Gianni De Nicolo

Johns Hopkins University - Carey Business School

100 International Drive

Baltimore, MD 21202

United States

CESifo (Center for Economic Studies and Ifo Institute)

Poschinger Str. 5

Munich, DE-81679

Germany

SCHOLARLY PAPERS

46

DOWNLOADS
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Top 3,777

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18,766

SSRN CITATIONS
Rank 1,827

SSRN RANKINGS

Top 1,827

in Total Papers Citations

478

CROSSREF CITATIONS

483

Scholarly Papers (46)

1.

Monetary Policy and Bank Risk Taking

Number of pages: 21 Posted: 08 Aug 2010
Johns Hopkins University - Carey Business School, International Monetary Fund (IMF) - Research Department, European Central Bank (ECB) and International Monetary Fund (IMF)
Downloads 2,173 (13,720)
Citation 30

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monetary policy, banking, leverage, risk

2.

Size, Charter Value and Risk in Banking: An International Perspective

Number of pages: 42 Posted: 10 Jul 2001
Gianni De Nicolo
Johns Hopkins University - Carey Business School
Downloads 1,534 (23,614)
Citation 36

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3.

Bank Risk-Taking and Competition Revisited: New Theory and New Evidence

IMF Working Paper No. 06/297
Number of pages: 51 Posted: 12 Jan 2007
John H. Boyd, Gianni De Nicolo and Abu M. Jalal
University of Minnesota - Twin Cities - Carlson School of Management, Johns Hopkins University - Carey Business School and University of Minnesota - Twin Cities - Department of Business Finance
Downloads 1,458 (25,460)
Citation 62

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Bank soundness, Competition, Profits, Asset management, Resource allocation, Risk management, Economic models

4.

Bank Ownership, Market Structure and Risk

IMF Working Paper No. 07/215
Number of pages: 46 Posted: 28 Nov 2007
Gianni De Nicolo and Elena Loukoianova
Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 908 (50,275)

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Working Paper, Banks, Corporate sector, Financial risk, Bankruptcy, Industrial structure

Systemic Risk and Financial Consolidation: Are They Related?

FEDS Discussion Paper No. 2001-33
Number of pages: 28 Posted: 28 Aug 2001
Myron L. Kwast and Gianni De Nicolo
Board of Governors of the Federal Reserve System and Johns Hopkins University - Carey Business School
Downloads 484 (111,581)
Citation 2

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Systemic risk, banks, consolidation

Systemic Risk and Financial Consolidation: Are They Related?

IMF Working Paper No. 02/55
Number of pages: 26 Posted: 09 Feb 2006
Gianni De Nicolo and Myron L. Kwast
Johns Hopkins University - Carey Business School and Board of Governors of the Federal Reserve System
Downloads 413 (134,628)
Citation 14

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Systemic risk, bank consolidation

6.

Bank Competition, Risk and Asset Allocations

IMF Working Paper No. 09/143
Number of pages: 36 Posted: 04 Aug 2009
Gianni De Nicolo, John H. Boyd and Abu M. Jalal
Johns Hopkins University - Carey Business School, Florida International University (FIU) - Department of Economics and affiliation not provided to SSRN
Downloads 714 (69,404)
Citation 1

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Asset management, Banking, Bankruptcy, Banks, Competition, Credit risk, Cross country analysis, Depositories, Economic models, Financial crisis, Time series, United States

7.

Bank Risk Taking and Competition Revisited

IMF Working Paper No. 03/114
Number of pages: 24 Posted: 29 Jan 2006
John H. Boyd and Gianni De Nicolo
University of Minnesota - Twin Cities - Carlson School of Management and Johns Hopkins University - Carey Business School
Downloads 651 (78,104)

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bank risk shifting, competition

8.

Banking Crises and Crisis Dating: Theory and Evidence

IMF Working Paper No. 09/141
Number of pages: 51 Posted: 04 Aug 2009
John H. Boyd, Gianni De Nicolo and Elena Loukoianova
Florida International University (FIU) - Department of Economics, Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 650 (78,272)

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Banking crisis, Banking sector, Banks, Cross country analysis, Deposit insurance, Economic models, External shocks, Financial crisis

9.

