Pierangelo De Pace

Pomona College - Department of Economics

Assistant Professor of Economics

425 N College Avenue

Carnegie Building, Room 205

Claremont, CA 91711

United States

http://sites.google.com/site/pierangelodepace/

SCHOLARLY PAPERS

15

DOWNLOADS

994

SSRN CITATIONS
Rank 41,945

SSRN RANKINGS

Top 41,945

in Total Papers Citations

9

CROSSREF CITATIONS

8

Scholarly Papers (15)

1.

How Did the Financial Crisis Alter the Correlations of U.S. Yield Spreads?

FRB of St. Louis Working Paper No. 2013-005D
Number of pages: 50 Posted: 01 Feb 2013 Last Revised: 06 Mar 2014
Silvio Contessi, Pierangelo De Pace and Massimo Guidolin
Monash Business School - Department of Banking and Finance, Pomona College - Department of Economics and Bocconi University - Department of Finance
Downloads 118 (281,602)
Citation 4

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economic research; yield spreads; correlations; breakpoint tests; nonparametric bootstrap; credit; risk; liquidity risk

2.

Co-Movement of Major Commodity Price Returns: Time-Series Assessment

World Bank Policy Research Working Paper No. 6845
Number of pages: 38 Posted: 20 Apr 2016
Francesca de Nicola, Pierangelo De Pace and Manuel A. Hernandez
World Bank, Pomona College - Department of Economics and International Food Policy Research Institute (IFPRI)
Downloads 115 (286,785)

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Crops and Crop Management Systems, Energy Production and Transportation, Markets and Market Access, Emerging Markets, Food & Beverage Industry

3.

The Time-Varying Leading Properties of the High Yield Spread in the United States

Number of pages: 32 Posted: 10 Oct 2012 Last Revised: 19 Sep 2013
Pierangelo De Pace and Kyle Weber
Pomona College - Department of Economics and Columbia Business School - Economics Department
Downloads 92 (332,966)
Citation 2

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forecasting, high yield spread, leading properties, term spread, time variation

4.

High Yield Spreads, Real Economic Activity, and the Financial Accelerator

Number of pages: 12 Posted: 21 Mar 2013 Last Revised: 15 Oct 2013
Pierangelo De Pace and Kyle Weber
Pomona College - Department of Economics and Columbia Business School - Economics Department
Downloads 91 (335,278)

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High Yield Spreads, Leading Properties, Financial Accelerator

5.

GDP Growth Predictions Through the Yield Spread. Time-Variation and Structural Breaks

Number of pages: 39 Posted: 09 May 2009 Last Revised: 29 Mar 2011
Pierangelo De Pace
Pomona College - Department of Economics
Downloads 91 (335,278)
Citation 1

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Real-Time Data, Term Spread, TVP Models, Structural Breaks

6.

The Cyclical Properties of Disaggregated Capital Flows

Federal Reserve Bank of St. Louis Working Paper No. 2008-041D
Number of pages: 46 Posted: 06 Nov 2008 Last Revised: 16 Jun 2012
Silvio Contessi, Pierangelo De Pace and Johanna Francis
Monash Business School - Department of Banking and Finance, Pomona College - Department of Economics and Fordham University
Downloads 89 (339,978)
Citation 2

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Capital Flows, International Business Cycles, Second Moments

7.

Currency Union, Free-Trade Areas, and Business Cycle Synchronization

Number of pages: 40 Posted: 11 Oct 2008 Last Revised: 25 Apr 2011
Pierangelo De Pace
Pomona College - Department of Economics
Downloads 89 (339,978)
Citation 5

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Cycle Synchronization, Hypothesis Testing, Bootstrap Methods

8.

