Marcello Pericoli - Concepedia

Author

Marcello Pericoli

Bank of Italy ORCID

Also Known As

MARCELLO PERICOLI, Marcello Pericoli, Pericoli, Marcello

Publications

2.7K

Citations

H-Index

Concepts

All Affiliations

Bank of Italy Centre for Economic Policy Research University of Teramo University of Cambridge Deutsche Bank (United Kingdom)

About

Marcello Pericoli is an author at Bank of Italy specializing in finance, business, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	12	12	1.9K
2	Finance	12	12	1.9K
3	Economics	11	11	1.6K
4	Management	5	5	1.3K
5	Accounting	2	2	315

Marcello Pericoli

Publications

2.6K

Citations

H-Index

Page 1

	Year	Citations
A Primer on Financial Contagion Marcello Pericoli, Massimo Sbracia Journal of Economic Surveys International Financial CrisisFinancial Network AnalysisInternational FinanceManagementFinancial Intermediation	2003	697
The CAPM and the Risk Appetite Index: Theoretical Differences, Empirical Similarities, and Implementation Problems Marcello Pericoli, Massimo Sbracia SSRN Electronic Journal	2009	246
‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion Giancarlo Corsetti, Marcello Pericoli, Massimo Sbracia Journal of International Money and Finance More PitfallsFinancial SystemFinancial EconomicsFinancial NetworkAccounting	2005	241
Canonical Term‐Structure Models with Observable Factors and the Dynamics of Bond Risk Premia Marcello Pericoli, Marco Taboga Journal of money credit and banking Empirical FinanceTerm Structure ModelFinancial Risk ManagementApplied EconometricsObservable Factors	2008	213
Real Term Structure and Inflation Compensation in the Euro Area Marcello Pericoli SSRN Electronic Journal	2012	150
Bond risk premia, macroeconomic fundamentals and the exchange rate Marcello Pericoli, Marco Taboga International Review of Economics & Finance EconomicsTerm Structure ModelAsset PricingInternational FinanceExchange Rate Movement	2011	143
Bond Risk Premia, Macroeconomic Fundamentals and the Exchange Rate Marcello Pericoli, Marco Taboga SSRN Electronic Journal EconomicsTerm Structure ModelAsset PricingInternational FinanceExchange Rate Movement	2009	125
The impact of news on the exchange rate of the lira and long-term interest rates Fabio Fornari, Carlo Monticelli, Marcello Pericoli, Economic Modelling Long-term Interest RatesEconomicsInternational FinanceExchange Rate MovementBusiness	2002	122
Pure or Wake‐up‐Call Contagion? Another Look at the <scp>EMU</scp> Sovereign Debt Crisis Raffaela Giordano, Marcello Pericoli, Pietro Tommasino International Finance Sharp IncreaseInternational Financial CrisisInternational FinanceManagementSovereign Debt	2013	119
Nearly Exact Bayesian Estimation of Non-linear No-Arbitrage Term-Structure Models Marcello Pericoli, Marco Taboga Journal of Financial Econometrics EconomicsTerm Structure ModelFinancial EconomicsAsset PricingComputational Finance	2020	76

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