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Fabrizio Ferriani

Personal Details

First Name:Fabrizio
Middle Name:
Last Name:Ferriani
Suffix:
RePEc Short-ID:pfe491
[This author has chosen not to make the email address public]
https://sites.google.com/site/fabrizioferriani/

Affiliation

Banca d'Italia

Roma, Italy
http://www.bancaditalia.it/
RePEc:edi:bdigvit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Alessandro D'Orazio & Fabrizio Ferriani & Andrea Gazzani, 2024. "Geoeconomic fragmentation and firms' financial performance," Questioni di Economia e Finanza (Occasional Papers) 844, Bank of Italy, Economic Research and International Relations Area.
  2. Fabrizio Ferriani & Andrea Gazzani & Filippo Natoli, 2023. "Flight to climatic safety: local natural disasters and global portfolio flows," Temi di discussione (Economic working papers) 1420, Bank of Italy, Economic Research and International Relations Area.
  3. Simone Emiliozzi & Fabrizio Ferriani & Andrea Gazzani, 2023. "The European energy crisis and the consequences for the global natural gas market," Questioni di Economia e Finanza (Occasional Papers) 824, Bank of Italy, Economic Research and International Relations Area.
  4. Marco Albori & Alessio Anzuini & Fabrizio Ferriani & Luca Rossi, 2023. "The gravity of Offshore Financial Centers: estimating real FDIs using a binary choice model," Questioni di Economia e Finanza (Occasional Papers) 805, Bank of Italy, Economic Research and International Relations Area.
  5. Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2023. "Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint," Questioni di Economia e Finanza (Occasional Papers) 772, Bank of Italy, Economic Research and International Relations Area.
  6. Fabrizio Ferriani & Andrea Gazzani, 2023. "The invasion of Ukraine and the energy crisis: comparative advantages in equity valuations," Questioni di Economia e Finanza (Occasional Papers) 789, Bank of Italy, Economic Research and International Relations Area.
  7. Fabrizio Ferriani & Andrea Gazzani, 2022. "The impact of the war in Ukraine on energy prices: consequences for firms' financial performance," Questioni di Economia e Finanza (Occasional Papers) 729, Bank of Italy, Economic Research and International Relations Area.
  8. Fabrizio Ferriani, 2022. "Issuing bonds during the Covid-19 pandemic: is there an ESG premium?," Temi di discussione (Economic working papers) 1392, Bank of Italy, Economic Research and International Relations Area.
  9. Fabrizio Ferriani & Andrea Gazzani, 2021. "Financial condition indices for emerging market economies: can Google help?," Questioni di Economia e Finanza (Occasional Papers) 653, Bank of Italy, Economic Research and International Relations Area.
  10. Stefano Antonelli & Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2021. "Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM index," Questioni di Economia e Finanza (Occasional Papers) 657, Bank of Italy, Economic Research and International Relations Area.
  11. Fabrizio Ferriani & Wanda Cornacchia & Paolo Farroni & Eliana Ferrara & Francesco Guarino & Francesco Pisanti, 2019. "An early warning system for less significant Italian banks," Questioni di Economia e Finanza (Occasional Papers) 480, Bank of Italy, Economic Research and International Relations Area.
  12. Fabrizio Ferriani & Filippo Natoli & Giovanni Veronese & Federica Zeni, 2019. "Risk premium in the era of shale oil," Temi di discussione (Economic working papers) 1215, Bank of Italy, Economic Research and International Relations Area.
  13. Fabrizio Ferriani & Giovanni Veronese, 2019. "U.S. shale producers: a case of dynamic risk management?," Temi di discussione (Economic working papers) 1211, Bank of Italy, Economic Research and International Relations Area.
  14. Ferriani, Fabrizio & Natoli, Filippo & Veronese, Giovanni & Zeni, Federica, 2018. "Futures risk premia in the era of shale oil," MPRA Paper 89097, University Library of Munich, Germany.
  15. Ferriani, Fabrizio, 2010. "Informed and uninformed traders at work: evidence from the French market," MPRA Paper 24487, University Library of Munich, Germany.

