Maurizio Luisi

Square Macro

Head of Research and Product Development

London

United Kingdom

affiliation not provided to SSRN

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 7,232

SSRN RANKINGS

Top 7,232

in Total Papers Downloads

8,745

SSRN CITATIONS
Rank 19,412

SSRN RANKINGS

Top 19,412

in Total Papers Citations

12

CROSSREF CITATIONS

41

Scholarly Papers (5)

1.
Downloads 3,153 ( 5,355)
Citation 10

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 Square Macro
Downloads 2,961 (5,853)
Citation 1

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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 Last Revised: 12 Mar 2022
Alessandro Beber, Michael W. Brandt and Maurizio Luisi
Cass Business School, Duke University - Fuqua School of Business and Square Macro
Downloads 185 (224,575)
Citation 1

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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 Square Macro
Downloads 7 (841,140)
Citation 4
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disagreement., macroeconomic news, nowcasting

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 Square Macro
Downloads 2,641 (6,988)
Citation 2

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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 Square Macro
Downloads 11 (800,049)
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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 Square Macro
Downloads 2,180 (9,670)
Citation 23

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

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 Square Macro
Downloads 754 (46,382)
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 Square Macro
Downloads 6 (851,591)
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real-time economic growth, sovereign yield spread

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macroeconomic news, nowcasting, sentiments, newscasting, forecasting