Marcello Pericoli

Economics and Econometrics · 2002–2009

A researcher in the Science corpus: 5 papers; trusts 10 researchers and is trusted by 45 researchers here, as inferred from the citation graph.

Subfields

Whom Marcello Pericoli trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. L. Kodres
  2. M. Sbracia
  3. M. Pritsker
  4. Kristin J. Forbes
  5. Guillermo A. Calvo
  6. Andrea Zaghini
  7. Qiang Dai
  8. F. Busetti
  9. Guido Blasio
  10. F. Panetta

Who trusts Marcello Pericoli overall

  1. James D. Hamilton
  2. Fabrizio Durante
  3. Buerhan Saiti
  4. Thijs D. Markwat
  5. M. Affinito
  6. Stefano Federico
  7. Mardi Dungey
  8. S. Mocetti
  9. Giuseppe Cappelletti
  10. J. Wu

Papers from Marcello Pericoli's perspective

Ordered by how strongly the researchers Marcello Pericoli trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A Rational Expectations Model of Financial Contagion
  2. Specification Analysis of Affine Term Structure Models
  3. Term premia and interest rate forecasts in affine models
  4. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  5. Measuring Contagion: Conceptual and Empirical Issues
  6. International and domestic collateral constraints in a model of emerging market crises
  7. The Unholy Trinity of Financial Contagion
  8. Term Structure of Interest Rates with Regime Shifts
  9. FINANCIAL DEPENDENCE AND GROWTH
  10. The Impact of Uncertainty Shocks

Their papers