Nicola Borri

LUISS University - Department of Economics and Finance

viale Romania, 32

Rome, 00197

Italy

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

SCHOLARLY PAPERS

25

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8,798

SSRN CITATIONS
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Top 8,949

in Total Papers Citations

56

CROSSREF CITATIONS

84

Scholarly Papers (25)

1.
Downloads 3,203 ( 4,127)
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 3,037 (4,447)
Citation 22

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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 166 (212,275)
Citation 9

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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 1,897 (9,910)
Citation 5

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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 576 (55,980)
Citation 13

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cryptocurrencies; costly arbitrage; idiosyncratic risk; market efficiency

4.

Cryptomarket Discounts

Number of pages: 39 Posted: 01 Mar 2018 Last Revised: 11 Jun 2020
Nicola Borri and Kirill Shakhnov
LUISS University - Department of Economics and Finance and University of Surrey
Downloads 470 (72,599)
Citation 13

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cryptocurrencies; discounts; limits to arbitrage; mining; 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 340 (105,182)
Citation 25

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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 327 (109,896)
Citation 6

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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 232 (155,976)
Citation 1

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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 (790,255)
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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 200 (180,021)
Citation 5

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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 180 (197,872)
Citation 1

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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 168 (209,988)

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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 149 (232,094)
Citation 4

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

12.
Downloads 129 (260,146)

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 129 (261,110)

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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
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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 116 (281,388)
Citation 2

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Bitcoin, Trading Volume, Regulation, China

14.
Downloads 116 (281,388)
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 116 (282,735)
Citation 1

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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
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Citation 3
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Capital, Housing, Productivity, Wealth, Wealth Inequality

15.

Breakup and Default Risks in the Great Lockdown

d/SEAS Working Paper
Number of pages: 77 Posted: 27 Nov 2019 Last Revised: 24 Feb 2021
Kore University of Enna - School of Economics and Law, LUISS University - Department of Economics and Finance and University of Palermo - d/SEAS
Downloads 112 (288,407)
Citation 4

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

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

Number of pages: 43 Posted: 29 Sep 2020 Last Revised: 18 Dec 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 98 (317,883)

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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

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Economic Lockdown, Excess Deaths, mobility

17.

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 93 (328,761)

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

18.

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 89 (335,621)
Citation 1

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redenomination risk; credit default swap; quanto-CDS

19.

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 82 (352,792)

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Systemic Risk; SIFI; CoVaR

20.

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 76 (368,598)
Citation 1

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CoVaR, systemic risk, COVID-19, banks

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 72 (384,375)

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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
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Housing, taxation, Wealth

22.

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

CESifo Working Paper No. 8584
Number of pages: 45 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 31 (540,538)

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Covid-19, economic lockdown, excess deaths, mobility

23.

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 24 (582,065)

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COVID-19, Italy, Pandemic, Lockdown, ECB

24.

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 17 (628,682)

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

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 (772,941)
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