Articles

  1. Fabrizio Ferriani, 2024. "The importance of labels for sustainable investments: SFDR versus Morningstar globes," Applied Economics Letters, Taylor & Francis Journals, vol. 31(18), pages 1813-1819, October.
  2. Albori, Marco & Anzuini, Alessio & Ferriani, Fabrizio & Rossi, Luca, 2024. "The gravity of Offshore Financial Centers: Estimating real FDIs using a binary choice model," International Economics, Elsevier, vol. 178(C).
  3. Ferriani, Fabrizio & Gazzani, Andrea, 2023. "The invasion of Ukraine and the energy crisis: Comparative advantages in equity valuations," Finance Research Letters, Elsevier, vol. 58(PD).
  4. Ferriani, Fabrizio, 2023. "Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?," International Review of Financial Analysis, Elsevier, vol. 88(C).
  5. Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2023. "Macroeconomic news, the financial cycle and the commodity cycle: The Chinese footprint," Economics Letters, Elsevier, vol. 231(C).
  6. Ferriani, Fabrizio & Gazzani, Andrea, 2023. "The impact of the war in Ukraine on energy prices: Consequences for firms’ financial performance," International Economics, Elsevier, vol. 174(C), pages 221-230.
  7. Antonelli, Stefano & Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2022. "Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index," Economics Letters, Elsevier, vol. 216(C).
  8. Ferriani, Fabrizio & Gazzani, Andrea, 2022. "Financial condition indices for emerging market economies: Can Google help?," Economics Letters, Elsevier, vol. 216(C).
  9. Ferriani, Fabrizio & Veronese, Giovanni, 2022. "Hedging and investment trade-offs in the U.S. oil industry," Energy Economics, Elsevier, vol. 106(C).
  10. Fabrizio Ferriani & Patrick Zoi, 2022. "The dynamics of price jumps in the stock market: an empirical study on Europe and U.S," The European Journal of Finance, Taylor & Francis Journals, vol. 28(7), pages 718-742, May.
  11. Ferriani, Fabrizio, 2021. "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
  12. Fabrizio Ferriani & Filippo Natoli, 2021. "ESG risks in times of Covid-19," Applied Economics Letters, Taylor & Francis Journals, vol. 28(18), pages 1537-1541, October.
  13. Fabrizio Ferriani & Giacomo Oddo, 2019. "More distance, more remittance? Remitting behavior, travel cost, and the size of the informal channel," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(3), November.
  14. Fabrizio Ferriani, 2015. "Traders and time: who moves the market?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 32(1), pages 74-97, March.
  15. Fabrizio Ferriani & Sergio Pastorello, 2012. "Estimating and testing non‐affine option pricing models with a large unbalanced panel of options," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 171-203, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Alessandro D'Orazio & Fabrizio Ferriani & Andrea Gazzani, 2024. "Geoeconomic fragmentation and firms' financial performance," Questioni di Economia e Finanza (Occasional Papers) 844, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Aiyar, Shekhar & Ohnsorge, Franziska, 2024. "Geoeconomic Fragmentation and "Connector" Countries," MPRA Paper 121726, University Library of Munich, Germany.

  2. Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2023. "Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint," Questioni di Economia e Finanza (Occasional Papers) 772, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Simone Emiliozzi & Fabrizio Ferriani & Andrea Gazzani, 2023. "The European energy crisis and the consequences for the global natural gas market," Questioni di Economia e Finanza (Occasional Papers) 824, Bank of Italy, Economic Research and International Relations Area.
    2. Camila Gutierrez & Javier Turen & Alejandro Vicondoa, 2024. "Chinese Macroeconomic Surprises and the Global Financial Cycle," Documentos de Trabajo 577, Instituto de Economia. Pontificia Universidad Católica de Chile..

