Follow
Enrico Mallucci
Title
Cited by
Cited by
Year
Selective sovereign defaults
A Erce, E Mallucci
FRB International Finance Discussion Paper, 2018
1032018
Natural disasters, climate change, and sovereign risk
E Mallucci
FRB International Finance Discussion Paper, 2020
622020
What moves international stock and bond markets?
G Cenedese, E Mallucci
Journal of International Money and Finance 60, 94-113, 2016
392016
Domestic debt and sovereign defaults
E Mallucci
Journal of Money, Credit and Banking 54 (6), 1741-1775, 2022
382022
The impact of the financial crisis on inter-bank funding: evidence from italian balance sheet data
G Cappelletti, A De Socio, G Guazzarotti, E Mallucci
Bank of Italy Occasional Paper, 2011
222011
A journey in the history of sovereign defaults on domestic-law public debt
A Erce, E Mallucci, MO Picarelli
European Stability Mechanism Working Paper, 2022
162022
A journey in the history of sovereign defaults on domestic law public debt-sovereign histories
A Erce, E Mallucci, M Picarelli
52021
Differential treatment in the bond market: Sovereign risk and mutual fund portfolios
N Converse, E Mallucci
Journal of International Economics 145, 103823, 2023
32023
The Domestic Side of Sovereign Defaults
A Erce, E Mallucci, M Picarelli
Inter-American Development Bank, 2020
32020
Sovereign risk matters: Endogenous default risk and the time-varying volatility of interest rate spreads
S de Ferra, E Mallucci
Journal of International Economics 134, 103542, 2022
22022
Sovereign Risk Matters: The Effects of Endogenous Default Risk on the Time-Varying Volatility of Interest Rate Spreads
S De Ferra, E Mallucci
FRB International Finance Discussion Paper, 2020
22020
Avoiding sovereign default contagion: A normative analysis
S De Ferra, E Mallucci
FRB International Finance Discussion Paper, 2020
22020
Preferential Treatment in the Sovereign Debt Market: Evidence from Bond Mutual Funds
N Converse, E Mallucci
Technical Report, Board of Governors of the Federal Reserve System (US) 2019, 2019
12019
Differential treatment in the bond market: Sovereign risk and mutual fund portfolios
N Converse, E Mallucci
Journal of International Economics 145, 103823, 2023
2023
Sovereign risk matters: Endogenous default risk and the time-varying volatility of interest rate spreads (vol 134, 103542, 2020)
S de Ferra, E Mallucci
JOURNAL OF INTERNATIONAL ECONOMICS 137, 2022
2022
Erratum to “Sovereign risk matters: Endogenous default risk and the time-varying volatility of interest rate spreads”[Journal of International Economics 134 (2020) 103542]
S de Ferra, E Mallucci
Journal of International Economics 137, 103611, 2022
2022
A journey in the history of sovereign defaults on domestic law public debt-sovereign histories
A Erce-Domínguez, E Mallucci, M Picarelli
Documentos de Trabajo (Universidad Pública de Navarra. Departamento de …, 2021
2021
A journey in the history of sovereign defaults on domestic law public debt
A Erce-Domínguez, E Mallucci, M Picarelli
Documentos de Trabajo (Universidad Pública de Navarra. Departamento de …, 2021
2021
Sovereign Risk Matters: The Effects of Endogenous Default Risk on the Volatility of Interest Rate Spreads
S de Ferra, E Mallucci
Available at SSRN 3699114, 2020
2020
Differential Treatment in the Bond Market: Sovereign Risk and Bond Mutual Funds Portfolios
N Converse, E Mallucci
2019
The system can't perform the operation now. Try again later.
Articles 1–20