) and European Securities and Markets Authority (ESMA)
Downloads 91 (558,789)

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financial structure, economic growth, technological change, stochastic frontier analysis (SFA), total factor productivity (TFP)

6.

Real-Time Evaluation of GDP in Some Eurozone Countries

CONSOB Working Papers No. 77
Number of pages: 36 Posted: 26 Jun 2014
Claudia Guagliano and Cristiano Mantovani
European Securities and Markets Authority (ESMA) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Downloads 90 (562,508)

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Business Cycles, Output Growth, Time Series

7.

Collateral Scarcity Premia in Euro Area Repo Markets

ESRB: Working Paper Series 2017/55
Number of pages: 38 Posted: 05 Nov 2020 Last Revised: 18 Nov 2021
Massimo Ferrari, Claudia Guagliano and Julien Mazzacurati
European Securities and Markets Authority, European Securities and Markets Authority (ESMA) and European Securities and Markets Authority
Downloads 78 (617,001)

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collateral, collateral reuse, negative interest rates, quantitative easing, repos, securities lending, short selling, specialness

8.

Collateral Scarcity Premia in Euro Area Repo Markets

ECB Working Paper No. 2017/55
Number of pages: 38 Posted: 08 Oct 2021
Claudia Guagliano and Julien Mazzacurati
European Securities and Markets Authority (ESMA) and European Securities and Markets Authority
Downloads 27 (942,461)

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collateral, collateral reuse, negative interest rates, quantitative easing, repos, securities lending, short selling, specialness