  3. Fabrizio Ferriani & Andrea Gazzani, 2023. "The invasion of Ukraine and the energy crisis: comparative advantages in equity valuations," Questioni di Economia e Finanza (Occasional Papers) 789, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Kumari, Vineeta & Hassan, Majdi & Pandey, Dharen Kumar, 2024. "Are high-income and innovative nations resilient to the Russia-Ukraine war?," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 1268-1287.
    2. Alessandro D'Orazio & Fabrizio Ferriani & Andrea Gazzani, 2024. "Geoeconomic fragmentation and firms' financial performance," Questioni di Economia e Finanza (Occasional Papers) 844, Bank of Italy, Economic Research and International Relations Area.

  4. Fabrizio Ferriani & Andrea Gazzani, 2022. "The impact of the war in Ukraine on energy prices: consequences for firms' financial performance," Questioni di Economia e Finanza (Occasional Papers) 729, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Ferriani, Fabrizio & Gazzani, Andrea, 2023. "The invasion of Ukraine and the energy crisis: Comparative advantages in equity valuations," Finance Research Letters, Elsevier, vol. 58(PD).
    2. Piotr Szajner & Barbara Wieliczko, 2024. "Energy Efficiency in Polish Farms," Energies, MDPI, vol. 17(15), pages 1-19, July.
    3. Balsalobre-Lorente, Daniel & Sinha, Avik & Murshed, Muntasir, 2023. "Russia-Ukraine conflict sentiments and energy market returns in G7 countries: Discovering the unexplored dynamics," Energy Economics, Elsevier, vol. 125(C).
    4. Krzysztof Janasz & Norbert Obrycki & Joanna Wisniewska, 2022. "Modelling the Energy Sector in Ukraine with RES Development Scenarios," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 283-307.
    5. Di-Comite, Francesco & Pasimeni, Paolo, 2022. "Decoupling from Russia," Single Market Economics Papers WP2022/4, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team.
    6. Marjan Petreski, 2023. "The impact of the crisis induced by the conflict in Ukraine on firms in North Macedonia: Evidence from a micro-survey," Finance Think Policy Studies 2023-06/46, Finance Think - Economic Research and Policy Institute.
    7. Oriol Sabaté & Sara Torregrosa-Hetland, 2024. "War inflation and taxation," UB School of Economics Working Papers 2024/463, University of Barcelona School of Economics.
    8. Maneejuk, Paravee & Kaewtathip, Nuttaphong & Yamaka, Woraphon, 2024. "The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles," Energy Economics, Elsevier, vol. 129(C).
    9. Koetter, Michael & Nguyen, Huyen, 2023. "European banking in transformational times: Regulation, crises, and challenges," IWH Studies 7/2023, Halle Institute for Economic Research (IWH).
    10. Beata Milewska & Dariusz Milewski, 2023. "The Impact of Energy Consumption Costs on the Profitability of Production Companies in Poland in the Context of the Energy Crisis," Energies, MDPI, vol. 16(18), pages 1-19, September.
    11. Duparc-Portier, Geoffroy & Figus, Gioele, 2024. "How should governments respond to energy price crises? A horse-race between fiscal policies," Energy Economics, Elsevier, vol. 130(C).
    12. Elisa Moretti & Ettore Stamponi, 2023. "The Renewable Energy Communities in Italy and the Role of Public Administrations: The Experience of the Municipality of Assisi between Challenges and Opportunities," Sustainability, MDPI, vol. 15(15), pages 1-23, August.
    13. Petreski Marjan, 2024. "The Impact of the Crisis Induced by the Conflict in Ukraine on Firms: Evidence from North Macedonia," South East European Journal of Economics and Business, Sciendo, vol. 19(1), pages 123-144.
    14. Andrea Lippi & Riccardo Torelli & Andrea Caccialanza, 2024. "Relationship between governance diversity and company growth: Evidence from the FT 1000 Europe's fastest growing companies," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 31(1), pages 650-658, January.

