Emilio Barucci

Politecnico di Milano - Department of Mathematics

Porfessor

Piazza Leonardo da Vinci

Milan, Milano 20100

Italy

SCHOLARLY PAPERS

10

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1,202

SSRN CITATIONS
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Top 38,771

in Total Papers Citations

9

CROSSREF CITATIONS

10

Scholarly Papers (10)

1.

Dynamic Capital Structure and the Contingent Capital Option

Number of pages: 38 Posted: 01 Oct 2010 Last Revised: 01 Apr 2017
Emilio Barucci and Luca Del Viva
Politecnico di Milano - Department of Mathematics and ESADE Business School
Downloads 386 (91,143)
Citation 7

Abstract:

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Contingent Capital, Dynamic Capital Structure, Leverage

2.

Is the Comprehensive Assessment Really Comprehensive?

Number of pages: 61 Posted: 21 Dec 2014
Emilio Barucci, Roberto Baviera and Carlo Milani
Politecnico di Milano - Department of Mathematics, Polytechnic University of Milan - Department of Mathematics and BEM Research
Downloads 204 (176,936)
Citation 6

Abstract:

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bank regulation, stress test, capital, sovereign risk, European Central Bank

3.

Countercyclical Contingent Capital

Number of pages: 56 Posted: 17 Apr 2011
Emilio Barucci and Luca Del Viva
Politecnico di Milano - Department of Mathematics and ESADE Business School
Downloads 162 (216,727)
Citation 2

Abstract:

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Countercyclical Contingent Capital, Convertible Bonds, Capital Structure, Leverage

4.

Response to ESMA/2016/773: 'The Distributed Ledger Technology Applied to Securities Markets'

Number of pages: 8 Posted: 17 Nov 2018
Digital Gold Institute, Politecnico di Milano - Department of Mathematics, Polytechnic University of Milan - Department of Mathematics and Independent
Downloads 144 (238,837)
Citation 3

Abstract:

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Blockchain, DLT, Distributed Ledger Technology, Securities, Derivatives, Clearing, Bitcoin, ESMA

5.

The Effect of Bank Bailouts in the EU

Number of pages: 24 Posted: 14 Mar 2018 Last Revised: 22 Jul 2018
Emilio Barucci, Tommaso Colozza and Carlo Milani
Politecnico di Milano - Department of Mathematics, Polytechnic University of Milan - Department of Mathematics and BEM Research
Downloads 76 (368,948)
Citation 1

Abstract:

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State aids; bail-out; economic growth; financial stability

6.

On the Design of Sovereign Bond-Backed Securities

Number of pages: 29 Posted: 17 Dec 2019
Politecnico di Milano - Department of Mathematics, Imperial College London - Department of Mathematics, Imperial College Business School and Polytechnic University of Milan - Department of Mathematics
Downloads 75 (371,779)

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Sovereign bond-backed securities, tranches, diversiļ¬cation, Euro

7.

Does an Equity Holding Tax Help to Stabilize a VaR Regulated Financial Market?

Number of pages: 33 Posted: 26 Nov 2010 Last Revised: 03 Feb 2011
Emilio Barucci and Andrea Cosso
Politecnico di Milano - Department of Mathematics and Polytechnic University of Milan - Department of Mathematics
Downloads 65 (401,720)
Citation 1

Abstract:

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Equity Holding Tax, VaR, Financial Stability, Volatility

8.

Portfolio Choices and VaR Constraint with a Defaultable Asset

Number of pages: 27 Posted: 02 Feb 2011
Emilio Barucci and Andrea Cosso
Politecnico di Milano - Department of Mathematics and Polytechnic University of Milan - Department of Mathematics
Downloads 64 (404,873)
Citation 1

Abstract:

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VaR, Optimal Portfolio, Regulation, CEV

9.

European Financial Systems in the New Millennium: Convergence or Bubble?

Number of pages: 20 Posted: 01 Aug 2018
Emilio Barucci and Tommaso Colozza
Politecnico di Milano - Department of Mathematics and Polytechnic University of Milan - Department of Mathematics
Downloads 26 (569,865)

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Financial Systems, Convergence, Crisis, Leverage

10.

Fourier Volatility Forecasting with High Frequency Data and Microstructure Noise

Posted: 29 Sep 2009
Emilio Barucci, Davide Magno and Maria Elvira Mancino
Politecnico di Milano - Department of Mathematics, affiliation not provided to SSRN and University of Florence - Department of Economics and Management

Abstract:

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volatility estimator, forecasting, microstructure, Fourier analysis