Ruggero Jappelli

Goethe University, Frankfurt

Mertonstrasse 17-25

Frankfurt am Main, D-60325

Germany

Leibniz Institute for Financial Research SAFE

(http://www.safe-frankfurt.de)

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

1,299

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (4)

The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times

Swiss Finance Institute Research Paper No. 21-30
Number of pages: 61 Posted: 14 Apr 2021 Last Revised: 02 Jun 2022
Ruggero Jappelli, Loriana Pelizzon and Alberto Plazzi
Goethe University, Frankfurt, Goethe University Frankfurt - Faculty of Economics and Business Administration and Universita' della Svizzera italiana
Downloads 462 (107,367)

Abstract:

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COVID-19, Credit Risk, Sovereign Risk, Fiscal Capacity, Public Guarantees

The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times

SAFE Working Paper No. 331
Number of pages: 68 Posted: 14 Dec 2021 Last Revised: 15 Mar 2022
Ruggero Jappelli, Loriana Pelizzon and Alberto Plazzi
Goethe University, Frankfurt, Goethe University Frankfurt - Faculty of Economics and Business Administration and Universita' della Svizzera italiana
Downloads 162 (313,324)
Citation 3

Abstract:

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COVID-19, Credit Risk, Sovereign Risk, Fiscal Capacity, Bailout

2.

Quantitative Easing, the Repo Market, and the Term Structure of Interest Rates

SAFE Working Paper No. 395
Number of pages: 70 Posted: 19 Jul 2023
Ruggero Jappelli, Marti G. Subrahmanyam and Loriana Pelizzon
Goethe University, Frankfurt, New York University (NYU) - Leonard N. Stern School of Business and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 288 (183,680)

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Term Structure of Interest Rates, Repo Specialness, Money Market, Quantita-tive Easing

3.

Price and Liquidity Discovery in European Sovereign Bonds and Futures

SAFE Working Paper No. 350
Number of pages: 39 Posted: 13 May 2022 Last Revised: 18 Jul 2022
Ruggero Jappelli, Konrad Lucke and Loriana Pelizzon
Goethe University, Frankfurt, Leibniz Institute for Financial Research SAFE and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 219 (239,641)

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Fixed Income, Limits to Arbitrage, Market Liquidity

4.

Liquidity Derivatives

SAFE Working Paper No. 358, 2022
Number of pages: 58 Posted: 13 Sep 2022 Last Revised: 28 Mar 2023
Matteo Bagnara and Ruggero Jappelli
Leibniz Institute for Financial Research SAFE and Goethe University, Frankfurt
Downloads 168 (303,710)

Abstract:

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Asset Pricing, Market Liquidity, Liquidity Risk