Concepedia

Michela Scatigna

MS

Statistics

Publications

12

Citations

666

H-Index

12

Active since

2005

Affiliations

Bank for International Settlements(Current)

Centre for Economic Policy Research

Research Network (United States)

The University of Sydney

Central Bank of Ireland

Michela Scatigna is an author at Bank for International Settlements specializing in finance, economics, and international finance.

Publications per year

2005–2021

12

Publications

12

The Dynamic Pricing of Sovereign Risk in Emerging Markets

Eli M. Remolona, Michela Scatigna, Eliza Wu · The Journal of Fixed Income · 2008 · 178 citations

, , +17

The Recent Behaviour of Financial Market Volatility

Fabio Panetta, Paolo Angelini, Giusèppe Grande et al. · SSRN Electronic Journal · 2006 · 85 citations · Full text

, , +17

The Dynamic Pricing of Sovereign Risk in Emerging Markets: Fundamentals and Risk Aversion

Eli M. Remolona, Michela Scatigna, Eliza Wu · SSRN Electronic Journal · 2007 · 74 citations · Full text

, , +17

Diversification and bank profitability: a nonlinear approach

Leonardo Gambacorta, Michela Scatigna, Jing Yang · Applied Economics Letters · 2014 · 65 citations

, , +8

A ratings‐based approach to measuring sovereign risk

Eli M. Remolona, Michela Scatigna, Eliza Wu · International Journal of Finance & Economics · 2007 · 57 citations

, , +17

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