default author photo

Giovanni Pagliardi

BI Norwegian Business School

Associate Professor

Nydalsveien 37

Oslo, 0442

Norway

  • BI Norwegian Business School

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 47,469

SSRN RANKINGS

Top 47,469

in Total Papers Downloads

2,649

TOTAL CITATIONS

7

Ideas:
“  Asset Pricing, Political Risk  ”

  • BI Norwegian Business School

Scholarly Papers (7)

Actions:
Email selected abstracts
1.

Political risk everywhere

Number of pages: 101 Posted: 17 Jan 2024 Last Revised: 16 Sep 2025
Vito D. Gala, Giovanni Pagliardi, Ivan Shaliastovich and Stavros A. Zenios
University of Chicago - Booth School of Business, BI Norwegian Business School, University of Wisconsin-Madison and Durham University Business School
Downloads 798 (79,760)
Citation 1

Abstract:

Loading...

Political risk, international equities, bonds, FX, asset pricing.

2.

Global Political Risk and International Stock Returns

Journal of Empirical Finance (2023), Vol. 72, pp.78-102.
Number of pages: 71 Posted: 13 Sep 2018 Last Revised: 20 Aug 2023
Vito D. Gala, Giovanni Pagliardi and Stavros A. Zenios
University of Chicago - Booth School of Business, BI Norwegian Business School and Durham University Business School
Downloads 675 (97,378)
Citation 3

Abstract:

Loading...

political uncertainty, policy uncertainty, international stock markets, asset pricing.

3.

Hedging Political Risk in International Equity Portfolios

Number of pages: 60 Posted: 24 Jul 2021 Last Revised: 28 Sep 2024
Giovanni Pagliardi, Somayyeh Lotfi, Efstathios Paparoditis and Stavros A. Zenios
BI Norwegian Business School, University of Cyprus - Department of Accounting and Finance, University of Cyprus - Department of Mathematics and Statistics and Durham University Business School
Downloads 401 (184,665)
Citation 1

Abstract:

Loading...

Hedging, political risk, international diversification, equities markets, conditional Value-at-Risk, portfolio optimization.

4.

Price Pressure Around Unconventional Monetary and Fiscal Policies

Number of pages: 91 Posted: 11 Mar 2024 Last Revised: 14 Nov 2025
Giovanni Pagliardi and Richard Priestley
BI Norwegian Business School and Norwegian Business School
Downloads 234 (333,232)

Abstract:

Loading...

Unconventional monetary policy, quantitative easing, return predictability, fiscal simulus, economic growth, wealth inequality, monetary aggregates

5.

Is political risk a threat to sovereign debt sustainability?

Number of pages: 68 Posted: 06 Sep 2024 Last Revised: 28 Feb 2025
Samantha Ajovalasit, Andrea Consiglio, Giovanni Pagliardi and Stavros A. Zenios
- Department of Economics, Business and Statistics, - d/SEAS, BI Norwegian Business School and Durham University Business School
Downloads 202 (382,358)

Abstract:

Loading...

Debt management, debt sustainability analysis, government stability, growth, political risk, reforms E52, E62, F30, F34, G15, G18, H62, H63, H68

6.

International Stock Market Co-Movements and Politics-Related Risks

Number of pages: 72 Posted: 25 Mar 2019
Giovanni Pagliardi and Patrice Poncet
BI Norwegian Business School and ESSEC Business School
Downloads 182 (426,635)
Citation 1

Abstract:

Loading...

international stock markets, political risk, economic policy risk, pairs trading, predictive regressions, CDS spreads, abnormal returns

7.

Tail Relation between Return and Volume in the US Stock Market: An Analysis Based on Extreme Value Theory

Number of pages: 18 Posted: 08 Jul 2016
François Longin and Giovanni Pagliardi
ESSEC Business School and BI Norwegian Business School
Downloads 157 (474,889)
Citation 1

Abstract:

Loading...

extreme value theory, peaks-over-threshold method, return-volume dependence, stock market volatility, extreme correlation