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Nicola Borri

Nicola Borri
Lecturer

Bio

Nato il 29/11/1976
Laurea in Economia Politica, Università Commerciale Luigi Bocconi, 2001.
Master in Economics, Università Commerciale Luigi Bocconi, 2002.
Ph.D. in Economics, Boston University, 2009

Areas of research: Banking, Finance

Curriculum

Ricercatore di Economia Politica, Dipartimento di Economia e Finanza, LUISS Guido Carli.
2007-2009: Senior Teaching Fellow, Boston University
2002-2004: "Bonaldo Stringher" Fellowship, Banca di Italia

Main pubblications (last 10 years)

  • Borri, Nicola (2019). Redenomination-risk spillovers in the Eurozone. ECONOMICS LETTERS, p. 173-178. ISSN 0165-1765. http://dx.doi.org/10.1016/j.econlet.2018.11.013.
  • Borri, Nicola (2019). Conditional tail-risk in cryptocurrency markets. JOURNAL OF EMPIRICAL FINANCE, p. 1-19. ISSN 0927-5398. http://dx.doi.org/10.1016/j.jempfin.2018.11.002.
  • Borri, Nicola; Reichlin, Pietro (2018). The Housing Cost Disease. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, p. 106-123.http://dx.doi.org/10.1016/j.jedc.2017.12.001.
  • Borri, Nicola; Cagnazzo, Alberto (2018). The Performance of Market-Timing Strategies of Italian Mutual Fund Investors. ECONOMIC NOTES, p. 5-20. ISSN 0391-5026. http://dx.doi.org/10.1111/ecno.12093.
  • Borri, Nicola (2018). A Bloomberg Terminal Primer. Editrice Minerva Bancaria, p. 1-70. ISBN: 978-88-98854-13-4.
  • Borri, Nicola (2018). Local currency systemic risk. EMERGING MARKETS REVIEW, p. 111-123. ISSN 1566-0141. http://dx.doi.org/10.1016/j.ememar.2017.11.003.
  • Borri, Nicola; Ragusa, Giuseppe (2016). Sensitivity, Moment Conditions, and the Risk-free Rate in Yogo (2006). CRITICAL FINANCE REVIEW, ISSN 2164-5744.
  • Borri, Nicola; Cervellati, ENRICO MARIA; Curcio, Domenico; Fasano, Antonio (2016). L'asset allocation in presenza di tassi di interesse negativi. Editrice Minerva Bancaria, p. 9-114. ISBN: 978-88-98-85400-0.
  • Nicola Borri; Marianna Caccavaio; Giorgio di Giorgio; Alberto Maria Sorrentino (2014). Systemic Risk in the Italian Banking Industry. ECONOMIC NOTES, p. 21-38. ISSN 0391-5026. http://dx.doi.org/10.1111/ecno.12015.
  • N. Borri; F. Russo (2011). I debiti sovrani nell'area Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio. RIVISTA BANCARIA. MINERVA BANCARIA, p. 59-97. ISSN 1594-7556.