Papers

Published Papers

Dissecting the yield curve: the international evidence
A. Berardi, A. Plazzi, (2022), Journal of Banking and Finance 134, 106286.

Real effects of climate policy: Financial Constraints and Spillovers
S. Bartram, K. Hou, S. Kim, (2022) Journal of Financial Economics 143,2, 668-696.

Hysteresis in Price Efficiency and the Economics of Slow-Moving Capital
J. Dow, J. Han, F. Sangiorgi, (2021), Review of Financial Studies 34, 6, 2857-2909.

The Price of the Smile and Variance Risk Premia
P. Gruber, C. Tebaldi, F. Trojani, (2021), Management Science 67, 7, 4056-4074.

Benign Neglect of Covenant Violations: Blissful Banking or Ignorant Monitoring?
S. Colonnello, M. Koetter, M. Stieglitz, (2021), Economic Inquiry 59, 1, 459-477.

Climate Change and Credit Risk
Giusy Capasso, Gianfranco Gianfrate, Marco Spinelli
Journal of Cleaner production (2020), 266, 1-11.