Journal Articles [12] & Book Chapters [1]
Cost of monitoring and risk taking in the money market funds industry
Journal of Financial Intermediation, 53, 101016 (2023). Finreg article.
Journal of Financial Intermediation, 53, 101016 (2023). Finreg article.
When central banks buy corporate bonds: Target selection and impact of the European corporate sector purchase program
Journal of Financial Stability, 54, 100881 (2021). Joint with R. Galema.
Journal of Financial Stability, 54, 100881 (2021). Joint with R. Galema.
The relation between corporate and government debt maturity in Europe
Journal of Financial and Quantitative Analysis, 54(5), 2119-2140 (2019). Joint with G. Piccillo.
Journal of Financial and Quantitative Analysis, 54(5), 2119-2140 (2019). Joint with G. Piccillo.
Insider ownership and the cost of debt capital: Evidence from bank loans
International Review of Financial Analysis, 63, 357-368 (2019).
International Review of Financial Analysis, 63, 357-368 (2019).
Detecting abnormal changes in credit default swap spreads using matching-portfolio models
Journal of Banking and Finance, 90, 146-158 (2018). Joint with F. Bertoni.
Journal of Banking and Finance, 90, 146-158 (2018). Joint with F. Bertoni.
Do European banks with a covered bond program issue asset-backed securities for funding?
Journal of International Money and Finance, 81, 76-87 (2018). Joint with N. Boesel and C. Kool.
Journal of International Money and Finance, 81, 76-87 (2018). Joint with N. Boesel and C. Kool.
The use of debt by sovereign wealth funds In D. Cumming, I. Filatoctchev, J. Reinecke, G. Wood (Eds.)
The Oxford Handbook of Sovereign Wealth Funds, Oxford University Press (2017). Joint with F. Bertoni. Covered by Reuters.
The Oxford Handbook of Sovereign Wealth Funds, Oxford University Press (2017). Joint with F. Bertoni. Covered by Reuters.
Herding behavior and rating convergence among credit rating agencies: Evidence from the subprime crisis
Review of Finance, 19(4), 1703-1731 (2015). Joint with A. Croce and R. Faff. The Internet Appendix contains further results.
Review of Finance, 19(4), 1703-1731 (2015). Joint with A. Croce and R. Faff. The Internet Appendix contains further results.
Discretionary ratings and the pricing of subprime mortgage-backed securities
Journal of Banking and Finance, 48, 248-260 (2014).
Journal of Banking and Finance, 48, 248-260 (2014).
The effect of sovereign wealth funds on the credit risk of their portfolio companies
Journal of Corporate Finance, 27, 21-35 (2014). Joint with F. Bertoni. Covered by the CFA digest.
Journal of Corporate Finance, 27, 21-35 (2014). Joint with F. Bertoni. Covered by the CFA digest.
Testing the strategic asset allocation of stabilization sovereign wealth funds
International Finance, 16, 95-119 (2013). Joint with F. Bertoni.
International Finance, 16, 95-119 (2013). Joint with F. Bertoni.
Sovereign wealth funds: opportunities, threats, hopes and illusions
Economia e Politica Industriale, 36, 133-158 (2009). Joint with F. Bertoni.
Economia e Politica Industriale, 36, 133-158 (2009). Joint with F. Bertoni.
Miscellaneous
Sovereign Wealth Funds (with F. Bertoni). In: Nardozzi G., Carbone S.M. (editors). Lo Stato da gestore di grandi imprese a referente nel loro governo. Fondazione Ansaldo Editore (2011).
Telecom Italia. In: Nardozzi G., Carbone S.M. (editors). Lo Stato da gestore di grandi imprese a referente nel loro governo. Fondazione Ansaldo Editore (2011).
Sovereign Wealth Funds and Credit Risk (with F. Bertoni). Sovereign Wealth Quarterly, Q2, 24-33 (2011).