Nicola Borri

LUISS University - Department of Economics and Finance

viale Romania, 32

Rome, 00197

Italy

http://docenti.luiss.it/borri/

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 5,754

SSRN RANKINGS

Top 5,754

in Total Papers Downloads

9,122

SSRN CITATIONS
Rank 8,850

SSRN RANKINGS

Top 8,850

in Total Papers Citations

62

CROSSREF CITATIONS

83

Scholarly Papers (25)

1.
Downloads 3,226 ( 4,262)
Citation 24

Sovereign Risk Premia

AFA 2010 Atlanta Meetings Paper
Number of pages: 52 Posted: 17 Feb 2009 Last Revised: 14 Sep 2011
Nicola Borri and Adrien Verdelhan
LUISS University - Department of Economics and Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 3,058 (4,579)
Citation 22

Abstract:

Loading...

Sovereign debt, Asset pricing, Default risk

Sovereign Risk Premia

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73 Posted: 13 Oct 2011
Adrien Verdelhan and Nicola Borri
Massachusetts Institute of Technology (MIT) - Sloan School of Management and LUISS University - Department of Economics and Finance
Downloads 168 (215,509)
Citation 9

Abstract:

Loading...

2.

A Bloomberg Terminal Primer

I Quaderni di Minerva Bancaria, 2018
Number of pages: 4 Posted: 15 Feb 2017 Last Revised: 14 Jan 2019
Nicola Borri
LUISS University - Department of Economics and Finance
Downloads 1,939 (9,894)
Citation 5

Abstract:

Loading...

Bloomberg, education, finance

3.

The Cross-Section of Cryptocurrency Returns

Number of pages: 85 Posted: 07 Oct 2018 Last Revised: 27 Jan 2021
Nicola Borri and Kirill Shakhnov
LUISS University - Department of Economics and Finance and University of Surrey
Downloads 657 (48,861)
Citation 13

Abstract:

Loading...

cryptocurrencies; costly arbitrage; idiosyncratic risk; market efficiency

4.

Cryptomarket Discounts

Number of pages: 21 Posted: 01 Mar 2018 Last Revised: 15 Apr 2021
Nicola Borri and Kirill Shakhnov
LUISS University - Department of Economics and Finance and University of Surrey
Downloads 501 (68,709)
Citation 13

Abstract:

Loading...

cryptocurrencies; limits to arbitrage; multi-market trading

5.

Conditional Tail-Risk in Cryptocurrency Markets

Journal of Empirical Finance, Forthcoming
Number of pages: 37 Posted: 18 Apr 2018 Last Revised: 25 Nov 2018
Nicola Borri
LUISS University - Department of Economics and Finance
Downloads 358 (102,107)
Citation 27

Abstract:

Loading...

Cryptocurrency, Contagion, CoVaR, Tail-Risk

6.

Systemic Risk in the European Banking Sector

Number of pages: 19 Posted: 19 Jul 2012 Last Revised: 20 Jul 2012
LUISS University - Department of Economics and Finance, Bank of Italy, Luiss Guido Carli University - Department of Economics and Finance and University of Rome II - Faculty of Economics
Downloads 332 (111,114)
Citation 6

Abstract:

Loading...

systemic risk, SIFIs, European Banking System, CoVaR

The Performance of Market-Timing Strategies of Italian Mutual Fund Investors

Number of pages: 15 Posted: 08 Apr 2015 Last Revised: 16 Jan 2017
Nicola Borri and Alberto Cagnazzo
LUISS University - Department of Economics and Finance and LUISS Guido Carli University, Department of Economics
Downloads 237 (156,823)
Citation 1

Abstract:

Loading...

mutual funds, market-timing, buy-and-hold, passive investment

The Performance of Market‐Timing Strategies of Italian Mutual Fund Investors

Economic Notes, Vol. 47, Issue 1, pp. 5-20, 2018
Number of pages: 16 Posted: 05 Jan 2018
Nicola Borri and Alberto Cagnazzo
LUISS University - Department of Economics and Finance and LUISS Guido Carli University, Department of Economics
Downloads 1 (806,699)
  • Add to Cart

Abstract:

Loading...

8.

Limited Participation and Local Currency Sovereign Debt

Number of pages: 71 Posted: 31 May 2017 Last Revised: 31 Jan 2019
Nicola Borri and Kirill Shakhnov
LUISS University - Department of Economics and Finance and University of Surrey
Downloads 203 (182,181)
Citation 5

Abstract:

Loading...

local currency, emerging countries, limited arbitrage, market segmentation

9.

