Selective sovereign defaults A Erce, E Mallucci FRB International Finance Discussion Paper, 2018 | 103 | 2018 |
Natural disasters, climate change, and sovereign risk E Mallucci FRB International Finance Discussion Paper, 2020 | 62 | 2020 |
What moves international stock and bond markets? G Cenedese, E Mallucci Journal of International Money and Finance 60, 94-113, 2016 | 39 | 2016 |
Domestic debt and sovereign defaults E Mallucci Journal of Money, Credit and Banking 54 (6), 1741-1775, 2022 | 38 | 2022 |
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 | 22 | 2011 |
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 | 16 | 2022 |
A journey in the history of sovereign defaults on domestic law public debt-sovereign histories A Erce, E Mallucci, M Picarelli | 5 | 2021 |
Differential treatment in the bond market: Sovereign risk and mutual fund portfolios N Converse, E Mallucci Journal of International Economics 145, 103823, 2023 | 3 | 2023 |
The Domestic Side of Sovereign Defaults A Erce, E Mallucci, M Picarelli Inter-American Development Bank, 2020 | 3 | 2020 |
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 | 2 | 2022 |
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 | 2 | 2020 |
Avoiding sovereign default contagion: A normative analysis S De Ferra, E Mallucci FRB International Finance Discussion Paper, 2020 | 2 | 2020 |
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 | 1 | 2019 |
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 |