The CEIS Research Papers Series collects research activities, both by researchers and affiliates of CEIS, and those distributed through the Social Science Research Network - SSRN. Over 8000 world-wide subscribers currently receive an alert every two weeks, which contains three new research papers. To receive this alert you may subscribe to SSRN, which started in February 2003.

ISSN 2610-931X [online]

Papers are available on SSRN and RePEc websites.

Bribes, Lobbying and Industrial Structure

Cerqueti Roy, Coppier Raffaella, Piga Gustavo,
CEIS Research Paper, 511, March 2021

Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas

Grassi Stefano, Violante Francesco,
CEIS Research Paper, 510, March 2021

A News-based Policy Index for Italy: Expectations and Fiscal Policy

Fantozzi Daniela, Muscarnera Alessio,
CEIS Research Paper, 509, March 2021

Seasonality in High Frequency Time Series

Pedregal Diego J., Proietti Tommaso,
CEIS Research Paper, 508, March 2021

Productivity, managers' social connections and the Great Recession

Hasan Iftekhar, Manfredonia Stefano,
CEIS Research Paper, 507, March 2021

Estimating Risk in Illiquid Markets: a Model of Market Friction with Stochastic Volatility

Buccheri Giuseppe, Grassi Stefano, Vocalelli Giorgio,
CEIS Research Paper, 506, November 2021

Corruption Bias and Information: A Study in the Lab

Corrado Luisa, Corrado Germana, Marazzi Francesca,
CEIS Research Paper, 505, January 2021

The Future of the Elderly Population Health Status: Filling a Knowledge Gap

Atella Vincenzo, Belotti Federico, Daejung Kim, Goldman Dana, Gracner Tadeja, Piano Mortari Andrea, Tysinger Bryan,
CEIS Research Paper, 504, December 2020

The Macroeconomic Effects of Aerospace Shocks

Corrado Luisa, Grassi Stefano, Silgado-Gómez Edgar,
CEIS Research Paper, 503, November 2020

On Cointegration for Processes Integrated at Different Frequencies

Del Barrio Castro Tomás, Cubadda Gianluca, Osborn Denise,
CEIS Research Paper, 502, September 2020

Climate Actions and Stranded Assets: The Role of Financial Regulation and Monetary Policy

Diluiso Francesca, Annicchiarico Barbara, Kalkuhl Matthias, Minx Jan C,,
CEIS Research Paper, 501, July 2020

Pre-selection Methods for Cointegration-based Pairs Trading

Brunetti Marianna, De Luca Roberta,
CEIS Research Paper, 500, June 2020

Poisson Search

De Sinopoli Francesco, Ferraris Leo, Meroni Claudia,
CEIS Research Paper, 499, June 2020

ESG Investing: A Chance To Reduce Systemic Risk

Cerqueti Roy, Ciciretti Rocco, D'Alò Ambrogio, Nicolosi Marco,
CEIS Research Paper, 498, August 2020

The Legacy of Literacy: Evidence from Italian Regions

Basile Roberto, Ciccarelli Carlo, Groote Peter,
CEIS Research Paper, 497, June 2020

A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process

Triacca Umberto, Damette Olivier, Giovannelli Alessandro,
CEIS Research Paper, 496, June 2020

The Resilience of the Socially Responsible Investment Networks

Cerqueti Roy, Ciciretti Rocco, D'Alò Ambrogio, Nicolosi Marco,
CEIS Research Paper, 495, June 2020

A Human Capital Index for the Italian Provinces

Pasquini Alessandra, Rosati Furio Camillo,
CEIS Research Paper, 494, June 2020

Does Fake News Affect Voting Behaviour?

Cantarella Michele, Fraccaroli Nicolò , Volpe Roberto,
CEIS Research Paper, 493, June 2020

Peaks, Gaps, and Time Reversibility of Economic Time Series

Proietti Tommaso ,
CEIS Research Paper, 492, June 2020