Corporate Governance Quality: Trends and Real Effects

IMF Working Paper No. 06/293
Number of pages: 43 Posted: 12 Jan 2007
Gianni De Nicolo, Luc Laeven and Kenichi Ueda
Johns Hopkins University - Carey Business School, European Central Bank (ECB) and University of Tokyo - Faculty of Economics
Downloads 617 (83,478)
Citation 3

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Governance, Transparency, Economic growth, Gross domestic product, Productivity, Investment

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

WBS Finance Group Research Paper No. 151
Number of pages: 51 Posted: 18 Feb 2011 Last Revised: 23 Dec 2019
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 268 (215,198)
Citation 3

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Capital requirements, liquidity requirements, Taxation of liabilities

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

European Banking Center Discussion Paper No. 2011-025, CentER Working Paper Series No. 2011-090, WBS Finance Group Research Paper No. 168
Number of pages: 51 Posted: 02 Sep 2011 Last Revised: 26 Dec 2019
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 121 (436,976)
Citation 2

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Capital requirements, liquidity requirements, taxation of liabilities

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

Bundesbank Discussion Paper No. 10/2012
Number of pages: 68 Posted: 21 Jun 2016
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 100 (503,785)
Citation 3

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Bank Regulation, Taxation, Dynamic Banking Model

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

WBS Finance Group Research Paper No. 173
Number of pages: 51 Posted: 11 Mar 2012 Last Revised: 26 Dec 2019
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 91 (540,371)
Citation 1

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Bank Regulation, Taxation, Dynamic Banking Model

11.
Downloads 538 (99,280)
Citation 15

Dollarization of the Banking System: Good or Bad?

Number of pages: 43 Posted: 20 Apr 2016
Gianni De Nicolo, Patrick Honohan, Patrick Honohan and Alain Ize
Johns Hopkins University - Carey Business School, Trinity College Dublin - Department of Economics and World Bank
Downloads 426 (129,888)
Citation 1

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Dollarization of the Banking System: Good or Bad?

IMF Working Paper No. 03/146
Number of pages: 44 Posted: 30 Jan 2006
Gianni De Nicolo, Patrick Honohan, Patrick Honohan and Alain Ize
Johns Hopkins University - Carey Business School, Trinity College Dublin - Department of Economics and World Bank
Downloads 112 (463,533)
Citation 2

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Dollarization, Financial Deepening, Financial Instability

12.

Aggregate Bank Capital and Credit Dynamics

Swiss Finance Institute Research Paper No. 16-42
Number of pages: 53 Posted: 30 Jun 2016
University of Zurich, University of Groningen, University of Toulouse Capitole - Toulouse School of Economics and Johns Hopkins University - Carey Business School
Downloads 517 (104,221)
Citation 22

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macro-model with a banking sector, aggregate bank capital, pecuniary externality, capital requirements

13.

Bank Consolidation, Internationalization, and Conglomeration: Trends and Implications for Financial Risk

IMF Working Paper No. 03/158
Number of pages: 45 Posted: 28 Jan 2006
Johns Hopkins University - Carey Business School, Independent, Independent and Independent
Downloads 506 (107,014)
Citation 11

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Bank Consolidation, Internationalization, Conglomeration, Financial Risk

14.

Microprudential Regulation in a Dynamic Model of Banking

Review of Financial Studies, Forthcoming, AEA 2014 Philadelphia Meeeting Paper, WBS Finance Group Research Paper No. 204
Number of pages: 57 Posted: 13 May 2013 Last Revised: 26 Dec 2019
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 487 (112,037)
Citation 39

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Bank Regulation, Dynamic Banking Model

Financial Intermediation, Competition, and Risk: A General Equilibrium Exposition

IMF Working Paper No. 09/105
Number of pages: 30 Posted: 01 Jun 2009
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 192 (296,550)

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Financial Intermediation, Competition, and Risk: A General Equilibrium Exposition

European Banking Center Discussion Paper No. 2010-19S, CentER Discussion Paper Series No. 2010-67S
Number of pages: 31 Posted: 07 Jul 2010
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 161 (347,057)
Citation 2

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General Equilibrium, Bank Competition, Market Power Rents, Risk

Financial Intermediation, Competition, and Risk: a General Equilibrium Exposition

Number of pages: 39 Posted: 19 Mar 2010
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 60 (682,950)

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General Equilibrium, Bank Competition, Market Power Rents, Risk

16.

Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing

Number of pages: 57 Posted: 19 Feb 2011 Last Revised: 03 Oct 2017
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 395 (143,116)
Citation 7

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Systemic Risks, Dynamic Factor Model, Quantile Auto-regressions, Density Forecasts

17.
Downloads 374 (152,141)
Citation 13

Forecasting Tail Risks

Journal of Applied Econometrics, Forthcoming
Number of pages: 43 Posted: 04 Nov 2015
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 238 (242,395)
Citation 7

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tail risks, density forecasts, factor models, quantile projections

Forecasting Tail Risks

CESifo Working Paper Series No. 5286
Number of pages: 47 Posted: 14 Apr 2015
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 136 (398,762)
Citation 7

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tail risks, density forecasts, factor models, quantile projections

18.
Downloads 335 (171,511)
Citation 7

Systemic Risks and the Macroeconomy

IMF Working Paper No. 10/29
Number of pages: 41 Posted: 22 Feb 2010
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 258 (223,616)

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Systemic Risks and the Macroeconomy

NBER Working Paper No. w16998
Number of pages: 52 Posted: 02 May 2011 Last Revised: 12 Jun 2023
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 77 (595,589)
Citation 1

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Global Liquidity, Risk Premiums and Growth Opportunities

CESifo Working Paper Series No. 2598
Number of pages: 38 Posted: 26 Mar 2009
Gianni De Nicolo and Iryna V. Ivaschenko
Johns Hopkins University - Carey Business School and International Monetary Fund (IMF) - Research Department
Downloads 206 (278,001)
Citation 1

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liquidity, risk premiums, growth opportunities

Global Liquidity, Risk Premiums and Growth Opportunities

IMF Working Paper No. 09/52
Number of pages: 35 Posted: 23 Mar 2009
Gianni De Nicolo and Iryna V. Ivaschenko
Johns Hopkins University - Carey Business School and International Monetary Fund (IMF) - Research Department
Downloads 104 (489,773)

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Working Papers

20.

Tail Risk-Managed Portfolios

Number of pages: 35 Posted: 10 Jan 2023 Last Revised: 30 May 2023
Gianni De Nicolo
Johns Hopkins University - Carey Business School
Downloads 306 (188,753)

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VaR, CVaR, Logit forecasts, Portfolio optimization

21.

Revisiting the Impact of Bank Capital Requirements on Lending and Real Activity

Number of pages: 37 Posted: 10 Nov 2015
Gianni De Nicolo
Johns Hopkins University - Carey Business School
Downloads 287 (201,875)
Citation 5

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bank capital, bank lending, real activity

22.

Economic Integration and Financial Stability: A European Perspective

IMF Working Paper No. 06/296
Number of pages: 30 Posted: 12 Jan 2007
Gianni De Nicolo and Alexander F. Tieman
Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 286 (202,601)
Citation 1

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Financial stability, Europe, European Union, Economic models

23.

Bank Market Power Rents and Risk: Theory and Measurement

Paolo Baffi Centre Research Paper No. 2010-73
Number of pages: 32 Posted: 14 Jul 2010 Last Revised: 20 Nov 2010
Gianni De Nicolo and Rima Turk-Ariss
Johns Hopkins University - Carey Business School and International Monetary Fund
Downloads 283 (204,807)
Citation 8

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24.

Financial Reforms, Financial Openness, and Corporate Borrowing: International Evidence

IMF Working Paper No. 07/186
Number of pages: 48 Posted: 23 Aug 2007
Senay Agca, Gianni De Nicolo and Enrica Detragiache
George Washington University - School of Business, Department of Finance, Johns Hopkins University - Carey Business School and International Monetary Fund (IMF) - European Department
Downloads 273 (212,561)

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Working Paper, Debt, International capital markets, Credit

25.

An Early Warning System for Tail Financial Risks

Number of pages: 30 Posted: 07 Mar 2018 Last Revised: 25 Mar 2021
Gianni De Nicolo
Johns Hopkins University - Carey Business School
Downloads 247 (234,725)
Citation 1

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Systemic Risks, VAR, Quantile Auto-regressions, Quantile curves

26.
Downloads 239 (242,449)
Citation 22

Externalities and Macroprudential Policy

IMF Working Paper No. SDN/12/05
Number of pages: 24 Posted: 13 Jun 2012
Johns Hopkins University - Carey Business School, HEC University of Lausanne and International Monetary FundEuropean Central Bank, Financial Research Division
Downloads 131 (410,912)
Citation 20

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Externalities, systemic risk, macroprudential policy

Externalities and Macroprudential Policy

Journal of Financial Perspectives, Vol. 2, No. 1, 2014
Number of pages: 16 Posted: 29 Nov 2017
Johns Hopkins University - Carey Business School, Board of Governors of the Federal Reserve System and International Monetary FundEuropean Central Bank, Financial Research Division
Downloads 108 (476,356)
Citation 1

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27.

