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Details about Gianluca Mattarocci

E-mail:
Homepage:https://economia.uniroma2.it/faculty/102/mattarocci-gianluca
Phone:+390672595903
Postal address:University of Rome Tor Vergata School of Economics Department of Management and Law Address: Via Columbia 2 City: Rome - Italy ZIP code: 00133
Workplace:Dipartimento di Management e Diritto (Department of Management and Law), Facoltà di Economia (Faculty of Economics), Università degli Studi di Roma "Tor Vergata" (Tor Vergata University of Rome), (more information at EDIRC)

Access statistics for papers by Gianluca Mattarocci.

Last updated 2020-10-15. Update your information in the RePEc Author Service.

Short-id: pma381


Jump to Journal Articles Books Edited books

Working Papers

2019

  1. CW-REITS: A new asset class for the real estate industry?
    ERES, European Real Estate Society (ERES) Downloads
  2. Real estate funds specialized in the Italian hotel industry: a case study analysis
    ERES, European Real Estate Society (ERES) Downloads

2018

  1. Brownfield areas and housing value: Evidence from Milan
    ERES, European Real Estate Society (ERES) Downloads

2017

  1. Loss Given Default for residential real estate banks: Evidence from the Euro area
    ERES, European Real Estate Society (ERES) Downloads

2016

  1. Institutional Investors and Home Biased REITs
    ERES, European Real Estate Society (ERES) Downloads
  2. Peer to Peer lending and the European real estate market: evidence from UK
    ERES, European Real Estate Society (ERES) Downloads

2014

  1. Construction activity and real estate market trend: evidence from Albania
    ERES, European Real Estate Society (ERES) Downloads View citations (1)

2013

  1. Are Real Estate Banks More Affected by Real Estate Market Dynamics? Evidence from the Main European Countries
    ERES, European Real Estate Society (ERES) Downloads
  2. Performance of real estate investments
    ERES, European Real Estate Society (ERES) Downloads
  3. Tenant Features and their Impact on the Office Sector Rent: Evidence from Milan
    ERES, European Real Estate Society (ERES) Downloads

2012

  1. Investor attention for retail and institutional funds: a test on the real estate market
    ERES, European Real Estate Society (ERES) Downloads
  2. Landmark buildings and diversification opportunities in the residential market
    ERES, European Real Estate Society (ERES) Downloads
    See also Journal Article in International Journal of Housing Markets and Analysis (2016)

2011

  1. The Role of Risk Measuresí Choices in Ranking Reits: Evidence from the US Market
    ERES, European Real Estate Society (ERES) Downloads

2010

  1. LIQUIDITY RISK EXPOSURE FOR SPECIALIZED AND UNSPECIALIZED REAL ESTATE BANKS: EVIDENCES FROM THE ITALIAN MARKET
    ERES, European Real Estate Society (ERES) Downloads View citations (3)
  2. THE PERFORMANCE ATTRIBUTION OF THE ITALIAN REAL ESTATE FUNDS: THE ROLE OF INCOME RETURN AND CAPITAL GROWTH
    ERES, European Real Estate Society (ERES) Downloads
  3. THE RELEVANCE OF REAL ESTATE MARKET TRENDS FOR INVESTMENT PROPERTY FUNDS ASSET ALLOCATION: EVIDENCE FROM FRANCE, GERMANY, ITALY AND UNITED KINGDOM
    ERES, European Real Estate Society (ERES) Downloads
  4. THE ROLE OF RISK MEASURESí CHOICES IN RANKING REAL ESTATE FUNDS: EVIDENCE FROM THE ITALIAN MARKET
    ERES, European Real Estate Society (ERES) Downloads View citations (1)

2009

  1. Are Portfolio Diversification Criteria Useful for Hotel Investments?
    ERES, European Real Estate Society (ERES) Downloads

2008

  1. HOW TO RATE ITALIAN REAL ESTATE FUNDS
    ERES, European Real Estate Society (ERES) Downloads

2007

  1. Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Risk Diversification in a Real Estate Portfolio: Evidence from the Italian Market
    ERES, European Real Estate Society (ERES) Downloads View citations (2)
  3. The performance evaluation of hedge funds: a comparison of different approaches using European data
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2006

  1. Managing factoring in banking groups
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Market characteristics and chaos dynamics in stock markets: an international comparison
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2005

  1. Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2018

  1. Financing Decisions of REITs and the Switching Effect
    International Real Estate Review, 2018, 21, (3), 367-396 Downloads
  2. Multiple banking relationships and exposure at default: Evidence from the Italian market
    Journal of Financial Regulation and Compliance, 2018, 26, (1), 2-19 Downloads
  3. On-site and off-site supervision: new trends and best practices in the new Ssm framework
    BANCARIA, 2018, 12, 54-61 Downloads
  4. Real estate focused investments: the Health care sector in Italy
    BANCARIA, 2018, 4, 68-78 Downloads
  5. Residential mortgages, the real estate market, and economic growth: evidence from Europe
    Journal of Property Investment & Finance, 2018, 36, (6), 552-577 Downloads

2016

  1. Are Real Estate Banks More Affected by Real Estate Market Dynamics?
    International Real Estate Review, 2016, 19, (2), 151-170 Downloads View citations (2)
  2. Banking Group Features and Interbank Market Exposure: Evidence from the Main European Groups
    Journal of Financial Management, Markets and Institutions, 2016, (1), 43-70 Downloads
  3. Landmark buildings and diversification opportunities in the residential market
    International Journal of Housing Markets and Analysis, 2016, 9, (4), 429-445 Downloads
    See also Working Paper (2012)

2013

  1. Investor attention for retail and institutional investors: a test on the real estate market
    Journal of Property Investment & Finance, 2013, 31, (4), 314-328 Downloads
  2. Real estate funds’ performance in the Italian market
    BANCARIA, 2013, 02, 76-84 Downloads

2012

  1. The bank, between public and private
    BANCARIA, 2012, 10, 3-25 Downloads

2011

  1. Liquidity risk exposure for specialised and unspecialised real estate banks: Evidence from the Italian market
    Journal of Property Investment & Finance, 2011, 29, (2), 98-114 Downloads View citations (3)

2010

  1. La scelta della misura di rischio nella classificazione dei fondi immobiliari italiani
    ECONOMIA E DIRITTO DEL TERZIARIO, 2010, 2010/3, (3), 549-569 Downloads
  2. PREDICTORS OF NET TRADE CREDIT EXPOSURE: EVIDENCE FROM THE ITALIAN MARKET
    The International Journal of Business and Finance Research, 2010, 4, (4), 103-119 Downloads
  3. The relative importance of sector and regional factors in the hotel industry: Evidence from the Italian market
    Journal of Property Investment & Finance, 2010, 28, (3), 162-180 Downloads View citations (2)

2009

  1. The risk exposure of property cash flows: evidence from the italian market
    BANCARIA, 2009, 10, 47-63 Downloads

2007

  1. THE SELECTION OF THE DISCOUNT RATE IN ESTIMATING LOSS GIVEN DEFAULT
    Global Journal of Business Research, 2007, 1, (2), 15-33 Downloads

Books

2017

  1. Logistic Real Estate Investment and REITs in Europe
    Springer Books, Springer

2014

  1. Anomalies in the European REITs Market
    Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan

2013

  1. The Independence of Credit Rating Agencies
    Elsevier Monographs, Elsevier Downloads View citations (2)

Edited books

2013

  1. Asset Pricing, Real Estate and Public Finance over the Crisis
    Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan

2009

  1. New Drivers of Performance in a Changing Financial World
    Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan
 
Page updated 2020-11-24