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Andrea Beltratti

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First Name:Andrea
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Last Name:Beltratti
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RePEc Short-ID:pbe1095
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Research output

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Working papers

  1. Andrea Beltratti & René M. Stulz, 2015. "Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis," NBER Working Papers 21150, National Bureau of Economic Research, Inc.
  2. Andrea Beltratti & Bernardo Bortolotti & Marianna Caccavaio, 2014. "Stock market efficiency in China: evidence from the split-share reform," Temi di discussione (Economic working papers) 969, Bank of Italy, Economic Research and International Relations Area.
  3. Beltratti, Andrea & Paladino, Giovanna, 2013. "Why do banks optimize risk weights? The relevance of the cost of equity capital," MPRA Paper 46410, University Library of Munich, Germany.
  4. Beltratti, Andrea & Bortolotti, Bernardo & Caccavaio, Marianna, 2011. "The stock market reaction to the 2005 non-tradable share reform in China," Working Paper Series 1339, European Central Bank.
  5. Beltratti, Andrea & Paladino, Giovanna, 2011. "Is M&A different during a crisis? Evidence from the European banking sector," MPRA Paper 35065, University Library of Munich, Germany.
  6. Beltratti, Andrea & Stulz, Rene M., 2010. "The Credit Crisis around the Globe: Why Did Some Banks Perform Better?," Working Paper Series 2010-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  7. Beltratti, Andrea & Stulz, Rene M., 2009. "Why Did Some Banks Perform Better during the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation," Working Paper Series 2009-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  8. Andrea Beltratti & Bernardo Bortolotti & Marianna Caccavaio, 2009. "Stock Prices in a Speculative Market: The Chinese Split-Share Reform," Working Papers 2009.15, Fondazione Eni Enrico Mattei.
  9. Andrea Beltratti & Claudio Morana, 2008. "International shocks and national house prices," ICER Working Papers - Applied Mathematics Series 14-2008, ICER - International Centre for Economic Research.
  10. Andrea Beltratti & Claudio Morana, 2006. "Comovements in International Stock Markets," ICER Working Papers 3-2006, ICER - International Centre for Economic Research.
  11. Andrea Beltratti & Claudio Morana, 2006. "Net Inflows and Time-Varying Alphas: The Case of Hedge Funds," ICER Working Papers 30-2006, ICER - International Centre for Economic Research.
  12. Bernardo Bortolotti & Andrea Beltratti, 2006. "The Nontradable Share Reform in the Chinese Stock Market," Working Papers 2006.131, Fondazione Eni Enrico Mattei.
  13. Andrea Beltratti & Claudio Morana, 2005. "Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios," ICER Working Papers 23-2005, ICER - International Centre for Economic Research.
  14. Andrea Beltratti & Claudio Morana, 2004. "Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility," Working Papers 20, SEMEQ Department - Faculty of Economics - University of Eastern Piedmont.
  15. Andrea Beltratti, 2003. "Socially Responsible Investment in General Equilibrium," Working Papers 2003.93, Fondazione Eni Enrico Mattei.
  16. Andrea Beltratti & Andrea Laurent & Stavros A. Zenios, 1999. "Scenario Modeling of Selective Hedging Strategies," Center for Financial Institutions Working Papers 99-15, Wharton School Center for Financial Institutions, University of Pennsylvania.
  17. Chichilnisky, Graciela & Beltratti, Andrea & Heal, Geoffrey, 1998. "Sustainable use of renewable resources, Chapter 2.1," MPRA Paper 8815, University Library of Munich, Germany.
  18. Andrea Beltratti & Andrea Consiglio & Stavros A. Zenios, 1998. "Scenario Modeling for the Management of International Bond Portfolios," Center for Financial Institutions Working Papers 98-20, Wharton School Center for Financial Institutions, University of Pennsylvania.
  19. Chichilnisky, Graciela & Beltratti, Andrea & Heal, Geoffrey, 1998. "Uncertain future preferences and conservation," MPRA Paper 7912, University Library of Munich, Germany.
  20. Chichilnisky, Graciela & Beltratti, Andrea & Heal, Geoffrey, 1994. "The environment and the long run: A comparison of different criteria," MPRA Paper 7907, University Library of Munich, Germany.
  21. Andrea Beltratti & Graciela Chichilnisky & Geoffrey Heal, 1993. "Sustainable Growth and the Green Golden Rule," NBER Working Papers 4430, National Bureau of Economic Research, Inc.
  22. Chichilnisky, G. & Heal, G & Beltratti, A., 1992. "Option and Non-Use of Environmental Assets," Papers 92-33, Columbia - Graduate School of Business.
  23. Mordecai Kurz & Andrea Beltratti, "undated". "The Equity Premium is No Puzzle," Working Papers 96004, Stanford University, Department of Economics.

