Roberto Perli

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

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SCHOLARLY PAPERS

7

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Scholarly Papers (7)

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1.

The Recent Behaviour of Financial Markets Volatility

Number of pages: 48 Posted: 18 Sep 2006
Fabio Panetta, Paolo Angelini, Roberto Perli, Michela Scatigna, Srichander Ramaswamy, Stefan Gerlach, Aviram Levy, Pinar Yesin and Giuseppe Grande
Bank of Italy, Bank of Italy, Board of Governors of the Federal Reserve System, Bank for International Settlements (BIS), Bank for International Settlements (BIS), Central Bank of Ireland, Bank of Italy, Swiss National Bank and Bank of Italy
Downloads 658 (77,969)

Abstract:

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financial volatility, risk taking, international financial markets

2.

Does Mortgage Hedging Amplify Movements in Long-Term Interest Rates?

Number of pages: 19 Posted: 30 Nov 2003
Brian P. Sack and Roberto Perli
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Board of Governors of the Federal Reserve System
Downloads 622 (83,686)
Citation 15

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Mortgage hedging, MBS, prepayment risk

3.

Financial Market Perceptions of Recession Risk

FEDS Working Paper No. 2007-57
Number of pages: 22 Posted: 04 Dec 2007
Thomas B. King, Andrew T. Levin and Roberto Perli
Federal Reserve Bank of Chicago, affiliation not provided to SSRN and Board of Governors of the Federal Reserve System
Downloads 374 (154,014)
Citation 18

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Recession forecasting, yield curve, term spread, credit spread

4.

Economic and Regulatory Capital Allocation for Revolving Retail Exposures

Number of pages: 23 Posted: 14 Dec 2003
Roberto Perli and William (Bill) I. Nayda
Board of Governors of the Federal Reserve System and Capital One Financial Corporation
Downloads 337 (172,438)
Citation 8

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Basel, capital allocation, credit risk, revolving retail exposure, one-factor risk rodels, multi-factor risk models

5.

The Recent Behaviour of Financial Market Volatility

Bank of Italy Occasional Paper No. 2
Number of pages: 48 Posted: 17 Sep 2007
Fabio Panetta, Paolo Angelini, Giuseppe Grande, Aviram Levy, Roberto Perli, Pinar Yesin, Stefan Gerlach, Srichander Ramaswamy and Michela Scatigna
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Board of Governors of the Federal Reserve System, Swiss National Bank, Central Bank of Ireland, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 299 (195,808)
Citation 11

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financial volatility, risk taking, international financial markets

6.

Financial Market Perceptions of Recession Risk

FEDS Working Paper No. 2007-57
Posted: 12 Jul 2021 Last Revised: 22 Jul 2021
Thomas B. King, Andrew T. Levin and Roberto Perli
affiliation not provided to SSRN, affiliation not provided to SSRN and Board of Governors of the Federal Reserve System

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7.

Persistence of Business Cycles in Multisector RBC Models

New York University WP 97-19
Posted: 02 Mar 1998
Jess Benhabib, Roberto Perli and Plutarchos Sakellaris
New York University - Leonard N. Stern School of Business - Department of Economics, Board of Governors of the Federal Reserve System and Athens University of Economics and Business

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