Research
Research
Embedded Files
Grants
Grants
Part of my research is now funded under Australian Research Council Discovery Project DP190100606 2019-2022 (A$ 239,000) on "Gross Credit Flows, Credit Reallocation, and the Macroeconomy" for which I'm the Lead Investigator in a team that includes A/Prof. Mei Dong (University of Melbourne) and Prof. Raoul Minetti (Michigan State University). We are glad that Dr. Ainura Tursunalieva will be joining our ARC DP Team in January 2021 as a Research Fellow.
(Refereed publications are numbered)
Manuscripts
Manuscripts
Di Cecio, Riccardo, Silvio Contessi and Johanna Francis (2020). "Aggregate Shocks and the Two Sides of Credit Reallocation" Monash Business School manuscript.
Contessi, Silvio, Mei Dong, Yong Song, and Xuan Vu (2023). "The Dynamic Dirichlet process mixture model: An Application to the Banking Dynamics in the Long Run." University of Melbourne manuscript.
Shuya Yang, Daniel Melser, Farshid Vahid-Araghi, and Silvio Contessi (2023). "High Frequency, High Fidelity: Constructing Daily House Price Indexes," Monash Business School manuscript.
Contessi, Silvio, Qingyuan Du, Deting Gao, Lei Pan, and Shenxiang Xie (2023). "Exchange Rate Regime Flexibility and Firms’ Employment." Monash Business School manuscript.
Contessi, Silvio, Mei Dong, Ainura Tursulunieva, and Xuan Vu (2022). "Heterogeneity in the Banking System in the Long Run: Evidence from New Australian Data Spanning a Century" Monash University manuscript.
Publications
Publications
BANKING AND MACRO-FINANCE
(17) Halili, Alba, Jean-Pierre Fenech, and Silvio Contessi (2021). "Credit Derivatives and Bank Systemic Risk: Risk Enhancing or Reducing?" Finance Research Letters, forthcoming.
(16) Contessi, Silvio and Piergangelo De Pace (forthcoming 2021). "The International Spread of COVID-19 Stock Market Collapses." Finance Research Letters, Article N. 101894.
(15) Contessi, Silvio, Massimo Guidolin and Pierangelo De Pace (2020). Mildly Explosive Dynamics in U.S. Fixed Income Markets. European Journal of Operational Research. Volume 287, Issue 2, 1 December 2020, Pages 712-724.
(14) Cho, Ilhyun, Silvio Contessi, Kathryn N. Russ, and Diego Valderrama (2019). Financial Choice and International Trade, Journal of Economic Behavior and Organization. January.
(13) Contessi, Silvio, Massimo Guidolin and Pierangelo De Pace (2014). How did the Financial Crisis Alter the Correlations of U.S. Yield Spreads? Journal of Empirical Finance. September.
(12) Chang, Su-Hsin, Silvio Contessi, and Johanna Francis (2014). Understanding the Accumulation of Bank and Thrift Reserves during the U.S. Financial Crisis. Journal of Economic Dynamics and Control. June.
(11) Contessi, Silvio, and Johanna Francis (2013). US Commercial Bank Lending through 2008:Q4: New Evidence from Gross Credit Flows 1999-2008. Economic Inquiry. Volume 51, Issue 1, pages 428–444, January.
(10) Contessi, Silvio, and Johanna Francis (2011). TARP beneficiaries and their Lending Patterns during the Financial Crisis. Federal Reserve Bank of St. Louis Review. March/April 2011, 93(2), pp. 105-126.
INTERNATIONAL ECONOMICS and FINANCE
(Firm Heterogeneity in Open Economies, Trade and Foreign Direct Investment, Empirical Studies of Capital Flows, Global Inflation)
(9) Contessi, Silvio (2015). Multinational Firms' Entry, Productivity: Some Aggregate Implications of Firm-Level Heterogeneity. Journal of Economic Dynamics and Control. December.
(8) Contessi, Silvio, Li Li, and Pierangelo De Pace (2014). An International Perspective on the Recent Behavior of Inflation. Federal Reserve Bank of St. Louis Review. 86(4) September.
(7) Contessi, Silvio, Francesca De Nicola, and Li Li (2014). . International Trade, Female Labor, and Female Entrepreneurship in MENA countries. In "Middle East and African Countries: Economic and Political Perspectives in the Aftermath of the Arab Spring," edited by Altomonte and Ferrara (2014), Edward Elgar Publishing.
(6) Contessi, Silvio, Pierangelo De Pace, and Johanna Francis (2013). The Cyclical Properties of Disaggregated Capital Flows. Journal of International Money and Finance. February Volume 32, pages 528-555.
(5) Contessi, Silvio and Pierangelo De Pace (2012). (Non-) Resiliency of FDI in the United States during the 2007-09 Financial Crisis. Pacific Economic Review, 2012, Vol. 17, Issue 3, pp. 368-390.
(4) Contessi, Silvio, Pierangelo De Pace, and Johanna Francis (2012). Changes in the second-moment properties of disaggregated capital flows. Economics Letters. Vol. 115, 122-127.
(3) Contessi, Silvio (2012). An Application of Conventional Sovereign Debt Sustainability Analysis to the the Current Debt Crises. Federal Reserve Bank of St. Louis Review. May/June 2012.
(2) Contessi, Silvio and Piergangelo De Pace (2009). Do European Capital Flows Comove? , with Pierangelo De Pace. North American Journal of Economics and Finance. August, 20(2), pp. 145-61.
(1) Contessi, Silvio and Ariel Weinberger (2009). FDI, Productivity and Country Growth. Federal Reserve Bank of St. Louis Review, March/April 2009, 91(2), p. 61-78.
Inactive and Pre-Grad
Inactive and Pre-Grad
How Does Multinational Production Change International Comovement? (previously circulated as International Macroeconomic Dynamics, Endogenous Tradedness and FDI with Heterogeneous Firms).
FDI in the Telecommunication Sectors of Transition and Emerging Countries.
Geographical Patterns in the Location of FDI: Evidence from Central European Regions, ISLA-Bocconi Working Paper 3-2001.
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