Details about Federico Calogero Nucera

Access statistics for papers by Federico Calogero Nucera.

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

Short-id: pnu74

Working Papers

2017

1. Do Negative Interest Rates Make Banks Less Safe?
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (45)
   Also in Working Paper Series, European Central Bank (2017) View citations (47)
   See also Journal Article Do negative interest rates make banks less safe?, Economics Letters, Elsevier (2017) View citations (45) (2017)

2016

2. The information in systemic risk rankings
   Working Paper Series, European Central Bank View citations (29)
   Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) View citations (6)
   See also Journal Article The information in systemic risk rankings, Journal of Empirical Finance, Elsevier (2016) View citations (26) (2016)

2013

3. Carry Trades and the Performance of Currency Hedge Funds
   Working Papers, Hong Kong Institute for Monetary Research View citations (5)
   See also Journal Article Carry trades and the performance of currency hedge funds, Journal of International Money and Finance, Elsevier (2013) View citations (4) (2013)

Journal Articles

2023

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

2022

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

2019

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

2017

4. Do negative interest rates make banks less safe?
   Economics Letters, 2017, 159, (C), 112-115 View citations (45)
   See also Working Paper Do Negative Interest Rates Make Banks Less Safe?, Tinbergen Institute Discussion Papers (2017) View citations (45) (2017)
5. Unemployment fluctuations and the predictability of currency returns
   Journal of Banking & Finance, 2017, 84, (C), 88-106 View citations (4)

2016

6. The information in systemic risk rankings
   Journal of Empirical Finance, 2016, 38, (PA), 461-475 View citations (26)
   See also Working Paper The information in systemic risk rankings, Working Paper Series (2016) View citations (29) (2016)

2014

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

2013

8. Carry trades and the performance of currency hedge funds
   Journal of International Money and Finance, 2013, 33, (C), 407-425 View citations (4)
   See also Working Paper Carry Trades and the Performance of Currency Hedge Funds, Working Papers (2013) View citations (5) (2013)

2012

9. 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) View citations (2)