Details about Nicola Borri

Access statistics for papers by Nicola Borri.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pbo330

Working Papers

2024

1. Inefficiencies of Carbon Trading Markets
   Papers, arXiv.org
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2024)
2. One Factor to Bind the Cross-Section of Returns
   Papers, arXiv.org
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2024)
   NBER Working Papers, National Bureau of Economic Research, Inc (2024)

2020

3. Online Appendix to "Optimal Taxation with Home Ownership and Wealth Inequality"
   Online Appendices, Review of Economic Dynamics View citations (2)
   See also Journal Article Optimal Taxation with Home Ownership and Wealth Inequality, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021) View citations (4) (2021)
4. Systemic Risk and the COVID Challenge in the European Banking Sector
   Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli View citations (1)
   See also Journal Article Systemic risk and the COVID challenge in the european banking sector, Journal of Banking & Finance, Elsevier (2022) View citations (26) (2022)
5. The "Great Lockdown": Inactive Workers and Mortality by Covid-19
   CESifo Working Paper Series, CESifo View citations (2)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (2)
   See also Journal Article The “Great Lockdown”: Inactive workers and mortality by Covid‐19, Health Economics, John Wiley & Sons, Ltd. (2021) (2021)

2019

6. Optimal Taxation with Homeownership and Wealth Inequality
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Optimal Taxation with Home Ownership and Wealth Inequality, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021) View citations (4) (2021)

2018

7. Wealth Taxes and Inequality
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)

2017

8. Limited Arbitrage in the Market for Local Currency Emerging Market Debt
   2017 Meeting Papers, Society for Economic Dynamics

2015

9. The Housing Cost Disease
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   See also Journal Article The housing cost disease, Journal of Economic Dynamics and Control, Elsevier (2018) View citations (19) (2018)

2012

10. Systemic Risk and the European Banking Sector
    Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli View citations (5)

2011

11. I debiti sovrani dell'area Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio
    Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli
    See also Journal Article I debiti sovrani nell'area Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio, Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo (2011) (2011)

2010

12. Sovereign Risk Premia
    2010 Meeting Papers, Society for Economic Dynamics View citations (67)

Undated

13. Risk premia in long-duration sovereign bonds
    Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli

Journal Articles

2023

1. Breakup and default risks in the great lockdown
   Journal of Banking & Finance, 2023, 147, (C) View citations (2)
2. Cryptomarket discounts
   Journal of International Money and Finance, 2023, 139, (C)

2022

3. Systemic risk and the COVID challenge in the european banking sector
   Journal of Banking & Finance, 2022, 140, (C) View citations (26)
   See also Working Paper Systemic Risk and the COVID Challenge in the European Banking Sector, Working Papers CASMEF (2020) View citations (1) (2020)
4. The Cross-Section of Cryptocurrency Returns
   (A simple estimation of bid-ask spreads from daily close, high, and low prices)
   The Review of Asset Pricing Studies, 2022, 12, (3), 667-705 View citations (16)

2021

5. Global Risk in Long-Term Sovereign Debt
   The Review of Asset Pricing Studies, 2021, 11, (3), 654-693 View citations (3)
6. Optimal Taxation with Home Ownership and Wealth Inequality
   Review of Economic Dynamics, 2021, 40, 64-84 View citations (4)
   See also Working Paper Online Appendix to "Optimal Taxation with Home Ownership and Wealth Inequality", Online Appendices (2020) View citations (2) (2020)
   Working Paper Optimal Taxation with Homeownership and Wealth Inequality, CEPR Discussion Papers (2019) (2019)
   Software Item Code and data files for "Optimal Taxation with Home Ownership and Wealth Inequality", Computer Codes (2020) (2020)
7. The “Great Lockdown”: Inactive workers and mortality by Covid‐19
   Health Economics, 2021, 30, (10), 2367-2382
   See also Working Paper The "Great Lockdown": Inactive Workers and Mortality by Covid-19, CESifo Working Paper Series (2020) View citations (2) (2020)

2020

8. Regulation spillovers across cryptocurrency markets
   Finance Research Letters, 2020, 36, (C) View citations (28)

2019

9. Conditional tail-risk in cryptocurrency markets
   Journal of Empirical Finance, 2019, 50, (C), 1-19 View citations (154)
10. FINANCIAL INTERMEDIARIES’ ASSET–LIABILITY DEPENDENCY AND LOW-INTEREST-RATE ENVIRONMENT: EVIDENCE FROM EU LIFE INSURERS
    Journal of Financial Management, Markets and Institutions (JFMMI), 2019, 07, (01), 1-25
11. Redenomination-risk spillovers in the Eurozone
    Economics Letters, 2019, 174, (C), 173-178 View citations (5)

2018

12. Local currency systemic risk
    Emerging Markets Review, 2018, 34, (C), 111-123 View citations (12)
13. The Performance of Market†Timing Strategies of Italian Mutual Fund Investors
    Economic Notes, 2018, 47, (1), 5-20 View citations (1)
14. The housing cost disease
    Journal of Economic Dynamics and Control, 2018, 87, (C), 106-123 View citations (19)
    See also Working Paper The Housing Cost Disease, CEPR Discussion Papers (2015) View citations (5) (2015)

2017

15. Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006)
    Critical Finance Review, 2017, 6, (2), 381-393 View citations (4)

2014

16. Systemic Risk in the Italian Banking Industry
    Economic Notes, 2014, 43, (1), 21-38 View citations (17)

2011

17. I debiti sovrani nell'area Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio
    Rivista Bancaria - Minerva Bancaria, 2011, (5-6)
    See also Working Paper I debiti sovrani dell'area Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio, Working Papers CASMEF (2011) (2011)

Software Items

2020

1. Code and data files for "Optimal Taxation with Home Ownership and Wealth Inequality"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Optimal Taxation with Home Ownership and Wealth Inequality, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021) View citations (4) (2021)