  5. Fabrizio Ferriani, 2022. "Issuing bonds during the Covid-19 pandemic: is there an ESG premium?," Temi di discussione (Economic working papers) 1392, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Zaghini, Andrea, 2023. "Unconventional green," CFS Working Paper Series 710, Center for Financial Studies (CFS).
    2. Simone Letta & Pasquale Mirante, 2023. "Investigating the determinants of corporate bond credit spreads in the euro area," Temi di discussione (Economic working papers) 36, Bank of Italy, Economic Research and International Relations Area.
    3. Fabrizio Ferriani & Marcello Pericoli, 2024. "ESG risks and corporate viability: insights from default probability term structure analysis," Questioni di Economia e Finanza (Occasional Papers) 892, Bank of Italy, Economic Research and International Relations Area.
    4. Wu, Hua & Zhang, Ke & Li, Renyu, 2024. "ESG score, analyst coverage and corporate resilience," Finance Research Letters, Elsevier, vol. 62(PB).
    5. Rahat, Birjees & Nguyen, Pascal, 2024. "The impact of ESG profile on Firm's valuation in emerging markets," International Review of Financial Analysis, Elsevier, vol. 95(PA).
    6. Fornari, Fabio & Pianeselli, Daniele & Zaghini, Andrea, 2024. "It better be good, it better be green," CFS Working Paper Series 723, Center for Financial Studies (CFS).

  6. Stefano Antonelli & Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2021. "Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM index," Questioni di Economia e Finanza (Occasional Papers) 657, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, december.
    2. Li, Ping & Wang, Kai & Zhang, Junping, 2023. "Does the inclusion of Chinese A-shares in the MSCI EM index promote ESG performance?," Finance Research Letters, Elsevier, vol. 58(PB).
    3. Zhao, Panting & Yao, Xin & Shen, Rui, 2024. "Capital market internationalization and firms' ESG performance: Evidence from the inclusion of China A-shares in the MSCI Emerging Market Index," Energy Economics, Elsevier, vol. 133(C).
    4. Juan J. Cortina & Maria Soledad Martinez Peria & Sergio L. Schmukler & Jasmine Xiao, 2024. "The Internationalization of China’s Equity Markets," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 554-610, June.
    5. Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2023. "Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint," Questioni di Economia e Finanza (Occasional Papers) 772, Bank of Italy, Economic Research and International Relations Area.

  7. Fabrizio Ferriani & Wanda Cornacchia & Paolo Farroni & Eliana Ferrara & Francesco Guarino & Francesco Pisanti, 2019. "An early warning system for less significant Italian banks," Questioni di Economia e Finanza (Occasional Papers) 480, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Berthonnaud, Pierre & Cesati, Enrico & Drudi, Maria Ludovica & Jager, Kirsten & Kick, Heinrich & Lanciani, Marcello & Schneider, Ludwig & Schwarz, Claudia & Siakoulis, Vasileios & Vroege, Robert, 2021. "Asset encumbrance in euro area banks: analysing trends, drivers and prediction properties for individual bank crises," Occasional Paper Series 261, European Central Bank.
    2. Maria Ludovica Drudi & Stefano Nobili, 2021. "A liquidity risk early warning indicator for Italian banks: a machine learning approach," Temi di discussione (Economic working papers) 1337, Bank of Italy, Economic Research and International Relations Area.
    3. Bräuning, Michael & Malikkidou, Despo & Scricco, Giorgio & Scalone, Stefano, 2019. "A new approach to Early Warning Systems for small European banks," Working Paper Series 2348, European Central Bank.
    4. Filippopoulou, Chryssanthi & Galariotis, Emilios & Spyrou, Spyros, 2020. "An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach," Journal of Economic Behavior & Organization, Elsevier, vol. 172(C), pages 344-363.

  8. Fabrizio Ferriani & Filippo Natoli & Giovanni Veronese & Federica Zeni, 2019. "Risk premium in the era of shale oil," Temi di discussione (Economic working papers) 1215, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Fedorov, Semyon & Lavrutich, Maria & Hagspiel, Verena & Lerdahl, Thomas, 2022. "Risk and benefit sharing schemes in oil exploration and production," Energy Economics, Elsevier, vol. 116(C).
    2. Filippo Natoli, 2021. "Financialization Of Commodities Before And After The Great Financial Crisis," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 488-511, April.
    3. Ferriani, Fabrizio & Veronese, Giovanni, 2022. "Hedging and investment trade-offs in the U.S. oil industry," Energy Economics, Elsevier, vol. 106(C).