Articles

  1. Beltratti, Andrea & Bortolotti, Bernardo & Caccavaio, Marianna, 2016. "Stock market efficiency in China: Evidence from the split-share reform," The Quarterly Review of Economics and Finance, Elsevier, vol. 60(C), pages 125-137.
  2. Beltratti, Andrea & Paladino, Giovanna, 2016. "Basel II and regulatory arbitrage. Evidence from financial crises," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 180-196.
  3. Beltratti, Andrea & Paladino, Giovanna, 2015. "Bank leverage and profitability: Evidence from a sample of international banks," Review of Financial Economics, Elsevier, vol. 27(C), pages 46-57.
  4. Beltratti, Andrea & Paladino, Giovanna, 2013. "Is M&A different during a crisis? Evidence from the European banking sector," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5394-5405.
  5. Beltratti, Andrea & Spear, Nasser & Szabo, Mark Daniel, 2013. "The Value Relevance and Timeliness of Write-downs During the Financial Crisis of 2007–2009," The International Journal of Accounting, Elsevier, vol. 48(4), pages 467-494.
  6. Beltratti, Andrea & Stulz, René M., 2012. "The credit crisis around the globe: Why did some banks perform better?," Journal of Financial Economics, Elsevier, vol. 105(1), pages 1-17.
  7. Beltratti, Andrea & Morana, Claudio, 2010. "International house prices and macroeconomic fluctuations," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 533-545, March.
  8. Morana, Claudio & Beltratti, Andrea, 2008. "Comovements in international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 31-45, February.
  9. Andrea Beltratti & Giuseppe Corvino, 2008. "Why are Insurance Companies Different? The Limits of Convergence Among Financial Institutions*," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 33(3), pages 363-388, July.
  10. Andrea Beltratti & Giuseppe Corvino, 2007. "Potential Drawbacks of Price-based Accounting in the Insurance Sector," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 32(2), pages 163-177, April.
  11. Andrea Beltratti & Paolo Colla, 2007. "A portfolio-based evaluation of affine term structure models," Annals of Operations Research, Springer, vol. 151(1), pages 193-222, April.
  12. Andrea Beltratti, 2007. "Ricerca e didattica: valutazione ed incentivi," Rivista italiana degli economisti, Società editrice il Mulino, issue 2, pages 205-214.
  13. Andrea Beltratti & Claudio Morana, 2007. "Does the stock market affect income distribution? Some empirical evidence for the US," Applied Economics Letters, Taylor & Francis Journals, vol. 14(2), pages 99-104.
  14. Beltratti, A. & Morana, C., 2006. "Breaks and persistency: macroeconomic causes of stock market volatility," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 151-177.
  15. Beltratti, Andrea, 2005. "Capital market equilibrium with externalities, production and heterogeneous agents," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3061-3073, December.
  16. Andrea Beltratti, 2005. "The Complementarity between Corporate Governance and Corporate Social Responsibility," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 30(3), pages 373-386, July.
  17. Morana, Claudio & Beltratti, Andrea, 2004. "Structural change and long-range dependence in volatility of exchange rates: either, neither or both?," Journal of Empirical Finance, Elsevier, vol. 11(5), pages 629-658, December.
  18. Beltratti, Andrea & Laurant, Andrea & Zenios, Stavros A., 2004. "Scenario modelling for selective hedging strategies," Journal of Economic Dynamics and Control, Elsevier, vol. 28(5), pages 955-974, February.
  19. Andrea Beltratti & Massimo Di Tria, 2002. "The Cross–section of Risk Premia in the Italian Stock Market," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 31(3), pages 389-416, November.
  20. Morana, Claudio & Beltratti, Andrea, 2002. "The effects of the introduction of the euro on the volatility of European stock markets," Journal of Banking & Finance, Elsevier, vol. 26(10), pages 2047-2064, October.
  21. Andrea Beltratti & Claudio Morana, 2001. "Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 30(2), pages 205-234, July.
  22. Morana, Claudio & Beltratti, Andrea, 2000. "Central bank interventions and exchange rates: an analysis with high frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 349-362, December.
  23. Beltratti, Andrea & Morana, Claudio, 1999. "Computing value at risk with high frequency data," Journal of Empirical Finance, Elsevier, vol. 6(5), pages 431-455, December.
  24. Andrea Beltratti & Andrea Consiglio & Stavros Zenios, 1999. "Scenario modeling for the management ofinternational bond portfolios," Annals of Operations Research, Springer, vol. 85(0), pages 227-247, January.
  25. Fabio C. Bagliano & Andrea Beltratti, 1997. "Stock Returns, the Interest Rate and Inflation in the Italian Stock Market: A Long-Run Perspective," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 56(3-4), pages 139-167, December.
  26. Andrea Beltratti, 1997. "I fondi pensione in Italia: alcuni effetti macroeconomici," Banca Impresa Società, Società editrice il Mulino, issue 2, pages 225-238.
  27. Chichilnisky, Graciela & Heal, Geoffrey & Beltratti, Andrea, 1995. "The Green Golden Rule," Economics Letters, Elsevier, vol. 49(2), pages 175-179, August.
  28. Grilli, Vittorio & Beltratti, Andrea, 1989. "U.S. Military Expenditure and the Dollar," Economic Inquiry, Western Economic Association International, vol. 27(4), pages 737-744, October.
  29. Beltratti, Andrea, 1988. "La volatilità del tasso di cambio e del prezzo dei titoli azionari," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 41(3-4), pages 167-180.
    RePEc:taf:apfiec:v:18:y:2008:i:21:p:1755-1764 is not listed on IDEAS
    RePEc:taf:apfiec:v:16:y:2006:i:14:p:1059-1073 is not listed on IDEAS

