Federico Calogero Nucera
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Federico Calogero |
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Nucera |
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- How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison
Economic Notes, Banca Monte dei Paschi di Siena SpA (2014)
by Carlo A. Favero & Federico Nucera
(ReDIF-article, bla:ecnote:v:43:y:2014:i:1:p:1-19) - Can Hedge Funds Time the Market?
International Review of Finance, International Review of Finance Ltd. (2019)
by Michael W. Brandt & Federico Nucera & Giorgio Valente
(ReDIF-article, bla:irvfin:v:19:y:2019:i:2:p:459-469) - The information in systemic risk rankings
Working Paper Series, European Central Bank (2016)
by Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Nucera, Federico
(ReDIF-paper, ecb:ecbwps:20161875) - Do negative interest rates make banks less safe?
Working Paper Series, European Central Bank (2017)
by Nucera, Federico & Lucas, André & Schaumburg, Julia & Schwaab, Bernd
(ReDIF-paper, ecb:ecbwps:20172098) - Do negative interest rates make banks less safe?
Economics Letters, Elsevier (2017)
by Nucera, Federico & Lucas, André & Schaumburg, Julia & Schwaab, Bernd
(ReDIF-article, eee:ecolet:v:159:y:2017:i:c:p:112-115) - The information in systemic risk rankings
Journal of Empirical Finance, Elsevier (2016)
by Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André
(ReDIF-article, eee:empfin:v:38:y:2016:i:pa:p:461-475) - Unemployment fluctuations and the predictability of currency returns
Journal of Banking & Finance, Elsevier (2017)
by Nucera, Federico
(ReDIF-article, eee:jbfina:v:84:y:2017:i:c:p:88-106) - Carry trades and the performance of currency hedge funds
Journal of International Money and Finance, Elsevier (2013)
by Nucera, Federico & Valente, Giorgio
(ReDIF-article, eee:jimfin:v:33:y:2013:i:c:p:407-425) - Inflation Expectations, the Phillips Curve, and Stock Prices
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2023)
by Kevin J. Lansing & Federico C. Nucera
(ReDIF-article, fip:fedfel:96909) - Carry Trades and the Performance of Currency Hedge Funds
Working Papers, Hong Kong Institute for Monetary Research (2013)
by Federico Nucera & Giorgio Valente
(ReDIF-paper, hkm:wpaper:032013) - The impact of volatility scaling on factor portfolio performance and factor timing
Journal of Asset Management, Palgrave Macmillan (2022)
by Federico Nucera & Björn Uhl
(ReDIF-article, pal:assmgt:v:23:y:2022:i:6:d:10.1057_s41260-022-00279-9) - The co-movement between sovereign and bank credit risk during the financial crisis: the case of the Euro Area
Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo (2012)
by Federico Nucera
(ReDIF-article, rvs:bancar:12_6_1) - The Information in Systemic Risk Rankings
Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
by Federico Nucera & Bernd Schwaab & Siem Jan Koopman & André Lucas
(ReDIF-paper, tin:wpaper:20150070) - Do Negative Interest Rates Make Banks Less Safe?
Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
by Federico Nucera & Andre Lucas & Julia Schaumburg & Bernd Schwaab
(ReDIF-paper, tin:wpaper:20170041)