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Details about Federico Calogero Nucera

Homepage:https://sites.google.com/site/ecofinucera/
Workplace:Banca d'Italia (Bank of Italy), (more information at EDIRC)

Access statistics for papers by Federico Calogero Nucera.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pnu74


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Working Papers

2017

  1. Do Negative Interest Rates Make Banks Less Safe?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (42)
    Also in Working Paper Series, European Central Bank (2017) Downloads View citations (44)

    See also Journal Article Do negative interest rates make banks less safe?, Economics Letters, Elsevier (2017) Downloads View citations (42) (2017)

2016

  1. The information in systemic risk rankings
    Working Paper Series, European Central Bank Downloads View citations (27)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) Downloads View citations (6)

    See also Journal Article The information in systemic risk rankings, Journal of Empirical Finance, Elsevier (2016) Downloads View citations (26) (2016)

2013

  1. Carry Trades and the Performance of Currency Hedge Funds
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (4)
    See also Journal Article Carry trades and the performance of currency hedge funds, Journal of International Money and Finance, Elsevier (2013) Downloads View citations (4) (2013)

Journal Articles

2023

  1. Inflation Expectations, the Phillips Curve, and Stock Prices
    FRBSF Economic Letter, 2023, 2023, (24), 6 Downloads

2022

  1. The impact of volatility scaling on factor portfolio performance and factor timing
    Journal of Asset Management, 2022, 23, (6), 522-533 Downloads

2019

  1. Can Hedge Funds Time the Market?
    International Review of Finance, 2019, 19, (2), 459-469 Downloads View citations (1)

2017

  1. Do negative interest rates make banks less safe?
    Economics Letters, 2017, 159, (C), 112-115 Downloads View citations (42)
    See also Working Paper Do Negative Interest Rates Make Banks Less Safe?, Tinbergen Institute Discussion Papers (2017) Downloads View citations (42) (2017)
  2. Unemployment fluctuations and the predictability of currency returns
    Journal of Banking & Finance, 2017, 84, (C), 88-106 Downloads View citations (3)

2016

  1. The information in systemic risk rankings
    Journal of Empirical Finance, 2016, 38, (PA), 461-475 Downloads View citations (26)
    See also Working Paper The information in systemic risk rankings, Working Paper Series (2016) Downloads View citations (27) (2016)

2014

  1. How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison
    Economic Notes, 2014, 43, (1), 1-19 Downloads View citations (1)

2013

  1. Carry trades and the performance of currency hedge funds
    Journal of International Money and Finance, 2013, 33, (C), 407-425 Downloads View citations (4)
    See also Working Paper Carry Trades and the Performance of Currency Hedge Funds, Working Papers (2013) Downloads View citations (4) (2013)

2012

  1. The co-movement between sovereign and bank credit risk during the financial crisis: the case of the Euro Area
    Rivista Bancaria - Minerva Bancaria, 2012, (6) Downloads View citations (2)
 
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