  9. Ferriani, Fabrizio & Natoli, Filippo & Veronese, Giovanni & Zeni, Federica, 2018. "Futures risk premia in the era of shale oil," MPRA Paper 89097, University Library of Munich, Germany.

    Cited by:

    1. Fabrizio Ferriani & Giovanni Veronese, 2019. "U.S. shale producers: a case of dynamic risk management?," Temi di discussione (Economic working papers) 1211, Bank of Italy, Economic Research and International Relations Area.

  10. Ferriani, Fabrizio, 2010. "Informed and uninformed traders at work: evidence from the French market," MPRA Paper 24487, University Library of Munich, Germany.

    Cited by:

    1. Beckman, Jayson F. & Xiarchos, Irene M., 2012. "Why are Californian Farmers Adopting more (and Larger) Renewable Energy Operations?," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124444, Agricultural and Applied Economics Association.

Articles

  1. Ferriani, Fabrizio & Gazzani, Andrea, 2023. "The invasion of Ukraine and the energy crisis: Comparative advantages in equity valuations," Finance Research Letters, Elsevier, vol. 58(PD).
    See citations under working paper version above.
  2. Ferriani, Fabrizio, 2023. "Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?," International Review of Financial Analysis, Elsevier, vol. 88(C).
    See citations under working paper version above.
  3. Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2023. "Macroeconomic news, the financial cycle and the commodity cycle: The Chinese footprint," Economics Letters, Elsevier, vol. 231(C).
    See citations under working paper version above.
  4. Ferriani, Fabrizio & Gazzani, Andrea, 2023. "The impact of the war in Ukraine on energy prices: Consequences for firms’ financial performance," International Economics, Elsevier, vol. 174(C), pages 221-230.
    See citations under working paper version above.
  5. Antonelli, Stefano & Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2022. "Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index," Economics Letters, Elsevier, vol. 216(C).
    See citations under working paper version above.
  6. Ferriani, Fabrizio & Veronese, Giovanni, 2022. "Hedging and investment trade-offs in the U.S. oil industry," Energy Economics, Elsevier, vol. 106(C).

    Cited by:

    1. Giraldo, Carlos & Giraldo, Iader & Huertas, Cristian & Sánchez, Juan Camilo, 2024. "Determinants of Financial Hedging Strategies among Commodity Producer Firms in Latin America," Documentos de trabajo 21196, FLAR.
    2. Simone Emiliozzi & Fabrizio Ferriani & Andrea Gazzani, 2023. "The European energy crisis and the consequences for the global natural gas market," Questioni di Economia e Finanza (Occasional Papers) 824, Bank of Italy, Economic Research and International Relations Area.
    3. Dionne, Georges & El Hraiki, Rayane & Mnasri, Mohamed, 2023. "Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers," Working Papers 23-3, HEC Montreal, Canada Research Chair in Risk Management.

  7. Fabrizio Ferriani & Patrick Zoi, 2022. "The dynamics of price jumps in the stock market: an empirical study on Europe and U.S," The European Journal of Finance, Taylor & Francis Journals, vol. 28(7), pages 718-742, May.

    Cited by:

    1. Hassan Zada & Huma Maqsood & Shakeel Ahmed & Muhammad Zeb Khan, 2023. "Information shocks, market returns and volatility: a comparative analysis of developed equity markets in Asia," SN Business & Economics, Springer, vol. 3(1), pages 1-22, January.

  8. Ferriani, Fabrizio, 2021. "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).

    Cited by:

