Search Results - "Sbracia, Massimo"

Journal Article

‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion

by Corsetti, Giancarlo Pericoli, Marcello Sbracia, Massimo Published in Journal of international money and finance (2005)

“...This paper builds on a standard factor model of stock market returns to reconsider recent empirical literature on contagion in financial markets based on...”

Journal Article

Deconstructing the Gains from Trade: Selection of Industries vs Reallocation of Workers

by Bolatto, Stefano Sbracia, Massimo Published in Review of international economics (01.05.2016)

“...In a Ricardian model with general distributions of industry efficiencies, the welfare gains from trade can be decomposed into a selection and a reallocation...”

Journal Article

Ricardian selection

by Finicelli, Andrea Pagano, Patrizio Sbracia, Massimo Published in Journal of international economics (01.01.2013)

“...We analyze the foundations of the relationship between trade and average productivity in the Ricardian model. Under broad assumptions about the autarky...”

Journal Article

Uncertainty and currency crises: Evidence from survey data

by Prati, Alessandro Sbracia, Massimo Published in Journal of monetary economics (2010)

“...How does uncertainty about fundamentals affect speculation in the foreign exchange markets? This paper studies empirically the role of uncertainty in currency...”

Journal Article

Capital Asset Pricing Model and the Risk Appetite Index: Theoretical Differences, Empirical Similarities and Implementation Problems

by Pericoli, Marcello Sbracia, Massimo Published in International finance (Oxford, England) (Summer 2009)

“...We perform a thorough analysis of the Risk Appetite Index (RAI), a measure of changes in risk aversion proposed by Kumar and Persaud (2002). Building on...”

Journal Article

A disaggregated analysis of the export performance of some industrial and emerging countries

by Finicelli, Andrea Finicelli, Andrea Sbracia, Massimo Sbracia, Massimo Zaghini, Andrea Zaghini, Andrea Published in International economics and economic policy (01.04.2011)

“...The paper describes the evolution of export shares and quantifies the contribution of geographical and sectoral specialization as well as that of...”

Journal Article

The Role of the Banking System in the International Transmission of Shocks

by Sbracia, Massimo Zaghini, Andrea Published in World economy (01.05.2003)

“...The paper analyzes the role of the banking system in the international transmission of financial shocks. A channel of transmission is defined as a mechanism...”

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Journal Article

Deconstructing the Gains from Trade: Selection of Industries vs Reallocation of Workers: DECONSTRUCTING THE GAINS FROM TRADE

by Bolatto, Stefano Sbracia, Massimo Published in Review of international economics (01.05.2016)

Journal Article

Expectations and information in second generation currency crises models

by Sbracia, Massimo Zaghini, Andrea Published in Economic modelling (2001)

“...We explore the role of expectations in second generation currency crises models, proving that sudden shifts in speculators’ behavior can trigger currency...”

Journal Article

A Primer on Financial Contagion

by Pericoli, Marcello Sbracia, Massimo Published in Journal of economic surveys (01.09.2003)

“... This paper presents a theoretical framework to highlight possible channels for the international transmission of financial shocks. We first review the...”

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Book

Real exchange rates, trade, and growth: Italy 1861 - 2011

by Sbracia, Massimo
2011

Dissertation

Essays in Ricardian trade theory

by Sbracia, Massimo
2016

“...This thesis was submitted for the award of Doctor of Philosophy and was awarded by Brunel University London. We build a general Ricardian model of...”

Dissertation

Essays in Ricardian trade theory

by Sbracia, Massimo
2016

“...We build a general Ricardian model of international trade, which extends Eaton and Kortum (2002), in order to analyze the sources of the gains from trade, the...”