Nicola Borri
Nicola Borri
Assistant Professor of Economics, LUISS University
Verified email at luiss.it - Homepage
TitleCited byYear
Sovereign risk premia
N Borri, A Verdelhan
1422011
Systemic risk in the European banking sector
N Borri, M Caccavaio, G Di Giorgio, AM Sorrentino
122012
The housing cost disease
N Borri, P Reichlin
Journal of Economic Dynamics and Control 87, 106-123, 2018
112018
Systemic risk in the Italian banking industry
N Borri, M Caccavaio, GD Giorgio, AM Sorrentino
Economic Notes: Review of Banking, Finance and Monetary Economics 43 (1), 21-38, 2014
112014
Local Currency Systemic Risk
N Borri
Emerging Markets Review 34 (C), 111-123, 2018
72018
Conditional Tail-Risk in Cryptocurrency Markets
N Borri
Journal of Empirical Finance, 2018
52018
Cryptomarket Discounts
N Borri, K Shakhnov
42018
Limited Participation and Local Currency Sovereign Debt
N Borri, K Shakhnov
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2978127, 2017
32017
Redenomination-Risk Spillovers in the Eurozone
N Borri
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3244471, 2018
22018
The Performance of Market‐Timing Strategies of Italian Mutual Fund Investors
N Borri, A Cagnazzo
Economic Notes: Review of Banking, Finance and Monetary Economics 47 (1), 5-20, 2018
12018
The Cross-Section of Cryptocurrency Returns
N Borri, K Shakhnov
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3241485, 2018
12018
Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006)
N Borri, G Ragusa
Critical Finance Review 6 (2), 381-393, 2017
12017
I debiti sovrani nell’area Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio
B Nicola, R Filippo
12011
Wealth Taxes and Inequality
N Borri, P Reichlin
2018
Global Risk in Long-Term Sovereign Debt
N Borri, K Shakhnov
Available at SSRN 3083642, 2018
2018
A Bloomberg Terminal Primer
N Borri
2018
Life Insurers’ Asset-Liability Dependency and Low-Interest Rate Environment
N Borri, R Cerrone, R Cocozza, D Curcio
Mathematical and Statistical Methods for Actuarial Sciences and Finance, 185-189, 2018
2018
Limited Arbitrage in the Market for Local Currency Emerging Market Debt
K Shakhnov, N Borri
2017 Meeting Papers, 2017
2017
L'asset allocation in presenza di tassi di interesse negativi
B Nicola, EM Cervellati, C Domenico, F Antonio
I QUADERNI DI MINERVA BANCARIA, 9-114, 2016
2016
Risk premia in long-duration sovereign bonds
N Borri
Working Papers CASMEF, 2015
2015
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Articles 1–20