Concepedia

Lorenzo Cappiello

LC

Statistics

Publications

19

Citations

2.4K

H-Index

17

Active since

2003

Affiliations

European Central Bank(Current)

BI Norwegian Business School

Central Bank of Ireland

University of Oxford

Lorenzo Cappiello is an author at European Central Bank specializing in economics, financial economics, and finance.

Publications per year

2003–2022

19

Publications

19

Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns

Lorenzo Cappiello, Robert F. Engle, Keith Sheppard · Journal of Financial Econometrics · 2006 · 1.7K citations · Full text

, , +17

Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns

Lorenzo Cappiello, Robert F. Engle, Kevin Sheppard · SSRN Electronic Journal · 2003 · 124 citations · Full text

, , +17

Fair Value Accounting and Financial Stability

Andrea Enria, Lorenzo Cappiello, Frank Dierick et al. · SSRN Electronic Journal · 2004 · 87 citations · Full text

, , +13

Financial Integration of New EU Member States

Lorenzo Cappiello, Arjan Kadareja, Bruno Gérard et al. · SSRN Electronic Journal · 2005 · 58 citations · Full text

, , +17

Explaining Exchange Rate Dynamics: The Uncovered Equity Return Parity Condition

Lorenzo Cappiello, Roberto A. De Santis · SSRN Electronic Journal · 2005 · 45 citations · Full text

, , +16

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