Bank Competition, Asset Allocations and Risk of Failure: An Empirical Investigation

CESifo Working Paper Series No. 3198
Number of pages: 39 Posted: 08 Oct 2010
John H. Boyd, Gianni De Nicolo and Abu Jalal
University of Minnesota - Twin Cities - Carlson School of Management, Johns Hopkins University - Carey Business School and Suffolk University - Sawyer School of Management
Downloads 234 (247,432)
Citation 4

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28.
Downloads 231 (250,460)
Citation 1

The Long-Term Effects of Capital Requirements

Johns Hopkins Carey Business School Research Paper No. 21-03, Swiss Finance Institute Research Paper No. 21-52
Number of pages: 52 Posted: 14 Jun 2021 Last Revised: 06 Aug 2021
Johns Hopkins University - Carey Business School, University of Zurich, University of Groningen and University of Toulouse Capitole - Toulouse School of Economics
Downloads 166 (337,970)
Citation 1

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Bank capital requirements, credit crunch, systemic risk

The Long-Term Effects of Capital Requirements

CESifo Working Paper No. 9115
Number of pages: 51 Posted: 11 Jun 2021
Johns Hopkins University - Carey Business School, University of Zurich, University of Groningen and University of Toulouse Capitole - Toulouse School of Economics
Downloads 65 (655,076)

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29.

Technology Adoption, Market Structure, and the Cost of Bank Intermediation

Johns Hopkins Carey Business School Research Paper No. 21-12
Number of pages: 61 Posted: 24 Mar 2021 Last Revised: 09 Dec 2021
Johns Hopkins University - Carey Business School, International Monetary Fund (IMF), Johns Hopkins University - Carey Business School and University of Virginia
Downloads 230 (251,527)
Citation 5

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Banking, Cost of Finance, Financial Intermediation, Imperfect Competition, Productivity slowdown, Technology Adoption

30.

The Costs and Benefits of Bank Capital Requirements

Number of pages: 15 Posted: 03 Mar 2018
Gianni De Nicolo
Johns Hopkins University - Carey Business School
Downloads 196 (291,717)
Citation 1

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Bank Capital, Bank Lending, Real Activity, Costs, Benefits

31.

Monetary Disturbances Matter for Business Fluctuations in the G-7

Number of pages: 38 Posted: 01 Nov 2000
Fabio Canova and Gianni De Nicolo
BI Norwegian Business School and Johns Hopkins University - Carey Business School
Downloads 188 (302,945)
Citation 93

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structural shocks, business cycles, monetary disturbances, dynamic correlations

32.

Financial Development in the Cis-7 Countries: Bridging the Great Divide

IMF Working Paper No. 03/205
Number of pages: 20 Posted: 14 Feb 2006
Gianni De Nicolo, Sami Geadah and Dmitriy Rozhkov
Johns Hopkins University - Carey Business School, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 181 (313,348)

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Financial development, transition economies

33.

Financial Integration, Globalization, and Real Activity

CESifo Working Paper Series No. 3737
Number of pages: 40 Posted: 21 Feb 2012
Gianni De Nicolo and Luciana Juvenal
Johns Hopkins University - Carey Business School and Federal Reserve Bank of Saint Louis
Downloads 168 (334,693)
Citation 1

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financial integration, globalization, real activity

34.

Bank Risk and Bank Rents: The Franchise Value Hypothesis Reconsidered

Number of pages: 57 Posted: 06 Nov 2020 Last Revised: 21 Nov 2022
Gianni De Nicolo and Viktoriya Zotova
Johns Hopkins University - Carey Business School and Georgetown University - Department of Accounting and Business Law
Downloads 165 (339,878)

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Tobin Q, Bank Risk of Insolvency, Bank Rents

35.

Crises in Competitive Versus Monopolistic Banking Systems

IMF Working Paper No. 03/188
Number of pages: 39 Posted: 03 Feb 2006
John H. Boyd, Gianni De Nicolo and Bruce D. Smith
University of Minnesota - Twin Cities - Carlson School of Management, Johns Hopkins University - Carey Business School and University of Texas at Austin (Deceased)
Downloads 161 (347,108)
Citation 12

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Banking Crisis (Panic), Monetary General Equilibrium

36.

