Details about Fabrizio Casalin

Access statistics for papers by Fabrizio Casalin.

Last updated 2023-10-13. Update your information in the RePEc Author Service.

Short-id: pca1361

Working Papers

2022

1. Factor investing in Brazil: Diversifying across factor tilts and allocation strategies
   Post-Print, HAL
   See also Journal Article Factor investing in Brazil: Diversifying across factor tilts and allocation strategies, Emerging Markets Review, Elsevier (2022) View citations (1) (2022)

2021

2. Stock-flow adjustments and interest costs in public debt dynamics
   CRANEC - Working Papers del Centro di Ricerche in Analisi economica e sviluppo economico internazionale, Università Cattolica del Sacro Cuore, Centro di Ricerche in Analisi economica e sviluppo economico internazionale (CRANEC)

2020

3. Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries
   Post-Print, HAL View citations (1)
   See also Journal Article Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries, Journal of Financial Stability, Elsevier (2020) View citations (1) (2020)

2019

4. Information and reputation mechanisms in auctions of remanufactured goods
   Post-Print, HAL View citations (1)
   See also Journal Article Information and reputation mechanisms in auctions of remanufactured goods, International Journal of Industrial Organization, Elsevier (2019) View citations (1) (2019)
5. Public debt dynamics with tax revenue constraints
   Post-Print, HAL View citations (4)
   See also Journal Article Public debt dynamics with tax revenue constraints, Economic Modelling, Elsevier (2020) View citations (5) (2020)
6. Stock market integration between the UK and the US: Evidence over eight decades
   Post-Print, HAL View citations (8)
   See also Journal Article Stock market integration between the UK and the US: Evidence over eight decades, Global Finance Journal, Elsevier (2019) View citations (6) (2019)

2018

7. Trading European Central Bank rumours on the EUR-USD exchange rate market
   Post-Print, HAL

2010

8. The Diversification Benefits of Universal Banking
   Working Papers, University of Milano-Bicocca, Department of Economics

2009

9. Financial Market Volatility and Primary Placements
   Working Papers, University of Milano-Bicocca, Department of Economics View citations (1)
   See also Journal Article Financial market volatility and primary placements, Economics Letters, Elsevier (2009) View citations (1) (2009)

2007

10. Investment and External Finance: An Empirical Analysis
    Working Papers, University of Milano-Bicocca, Department of Economics
11. The Expectations Hypothesis of Term Structure of Interest Rates Revisited
    Working Papers, University of Milano-Bicocca, Department of Economics

Journal Articles

2023

1. Unconventional monetary policies and credit co-movement in the Eurozone
   Journal of International Financial Markets, Institutions and Money, 2023, 85, (C) View citations (3)

2022

2. Factor investing in Brazil: Diversifying across factor tilts and allocation strategies
   Emerging Markets Review, 2022, 52, (C) View citations (1)
   See also Working Paper Factor investing in Brazil: Diversifying across factor tilts and allocation strategies, Post-Print (2022) (2022)

2020

3. Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries
   Journal of Financial Stability, 2020, 49, (C) View citations (1)
   See also Working Paper Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries, Post-Print (2020) View citations (1) (2020)
4. Public debt dynamics with tax revenue constraints
   Economic Modelling, 2020, 90, (C), 501-515 View citations (5)
   See also Working Paper Public debt dynamics with tax revenue constraints, Post-Print (2019) View citations (4) (2019)

2019

5. Information and reputation mechanisms in auctions of remanufactured goods
   International Journal of Industrial Organization, 2019, 63, (C), 185-212 View citations (1)
   See also Working Paper Information and reputation mechanisms in auctions of remanufactured goods, Post-Print (2019) View citations (1) (2019)
6. Stock market integration between the UK and the US: Evidence over eight decades
   Global Finance Journal, 2019, 41, (C), 32-43 View citations (6)
   See also Working Paper Stock market integration between the UK and the US: Evidence over eight decades, Post-Print (2019) View citations (8) (2019)

2018

7. Determinants of holiday effects in mainland Chinese and Hong-Kong markets
   China Economic Review, 2018, 49, (C), 45-67 View citations (4)
8. The price-volume relationship for new and remanufactured smartphones
   International Journal of Production Economics, 2018, 199, (C), 78-94 View citations (6)

2017

9. Inventories and the concentration of suppliers and customers: Evidence from the Chinese manufacturing sector
   International Journal of Production Economics, 2017, 193, (C), 148-159 View citations (13)

2016

10. Size and power of tests based on Permanent-Transitory Component Models
    International Review of Financial Analysis, 2016, 47, (C), 142-153
11. The dynamic interrelation between external finance and bank credit
    Applied Economics, 2016, 48, (3), 243-259 View citations (2)

2015

12. Price determinants for remanufactured electronic products: a case study on eBay UK
    International Journal of Production Research, 2015, 53, (2), 572-589 View citations (15)

2014

13. Adjustment costs, financial frictions and aggregate investment
    Journal of Economics and Business, 2014, 75, (C), 60-79 View citations (4)

2013

14. Security issuance and the business cycle
    Economics Bulletin, 2013, 33, (3), 1751-1761 View citations (1)
15. Testing the expectations hypothesis of the term structure with permanent-transitory component models
    Journal of Banking & Finance, 2013, 37, (8), 3192-3203 View citations (3)

2009

16. Financial market volatility and primary placements
    Economics Letters, 2009, 105, (3), 284-286 View citations (1)
    See also Working Paper Financial Market Volatility and Primary Placements, Working Papers (2009) View citations (1) (2009)