Roberto Steri

University of Luxembourg

Kirchberg, 6, rue Richard Coudenhove-Kalergi

Luxembourg

Luxembourg

http://https://sites.google.com/site/robertosteripersonalpage/

SCHOLARLY PAPERS

9

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3,665

SSRN CITATIONS
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SSRN RANKINGS

Top 11,708

in Total Papers Citations

38

CROSSREF CITATIONS

67

Scholarly Papers (9)

Rising Intangible Capital, Shrinking Debt Capacity, and the US Corporate Savings Glut

Journal of Finance, Forthcoming
Number of pages: 83 Posted: 26 Jun 2018 Last Revised: 24 Feb 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and University of Luxembourg
Downloads 831 (35,357)
Citation 12

Abstract:

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Intangible Assets, Debt Capacity, Risk Management, Corporate Cash Holdings

2.

Stressed Banks

Number of pages: 59 Posted: 08 Nov 2017 Last Revised: 02 Nov 2020
Diane Pierret and Roberto Steri
Universite du Luxembourg - Luxembourg School of Finance and University of Luxembourg
Downloads 767 (40,082)
Citation 2

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Financial Stability, Supervision, Capital Regulation, Dodd-Frank Act, Bank Profitability

3.

Levered Returns and Capital Structure Imbalances

Swiss Finance Institute Research Paper No. 18-36
Number of pages: 64 Posted: 24 Jan 2017 Last Revised: 15 May 2018
Filippo Ippolito, Roberto Steri and Claudio Tebaldi
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, University of Luxembourg and Bocconi University - CAREFIN - Centre for Applied Research in Finance
Downloads 465 (76,212)
Citation 2

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Leverage, Cross Section of Returns, Target Leverage, Dynamic Capital Structure, Financial Frictions

4.

Dynamic Corporate Liquidity

Number of pages: 65 Posted: 13 Mar 2013 Last Revised: 20 May 2017
Boris Nikolov, Lukas Schmid and Roberto Steri
University of Lausanne, University of Southern California - Marshall School of Business and University of Luxembourg
Downloads 464 (76,374)
Citation 15

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Corporate liquidity, cash, credit lines, debt capacity, leverage, corporate investment, hedging

5.

A Corporate Financing-Based Asset Pricing Model

Swiss Finance Institute Research Paper No. 18-46
Number of pages: 75 Posted: 19 Jun 2018
Roberto Steri
University of Luxembourg
Downloads 350 (105,784)

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Dynamic Contracting, Cross Section of Returns, Hedging, Capital Asset Pricing Model, Stochastic Discount Factor.

6.

The Sources of Financing Constraints

Swiss Finance Institute Research Paper No. 18-74, European Corporate Governance Institute – Finance Working Paper No. 641/2019
Number of pages: 75 Posted: 03 Dec 2018 Last Revised: 07 Dec 2019
Boris Nikolov, Lukas Schmid and Roberto Steri
University of Lausanne, University of Southern California - Marshall School of Business and University of Luxembourg
Downloads 338 (110,026)
Citation 7

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Financing constraints, financial frictions, moral hazard, limited enforcement, tradeoff, dynamic contracting, agency, structural estimation, empirical policy function estimation

7.

The Tortoise and the Snail: Reconciling the Evidence on Capital Structure Stability

Swiss Finance Institute Research Paper No. 17-59
Number of pages: 46 Posted: 02 Nov 2017 Last Revised: 15 May 2019
Filippo Ippolito, Stefano Sacchetto and Roberto Steri
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, IESE Business School and University of Luxembourg
Downloads 321 (116,396)

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target leverage, dynamic leverage adjustments, capital structure stability, leverage spikes

8.

The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during COVID-19

Number of pages: 63 Posted: 24 Nov 2020 Last Revised: 12 Apr 2021
Francois Koulischer, Diane Pierret and Roberto Steri
University of Luxembourg, Universite du Luxembourg - Luxembourg School of Finance and University of Luxembourg
Downloads 129 (269,225)

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corporate debt, debt overhang, guarantees, market failure, public interventions, market value

9.

Credit Market Equivalents and the Valuation of Private Firms

Posted: 16 Oct 2019
Indiana University - Kelley School of Business, University of Southern California - Marshall School of Business and University of Luxembourg

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private equity, stochastic discount factor, loan and corporate bond returns, secondary market trading, machine learning, portfolio company level PE data