Global Risk in Long-Term Sovereign Debt

Number of pages: 78 Posted: 13 Dec 2017 Last Revised: 26 Mar 2021
Nicola Borri and Kirill Shakhnov
LUISS University - Department of Economics and Finance and University of Surrey
Downloads 191 (193,507)
Citation 1

Abstract:

Loading...

local currency; carry trade; term premium

10.

I Debiti Sovrani Nell’Area Euro: Implicazioni Per La Gestione e La Distribuzione Dei Prodotti Di Risparmio (Sovereign Debt in the Euro Area: Implications for Asset Management Companies)

Number of pages: 32 Posted: 01 Jul 2011 Last Revised: 10 Dec 2011
Nicola Borri and Filippo Russo
LUISS University - Department of Economics and Finance and BNP Paribas
Downloads 169 (214,254)

Abstract:

Loading...

mutual funds, sovereign risk, market-cap benchmarks

11.

Local Currency Systemic Risk

Emerging Markets Review, Vol. 34, March 2018
Number of pages: 28 Posted: 19 May 2017 Last Revised: 14 Nov 2018
Nicola Borri
LUISS University - Department of Economics and Finance
Downloads 150 (236,721)
Citation 4

Abstract:

Loading...

CoVaR, emerging markets, local currency debt, contagion, systemic risk

12.
Downloads 135 (257,735)

Wealth Taxes and Inequality

Number of pages: 52 Posted: 08 Aug 2018 Last Revised: 15 Jan 2019
Nicola Borri and Pietro Reichlin
LUISS University - Department of Economics and Finance and Luiss Guido Carli University - Department of Economics and Finance
Downloads 135 (258,663)

Abstract:

Loading...

housing wealth, wealth inequality, optimal taxation

Wealth Taxes and Inequality

CEPR Discussion Paper No. DP13067
Number of pages: 40 Posted: 31 Jul 2018
Nicola Borri and Pietro Reichlin
LUISS University - Department of Economics and Finance and Luiss Guido Carli University - Department of Economics and Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

Housing, inequality, Wealth, Wealth Taxes

13.

Regulation Spillovers Across Cryptocurrency Markets

Number of pages: 16 Posted: 22 Apr 2019 Last Revised: 07 Oct 2019
Nicola Borri and Kirill Shakhnov
LUISS University - Department of Economics and Finance and University of Surrey
Downloads 125 (274,714)
Citation 1

Abstract:

Loading...

Bitcoin, Trading Volume, Regulation, China

14.

Breakup and Default Risks in the Great Lockdown

d/SEAS Working Paper
Number of pages: 78 Posted: 27 Nov 2019 Last Revised: 07 Jun 2021
Kore University of Enna - School of Economics and Law, LUISS University - Department of Economics and Finance and University of Palermo - d/SEAS
Downloads 120 (281,359)
Citation 4

Abstract:

Loading...

redenomination risk, CoVaR, elastic net, Covid-19, default risk

15.
Downloads 118 (284,833)
Citation 8

The Housing Cost Disease

Journal of Economic Dynamics and Control, Vol. 87, No. February, 2018
Number of pages: 46 Posted: 17 Jul 2015 Last Revised: 14 Nov 2018
Nicola Borri and Pietro Reichlin
LUISS University - Department of Economics and Finance and Luiss Guido Carli University - Department of Economics and Finance
Downloads 118 (286,176)
Citation 1

Abstract:

Loading...

Housing Wealth, Cost Disease, Overlapping Generations, Wealth Inequality

The Housing Cost Disease

CEPR Discussion Paper No. DP10756
Number of pages: 53 Posted: 11 Aug 2015
Nicola Borri and Pietro Reichlin
LUISS University - Department of Economics and Finance and Luiss Guido Carli University - Department of Economics and Finance
Downloads 0
Citation 3
  • Add to Cart

Abstract:

Loading...

Capital, Housing, Productivity, Wealth, Wealth Inequality

The 'Great Lockdown': Inactive Workers and Mortality by COVID-19

Number of pages: 48 Posted: 29 Sep 2020 Last Revised: 07 Jun 2021
LUISS University - Department of Economics and Finance, University of Messina, CSEF & CEPR, Luiss University of Rome and University of Rome Tor Vergata - Department of Economics and Finance
Downloads 111 (298,745)

Abstract:

Loading...

COVID-19, Economic Lockdown, Excess Deaths, Mobility

The 'Great Lockdown': Inactive Workers and Mortality by COVID-19

CEPR Discussion Paper No. DP15317
Posted: 03 Nov 2020
LUISS University - Department of Economics and Finance, University of Messina, CSEF & CEPR, Luiss University of Rome and University of Rome Tor Vergata - Department of Economics and Finance

Abstract:

Loading...

