Marcello Pericoli

Senior economist, Banca d'Italia

>> 1997 - today: senior economist at Banca d'Italia, Rome Italy.
>> 2002-2003: visiting fellow Bendhein Center for Finance, Princeton University, NJ USA.
>> 1996-1997: market economist San Paolo Bank, London UK.

>>>>>>>>>>>>>>>> last publications >>>>>>>>>>>>>>>>>>>>>>>
>> Pericoli M., Sbracia M., 2009, “The CAPM and the Risk Appetite Index: Theoretical Differences, Empirical Similarities, and Implementation Problems,” International Finance, forthcoming.
>> Pericoli M., Taboga M., 2008, “Canonical term-structure models with observable factors and the dynamics of bond risk premia,” Journal of Money, Credit and Banking, Vol. 40, 7, 1471-1488.
>> Corsetti G., Pericoli M., Sbracia M., 2005, "Some contagion, some interdependence: more pitfalls in tests of financial contagion,” Journal of International Money and Finance, 24, 1177-1199.
>> Pericoli M., Sbracia M., 2003, "A primer on financial contagion,” Journal of Economic Surveys, Vol. 17, 4, September, pp.571-608.

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