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Details about Alberto Plazzi

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Workplace:Istituto di Finanza (Institute of Finance), Facoltá di scienze economiche (Faculty of Economics), Universitá della Svizzera Italiana (USI) (University of Lugano), (more information at EDIRC)

Access statistics for papers by Alberto Plazzi.

Last updated 2020-08-07. Update your information in the RePEc Author Service.

Short-id: ppl114


Jump to Journal Articles Chapters

Working Papers

2020

  1. Birds of a Feather – Do Hedge Fund Managers Flock Together?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
  2. Does monetary policy impact international market co-movements?
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads

2019

  1. Dissecting the Yield Curve: The International Evidence
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
  2. Mind the (Convergence) Gap: Bond Predictability Strikes Back!
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
  3. What Constrains Liquidity Provision? Evidence From Hedge Fund Trades
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2013) Downloads View citations (3)

2018

  1. Inflation Risk Premia, Yield Volatility and Macro Factors
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (3)
    See also Journal Article in Journal of Financial Econometrics (2019)

2017

  1. Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
  2. Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads

2016

  1. A False Sense of Security: Why U.S. Banks Diversify and Does it Help?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
  2. Does Corporate Governance Matter? Evidence from the AGR Governance Rating
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
  3. Equity Is Cheap for Large Financial Institutions: The International Evidence
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (6)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2016) Downloads View citations (3)

2011

  1. Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (6)
  2. Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (4)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011) Downloads

2004

  1. 13-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate
    University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA Downloads View citations (1)

Journal Articles

2019

  1. Inflation Risk Premia, Yield Volatility, and Macro Factors
    Journal of Financial Econometrics, 2019, 17, (3), 397-431 Downloads
    See also Working Paper (2018)

2016

  1. Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry
    Journal of Finance, 2016, 71, (5), 2145-2192 Downloads View citations (18)

2010

  1. Expected Returns and Expected Growth in Rents of Commercial Real Estate
    Review of Financial Studies, 2010, 23, (9), 3469-3519 Downloads View citations (48)

2008

  1. The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations
    Real Estate Economics, 2008, 36, (3), 403-439 Downloads View citations (10)

2007

  1. Valuation in US Commercial Real Estate
    European Financial Management, 2007, 13, (3), 472-497 Downloads View citations (14)

Chapters

2013

  1. Forecasting Real Estate Prices
    Elsevier Downloads View citations (37)
 
Page updated 2020-09-30