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Nicola Borri

University of Rochester (per OpenAlex) · ORCID · OpenAlex

20 papers in scope · 18 published · 2 on the econ.EM arXiv · 748 citations · h-index 11 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Yukun Liu
  2. Aleh Tsyvinski
  3. Richard K. Crump
  4. Ning Wang
  5. Denis Chetverikov
  6. Alexandre Belloni
  7. Matias D. Cattaneo
  8. Victor Chernozhukov
  9. Christian Hansen
  10. James M. Robins
  11. Max H. Farrell
  12. Rina Friedberg
  13. Whitney K. Newey
  14. Kengo Kato
  15. Juan Carlos Escanciano
  16. Yingjie Feng
  17. Hidehiko Ichimura
  18. Rocío Titiunik
  19. Ilias Zadik
  20. Vasilis Syrgkanis

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 20)

Systemic risk in the European insurance sector
published2026 · Journal of Financial Stability · 5 citations · first circulated 2025
with Giovanni Bonaccolto, Andrea Consiglio, Giorgio Di Giorgio
Journal of Financial Stability
Higher-Order Asset Pricing Factors via Forward Selection Fama-MacBeth Regression
working paper2025 · arXiv · 3 citations
with Denis Chetverikov, Yukun Liu, Aleh Tsyvinski
Paper profile arXiv arXiv:2503.23501
One Factor to Bind the Cross-Section of Returns
working paper2024 · arXiv · 10 citations
with Denis Chetverikov, Yukun Liu, Aleh Tsyvinski
Paper profile arXiv arXiv:2404.08129
Cryptomarket discounts
published2023 · Journal of International Money and Finance · 21 citations · first circulated 2018
with Kirill Shakhnov
Journal of International Money and Finance
The Cross-Section of Cryptocurrency Returns
published2022 · The Review of Asset Pricing Studies · 80 citations · first circulated 2018
with Kirill Shakhnov
The Review of Asset Pricing Studies
Breakup and default risks in the great lockdown
published2021 · Journal of Banking & Finance · 24 citations
with Giovanni Bonaccolto, Andrea Consiglio
Journal of Banking & Finance
The “Great Lockdown”: Inactive workers and mortality by Covid‐19
published2021 · Health Economics · 27 citations · first circulated 2020
with Francesco Drago, Chiara Santantonio, Francesco Sobbrio
Health Economics
Global Risk in Long-Term Sovereign Debt
published2021 · The Review of Asset Pricing Studies · 5 citations · first circulated 2017
with Kirill Shakhnov
The Review of Asset Pricing Studies
Optimal taxation with home ownership and wealth inequality
published2020 · Review of Economic Dynamics · 4 citations
with Pietro Reichlin
Review of Economic Dynamics
Systemic Risk and the COVID Challenge in the European Banking Sector
published2020 · Journal of Banking & Finance · 20 citations · first circulated 2012
with Giorgio Di Giorgio, Marianna Caccavaio, Alberto Maria Sorrentino, Guido Carli
Journal of Banking & Finance
Code and data files for "Optimal Taxation with Home Ownership and Wealth Inequality"
published2020 · Computer Codes
with Pietro Reichlin
no link
Regulation spillovers across cryptocurrency markets
published2019 · Finance research letters · 92 citations
with Kirill Shakhnov
Finance research letters
FINANCIAL INTERMEDIARIES’ ASSET–LIABILITY DEPENDENCY AND LOW-INTEREST-RATE ENVIRONMENT: EVIDENCE FROM EU LIFE INSURERS
published2019 · Journal of Financial Management Markets and Institutions
with Domenico Curcio, Rosaria Cerrone, Rosa Cocozza
Journal of Financial Management Markets and Institutions
Redenomination-risk spillovers in the Eurozone
published2018 · Economics Letters · 14 citations
Economics Letters
Conditional tail-risk in cryptocurrency markets
published2018 · Journal of Empirical Finance · 371 citations
Journal of Empirical Finance
The housing cost disease
published2017 · Journal of Economic Dynamics and Control · 11 citations · first circulated 2015
with Pietro Reichlin
Journal of Economic Dynamics and Control
Local currency systemic risk
published2017 · Emerging Markets Review · 23 citations
Emerging Markets Review
Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006)
published2017 · Critical Finance Review · 6 citations
with Giuseppe Ragusa
Critical Finance Review
The Performance of Market‐Timing Strategies of Italian Mutual Fund Investors
published2017 · Economic Notes · 7 citations
with Alberto Cagnazzo
Economic Notes
Systemic Risk in the Italian Banking Industry
published2014 · Economic Notes · 25 citations
with Marianna Caccavaio, Giorgio Di Giorgio, Alberto Maria Sorrentino
Economic Notes

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.