Concepedia
Statistics
Publications
31
Citations
2.3K
H-Index
20
Active since
2006
Affiliations
European Central Bank(Current)
Joint Research Centre
University of Milano-Bicocca
European Commission
London School of Economics and Political Science
Lucia Alessi is an author at European Central Bank specializing in finance, financial economics, and economics.
Publications per year
2006–2024
Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity
Lucia Alessi, Carsten Detken · European Journal of Political Economy · 2011 · 383 citations
Social Sciences, Economics, Finance +13
Improved penalization for determining the number of factors in approximate factor models
Lucia Alessi, Matteo Barigozzi, Marco Capasso · Statistics & Probability Letters · 2010 · 343 citations · Full text
Business, Data Science, Optimization +4
What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures
Lucia Alessi, Elisa Ossola, Roberto Panzica · Journal of Financial Stability · 2021 · 230 citations · Full text
Business, Accountancy, Finance +17
Identifying excessive credit growth and leverage
Lucia Alessi, Carsten Detken · Joint Research Centre (European Commission) · 2017 · 198 citations
Business, Finance, Financial Management +12
'Real Time' Early Warning Indicators for Costly Asset Price Boom/Bust Cycles: A Role for Global Liquidity
Lucia Alessi, Carsten Detken · SSRN Electronic Journal · 2010 · 175 citations · Full text
Social Sciences, Economics, Finance +16
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