Nicola Borri
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Nicola |
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Borri |
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Contact
Affiliations
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Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS)
/ Dipartimento di Economia e Finanza (DEF)
Research profile
author of:
- One Factor to Bind the Cross-Section of Returns
Papers, arXiv.org (2024)
by Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski
(ReDIF-paper, arx:papers:2404.08129) - Systemic Risk in the Italian Banking Industry
Economic Notes, Banca Monte dei Paschi di Siena SpA (2014)
by Nicola Borri & Marianna Caccavaio & Giorgio Di Giorgio & Alberto Maria Sorrentino
(ReDIF-article, bla:ecnote:v:43:y:2014:i:1:p:21-38) - The Performance of Market†Timing Strategies of Italian Mutual Fund Investors
Economic Notes, Banca Monte dei Paschi di Siena SpA (2018)
by Nicola Borri & Alberto Cagnazzo
(ReDIF-article, bla:ecnote:v:47:y:2018:i:1:p:5-20) - The "Great Lockdown": Inactive Workers and Mortality by Covid-19
CESifo Working Paper Series, CESifo (2020)
by Nicola Borri & Francesco Drago & Chiara Santantonio & Francesco Sobbrio
(ReDIF-paper, ces:ceswps:_8584) - The Housing Cost Disease
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
by Reichlin, Pietro & Borri, Nicola
(ReDIF-paper, cpr:ceprdp:10756) - Wealth Taxes and Inequality
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Reichlin, Pietro & Borri, Nicola
(ReDIF-paper, cpr:ceprdp:13067) - Optimal Taxation with Homeownership and Wealth Inequality
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
by Reichlin, Pietro & Borri, Nicola
(ReDIF-paper, cpr:ceprdp:14144) - The 'Great Lockdown': Inactive Workers and Mortality by Covid-19
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Drago, Francesco & Borri, Nicola & Santantonio, Chiara & Sobbrio, Francesco
(ReDIF-paper, cpr:ceprdp:15317) - One Factor to Bind the Cross-Section of Returns
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2024)
by Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski
(ReDIF-paper, cwl:cwldpp:2386) - The housing cost disease
Journal of Economic Dynamics and Control, Elsevier (2018)
by Borri, Nicola & Reichlin, Pietro
(ReDIF-article, eee:dyncon:v:87:y:2018:i:c:p:106-123) - Redenomination-risk spillovers in the Eurozone
Economics Letters, Elsevier (2019)
by Borri, Nicola
(ReDIF-article, eee:ecolet:v:174:y:2019:i:c:p:173-178) - Local currency systemic risk
Emerging Markets Review, Elsevier (2018)
by Borri, Nicola
(ReDIF-article, eee:ememar:v:34:y:2018:i:c:p:111-123) - Conditional tail-risk in cryptocurrency markets
Journal of Empirical Finance, Elsevier (2019)
by Borri, Nicola
(ReDIF-article, eee:empfin:v:50:y:2019:i:c:p:1-19) - Regulation spillovers across cryptocurrency markets
Finance Research Letters, Elsevier (2020)
by Borri, Nicola & Shakhnov, Kirill
(ReDIF-article, eee:finlet:v:36:y:2020:i:c:s1544612319307470) - Systemic risk and the COVID challenge in the european banking sector
Journal of Banking & Finance, Elsevier (2022)
by Borri, Nicola & Giorgio, Giorgio di
(ReDIF-article, eee:jbfina:v:140:y:2022:i:c:s0378426621000315) - Breakup and default risks in the great lockdown
Journal of Banking & Finance, Elsevier (2023)
by Bonaccolto, Giovanni & Borri, Nicola & Consiglio, Andrea
(ReDIF-article, eee:jbfina:v:147:y:2023:i:c:s0378426621002600) - Cryptomarket discounts
Journal of International Money and Finance, Elsevier (2023)
by Borri, Nicola & Shakhnov, Kirill
(ReDIF-article, eee:jimfin:v:139:y:2023:i:c:s026156062300164x) - I debiti sovrani dell'area Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio
Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli (2011)
by Nicola Borri & Filippo Russo
(ReDIF-paper, lui:casmef:1105) - Systemic Risk and the European Banking Sector
Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli (2012)
by Nicola Borri & Marianna Caccavaio & Giorgio Di Giorgio & Alberto Maria Sorrentino
(ReDIF-paper, lui:casmef:1211) - Risk premia in long-duration sovereign bonds
Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli ()
by Nicola Borri
(ReDIF-paper, lui:casmef:1501) - Systemic Risk and the COVID Challenge in the European Banking Sector
Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli (2020)
by Nicola Borri & Giorgio Di Giorgio
(ReDIF-paper, lui:casmef:2005) - One Factor to Bind the Cross-Section of Returns
NBER Working Papers, National Bureau of Economic Research, Inc (2024)
by Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski
(ReDIF-paper, nbr:nberwo:32365) - Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006)
Critical Finance Review, now publishers (2017)
by Borri, Nicola & Ragusa, Giuseppe
(ReDIF-article, now:jnlcfr:104.00000050) - Global Risk in Long-Term Sovereign Debt
The Review of Asset Pricing Studies, Society for Financial Studies (2021)
by Nicola Borri & Kirill Shakhnov
(ReDIF-article, oup:rasset:v:11:y:2021:i:3:p:654-693.) - The Cross-Section of Cryptocurrency Returns
[A simple estimation of bid-ask spreads from daily close, high, and low prices]
The Review of Asset Pricing Studies, Society for Financial Studies (2022)
by Nicola Borri & Kirill Shakhnov
(ReDIF-article, oup:rasset:v:12:y:2022:i:3:p:667-705.) - Online Appendix to "Optimal Taxation with Home Ownership and Wealth Inequality"
Online Appendices, Review of Economic Dynamics (2020)
by Nicola Borri & Pietro Reichlin
(ReDIF-paper, red:append:19-19) - Code and data files for "Optimal Taxation with Home Ownership and Wealth Inequality"
Computer Codes, Review of Economic Dynamics (2020)
by Nicola Borri & Pietro Reichlin
(ReDIF-software, red:ccodes:19-19) - Optimal Taxation with Home Ownership and Wealth Inequality
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021)
by Nicola Borri & Pietro Reichlin
(ReDIF-article, red:issued:19-19) - Sovereign Risk Premia
2010 Meeting Papers, Society for Economic Dynamics (2010)
by Adrien Verdelhan & Nicola Borri
(ReDIF-paper, red:sed010:1122) - Limited Arbitrage in the Market for Local Currency Emerging Market Debt
2017 Meeting Papers, Society for Economic Dynamics (2017)
by Kirill Shakhnov & Nicola Borri
(ReDIF-paper, red:sed017:737) - I debiti sovrani nell'area Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio
Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo (2011)
by Nicola Borri & Filippo Russo
(ReDIF-article, rvs:bancar:11_5_4) - The “Great Lockdown”: Inactive workers and mortality by Covid‐19
Health Economics, John Wiley & Sons, Ltd. (2021)
by Nicola Borri & Francesco Drago & Chiara Santantonio & Francesco Sobbrio
(ReDIF-article, wly:hlthec:v:30:y:2021:i:10:p:2367-2382) - Financial Intermediaries’ Asset–Liability Dependency And Low-Interest-Rate Environment: Evidence From Eu Life Insurers
Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd. (2019)
by Domenico Curcio & Nicola Borri & Rosaria Cerrone & Rosa Cocozza
(ReDIF-article, wsi:jfmmix:v:07:y:2019:i:01:n:s2282717x19400036)