The Implications of Economic Integration for Financial Stability: A European Perspective

LAW AND ECONOMICS OF RISK IN FINANCE, Peter Nobel and Marina Gets, eds., pp. 95-100, Schulthess, Zürich, 2007, U. of St. Gallen Law & Economics Working Paper No. 2008-17
Number of pages: 7 Posted: 28 May 2008 Last Revised: 07 Aug 2008
Gianni De Nicolo
Johns Hopkins University - Carey Business School
Downloads 154 (360,288)
Citation 2

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financial integration, financial risk management, financial institutions, financial stability

37.

On the Sources of Business Cycles in the G-7

Universitat Pompeu Fabra Working Paper No. 459
Number of pages: 30 Posted: 06 Nov 2000
Fabio Canova and Gianni De Nicolo
BI Norwegian Business School and Johns Hopkins University - Carey Business School
Downloads 152 (364,116)
Citation 16

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structural shocks, business cycles, demand disturbances, dynamic correlations, impulse responses

38.

Financial Integration and Risk-Adjusted Growth Opportunities

IMF Working Paper No. 08/126
Number of pages: 26 Posted: 01 Jul 2008
Gianni De Nicolo and Iryna V. Ivaschenko
Johns Hopkins University - Carey Business School and International Monetary Fund (IMF) - Research Department
Downloads 147 (374,278)

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Working Paper, Economic integration, Developed countries, Developing countries, Globalization, Liquidity, Financial risk

39.

Bank Competition and Financial Stability: A General Equilibrium Exposition

CESifo Working Paper Series No. 4123
Number of pages: 34 Posted: 27 Feb 2013
Gianni De Nicolo and Marcella Lucchetta
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice
Downloads 129 (414,641)
Citation 1

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general equilibrium, bank competition, financial stability

40.

The Determinants of Banking Crises: A Reassessment

Number of pages: 28 Posted: 24 Jul 2015
John H. Boyd, Gianni De Nicolo and Tatiana Rodionova
University of Minnesota - Twin Cities - Carlson School of Management, Johns Hopkins University - Carey Business School and Odessa National Mechnikov University
Downloads 123 (429,813)
Citation 1

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Banking Crises, Systemic Bank Shocks

41.

Banking Crises and Crisis Dating: Theory and Evidence

CESifo Working Paper Series No. 3134
Number of pages: 46 Posted: 31 Jul 2010
John H. Boyd, Gianni De Nicolo and Elena Loukoianova
University of Minnesota - Twin Cities - Carlson School of Management, Johns Hopkins University - Carey Business School and European Bank for Reconstruction and Development
Downloads 104 (486,520)

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42.

Financial Integration, Globalization, Growth and Systemic Real Risk

Federal Reserve Bank of St. Louis Working Paper 2010-012D
Number of pages: 37 Posted: 14 Apr 2010 Last Revised: 23 Oct 2010
Gianni De Nicolo and Luciana Juvenal
Johns Hopkins University - Carey Business School and Federal Reserve Bank of Saint Louis
Downloads 94 (520,571)

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financial integration, growth, financial openness, financial development, equity market liquidity

43.

Banking Crises and Crisis Dating: Disentangling Shocks and Policy Responses

Number of pages: 27 Posted: 30 Apr 2018
John H. Boyd, Gianni De Nicolo and Tatiana Rodionova
University of Minnesota - Twin Cities - Carlson School of Management, Johns Hopkins University - Carey Business School and Odessa National Mechnikov University
Downloads 87 (546,560)
Citation 5

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Banking crises, bank fragility

44.

The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination

Number of pages: 52 Posted: 11 Oct 2001
Fabio Canova and Gianni De Nicolo
BI Norwegian Business School and Johns Hopkins University - Carey Business School
Downloads 44 (768,205)
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Calibration, consumption based CAPM, equity premium, model evaluation, risk free rate, term structure

45.

Did You Know that Monetary Disturbances Matter for Business Cycles Fluctuations? Evidence from the G-7 Countries

CEPR Discussion Paper Series No. 2028
Posted: 19 May 1999
Gianni De Nicolo and Fabio Canova
Johns Hopkins University - Carey Business School and BI Norwegian Business School

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46.

Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective

Universitat Pompeu Fabra Economics WP 203
Posted: 14 Apr 1997
Fabio Canova and Gianni De Nicolo
BI Norwegian Business School and Johns Hopkins University - Carey Business School

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