Economics and Research Division
Phone +31 (0) 6 31 02 85 30
Email Francesco Caloia
Francesco is a researcher at the Economic Policy department and PhD candidate at the Vrije Universiteit of Amsterdam and Ca’ Foscari University of Venice. See also his personal webpage.
- Policy Evaluation
- Mortgage and Real Estate markets
- Household Finance
Work in Progress
Leverage Constraints, House Prices and Household Debt: Evidence from the Netherlands
Staggered Wages, Unanticipated Shocks and Firms’ Adjustments (Joint with Jante Parlevliet and Mauro Mastrogiacomo)
Caloia, Francesco, Mauro Mastrogiacomo and Giacomo Pasini (2019). Being in Good Hands: Deposit Insurance and Peers’ Financial Sophistication. DNB Working Paper 638.
Publication in refereed journals
Caloia, Francesco, Cipollini, Andrea and Muzzioli, Silvia (2019). How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study. Energy Economics 84, art. 104536. Download
Caloia, Francesco, Cipollini, Andrea and Muzzioli, Silvia (2018). Asymmetric semi-volatility spillover effects in EMU stock markets. International Review of Financial Analysis 57(C), 221-230. Download
Latest update: May, 2019