Federico Calogero Nucera
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Federico Calogero |
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Nucera |
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author of:
- Economic fundamentals and stock market valuation: a CAPE-based approach (repec:bdi:wptemi:td_1393_22)
by Maria Ludovica Drudi & Federico Calogero Nucera - How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison (repec:bla:ecnote:v:43:y:2014:i:1:p:1-19)
by Carlo A. Favero & Federico Nucera - Can Hedge Funds Time the Market? (repec:bla:irvfin:v:19:y:2019:i:2:p:459-469)
by Michael W. Brandt & Federico Nucera & Giorgio Valente - Currency Risk Premia Redux (repec:cpr:ceprdp:18012)
by Nucera, Federico & Sarno, Lucio & Zinna, Gabriele - The information in systemic risk rankings (repec:ecb:ecbwps:20161875)
by Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Nucera, Federico - Do negative interest rates make banks less safe? (repec:ecb:ecbwps:20172098)
by Nucera, Federico & Lucas, André & Schaumburg, Julia & Schwaab, Bernd - Do negative interest rates make banks less safe? (repec:eee:ecolet:v:159:y:2017:i:c:p:112-115)
by Nucera, Federico & Lucas, André & Schaumburg, Julia & Schwaab, Bernd - The information in systemic risk rankings (repec:eee:empfin:v:38:y:2016:i:pa:p:461-475)
by Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André - Unemployment fluctuations and the predictability of currency returns (repec:eee:jbfina:v:84:y:2017:i:c:p:88-106)
by Nucera, Federico - Carry trades and the performance of currency hedge funds (repec:eee:jimfin:v:33:y:2013:i:c:p:407-425)
by Nucera, Federico & Valente, Giorgio - Inflation Expectations, the Phillips Curve, and Stock Prices (RePEc:fip:fedfel:96909)
by Kevin J. Lansing & Federico C. Nucera - Carry Trades and the Performance of Currency Hedge Funds (repec:hkm:wpaper:032013)
by Federico Nucera & Giorgio Valente - Currency Risk Premiums Redux (repec:oup:rfinst:v:37:y:2024:i:2:p:356-408.)
by Federico Nucera & Lucio Sarno & Gabriele Zinna - The impact of volatility scaling on factor portfolio performance and factor timing (repec:pal:assmgt:v:23:y:2022:i:6:d:10.1057_s41260-022-00279-9)
by Federico Nucera & Björn Uhl - The co-movement between sovereign and bank credit risk during the financial crisis: the case of the Euro Area (repec:rvs:bancar:12_6_1)
by Federico Nucera - The Information in Systemic Risk Rankings (repec:tin:wpaper:20150070)
by Federico Nucera & Bernd Schwaab & Siem Jan Koopman & André Lucas - Do Negative Interest Rates Make Banks Less Safe? (repec:tin:wpaper:20170041)
by Federico Nucera & Andre Lucas & Julia Schaumburg & Bernd Schwaab