Maurizio Luisi

Independent

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affiliation not provided to SSRN

SCHOLARLY PAPERS

5

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6,350

CITATIONS
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Top 15,759

in Total Papers Citations

22

Scholarly Papers (5)

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1.

Distilling the Macroeconomic News Flow

Downloads 2,230 ( 5,824)
Citation 3

Distilling the Macroeconomic News Flow

Number of pages: 48 Posted: 20 Feb 2013 Last Revised: 21 Mar 2014
Alessandro Beber, Michael W. Brandt and Maurizio Luisi
Cass Business School, Duke University - Fuqua School of Business and Independentaffiliation not provided to SSRN
Downloads 2,208 (5,816)
Citation 3

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macroeconomic news, nowcasting, disagreement

Distilling the Macroeconomic News Flow

NBER Working Paper No. w19650
Number of pages: 47 Posted: 16 Nov 2013
Alessandro Beber, Michael W. Brandt and Maurizio Luisi
Cass Business School, Duke University - Fuqua School of Business and Independentaffiliation not provided to SSRN
Downloads 15 (558,873)
Citation 3

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Distilling the Macroeconomic News Flow

CEPR Discussion Paper No. DP9360
Number of pages: 46 Posted: 26 Feb 2013
Alessandro Beber, Michael W. Brandt and Maurizio Luisi
Cass Business School, Duke University - Fuqua School of Business and Independentaffiliation not provided to SSRN
Downloads 7 (611,137)
Citation 3
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disagreement., macroeconomic news, nowcasting

2.

Realized and Anticipated Macroeconomic Conditions Forecast Stock Returns

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Realized and Anticipated Macroeconomic Conditions Forecast Stock Returns

Number of pages: 48 Posted: 05 Mar 2013 Last Revised: 21 Nov 2014
Alessandro Beber, Michael W. Brandt and Maurizio Luisi
Cass Business School, Duke University - Fuqua School of Business and Independentaffiliation not provided to SSRN
Downloads 1,934 (7,281)

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stock market predictability, state of the economy, macroeconomic uncertainty

Economic Cycles and Expected Stock Returns

CEPR Discussion Paper No. DP9528
Number of pages: 50 Posted: 02 Jul 2013
Alessandro Beber, Michael W. Brandt and Maurizio Luisi
Cass Business School, Duke University - Fuqua School of Business and Independentaffiliation not provided to SSRN
Downloads 11 (584,877)
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macroeconomic uncertainty, state of the economy, stock market predictability

3.

Macro Factors in the Term Structure of Credit Spreads

BIS Working Paper No. 203
Number of pages: 68 Posted: 20 Sep 2007
Jeffery D. Amato and Maurizio Luisi
Goldman Sachs International and Independentaffiliation not provided to SSRN
Downloads 1,474 (11,609)
Citation 18

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corporate bonds, default intensity, event risk, risk premia, interest rate rule

4.

Eurozone Sovereign Yield Spreads and Diverging Economic Fundamentals

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Citation 1

Eurozone Sovereign Yield Spreads and Diverging Economic Fundamentals

Number of pages: 39 Posted: 20 Jun 2013 Last Revised: 23 Nov 2014
Alessandro Beber, Michael W. Brandt and Maurizio Luisi
Cass Business School, Duke University - Fuqua School of Business and Independentaffiliation not provided to SSRN
Downloads 695 (34,662)
Citation 1

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sovereign yield spread, real-time economic growth

Eurozone Sovereign Yield Spreads and Diverging Economic Fundamentals

CEPR Discussion Paper No. DP9538
Number of pages: 47 Posted: 09 Jul 2013
Alessandro Beber, Michael W. Brandt and Maurizio Luisi
Cass Business School, Duke University - Fuqua School of Business and Independentaffiliation not provided to SSRN
Downloads 6 (617,928)
Citation 1
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real-time economic growth, sovereign yield spread

5.

From Nowcasting to Newscasting: Exploring the Link Between News Flow Sentiment and the Economy

Posted: 07 Aug 2018
Maurizio Luisi
Independentaffiliation not provided to SSRN

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macroeconomic news, nowcasting, sentiments, newscasting, forecasting