    1. Ferriani, Fabrizio, 2023. "Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?," International Review of Financial Analysis, Elsevier, vol. 88(C).
    2. Múnera, Daimer J. & Agudelo, Diego A., 2022. "Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty," Journal of International Money and Finance, Elsevier, vol. 129(C).
    3. Stefano Antonelli & Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2021. "Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM index," Questioni di Economia e Finanza (Occasional Papers) 657, Bank of Italy, Economic Research and International Relations Area.
    4. Ferriani, Fabrizio & Gazzani, Andrea, 2022. "Financial condition indices for emerging market economies: Can Google help?," Economics Letters, Elsevier, vol. 216(C).
    5. Gemici, Eray & Gök, Remzi & Bouri, Elie, 2023. "Predictability of risk appetite in Turkey: Local versus global factors," Emerging Markets Review, Elsevier, vol. 55(C).
    6. Janus, Jakub, 2022. "Cross-border flights to safe assets in bond markets: evidence from emerging market economies," MPRA Paper 113875, University Library of Munich, Germany.
    7. Janus, Jakub, 2023. "Flights to safe assets in bond markets: Evidence from emerging market economies," Journal of International Money and Finance, Elsevier, vol. 139(C).
    8. Choi, Sun-Yong & Phiri, Andrew & Teplova, Tamara & Umar, Zaghum, 2024. "Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 348-363.
    9. Yousefi, Hamed & Najand, Mohammad, 2022. "Geographical diversification using ETFs: Multinational evidence from COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 83(C).
    10. Chada, Swechha, 2023. "Economic policy uncertainties and institutional ownership in India," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
    11. Kemal Tosun, Onur & Eshraghi, Arman & Muradoglu, Gulnur, 2023. "Learning financial survival from disasters," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
    12. Kim, Jinhwan & Cho, Hoon & Seok, Sangik, 2023. "Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
    13. Jieun Lee, 2023. "Dollar and government bond liquidity: evidence from Korea," BIS Working Papers 1145, Bank for International Settlements.
    14. Socaciu, Erzsébet-Mirjám & Nagy, Bálint-Zsolt & Benedek, Botond, 2023. "No place like home: Home bias and flight-to-quality in Group of Seven countries," Economic Modelling, Elsevier, vol. 129(C).

  9. Fabrizio Ferriani & Filippo Natoli, 2021. "ESG risks in times of Covid-19," Applied Economics Letters, Taylor & Francis Journals, vol. 28(18), pages 1537-1541, October.

    Cited by:

