Fausto Pacicco

LIUC - Università Cattaneo

Corso Matteotti

Castellanza (VA)

Italy

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 49,110

SSRN RANKINGS

Top 49,110

in Total Papers Downloads

824

SSRN CITATIONS

0

CROSSREF CITATIONS

1

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 683 (37,408)

Abstract:

Loading...

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 61 (357,185)
Citation 1

Abstract:

Loading...

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 35 (449,147)

Abstract:

Loading...

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

4.

Domo Arigato Gozaimasu: Economic Spillovers of Regional Tourism in Japan

Number of pages: 20 Posted: 03 May 2018
Niccolo' Comerio and Fausto Pacicco
LIUC - Università Cattaneo and LIUC - Università Cattaneo
Downloads 20 (527,004)

Abstract:

Loading...

Regional Tourism, Granger Causality, Japan, tourism-led growth hypothesis, economic-led tourism hypothesis

5.

'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 15 (556,453)

Abstract:

Loading...

6.

Play it Again! A Natural Experiment on Definitivity Avoidance

Number of pages: 42 Posted: 09 Aug 2019 Last Revised: 23 Sep 2019
University of Padua - Department of Economics, Stevens Institute of Technology - School of Business, LIUC - Università Cattaneo and Università Carlo Cattaneo (LIUC) - Institute of Economics
Downloads 10 (587,981)

Abstract:

Loading...

Prospect Theory; Natural experiment; Uncertainty