Massimo Sbracia

Bank of Italy

Head of the Editorial board of Temi di Discussione

Via Nazionale 91

00184 Roma

Italy

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 17,306

SSRN RANKINGS

Top 17,306

in Total Papers Downloads

2,783

SSRN CITATIONS
Rank 849

SSRN RANKINGS

Top 849

in Total Papers Citations

140

CROSSREF CITATIONS

920

Scholarly Papers (14)

1.

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

Yale Economic Growth Center Discussion Paper No. 822
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 901 (25,413)
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 435 (66,299)
Citation 199

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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 316 (95,966)
Citation 16

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CAPM, risk aversion

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 273 (111,774)
Citation 5

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Contagion; Financial crisis; Factor model; Correlation analysis

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

CEPR Discussion Paper No. 3310
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 (454,156)
Citation 7
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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 244 (126,186)
Citation 6

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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 143 (204,707)
Citation 15

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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 (246,757)
Citation 5

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Real Effective Exchange Rate, EntrepĂ´t 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 90 (285,870)
Citation 32

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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 (294,163)

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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 48 (398,036)
Citation 37

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selection effect, Eaton-Kortum model, international competition

11.

A Primer on Financial Contagion

Journal of Economic Surveys, Vol. 17, pp. 571-608, September 2003
Number of pages: 38 Posted: 25 Sep 2003
Marcello Pericoli and Massimo Sbracia
Bank of Italy and Bank of Italy
Downloads 29 (475,698)
Citation 6
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12.

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
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 27 (486,051)
Citation 16

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

13.

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

The World Economy, Vol. 26, pp. 727-754, May 2003
Number of pages: 28 Posted: 20 Sep 2003
Massimo Sbracia and Andrea Zaghini
Bank of Italy and Bank of Italy
Downloads 25 (496,932)
Citation 2
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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 18 (557,058)
Citation 70

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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
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