Concepedia

Marcello Pericoli

MP

26

Publications

2.6K

Citations

21

H-Index

1999

Active since

Affiliations

Bank of Italy(Current)

Centre for Economic Policy Research

University of Teramo

University of Cambridge

Deutsche Bank (United Kingdom)

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

Top concepts

FinanceBusinessEconomicsAsset PricingGlobal FinanceFinancial EconomicsManagementFinancial CrisisEmpirical FinanceStatistics

Publications per year

1999–2020

26

Publications

26

A Primer on Financial Contagion

Marcello Pericoli, Massimo Sbracia · Journal of Economic Surveys · 2003 · 697 citations

International Financial Crisis, Financial Network Analysis, International Finance +16

The CAPM and the Risk Appetite Index: Theoretical Differences, Empirical Similarities, and Implementation Problems

Marcello Pericoli, Massimo Sbracia · SSRN Electronic Journal · 2009 · 246 citations · Full text

‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion

Giancarlo Corsetti, Marcello Pericoli, Massimo Sbracia · Journal of International Money and Finance · 2005 · 241 citations

More Pitfalls, Financial System, Financial Economics +12

Canonical Term‐Structure Models with Observable Factors and the Dynamics of Bond Risk Premia

Marcello Pericoli, Marco Taboga · Journal of money credit and banking · 2008 · 213 citations

Empirical Finance, Term Structure Model, Financial Risk Management +25

Real Term Structure and Inflation Compensation in the Euro Area

Marcello Pericoli · SSRN Electronic Journal · 2012 · 150 citations · Full text

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