Roberto Steri

University of Luxembourg

Kirchberg, 6, rue Richard Coudenhove-Kalergi

Luxembourg

Luxembourg

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

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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Top 11,938

in Total Papers Citations

27

CROSSREF CITATIONS

66

Scholarly Papers (8)

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

Number of pages: 78 Posted: 26 Jun 2018 Last Revised: 24 Mar 2020
Board of Governors of the Federal Reserve System, Georgia State University, Board of Governors of the Federal Reserve System and University of Luxembourg
Downloads 477 (65,614)
Citation 8

Abstract:

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

2.

Stressed Banks

Number of pages: 65 Posted: 08 Nov 2017 Last Revised: 12 Oct 2020
Diane Pierret and Roberto Steri
Universite du Luxembourg - Luxembourg School of Finance and University of Luxembourg
Downloads 690 (41,241)
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 432 (74,762)
Citation 3

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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 423 (76,641)
Citation 12

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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 331 (101,617)

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

6.

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 299 (113,569)

Abstract:

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

7.

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 256 (134,697)
Citation 4

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

8.

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