Details about Stefano Lugo

Access statistics for papers by Stefano Lugo.

Last updated 2024-06-18. Update your information in the RePEc Author Service.

Short-id: plu270

Working Papers

2018

1. Detecting abnormal changes in credit default swap spreads using matching-portfolio models
   Post-Print, HAL View citations (4)
   See also Journal Article Detecting abnormal changes in credit default swap spreads using matching-portfolio models, Journal of Banking & Finance, Elsevier (2018) View citations (4) (2018)

2017

2. The Use of Debt by Sovereign Wealth Funds
   Post-Print, HAL
3. When central banks buy corporate bonds:: Target selection and impact of the European Corporate Sector Purchase Program
   Working Papers, Utrecht School of Economics View citations (10)
   See also Journal Article When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program, Journal of Financial Stability, Elsevier (2021) View citations (2) (2021)

2016

4. Do European Banks with a Covered Bond Program still issue Asset-Backed Securities for funding?
   Working Papers, Utrecht School of Economics

2014

5. The Effect of Sovereign Wealth Funds on the Credit Risk of their Portfolio Companies
   Post-Print, HAL View citations (24)
   See also Journal Article The effect of sovereign wealth funds on the credit risk of their portfolio companies, Journal of Corporate Finance, Elsevier (2014) View citations (27) (2014)

2013

6. Testing the Strategic Asset Allocation of Stabilization Sovereign Wealth Funds
   Post-Print, HAL View citations (7)
   See also Journal Article Testing the Strategic Asset Allocation of Stabilization Sovereign Wealth Funds, International Finance, Wiley Blackwell (2013) View citations (8) (2013)

Journal Articles

2023

1. Cost of monitoring and risk taking in the money market funds industry
   Journal of Financial Intermediation, 2023, 53, (C)

2021

2. Short-term debt catering
   Journal of Corporate Finance, 2021, 66, (C) View citations (4)
3. When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program
   Journal of Financial Stability, 2021, 54, (C) View citations (2)
   See also Working Paper When central banks buy corporate bonds:: Target selection and impact of the European Corporate Sector Purchase Program, Working Papers (2017) View citations (10) (2017)

2019

4. Insider ownership and the cost of debt capital: Evidence from bank loans
   International Review of Financial Analysis, 2019, 63, (C), 357-368 View citations (6)
5. The Relation between Corporate and Government Debt Maturity in Europe
   Journal of Financial and Quantitative Analysis, 2019, 54, (5), 2119-2140 View citations (12)

2018

6. Detecting abnormal changes in credit default swap spreads using matching-portfolio models
   Journal of Banking & Finance, 2018, 90, (C), 146-158 View citations (4)
   See also Working Paper Detecting abnormal changes in credit default swap spreads using matching-portfolio models, Post-Print (2018) View citations (4) (2018)
7. Do European banks with a covered bond program issue asset-backed securities for funding?
   Journal of International Money and Finance, 2018, 81, (C), 76-87 View citations (5)

2015

8. Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis
   Review of Finance, 2015, 19, (4), 1703-1731 View citations (32)

2014

9. Discretionary ratings and the pricing of subprime mortgage-backed securities
   Journal of Banking & Finance, 2014, 48, (C), 248-260 View citations (4)
10. The effect of sovereign wealth funds on the credit risk of their portfolio companies
    Journal of Corporate Finance, 2014, 27, (C), 21-35 View citations (27)
    See also Working Paper The Effect of Sovereign Wealth Funds on the Credit Risk of their Portfolio Companies, Post-Print (2014) View citations (24) (2014)

2013

11. Testing the Strategic Asset Allocation of Stabilization Sovereign Wealth Funds
    International Finance, 2013, 16, (1), 95-119 View citations (8)
    See also Working Paper Testing the Strategic Asset Allocation of Stabilization Sovereign Wealth Funds, Post-Print (2013) View citations (7) (2013)

2009

12. Fondi sovrani: opportunit?, minacce, speranze e illusioni
    ECONOMIA E POLITICA INDUSTRIALE, 2009, 36, (3), 133-158

Chapters

2024

1. Agency Issues in Managing Sovereign Wealth Funds
   Springer