Francesco Caloia


Francesco Caloia

Economics and Research Division
Phone +31 (0) 6 31 02 85 30 
Email Francesco Caloia

Short Bio

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

Research interests

  • Policy Evaluation
  • Mortgage and Real Estate markets
  • Household Finance
  • Volatility

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)

Working papers

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