Chapters

  1. Fabio C. Bagliano & Andrea Beltratti & Giuseppe Bertola, 1996. "Heterogeneous Behavior in Exchange Rate Crises," NBER Chapters, in: The Microstructure of Foreign Exchange Markets, pages 229-260, National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors
  2. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  3. Number of Registered Citing Authors
  4. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  5. Euclidian citation score
  6. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (6) 2009-07-28 2009-11-14 2010-06-04 2011-12-13 2013-04-27 2015-08-30. Author is listed
  2. NEP-FMK: Financial Markets (4) 2007-01-23 2010-06-04 2011-05-24 2015-05-16
  3. NEP-RMG: Risk Management (4) 2009-07-28 2009-11-14 2010-06-04 2013-04-27
  4. NEP-TRA: Transition Economics (4) 2007-01-23 2009-05-23 2011-05-24 2014-11-07
  5. NEP-EFF: Efficiency and Productivity (3) 2009-07-28 2009-11-14 2010-06-04
  6. NEP-CFN: Corporate Finance (2) 2015-05-16 2015-08-30
  7. NEP-EEC: European Economics (2) 2015-05-16 2015-08-30
  8. NEP-ETS: Econometric Time Series (2) 2005-05-14 2005-10-04
  9. NEP-FIN: Finance (2) 2005-05-14 2005-10-04
  10. NEP-REG: Regulation (2) 2009-07-28 2009-11-14
  11. NEP-CNA: China (1) 2007-01-23
  12. NEP-COM: Industrial Competition (1) 2011-12-13
  13. NEP-GER: German Papers (1) 2015-08-30
  14. NEP-IFN: International Finance (1) 2010-06-04
  15. NEP-MAC: Macroeconomics (1) 2005-05-14
  16. NEP-OPM: Open Economy Macroeconomics (1) 2015-05-16
  17. NEP-URE: Urban and Real Estate Economics (1) 2009-06-03

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