Details about Enrico Mallucci

Access statistics for papers by Enrico Mallucci.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: pma1979

Working Papers

2024

1. Sovereign Defaults at Home and Abroad
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2022

2. A Journey in the History of Sovereign Defaults on Domestic-Law Public Debt
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
   Also in Working Papers, European Stability Mechanism (2022) View citations (2)
   Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra (2021)

2021

3. A Journey in the History of Sovereign Defaults on Domestic Law Public Debt, Sovereign Histories
   Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra

2020

4. Avoiding Sovereign Default Contagion: A Normative Analysis
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2020) View citations (3)
   See also Journal Article Avoiding sovereign default contagion: A normative analysis, Journal of International Economics, Elsevier (2025) (2025)
5. Natural Disasters, Climate Change, and Sovereign Risk
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2020) View citations (2)
   See also Journal Article Natural disasters, climate change, and sovereign risk, Journal of International Economics, Elsevier (2022) View citations (7) (2022)
6. Sovereign Risk Matters: The Effects of Endogenous Default Risk on the Time-Varying Volatility of Interest Rate Spreads
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)

2019

7. Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
   See also Journal Article Differential treatment in the bond market: Sovereign risk and mutual fund portfolios, Journal of International Economics, Elsevier (2023) View citations (2) (2023)

2018

8. Selective Sovereign Defaults
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (21)

2015

9. Domestic Debt and Sovereign Defaults
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (16)
   See also Journal Article Domestic Debt and Sovereign Defaults, Journal of Money, Credit and Banking, Blackwell Publishing (2022) (2022)
10. What moves international stock and bond markets?
    Discussion Papers, Centre for Macroeconomics (CFM) View citations (6)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2015) View citations (6)
    Bank of England working papers, Bank of England (2015) View citations (6)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015) View citations (5)
    See also Journal Article What moves international stock and bond markets?, Journal of International Money and Finance, Elsevier (2016) View citations (20) (2016)

2011

11. The impact of the financial crisis on inter-bank funding: evidence from Italian balance sheet data
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (21)

Journal Articles

2025

1. Avoiding sovereign default contagion: A normative analysis
   Journal of International Economics, 2025, 154, (C)
   See also Working Paper Avoiding Sovereign Default Contagion: A Normative Analysis, FEDS Notes (2020) View citations (3) (2020)

2023

2. Differential treatment in the bond market: Sovereign risk and mutual fund portfolios
   Journal of International Economics, 2023, 145, (C) View citations (2)
   See also Working Paper Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios, International Finance Discussion Papers (2019) View citations (1) (2019)

2022

3. Domestic Debt and Sovereign Defaults
   Journal of Money, Credit and Banking, 2022, 54, (6), 1741-1775
   See also Working Paper Domestic Debt and Sovereign Defaults, International Finance Discussion Papers (2015) View citations (16) (2015)
4. Natural disasters, climate change, and sovereign risk
   Journal of International Economics, 2022, 139, (C) View citations (7)
   See also Working Paper Natural Disasters, Climate Change, and Sovereign Risk, FEDS Notes (2020) View citations (3) (2020)
5. Sovereign risk matters: Endogenous default risk and the time-varying volatility of interest rate spreads
   Journal of International Economics, 2022, 134, (C)

2016

6. What moves international stock and bond markets?
   Journal of International Money and Finance, 2016, 60, (C), 94-113 View citations (20)
   See also Working Paper What moves international stock and bond markets?, Discussion Papers (2015) View citations (6) (2015)