Publications

1) Carlini, F. and  Santucci de Magistris, P. (2019). On the identification of fractionally cointegrated VAR models with F(d) condition. Journal of Business & Economic Statistics. 

2) Carlini, F., Cucinelli, D. , Previtali,  D. and Soana, M.G. (2020). Don't talk too bad! stock market reactions to bank corporate governance news. Journal of Banking & Finance.

3) Carlini, F., Del Gaudio, B.L., Porzio, C. and Previtali, D. (2022) Banks, fintech and stock returns. Finance Research Letters.

4) Carlini, F. and Gagliardini, P. (2022). Instrumental variables inference in a small-dimensional VAR model with dynamic Latent Factors. Econometric Theory.

5) Carlini, F., Christensen, B.J, Gupta, N.D. and Santucci de Magistris, P. (2023). Climate, wind energy and CO2 emissions in Denmark. Energy Economics.