Marcello Pericoli

2.7k total citations
31 papers, 2.0k citations indexed

About

Marcello Pericoli is a scholar working on General Economics, Econometrics and Finance, Finance and Economics and Econometrics. According to data from OpenAlex, Marcello Pericoli has authored 31 papers receiving a total of 2.0k indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in General Economics, Econometrics and Finance, 22 papers in Finance and 19 papers in Economics and Econometrics. Recurrent topics in Marcello Pericoli's work include Monetary Policy and Economic Impact (23 papers), Global Financial Crisis and Policies (9 papers) and Italy: Economic History and Contemporary Issues (9 papers). Marcello Pericoli is often cited by papers focused on Monetary Policy and Economic Impact (23 papers), Global Financial Crisis and Policies (9 papers) and Italy: Economic History and Contemporary Issues (9 papers). Marcello Pericoli collaborates with scholars based in Italy and United Kingdom. Marcello Pericoli's co-authors include Massimo Sbracia, Marco Taboga, Giancarlo Corsetti, Pietro Tommasino, Raffaela Giordano, Carlo Monticelli, Giovanni Veronese, Fabio Fornari, Alain Monfort and Yvan Lengwiler and has published in prestigious journals such as Journal of money credit and banking, Journal of International Money and Finance and Journal of Economic Surveys.

In The Last Decade

Marcello Pericoli

30 papers receiving 1.9k citations

Peers

Marcello Pericoli

FINAN

GEEF

ACCOU

SPS

Marco Taboga Italy

Fabio Busetti Italy

Andrea Nobili Italy

Keith Kuester United States

Libero Monteforte Italy

Tiziano Ropele Italy

Massimiliano Pisani Italy

Paolo Del Giovane Italy

Massimo Sbracia Italy

Andrea Gerali Italy

Marco Taboga Italy

Marcello Pericoli

1.4k ×0.9

779 ×0.7

FINAN

624 ×0.8

GEEF

168 ×1.1

ACCOU

99 ×1.0

SPS

Citations per year, relative to Marcello Pericoli Marcello Pericoli (= 1×) peers Marco Taboga

Countries citing papers authored by Marcello Pericoli

Since Specialization

Citations

This map shows the geographic impact of Marcello Pericoli's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Marcello Pericoli with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marcello Pericoli more than expected).

Fields of papers citing papers by Marcello Pericoli

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Marcello Pericoli. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Marcello Pericoli. The network helps show where Marcello Pericoli may publish in the future.

Co-authorship network of co-authors of Marcello Pericoli

This figure shows the co-authorship network connecting the top 25 collaborators of Marcello Pericoli. A scholar is included among the top collaborators of Marcello Pericoli based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Marcello Pericoli. Marcello Pericoli is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Ferriani, Fabrizio & Marcello Pericoli. (2024). ESG risks and Corporate Viability: Insights from Default Probability Term Structure Analysis <br>. SSRN Electronic Journal.

Pericoli, Marcello, et al.. (2023). Sovereign Spreads and Economic Fundamentals: An Econometric Analysis. SSRN Electronic Journal. 3 indexed citations

Pericoli, Marcello, et al.. (2022). An analysis of objective inflation expectations and inflation risk premia. SSRN Electronic Journal. 5 indexed citations

Pericoli, Marcello. (2020). On risk factors of the stock–bond correlation. International Finance. 23(3). 392–416. 15 indexed citations

Pericoli, Marcello. (2018). Macroeconomics Determinants of the Correlation Between Stocks and Bonds. SSRN Electronic Journal. 5 indexed citations

Pericoli, Marcello & Giovanni Veronese. (2015). Forecaster Heterogeneity, Surprises and Financial Markets. SSRN Electronic Journal. 20 indexed citations

Pericoli, Marcello & Marco Taboga. (2015). Decomposing Euro Area Sovereign Spreads: Credit, Liquidity and Convenience. SSRN Electronic Journal. 16 indexed citations

Giordano, Raffaela, Marcello Pericoli, & Pietro Tommasino. (2013). Pure or Wake‐up‐Call Contagion? Another Look at the EMU Sovereign Debt Crisis. International Finance. 16(2). 131–160. 90 indexed citations

Giordano, Raffaela, Marcello Pericoli, & Pietro Tommasino. (2013). Pure or Wake-Up-Call Contagion? Another Look at the EMU Sovereign Debt Crisis. SSRN Electronic Journal. 20 indexed citations

10.

Pericoli, Marcello. (2012). Real Term Structure and Inflation Compensation in the Euro Area. International journal of central banking. 10(1). 1–42. 1 indexed citations

11.

Giordano, Raffaela, Marcello Pericoli, & Pietro Tommasino. (2012). 'Pure' or 'Wake-Up-Call' Contagion? Another Look at the EMU Sovereign Debt Crisis. SSRN Electronic Journal. 35 indexed citations

12.

Pericoli, Marcello & Massimo Sbracia. (2009). The CAPM and the Risk Appetite Index: Theoretical Differences, Empirical Similarities, and Implementation Problems. SSRN Electronic Journal. 225 indexed citations

13.

Pericoli, Marcello & Massimo Sbracia. (2009). Capital Asset Pricing Model and the Risk Appetite Index: Theoretical Differences, Empirical Similarities and Implementation Problems^*. International Finance. 12(2). 123–150. 1 indexed citations

14.

Pericoli, Marcello & Marco Taboga. (2009). Bond Risk Premia, Macroeconomic Fundamentals and the Exchange Rate. SSRN Electronic Journal. 113 indexed citations

15.

Pericoli, Marcello & Marco Taboga. (2008). Canonical Term‐Structure Models with Observable Factors and the Dynamics of Bond Risk Premia. Journal of money credit and banking. 40(7). 1471–1488. 176 indexed citations

16.

Corsetti, Giancarlo, Marcello Pericoli, & Massimo Sbracia. (2005). ‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion. Journal of International Money and Finance. 24(8). 1177–1199. 182 indexed citations

17.

Pericoli, Marcello & Massimo Sbracia. (2003). A Primer on Financial Contagion. Journal of Economic Surveys. 17(4). 571–608. 487 indexed citations

18.

Fornari, Fabio, et al.. (2002). The impact of news on the exchange rate of the lira and long-term interest rates. Economic Modelling. 19(4). 611–639. 89 indexed citations

19.

Pericoli, Marcello & Massimo Sbracia. (2001). A Primer on Financial Contagion. SSRN Electronic Journal. 27 indexed citations

20.

Corsetti, Giancarlo, et al.. (2001). Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test. AgEcon Search (University of Minnesota, USA). 48 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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