Maurizio Luisi

Square Macro

Head of Research and Product Development

London

United Kingdom

affiliation not provided to SSRN

SCHOLARLY PAPERS

5

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8,745

SSRN CITATIONS
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SSRN RANKINGS

Top 19,412

in Total Papers Citations

12

CROSSREF CITATIONS

41

Scholarly Papers (5)

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1.

Distilling the Macroeconomic News Flow

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

2.

Realized and Anticipated Macroeconomic Conditions Forecast Stock Returns

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Citation 2

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
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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

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 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
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real-time economic growth, sovereign yield spread

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macroeconomic news, nowcasting, sentiments, newscasting, forecasting