Gianluigi Ferrucci

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

6

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Top 14,836

in Total Papers Downloads

3,250

SSRN CITATIONS
Rank 8,227

SSRN RANKINGS

Top 8,227

in Total Papers Citations

50

CROSSREF CITATIONS

68

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 1,210 (16,420)
Citation 58

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 1,068 (19,803)
Citation 65

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 532 (51,628)

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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 277 (110,751)

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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 100 (267,190)

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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 63 (350,871)
Citation 1

Abstract:

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