Fausto Pacicco

LIUC - Università Cattaneo

Corso Matteotti

Castellanza (VA)

Italy

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

1.

Running Event Studies Using Stata: The Estudy Command

Number of pages: 14 Posted: 06 Nov 2017
Fausto Pacicco, Luigi Vena and Andrea Venegoni
LIUC - Università Cattaneo, LIUC - Università Cattaneo and LIUC Università Cattaneo
Downloads 1,399 (15,469)

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estudy, event study, financial econometrics

2.

Full Disclosure and Financial Stability: How Does the Market Digest the Transparency Shock?

Number of pages: 46 Posted: 02 May 2016
Fausto Pacicco, Luigi Vena and Andrea Venegoni
LIUC - Università Cattaneo, LIUC - Università Cattaneo and LIUC Università Cattaneo
Downloads 65 (390,391)
Citation 1

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Disclosure Policy, Stress Test, State-Space Model, Market Reaction, Risk Assessment

3.

Market Reactions to ECB Policy Innovations: A Cross-Country Analysis

Number of pages: 17 Posted: 04 Mar 2017
Fausto Pacicco, Luigi Vena and Andrea Venegoni
LIUC - Università Cattaneo, LIUC - Università Cattaneo and LIUC Università Cattaneo
Downloads 39 (487,537)

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Monetary Policy Transmission, European Monetary Union, Financial Markets, Event Study

4.

'Nihon E Yokoso': An Inter-Prefectural Analysis of the Japanese Tourism Sector and Its Economic Spillovers

Number of pages: 18 Posted: 26 Apr 2019
Niccolo' Comerio and Fausto Pacicco
LIUC - Università Cattaneo and LIUC - Università Cattaneo
Downloads 26 (554,695)

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5.

Play it Again! A Natural Experiment on Definitivity Avoidance

Number of pages: 52 Posted: 09 Aug 2019 Last Revised: 29 Feb 2020
University of Padova - Department of Economics, Stevens Institute of Technology - School of Business, LIUC - Università Cattaneo and Università Carlo Cattaneo (LIUC) - Institute of Economics
Downloads 22 (580,105)

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Prospect Theory, Natural experiment, Uncertainty, Decision Avoidance, Behavioral Economics

6.

Macroprudential Supervision and Agents’ Information: What Stress Tests Really Tell the Markets

Number of pages: 40 Posted: 15 Jul 2020
Fausto Pacicco, Luigi Vena and Andrea Venegoni
LIUC - Università Cattaneo, LIUC - Università Cattaneo and LIUC Università Cattaneo
Downloads 10 (662,791)

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Disclosure Policy, Macro-prudential Supervision, Risk Assessment, Market Reaction, Stress Tests