    1. Wang, Hu, 2024. "ESG investment preference and fund vulnerability," International Review of Financial Analysis, Elsevier, vol. 91(C).
    2. Dumrose, Maurice & Rink, Sebastian & Eckert, Julia, 2022. "Disaggregating confusion? The EU Taxonomy and its relation to ESG rating," Finance Research Letters, Elsevier, vol. 48(C).
    3. Fabrizio Ferriani & Marcello Pericoli, 2024. "ESG risks and corporate viability: insights from default probability term structure analysis," Questioni di Economia e Finanza (Occasional Papers) 892, Bank of Italy, Economic Research and International Relations Area.
    4. Muneer Shaik & Mohd Ziaur Rehman, 2023. "The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 231-246, March.
    5. Priya Malhotra & Pankaj Sinha, 2023. "Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance," Metamorphosis: A Journal of Management Research, , vol. 22(1), pages 38-54, June.
    6. Antonio Miceli & Birgit Hagen & Maria Pia Riccardi & Francesco Sotti & Davide Settembre-Blundo, 2021. "Thriving, Not Just Surviving in Changing Times: How Sustainability, Agility and Digitalization Intertwine with Organizational Resilience," Sustainability, MDPI, vol. 13(4), pages 1-17, February.
    7. Yuan, Xi & Qin, Meng & Zhong, Yifan & Nicoleta-Claudia, Moldovan, 2023. "Financial roles in green investment based on the quantile connectedness," Energy Economics, Elsevier, vol. 117(C).
    8. Meyer, Julia, 2024. "Willingness to take risks for sustainability during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 59(C).
    9. Becker, Martin G. & Martin, Fabio & Walter, Andreas, 2022. "The power of ESG transparency: The effect of the new SFDR sustainability labels on mutual funds and individual investors," Finance Research Letters, Elsevier, vol. 47(PB).
    10. Stefano Nobili & Mattia Persico & Rosario Romeo, 2024. "How Important Are Esg Factors For Banks’ Cost Of Debt? An Empirical Investigation," Temi di discussione (Economic working papers) 52, Bank of Italy, Economic Research and International Relations Area.
    11. Fabio Pisani & Giorgia Russo, 2021. "Sustainable Finance and COVID-19: The Reaction of ESG Funds to the 2020 Crisis," Sustainability, MDPI, vol. 13(23), pages 1-18, November.
    12. Sébastien Duchêne & Adrien Nguyen-Huu & Dimitri Dubois & Marc Willinger, 2022. "Risk-return trade-offs in the context of environmental impact: a lab-in-the-field experiment with finance professionals," CEE-M Working Papers hal-03883121, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
    13. Eisenkopf, Jana & Juranek, Steffen & Walz, Uwe, 2021. "Responsible investment and stock market shocks: Short-term insurance and persistent outperformance post-crisis?," SAFE Working Paper Series 329, Leibniz Institute for Financial Research SAFE.
    14. Yunhe Li & Xinyi Shen & Fang Zhang, 2024. "The effects of heterogeneous CSR on corporate stock performance: evidence from COVID-19 pandemic in China," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-13, December.
    15. Enrico Bernardini & Ivan Faiella & Luciano Lavecchia & Alessandro Mistretta & Filippo Natoli, 2021. "Central banks, climate risks and sustainable finance," Questioni di Economia e Finanza (Occasional Papers) 608, Bank of Italy, Economic Research and International Relations Area.
    16. Danilo Liberati & Giuseppe Marinelli, 2021. "Everything you always wanted to know about green bonds (but were afraid to ask)," Questioni di Economia e Finanza (Occasional Papers) 654, Bank of Italy, Economic Research and International Relations Area.
    17. Zhang, Wenting & He, Xie & Hamori, Shigeyuki, 2023. "The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments," International Review of Financial Analysis, Elsevier, vol. 89(C).
    18. Mohd Ziaur Rehman & Md Zulquar Nain & Mohammed Alhashim & Javed Ahmad Bhat, 2024. "Choice between Sustainable versus Conventional Investments—Relative Efficiency Analysis from Global and Regional Stock Markets," Sustainability, MDPI, vol. 16(13), pages 1-25, June.
    19. Yahya, Habeeb, 2023. "The role of ESG performance in firms' resilience during the COVID-19 pandemic: Evidence from Nordic firms," Global Finance Journal, Elsevier, vol. 58(C).
    20. Riccardo Savio & Edoardo D’Andrassi & Francesca Ventimiglia, 2023. "A Systematic Literature Review on ESG during the COVID-19 Pandemic," Sustainability, MDPI, vol. 15(3), pages 1-17, January.
    21. Samreen Hamid & Asif Saeed & Umar Farooq & Faisal Alnori, 2022. "A Bibliometric Retrospection of CSR from the Lens of Finance and Economics: Towards Sustainable Development," Sustainability, MDPI, vol. 14(24), pages 1-25, December.
    22. Pompella Maurizio & Costantino Lorenzo, 2023. "ESG Disclosure and Sustainability Transition: A New Metric and Emerging Trends in Responsible Investments," TalTech Journal of European Studies, Sciendo, vol. 13(1), pages 8-39, June.

  10. Fabrizio Ferriani & Giacomo Oddo, 2019. "More distance, more remittance? Remitting behavior, travel cost, and the size of the informal channel," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(3), November.

    Cited by:

