Details about Nicola Borri

Access statistics for papers by Nicola Borri.

Last updated 2023-08-05. Update your information in the RePEc Author Service.

Short-id: pbo330

Working Papers

2020

1. Online Appendix to "Optimal Taxation with Home Ownership and Wealth Inequality"
   Online Appendices, Review of Economic Dynamics View citations (2)
   See also Journal Article in Review of Economic Dynamics (2021)
2. 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 in Journal of Banking & Finance (2022)
3. 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 in Health Economics (2021)

2019

4. Optimal Taxation with Homeownership and Wealth Inequality
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article in Review of Economic Dynamics (2021)

2018

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

2017

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

2015

7. The Housing Cost Disease
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   See also Journal Article in Journal of Economic Dynamics and Control (2018)

2012

8. Systemic Risk and the European Banking Sector
   Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli View citations (4)

2011

9. 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 in Rivista Bancaria - Minerva Bancaria (2011)

2010

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

Undated

11. 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)

2022

2. Systemic risk and the COVID challenge in the european banking sector
   Journal of Banking & Finance, 2022, 140, (C) View citations (3)
   See also Working Paper (2020)
3. 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 (2)

2021

4. Global Risk in Long-Term Sovereign Debt
   The Review of Asset Pricing Studies, 2021, 11, (3), 654-693 View citations (2)
5. Optimal Taxation with Home Ownership and Wealth Inequality
   Review of Economic Dynamics, 2021, 40, 64-84 View citations (3)
   See also Software Item (2020)
   Working Paper (2020)
   Working Paper (2019)
6. The “Great Lockdown”: Inactive workers and mortality by Covid‐19
   Health Economics, 2021, 30, (10), 2367-2382
   See also Working Paper (2020)

2020

7. Regulation spillovers across cryptocurrency markets
   Finance Research Letters, 2020, 36, (C) View citations (16)

2019

8. Conditional tail-risk in cryptocurrency markets
   Journal of Empirical Finance, 2019, 50, (C), 1-19 View citations (107)
9. 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
10. Redenomination-risk spillovers in the Eurozone
    Economics Letters, 2019, 174, (C), 173-178 View citations (4)

2018

11. Local currency systemic risk
    Emerging Markets Review, 2018, 34, (C), 111-123 View citations (9)
12. The Performance of Market†Timing Strategies of Italian Mutual Fund Investors
    Economic Notes, 2018, 47, (1), 5-20 View citations (1)
13. The housing cost disease
    Journal of Economic Dynamics and Control, 2018, 87, (C), 106-123 View citations (18)
    See also Working Paper (2015)

2017

14. Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006)
    Critical Finance Review, 2017, 6, (2), 381-393 View citations (3)

2014

15. Systemic Risk in the Italian Banking Industry
    Economic Notes, 2014, 43, (1), 21-38 View citations (14)

2011

16. 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 (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 in Review of Economic Dynamics (2021)