Author Page for Massimo Sbracia

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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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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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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4.

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

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Citation 199

2

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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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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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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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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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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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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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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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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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

Alessandro Borin, Virginia Di Nino, Michele Mancini and Massimo Sbracia

Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy

Downloads 27 (486,051)

Citation 16

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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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14.

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

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Citation 70

2

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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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

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Massimo Sbracia

Bank of Italy

Head of the Editorial board of Temi di Discussione

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Scholarly Papers (14)

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

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A Primer on Financial Contagion

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

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

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