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Alberto Plazzi

Personal Details

First Name:Alberto
Middle Name:
Last Name:Plazzi
Suffix:
RePEc Short-ID:ppl114
[This author has chosen not to make the email address public]
Terminal Degree: Finance Group; Anderson Graduate School of Management; University of California-Los Angeles (UCLA) (from RePEc Genealogy)

Affiliation

Istituto di Finanza
Facoltá di scienze economiche
Universitá della Svizzera Italiana (USI)

Lugano, Switzerland
http://www.istfin.eco.usi.ch/
RePEc:edi:isusich (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Matteo Garzoli & Alberto Plazzi & Rossen I. Valkanov, 2021. "Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Big Data meets Mixed Frequency," Swiss Finance Institute Research Paper Series 21-21, Swiss Finance Institute.
  2. Ruggero Jappelli & Loriana Pelizzon & Alberto Plazzi, 2021. "The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times," Swiss Finance Institute Research Paper Series 21-30, Swiss Finance Institute.
  3. Caporin, Massimiliano & Pelizzon, Loriana & Plazzi, Alberto, 2020. "Does monetary policy impact international market co-movements?," SAFE Working Paper Series 276, Leibniz Institute for Financial Research SAFE.
  4. Andrea Berardi & Michael Markovich & Alberto Plazzi & Andrea Tamoni, 2019. "Mind the (Convergence) Gap: Bond Predictability Strikes Back!," Swiss Finance Institute Research Paper Series 19-52, Swiss Finance Institute.
  5. Andrea Berardi & Alberto Plazzi, 2019. "Dissecting the Yield Curve: The International Evidence," Swiss Finance Institute Research Paper Series 19-73, Swiss Finance Institute.
  6. Andrea Berardi & Alberto Plazzi, 2018. "Inflation Risk Premia, Yield Volatility and Macro Factors," Swiss Finance Institute Research Paper Series 18-13, Swiss Finance Institute, revised Mar 2018.
  7. Priyank Gandhi & Benjamin Golez & Jens Carsten Jackwerth & Alberto Plazzi, 2017. "Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation," Swiss Finance Institute Research Paper Series 17-53, Swiss Finance Institute.
  8. Massimiliano Caporin & Loriana Pelizzon & Alberto Plazzi, 2017. "Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets," Swiss Finance Institute Research Paper Series 17-47, Swiss Finance Institute.
  9. Priyank Gandhi & Patrick Christian Kiefer & Alberto Plazzi, 2016. "A False Sense of Security: Why U.S. Banks Diversify and Does it Help?," Swiss Finance Institute Research Paper Series 16-43, Swiss Finance Institute.
  10. Marc Gerritzen & Jens Carsten Jackwerth & Alberto Plazzi, 2016. "Birds of a Feather – Do Hedge Fund Managers Flock Together?," Swiss Finance Institute Research Paper Series 16-10, Swiss Finance Institute, revised Jul 2020.
  11. Alberto Plazzi & Walter N. Torous, 2016. "Does Corporate Governance Matter? Evidence from the AGR Governance Rating," Swiss Finance Institute Research Paper Series 16-54, Swiss Finance Institute.
  12. Priyank Gandhi & Hanno N. Lustig & Alberto Plazzi, 2016. "Equity is Cheap for Large Financial Institutions: The International Evidence," Swiss Finance Institute Research Paper Series 16-22, Swiss Finance Institute, revised Jun 2016.
  13. Efe Cotelioglu & Francesco A. Franzoni & Alberto Plazzi, 2013. "What Constrains Liquidity Provision? Evidence From Hedge Fund Trades," Swiss Finance Institute Research Paper Series 13-10, Swiss Finance Institute.
  14. Eric Ghysels & Alberto Plazzi & Rossen I. Valkanov, 2011. "Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals," Swiss Finance Institute Research Paper Series 11-06, Swiss Finance Institute.
  15. Alberto Plazzi & Walter N. Torous & Rossen I. Valkanov, 2011. "Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation," Swiss Finance Institute Research Paper Series 11-07, Swiss Finance Institute.
  16. Plazzi, Alberto & Torous, Walt & Valkanov, Rossen, 2004. "13-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate," University of California at Los Angeles, Anderson Graduate School of Management qt8c68m5tk, Anderson Graduate School of Management, UCLA.

