Research

 

Publications

 

"Theory and practice of contagion in monetary unions. Domino effects in EU Mediterranean countries: The case of Greece, Italy and Spain"

(with Giovanni Di Bartolomeo and Giovanni Piersanti) (International Advances in Economic Research, Volume 20, Issue 3, pp 259-267)

"Exectations and Systemic Risk in EMU Government Bond Spreads"

(with Giancarlo Marini and Giovanni Piersanti(Forthcoming Quantitative Finance, DOI: 10.1080/14697688.2014.968606)

"Measuring Currency Pressure and Contagion Risks in Countries under Monetary Unions: the Case of Euro"

(with Giancarlo Marini and Giovanni Piersanti(Atlantic Economic Journal, Volume 42, Issue 4, pp 455-469)