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Massimo Sbracia

Bank of Italy

Head of the Editorial board of Temi di Discussione

Via Nazionale 91

00184 Roma

Italy

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SCHOLARLY PAPERS

12

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TOTAL CITATIONS
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Top 3,273

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313

Scholarly Papers (12)

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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
European University Institute, Bank of Italy and Bank of Italy
Downloads 1,188 (44,343)
Citation 3

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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 560 (122,214)

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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 454 (157,846)
Citation 18

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CAPM, risk aversion

4.

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 442 (162,966)
Citation 69

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currency misalignments, competitiveness, Italy, export, growth

5.

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

Downloads 435 (166,090)
Citation 41

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
European University Institute, Bank of Italy and Bank of Italy
Downloads 397 (182,649)
Citation 4

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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
European University Institute, Bank of Italy and Bank of Italy
Downloads 38 (1,238,337)
Citation 37
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Contagion, financial crisis, factor model, correlation analysis

6.

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 400 (183,054)
Citation 9

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secular stagnation, technological change, income inequality

7.

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 215 (354,560)

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Speculative attack, exchange rate crisis, public and private information

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 171 (440,151)
Citation 32

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

9.

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 150 (494,203)
Citation 6

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Real Effective Exchange Rate, Entrepôt trade, Competitiveness

10.

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 122 (588,531)
Citation 18

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

11.

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 107 (654,668)
Citation 47

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selection effect, Eaton-Kortum model, international competition

12.

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 46 (1,109,210)
Citation 70

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comparative advantage, selection effect, reallocation effect