Gianluigi Ferrucci

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

6

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Top 15,704

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3,361

SSRN CITATIONS
Rank 7,967

SSRN RANKINGS

Top 7,967

in Total Papers Citations

76

CROSSREF CITATIONS

70

Scholarly Papers (6)

1.

Empirical Determinants of Emerging Market Economies' Sovereign Bond Spreads

Bank of England Working Paper No. 205
Number of pages: 38 Posted: 30 Sep 2004
Gianluigi Ferrucci
European Central Bank (ECB)
Downloads 1,263 (16,937)
Citation 64

Abstract:

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2.

Liquidity Risk and Contagion

Bank of England Working Paper Series No. 264
Number of pages: 31 Posted: 19 Oct 2005
Rodrigo Cifuentes, Gianluigi Ferrucci and Hyun Song Shin
Central Bank of Chile, European Central Bank (ECB) and Bank for International Settlements (BIS)
Downloads 1,093 (21,059)
Citation 92

Abstract:

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3.

The Sustainability of China's Exchange Rate Policy and Capital Account Liberalisation

ECB Occasional Paper No. 82
Number of pages: 64 Posted: 26 Jun 2008
Lorenzo Cappiello and Gianluigi Ferrucci
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 549 (54,289)

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China, exchange rate policy, international investment position, capital account liberalisation, institutions

4.

Saving Behaviour and Global Imbalances: The Role of Emerging Market Economies

ECB Working Paper No. 842
Number of pages: 47 Posted: 21 Dec 2007
Gianluigi Ferrucci and César Miralles-Cabrera
European Central Bank (ECB) and Grupo Banco Bilbao Vizcaya Argentaria (BBVA)
Downloads 283 (117,835)

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Private savings, global imbalances, panel error correction model, pooled mean group estimation, emerging economies

5.

Food Price Pass-Through in the Euro Area - The Role of Asymmetries and Non-Linearities

ECB Working Paper No. 1168
Number of pages: 35 Posted: 19 Apr 2010
Gianluigi Ferrucci, Rebeca Jiménez-Rodríguez and Luca Onorante
European Central Bank (ECB), University of Salamanca - Department of Economics and Economic History and European Central Bank (ECB)
Downloads 105 (279,306)

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food commodity prices, inflation, non-linearities, pass-through

6.

Determinants of Sub-Sovereign Bond Yield Spreads: The Role of Fiscal Fundamentals and Federal Bailout Expectations

ECB Working Paper No. 1987
Number of pages: 41 Posted: 03 Feb 2017
European Central Bank (ECB), European Central Bank (ECB), National Institute of Economic and Social Research and European Central Bank (ECB)
Downloads 68 (363,688)
Citation 1

Abstract:

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fiscal federalism, sub-national governments, sovereign bond spreads, government debt