Details about Fausto Pacicco

Access statistics for papers by Fausto Pacicco.

Last updated 2023-09-09. Update your information in the RePEc Author Service.

Short-id: ppa1199

Working Papers

2019

1. Play it again! A Natural Experiment on Reversibility Bias
   "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"

2017

2. A proposal for a micro-territorial well-being index: the WIT
   LIUC Papers in Economics, Cattaneo University (LIUC)
   See also Journal Article A proposal for a micro-territorial well-being index: the WIT, RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica (2018) View citations (1) (2018)
3. Full disclosure and financial stability: how does the market digest the transparency shock?
   LIUC Papers in Economics, Cattaneo University (LIUC)
4. Market Reactions to ECB Policy Innovations: A Cross-Country Analysis
   LIUC Papers in Economics, Cattaneo University (LIUC)
   See also Journal Article Market reactions to ECB policy innovations: A cross-country analysis, Journal of International Money and Finance, Elsevier (2019) View citations (9) (2019)

Journal Articles

2022

1. The Euro Area credit crunch conundrum: Was it demand or supply driven?
   Economic Modelling, 2022, 106, (C)

2021

2. From common to firm-specific event dates: A new version of the estudy command
   Stata Journal, 2021, 21, (1), 141-151 View citations (1)
3. MACROPRUDENTIAL SUPERVISION AND AGENTS’ INFORMATION: WHAT STRESS TESTS REALLY TELL THE MARKETS
   Journal of Financial Management, Markets and Institutions (JFMMI), 2021, 09, (02), 1-32
4. Thank you for your staying! An analysis of the economic impact of tourism in Japanese prefectures
   Current Issues in Tourism, 2021, 24, (12), 1721-1734 View citations (1)

2020

5. An analysis of sub-national tourism in Japan: Tourist and economic spillovers and their determinants
   Annals of Tourism Research, 2020, 85, (C)
6. Communication and financial supervision: How does disclosure affect market stability?
   Journal of Empirical Finance, 2020, 57, (C), 1-15 View citations (1)

2019

7. Market reactions to ECB policy innovations: A cross-country analysis
   Journal of International Money and Finance, 2019, 91, (C), 126-137 View citations (9)
   See also Working Paper Market Reactions to ECB Policy Innovations: A Cross-Country Analysis, LIUC Papers in Economics (2017) (2017)

2018

8. A proposal for a micro-territorial well-being index: the WIT
   RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, 2018, 72, (3), 77-99 View citations (1)
   See also Working Paper A proposal for a micro-territorial well-being index: the WIT, LIUC Papers in Economics (2017) (2017)
9. Event study estimations using Stata: The estudy command
   Stata Journal, 2018, 18, (2), 461-476 View citations (13)

Software Items

2021

1. ESTUDY: Stata module to perform an event study
   Statistical Software Components, Boston College Department of Economics