Co-Movement of Major Commodity Price Returns: A Time-Series Assessment

IFPRI Discussion Paper 01354
Number of pages: 44 Posted: 22 Aug 2014
Francesca de Nicola, Pierangelo De Pace and Manuel A. Hernandez
World Bank, Pomona College - Department of Economics and International Food Policy Research Institute (IFPRI)
Downloads 61 (419,577)

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co-movement, Commodities, Economic models, markets, Prices, time-series models

9.

An Enlarged Economic and Monetary Union: Effects and Policy Implications

Number of pages: 35 Posted: 28 Aug 2007
Carlo Altomonte and Pierangelo De Pace
Bocconi University - Department of Policy Analysis and Public Management and Pomona College - Department of Economics
Downloads 58 (429,963)

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time-series models, European Monetary Union, monetary policy

The (Non-)Resiliency of Foreign Direct Investment in the United States During the 2007-2009 Financial Crisis

Number of pages: 29 Posted: 09 Feb 2012 Last Revised: 26 Mar 2012
Silvio Contessi and Pierangelo De Pace
Monash Business School - Department of Banking and Finance and Pomona College - Department of Economics
Downloads 32 (555,367)

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Capital Flows, Financial Crisis, FDI, Cost of Finance

The (Non-)Resiliency of Foreign Direct Investment in the United States During the 2007-2009 Financial Crisis

Federal Reserve Bank of St. Louis Working Paper No. 2011-037B
Number of pages: 30 Posted: 12 Apr 2012
Silvio Contessi and Pierangelo De Pace
Monash Business School - Department of Banking and Finance and Pomona College - Department of Economics
Downloads 22 (621,481)
Citation 2

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Capital Flows, Financial Crisis, FDI, Cost of Finance

11.

Comovement and Instability in Cryptocurrency Markets

Number of pages: 46 Posted: 02 Feb 2020 Last Revised: 07 Jul 2020
Pierangelo De Pace and Jayant Rao
Pomona College - Department of Economics and affiliation not provided to SSRN
Downloads 52 (452,012)

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Asset Pricing, Cryptocurrencies, Comovement, NVT Ratio, Mild Explosiveness

12.

Do European Capital Flows Comove?

Federal Reserve Bank of St. Louis Working Paper No. 2008-042B
Number of pages: 28 Posted: 06 Nov 2008 Last Revised: 26 May 2009
Silvio Contessi and Pierangelo De Pace
Monash Business School - Department of Banking and Finance and Pomona College - Department of Economics
Downloads 40 (502,303)
Citation 1

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capital flows volatility, foreign direct investment, foreign portfolio investment, uniform spacings, group effects

13.

Mildly Explosive Dynamics in U.S. Fixed Income Markets

Globalization and Monetary Policy Institute Working Paper No. 324
Number of pages: 32 Posted: 07 Sep 2017 Last Revised: 29 Apr 2020
Silvio Contessi, Pierangelo De Pace and Massimo Guidolin
Monash Business School - Department of Banking and Finance, Pomona College - Department of Economics and Bocconi University - Department of Finance
Downloads 30 (552,493)

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Finance, investment analysis, fixed income markets, yield spreads, mildly explosive behavior

14.

Changes in the Second-Moment Properties of Disaggregated Capital Flows

FRB of St. Louis Working Paper No. 2010-020B
Number of pages: 12 Posted: 17 Jul 2010 Last Revised: 30 Mar 2011
Silvio Contessi, Pierangelo De Pace and Johanna Francis
Monash Business School - Department of Banking and Finance, Pomona College - Department of Economics and Fordham University
Downloads 14 (657,815)

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Capital Flows, International Business Cycles

15.

(Non‐)Resiliency of Foreign Direct Investment in the United States During the 2007–2009 Financial Crisis

Pacific Economic Review, Vol. 17, Issue 3, pp. 368-390, 2012
Number of pages: 23 Posted: 23 Aug 2012
Silvio Contessi and Pierangelo De Pace
Monash Business School - Department of Banking and Finance and Pomona College - Department of Economics
Downloads 0 (781,931)
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