Massimo Sbracia

Bank of Italy

Head of the Editorial board of Temi di Discussione

Via Nazionale 91

00184 Roma

Italy

  • Bank of Italy

    • Email
    • Tel: +39 06 4792 3860
    • Fax: +39 06 4792 4118
SCHOLARLY PAPERS

14

DOWNLOADS
Rank 18,256

SSRN RANKINGS

Top 18,256

in Total Papers Downloads

2,890

SSRN CITATIONS
Rank 977

SSRN RANKINGS

Top 977

in Total Papers Citations

166

CROSSREF CITATIONS

919

Scholarly Papers (14)

Actions:
Email selected abstracts
1.

Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test

Number of pages: 38 Posted: 27 Jun 2001
Giancarlo Corsetti, Marcello Pericoli and Massimo Sbracia
University of Cambridge, Bank of Italy and Bank of Italy
Downloads 928 (26,713)
Citation 4

Abstract:

Loading...

Contagion, financial crisis, correlation analysis

2.

The CAPM and the Risk Appetite Index: Theoretical Differences, Empirical Similarities, and Implementation Problems

Number of pages: 26 Posted: 16 Apr 2009 Last Revised: 14 May 2009
Marcello Pericoli and Massimo Sbracia
Bank of Italy and Bank of Italy
Downloads 453 (69,007)
Citation 198

Abstract:

Loading...

risk aversion, asset pricing, financial crisis

3.

The CAPM and the Risk Appetite Index: Theoretical Differences and Empirical Similarities

Bank of Italy Economic Research Paper No. 586
Number of pages: 36 Posted: 03 Mar 2005
Marcello Pericoli and Massimo Sbracia
Bank of Italy and Bank of Italy
Downloads 328 (100,418)
Citation 16

Abstract:

Loading...

CAPM, risk aversion

4.

Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion

Downloads 319 (103,582)
Citation 210

Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion

Journal of International Money and Finance, Vol. 24, 2005
Number of pages: 23 Posted: 05 Sep 2008
Giancarlo Corsetti, Marcello Pericoli and Massimo Sbracia
University of Cambridge, Bank of Italy and Bank of Italy
Downloads 283 (117,210)
Citation 4

Abstract:

Loading...

Contagion; Financial crisis; Factor model; Correlation analysis

Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion

Number of pages: 32 Posted: 09 May 2002
Giancarlo Corsetti, Marcello Pericoli and Massimo Sbracia
University of Cambridge, Bank of Italy and Bank of Italy
Downloads 36 (489,629)
Citation 16
  • Add to Cart

Abstract:

Loading...

Contagion, financial crisis, factor model, correlation analysis

5.

The Secular Stagnation Hypothesis: A Review of the Debate and Some Insights

Bank of Italy Occasional Paper No. 231
Number of pages: 50 Posted: 14 Feb 2015
Patrizio Pagano and Massimo Sbracia
Bank of Italy and Bank of Italy
Downloads 253 (132,440)
Citation 9

Abstract:

Loading...

secular stagnation, technological change, income inequality

6.

Real Exchange Rates, Trade, and Growth: Italy 1861-2011

Bank of Italy Economic History Working Paper No. 10
Number of pages: 69 Posted: 22 Mar 2013
Virginia Di Nino, Barry Eichengreen and Massimo Sbracia
Bank of Italy, University of California, Berkeley and Bank of Italy
Downloads 165 (196,901)
Citation 16

Abstract:

Loading...

currency misalignments, competitiveness, Italy, export, growth

7.

A New Indicator of Competitiveness for Italy and the Main Industrial and Emerging Countries

Number of pages: 40 Posted: 25 May 2006
Andrea Finicelli, Alessandra Liccardi and Massimo Sbracia
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 112 (266,984)
Citation 6

Abstract:

Loading...

Real Effective Exchange Rate, Entrepôt trade, Competitiveness

8.

Trade-Revealed TFP

Bank of Italy Temi di Discussione (Working Paper) No. 729
Number of pages: 33 Posted: 11 May 2010
Andrea Finicelli, Patrizio Pagano and Massimo Sbracia
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 92 (304,624)
Citation 32

Abstract:

Loading...

Multi-factor productivity, TFP measurement, Eaton-Kortum model

9.

Currency Crises and Uncertainty About Fundamentals

IMF Working Paper No. 02/3
Number of pages: 46 Posted: 30 Jan 2006
Alessandro Prati and Massimo Sbracia
International Monetary Fund (IMF) - Research Department, Deceased and Bank of Italy
Downloads 86 (317,784)

Abstract:

Loading...

Speculative attack, exchange rate crisis, public and private information

10.

Ricardian Selection

Bank of Italy Temi di Discussione (Working Paper) No. 728
Number of pages: 49 Posted: 11 May 2010
Andrea Finicelli, Patrizio Pagano and Massimo Sbracia
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 49 (425,450)
Citation 37

Abstract:

Loading...

selection effect, Eaton-Kortum model, international competition

11.

The Cyclicality of the Income Elasticity of Trade

Bank of Italy Temi di Discussione (Working Paper) No. 1126
Number of pages: 43 Posted: 22 Sep 2017
Alessandro Borin, Virginia Di Nino, Michele Mancini and Massimo Sbracia
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 29 (512,971)
Citation 16

Abstract:

Loading...

Global Trade, Trade Elasticity, Trade Forecasts, Trade Slowdown, International Business Cycle

12.

A Primer on Financial Contagion

Number of pages: 38 Posted: 25 Sep 2003
Marcello Pericoli and Massimo Sbracia
Bank of Italy and Bank of Italy
Downloads 29 (512,971)
Citation 12
  • Add to Cart

Abstract:

Loading...

13.

The Role of the Banking System in the International Transmission of Shocks

Number of pages: 28 Posted: 20 Sep 2003
Massimo Sbracia and Andrea Zaghini
Bank of Italy and Bank of Italy
Downloads 25 (535,759)
Citation 2
  • Add to Cart

Abstract:

Loading...

14.

Deconstructing the Gains from Trade: Selection of Industries vs. Reallocation of Workers

Downloads 22 (554,237)
Citation 70

Deconstructing the Gains from Trade: Selection of Industries vs. Reallocation of Workers

Bank of Italy Temi di Discussione (Working Paper) No. 1037
Number of pages: 38 Posted: 12 Feb 2016
Stefano Bolatto and Massimo Sbracia
University of Bologna - Department of Economics and Bank of Italy
Downloads 22 (572,202)
Citation 70

Abstract:

Loading...

comparative advantage, selection effect, reallocation effect

Deconstructing the Gains from Trade: Selection of Industries vs Reallocation of Workers

Review of International Economics, Vol. 24, Issue 2, pp. 344-363, 2016
Number of pages: 20 Posted: 05 Apr 2016
Stefano Bolatto and Massimo Sbracia
University of Bologna - Department of Economics and Bank of Italy
Downloads 0
  • Add to Cart

Abstract:

Loading...