    1. Luca Baldo & Elisa Bonifacio & Marco Brandi & Michelina Lo Russo & Gianluca Maddaloni & Andrea Nobili & Giorgia Rocco & Gabriele Sene & Massimo Valentini, 2021. "Inside the black box: tools for understanding cash circulation," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 7, Bank of Italy, Directorate General for Markets and Payment System.
    2. Agradi, Mawunyo, 2023. "Does remittance inflow influence energy poverty?," Applied Energy, Elsevier, vol. 335(C).
    3. Ahmed, Junaid & Mughal, Mazhar & Martínez-Zarzoso, Inmaculada, 2020. "Sending money home: Transaction cost and remittances to developing countries," University of Göttingen Working Papers in Economics 387, University of Goettingen, Department of Economics.
    4. Mr. Kangni R Kpodar & Patrick A. Imam, 2022. "How Do Transaction Costs Influence Remittances," IMF Working Papers 2022/218, International Monetary Fund.
    5. R. Isil Yavuz & Berrak Bahadir, 2022. "Remittances, ethnic diversity, and entrepreneurship in developing countries," Small Business Economics, Springer, vol. 58(4), pages 1931-1952, April.
    6. Alessandro Croce & Marco Langiulli & Giuseppina Marocchi, 2020. "The weight of a Libra: are stablecoins a new challenge for external statistics compilers?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Bridging measurement challenges and analytical needs of external statistics: evolution or revolution?, volume 52, Bank for International Settlements.
    7. Alessio Ciarlone, 2023. "Remittances in times of crisis: evidence from Italian corridors," Temi di discussione (Economic working papers) 1402, Bank of Italy, Economic Research and International Relations Area.
    8. Dinarte Diaz,Lelys Ileana & Jaume,David Jose & Medina-Cortina,Eduardo & Winkler,Hernan, 2022. "Neither by Land nor by Sea : The Rise of Electronic Remittances during COVID-19," Policy Research Working Paper Series 10057, The World Bank.

  11. Fabrizio Ferriani & Sergio Pastorello, 2012. "Estimating and testing non‐affine option pricing models with a large unbalanced panel of options," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 171-203, June.

    Cited by:

    1. Yoo, Eun Gyu & Yoon, Sun-Joong, 2020. "CBOE VIX and Jump-GARCH option pricing models," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 839-859.
    2. Kaeck, Andreas & Rodrigues, Paulo & Seeger, Norman J., 2017. "Equity index variance: Evidence from flexible parametric jump–diffusion models," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 85-103.
    3. Chris Bardgett & Elise Gourier & Markus Leippold, 2016. "Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX markets," Working Papers 780, Queen Mary University of London, School of Economics and Finance.
    4. Zhiqiang Zhou & Wei Xu & Alexey Rubtsov, 2024. "Joint calibration of S&P 500 and VIX options under local stochastic volatility models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 273-310, January.
    5. Wan, Xiangwei & Yang, Nian, 2021. "Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps," Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
    6. Xinyu WU & Hailin ZHOU, 2016. "GARCH DIFFUSION MODEL, iVIX, AND VOLATILITY RISK PREMIUM," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(1), pages 327-342.

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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 15 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-ENE: Energy Economics (7) 2018-09-03 2018-10-15 2019-04-01 2019-05-13 2023-01-09 2023-08-21 2024-03-18. Author is listed
  2. NEP-RMG: Risk Management (5) 2018-09-03 2018-10-15 2019-02-18 2019-04-01 2019-05-13. Author is listed
  3. NEP-FDG: Financial Development and Growth (4) 2021-11-29 2023-07-17 2024-03-18 2024-03-18
  4. NEP-CIS: Confederation of Independent States (3) 2023-01-09 2023-08-21 2024-03-18
  5. NEP-ENV: Environmental Economics (3) 2022-12-19 2024-03-18 2024-03-18
  6. NEP-TRA: Transition Economics (3) 2022-01-17 2023-08-21 2024-03-18
  7. NEP-IFN: International Finance (2) 2021-11-29 2023-07-17
  8. NEP-INT: International Trade (2) 2024-03-18 2024-03-18
  9. NEP-OPM: Open Economy Macroeconomics (2) 2023-07-17 2024-03-18
  10. NEP-UPT: Utility Models and Prospect Theory (2) 2018-10-15 2019-05-13
  11. NEP-BIG: Big Data (1) 2021-11-29
  12. NEP-CFN: Corporate Finance (1) 2023-08-21
  13. NEP-CNA: China (1) 2023-07-17
  14. NEP-CTA: Contract Theory and Applications (1) 2010-08-28
  15. NEP-EEC: European Economics (1) 2024-03-18
  16. NEP-EUR: Microeconomic European Issues (1) 2010-08-28
  17. NEP-MAC: Macroeconomics (1) 2021-11-29
  18. NEP-MST: Market Microstructure (1) 2010-08-28

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