Marco Brianti
Biographic Data
| ID | 5806164 |
|---|---|
| NAME | Marco Brianti |
| GIVEN NAMES | Marco |
| FAMILY NAME | Brianti |
| SIGNATURE | BRIANTI M |
| AFFILIATIONS | Department of Economics University of Bologna Bologna Italy |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Financial Shocks, Uncertainty Shocks, and Corporate Liquidity
I estimate a structural VAR identified using sign restrictions to separately identify financial, macro uncertainty, and financial uncertainty shocks. The novelty of the estimation procedure relies on the qualitatively different response of corporate liquidity: Financial shocks lead firms to draw down their liquidity as they lose access to external finance, while uncertainty‐type shocks drive‐up liquid assets as a precautionary measure. While all …
Political Risk, Populism and the Economy
We study the financial and real effects of political risk shocks for Italy, Spain, Ireland, Portugal and Greece between 2008 and 2019. We build an instrument for these shocks using the changes of the sovereign yield spread around political and policy dates, and estimate their effects in the context of local projection. We show that adverse political risk shocks have negative effects on domestic financial markets and in some countries generate spi…
No prominent works on this page.
Political Risk, Populism and the Economy
We study the financial and real effects of political risk shocks for Italy, Spain, Ireland, Portugal and Greece between 2008 and 2019. We build an instrument for these shocks using the changes of the sovereign yield spread around political and policy dates, and estimate their effects in the context of local projection. We show that adverse political risk shocks have negative effects on domestic financial markets and in some countries generate spi…
Financial Shocks, Uncertainty Shocks, and Corporate Liquidity
I estimate a structural VAR identified using sign restrictions to separately identify financial, macro uncertainty, and financial uncertainty shocks. The novelty of the estimation procedure relies on the qualitatively different response of corporate liquidity: Financial shocks lead firms to draw down their liquidity as they lose access to external finance, while uncertainty‐type shocks drive‐up liquid assets as a precautionary measure. While all …
Economics (2 works) · Finance (2 works) · Market Dynamics and Volatility (2 works) · Monetary economics (2 works) · Monetary Policy and Economic Impact (2 works) · Business (1 work) · Context (archaeology (1 work) · Economy (1 work) · Finance (1 work) · Financial crisis (1 work)