Enrico Mallucci

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

9

DOWNLOADS

663

SSRN CITATIONS
Rank 42,216

SSRN RANKINGS

Top 42,216

in Total Papers Citations

8

CROSSREF CITATIONS

9

Scholarly Papers (9)

1.
Downloads 195 (188,624)
Citation 2

What Moves International Stock and Bond Markets?

Number of pages: 41 Posted: 12 May 2015 Last Revised: 25 Jun 2015
Gino Cenedese and Enrico Mallucci
Fulcrum Asset Management and Board of Governors of the Federal Reserve System
Downloads 108 (304,029)
Citation 2

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International Capital Flows, Return Decomposition, International Equity Markets, International Bond Markets, Mutual Funds

What Moves International Stock and Bond Markets?

Bank of England Working Paper No. 534
Number of pages: 42 Posted: 19 Jul 2015
Gino Cenedese and Enrico Mallucci
Fulcrum Asset Management and Board of Governors of the Federal Reserve System
Downloads 87 (350,632)
Citation 1

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International capital flows, return decomposition, international equity markets, international bond markets, mutual funds.

2.

The Impact of the Financial Crisis on Inter-Bank Funding: Evidence from Italian Balance Sheet Data

Bank of Italy Occasional Paper No. 95
Number of pages: 32 Posted: 07 Dec 2011
Bank of Italy, Bank of Italy, Bank of Italy and Board of Governors of the Federal Reserve System
Downloads 145 (242,867)
Citation 8

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interbank market, financial crisis

Natural Disasters, Climate Change, and Sovereign Risk

FRB International Finance Discussion Paper No. 1291
Number of pages: 25 Posted: 23 Jul 2020
Enrico Mallucci
Board of Governors of the Federal Reserve System
Downloads 107 (306,098)
Citation 2

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Natural Disasters, Climate Change, and Sovereign Risk

FEDS Notes No. 2020-12-18-1 https://doi.org/10.17016/2380-7172.2813
Posted: 11 Jan 2021
Enrico Mallucci
Board of Governors of the Federal Reserve System

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4.

Domestic Debt and Sovereign Defaults

FRB International Finance Discussion Paper No. 1153
Number of pages: 46 Posted: 22 Dec 2015
Enrico Mallucci
Board of Governors of the Federal Reserve System
Downloads 97 (324,610)
Citation 2

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Sovereign Defaults, Domestic Debt, Debt Crises, Credit Market

5.

Selective Sovereign Defaults

FRB International Finance Discussion Paper No. 1239
Number of pages: 48 Posted: 27 Nov 2018 Last Revised: 29 Apr 2020
Aitor Erce and Enrico Mallucci
UPNA and Board of Governors of the Federal Reserve System
Downloads 64 (413,000)

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Sovereign Default, Selective Defaults, Domestic Debt, External Debt, Credit, Imports

6.

Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios

FRB International Finance Discussion Paper No. 1261
Number of pages: 47 Posted: 22 Oct 2019 Last Revised: 29 Apr 2020
Nathan Converse and Enrico Mallucci
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 21 (614,091)

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Sovereign risk, Mutual funds, International capital flows, Spillovers

7.

Sovereign Risk Matters: The Effects of Endogenous Default Risk on the Time-Varying Volatility of Interest Rate Spreads

FRB International Finance Discussion Paper No. 1276
Number of pages: 17 Posted: 15 Jun 2020
Sergio de Ferra and Enrico Mallucci
Stockholm University and Board of Governors of the Federal Reserve System
Downloads 13 (670,887)

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8.

Sovereign Risk Matters: The Effects of Endogenous Default Risk on the Volatility of Interest Rate Spreads

Number of pages: 25 Posted: 21 Oct 2020
Sergio de Ferra and Enrico Mallucci
Stockholm University and Board of Governors of the Federal Reserve System
Downloads 12 (678,417)

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Sovereign risk, time-varying volatility, interest rates

Avoiding Sovereign Default Contagion: A Normative Analysis

FRB International Finance Discussion Paper No. 1275
Number of pages: 49 Posted: 15 Jun 2020
Sergio de Ferra and Enrico Mallucci
Stockholm University and Board of Governors of the Federal Reserve System
Downloads 9 (729,480)
Citation 1

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Avoiding Sovereign Default Contagion: A Normative Analysis

FEDS Notes No. 2020-09-21 https://doi.org/10.17016/2380-7172.2600
Posted: 24 Sep 2020
Sergio de Ferra and Enrico Mallucci
Stockholm University and Board of Governors of the Federal Reserve System

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