Articles

  1. Berardi, Andrea & Plazzi, Alberto, 2022. "Dissecting the yield curve: The international evidence," Journal of Banking & Finance, Elsevier, vol. 134(C).
  2. Efe Çötelioğlu & Francesco Franzoni & Alberto Plazzi, 2021. "What Constrains Liquidity Provision? Evidence from Institutional Trades [Illiquidity and stock returns: cross-section and time-series effects]," Review of Finance, European Finance Association, vol. 25(2), pages 485-517.
  3. Priyank Gandhi & Hanno Lustig & Alberto Plazzi, 2020. "Equity Is Cheap for Large Financial Institutions," The Review of Financial Studies, Society for Financial Studies, vol. 33(9), pages 4231-4271.
  4. Eric Ghysels & Alberto Plazzi & Rossen Valkanov & Antonio Rubia & Asad Dossani, 2019. "Direct Versus Iterated Multiperiod Volatility Forecasts," Annual Review of Financial Economics, Annual Reviews, vol. 11(1), pages 173-195, December.
  5. Andrea Berardi & Alberto Plazzi, 2019. "Inflation Risk Premia, Yield Volatility, and Macro Factors," Journal of Financial Econometrics, Oxford University Press, vol. 17(3), pages 397-431.
  6. Priyank Gandhi & Benjamin Golez & Jens Carsten Jackwerth & Alberto Plazzi, 2019. "Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation," Management Science, INFORMS, vol. 65(11), pages 5268-5289, November.
  7. Eric Ghysels & Alberto Plazzi & Rossen Valkanov, 2016. "Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry," Journal of Finance, American Finance Association, vol. 71(5), pages 2145-2192, October.
  8. Alberto Plazzi & Walter Torous & Rossen Valkanov, 2010. "Expected Returns and Expected Growth in Rents of Commercial Real Estate," The Review of Financial Studies, Society for Financial Studies, vol. 23(9), pages 3469-3519.
  9. Alberto Plazzi & Walter Torous & Rossen Valkanov, 2008. "The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(3), pages 403-439, September.
  10. Eric Ghysels & Alberto Plazzi & Rossen Valkanov, 2007. "Valuation in US Commercial Real Estate," European Financial Management, European Financial Management Association, vol. 13(3), pages 472-497, June.

Chapters

  1. Alberto Plazzi & Walter Torous & Umit Yilmaz, 2020. "What You See Is What You Get But Do Investors Reward Good Corporate Governance When They See It?," World Scientific Book Chapters, in: Itzhak Venezia (ed.), Behavioral Finance A Novel Approach, chapter 4, pages 73-98, World Scientific Publishing Co. Pte. Ltd..
  2. Ghysels, Eric & Plazzi, Alberto & Valkanov, Rossen & Torous, Walter, 2013. "Forecasting Real Estate Prices," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 509-580, Elsevier.

More information

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Statistics

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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-MAC: Macroeconomics (5) 2018-08-13 2018-08-27 2019-10-07 2020-02-10 2020-05-25. Author is listed
  2. NEP-BAN: Banking (4) 2016-06-25 2016-07-30 2016-07-30 2016-10-02
  3. NEP-EEC: European Economics (4) 2020-02-10 2020-05-25 2021-04-26 2022-01-10
  4. NEP-IFN: International Finance (3) 2016-07-30 2016-10-02 2020-05-25
  5. NEP-MON: Monetary Economics (3) 2018-08-27 2020-02-10 2020-05-25
  6. NEP-CBA: Central Banking (2) 2018-08-27 2020-05-25
  7. NEP-CFN: Corporate Finance (2) 2016-10-02 2017-02-12
  8. NEP-FOR: Forecasting (2) 2019-10-07 2021-03-22
  9. NEP-BEC: Business Economics (1) 2017-02-12
  10. NEP-BIG: Big Data (1) 2021-03-22
  11. NEP-LAW: Law and Economics (1) 2018-07-16
  12. NEP-NET: Network Economics (1) 2016-06-25
  13. NEP-ORE: Operations Research (1) 2021-04-26
  14. NEP-RMG: Risk Management (1) 2016-07-30
  15. NEP-URE: Urban and Real Estate Economics (1) 2021-03-22

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