Economic Lockdown, Excess Deaths, mobility

17.

Systemic Risk and the COVID Challenge in the European Banking Sector

Number of pages: 47 Posted: 28 Oct 2020 Last Revised: 23 Jan 2021
Nicola Borri and Giorgio Di Giorgio
LUISS University - Department of Economics and Finance and Luiss Guido Carli University - Department of Economics and Finance
Downloads 101 (319,095)
Citation 2

Abstract:

Loading...

CoVaR, systemic risk, COVID-19, banks

18.

Sensitivity, Moment Conditions, and the Risk-free Rate in Yogo (2006)

Critical Finance Review, Vol.6 No.2 2017
Number of pages: 14 Posted: 22 Oct 2016 Last Revised: 14 Nov 2018
Nicola Borri and Giuseppe Ragusa
LUISS University - Department of Economics and Finance and University of Pisa - Department of Economics and Management
Downloads 94 (331,984)

Abstract:

Loading...

nonlinear GMM estimation, equity premium, durable model, yogo, gauss

19.

Redenomination-Risk Spillovers in the Eurozone

Economics Letters, Forthcoming
Number of pages: 11 Posted: 24 Sep 2018 Last Revised: 25 Nov 2018
Nicola Borri
LUISS University - Department of Economics and Finance
Downloads 90 (341,182)
Citation 1

Abstract:

Loading...

redenomination risk; credit default swap; quanto-CDS

20.

Systemic Risk in the Italian Banking Sector

Number of pages: 18 Posted: 30 Jan 2015
LUISS University - Department of Economics and Finance, Luiss Guido Carli University - Department of Economics and Finance, Bank of Italy and University of Rome II - Faculty of Economics
Downloads 84 (355,855)

Abstract:

Loading...

Systemic Risk; SIFI; CoVaR

Optimal Taxation with Homeownership and Wealth Inequality

Number of pages: 50 Posted: 03 Dec 2019 Last Revised: 14 Sep 2020
Nicola Borri and Pietro Reichlin
LUISS University - Department of Economics and Finance and Luiss Guido Carli University - Department of Economics and Finance
Downloads 73 (390,237)

Abstract:

Loading...

housing wealth, wealth inequality, optimal taxation

Optimal Taxation with Homeownership and Wealth Inequality

CEPR Discussion Paper No. DP14144
Number of pages: 54 Posted: 04 Dec 2019
Nicola Borri and Pietro Reichlin
LUISS University - Department of Economics and Finance and Luiss Guido Carli University - Department of Economics and Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

Housing, taxation, Wealth

22.

Financial Intermediaries’ Asset–Liability Dependency and Low-Interest-Rate Environment: Evidence from EU Life Insurers

Journal of Financial Management, Markets and Institutions, Vol. 7, No. 1 (2019)
Number of pages: 25 Posted: 22 Feb 2021
University of Naples Federico II, LUISS University - Department of Economics and Finance, University of Salerno Department of Management and Innovation Systems and University of Naples Federico II - Faculty of Economics
Downloads 47 (476,721)

Abstract:

Loading...

Insurance companies, asset–liability dependency, balance sheet, interest rates, canonical correlation

23.

The 'Great Lockdown': Inactive Workers and Mortality by COVID-19

CESifo Working Paper No. 8584
Number of pages: 50 Posted: 02 Oct 2020
LUISS University - Department of Economics and Finance, University of Messina, CSEF & CEPR, Luiss University of Rome and University of Rome Tor Vergata - Department of Economics and Finance
Downloads 33 (542,184)

Abstract:

Loading...

Covid-19, economic lockdown, excess deaths, mobility

24.

The COVID-19 Challenge to European Financial Markets. Lessons from Italy

Number of pages: 12 Posted: 13 Aug 2020
Nicola Borri
LUISS University - Department of Economics and Finance
Downloads 27 (576,249)

Abstract:

Loading...

COVID-19, Italy, Pandemic, Lockdown, ECB

25.

Systemic Risk in the Italian Banking Industry

Economic Notes, Vol. 43, Issue 1, pp. 21-38, 2014
Number of pages: 18 Posted: 17 Jan 2014
LUISS University - Department of Economics and Finance, Luiss Guido Carli University - Department of Economics and Finance, University of Rome II - Faculty of Economics and Bank of Italy
Downloads 0 (787,981)
  • Add to Cart

Abstract:

Loading...