Stefano Pegoraro

University of Notre Dame - Department of Finance

P.O. Box 399

Notre Dame, IN 46556-0399

United States

  • University of Notre Dame - Department of Finance

    • Email
    • Tel: 5746312240
    • Fax: 46556
SCHOLARLY PAPERS

8

DOWNLOADS

978

SSRN CITATIONS

8

CROSSREF CITATIONS

3

Scholarly Papers (8)

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1.

Incentives and Performance with Optimal Money Management Contracts

Journal of Political Economy, forthcoming
Number of pages: 49 Posted: 21 Nov 2019 Last Revised: 23 Feb 2023
Stefano Pegoraro
University of Notre Dame - Department of Finance
Downloads 272 (179,849)

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Dynamic contracts, managerial compensation, duality, dynamic programming, delegated investment

2.

Demand-Driven Bond Financing in the Euro Area

Downloads 248 (197,251)
Citation 3

Demand-Driven Bond Financing in the Euro Area

Number of pages: 60 Posted: 26 Mar 2021 Last Revised: 01 Sep 2022
Stefano Pegoraro and Mattia Montagna
University of Notre Dame - Department of Finance and European Central Bank (ECB)
Downloads 189 (254,089)
Citation 1

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Bond financing, market timing, capital structure, quantitative easing, CSPP

Issuance and Valuation of Corporate Bonds with Quantitative Easing

ECB Working Paper No. 2021/2520
Number of pages: 61 Posted: 05 Mar 2021
Stefano Pegoraro and Mattia Montagna
University of Notre Dame - Department of Finance and European Central Bank (ECB)
Downloads 59 (575,705)
Citation 4

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3.

Borrowing from a Bigtech Platform

Number of pages: 59 Posted: 21 Sep 2022 Last Revised: 23 Oct 2022
Jian Li and Stefano Pegoraro
Columbia University and University of Notre Dame - Department of Finance
Downloads 153 (304,942)

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Bigtech, platform, advantageous selection, welfare, credit rationing

4.

The Transmission Channels of Quantitative Easing: Evidence from the Cross-Section of Bond Prices and Issuance

Number of pages: 70 Posted: 26 Jul 2017 Last Revised: 06 Mar 2023
Stefano Pegoraro and Mattia Montagna
University of Notre Dame - Department of Finance and European Central Bank (ECB)
Downloads 128
Citation 1

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Market timing, corporate bonds, credit risk, capital structure, quantitative easing, CSPP, PSPP, transmission channels

5.

Defuse the Bomb: Rewiring Interbank Networks

LEM Papers Series 2015/16
Number of pages: 50 Posted: 11 Jun 2015
Matteo Chinazzi, Stefano Pegoraro and Giorgio Fagiolo
Northeastern University - Laboratory for the Modeling of Biological and Socio-Technical Systems (MOBS Lab), University of Notre Dame - Department of Finance and Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Downloads 112 (386,759)
Citation 7

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financial networks, systemic risk, contagion, regulation, network topology

6.

Risk Aversion with Nothing to Lose

Number of pages: 43 Posted: 23 Sep 2022 Last Revised: 09 Feb 2023
Stefano Pegoraro
University of Notre Dame - Department of Finance
Downloads 53 (594,990)

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Endogenous risk aversion, dynamic programming, distress

7.

Financial Intermediation and Flights to Safety

Number of pages: 49 Posted: 09 Sep 2022
Stefano Pegoraro
University of Notre Dame - Department of Finance
Downloads 12 (882,397)

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Intermediaries, flight to safety, dynamic game

8.

Financial Fragility and Contagion in Interbank Networks

Posted: 07 Apr 2013 Last Revised: 04 Nov 2019
Stefano Pegoraro
University of Notre Dame - Department of Finance

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Contagion, Systemic Risk, Financial Fragility, Financial Networks, Network Topology