Publications
2023
Scholarly publications
Lugo, S. (2023). Cost of monitoring and risk taking in the money market funds industry. Journal of Financial Intermediation, 53, [101016]. https://doi.org/10.1016/j.jfi.2022.101016
2021
Scholarly publications
Galema, R., & Lugo, S. (2021). When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program. Journal of Financial Stability, 54(June 2021), [100881]. https://doi.org/10.1016/j.jfs.2021.100881
Lugo, S. (2021). Short-term debt catering. Journal of Corporate Finance, 66, [101817]. https://doi.org/10.1016/j.jcorpfin.2020.101817
2019
Scholarly publications
Lugo, S., & Piccillo, G. (2019). The Relation between Corporate and Government Debt Maturity in Europe. Journal of Financial and Quantitative Analysis (JFQA), 54(5), 2119-2140. https://doi.org/10.1017/S0022109018001205
Lugo, S. (2019). Insider ownership and the cost of debt capital: Evidence from bank loans. International Review of Financial Analysis, 63, 357-368. https://doi.org/10.1016/j.irfa.2016.12.007
2018
Scholarly publications
Bertoni, F., & Lugo, S. (2018). Detecting abnormal changes in credit default swap spreads using matching-portfolio models. Journal of Banking and Finance, 90, 146-158. https://doi.org/10.1016/j.jbankfin.2018.03.009
Boesel, N., Kool, C., & Lugo, S. (2018). Do European banks with a covered bond program issue asset-backed securities for funding? Journal of International Money and Finance, 81, 76-87. https://doi.org/10.1016/j.jimonfin.2017.11.011
2017
Scholarly publications
Galema, R. J., & Lugo, S. (2017). When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program. (pp. 1-33). (U.S.E. Discussion paper series; Vol. 17, No. 16). UU USE Tjalling C. Koopmans Research Institute.
https://dspace.library.uu.nl/bitstream/handle/1874/361918/galema.pdf?sequence=1
https://dspace.library.uu.nl/bitstream/handle/1874/361918/galema.pdf?sequence=1
Bertoni, F., & Lugo, S. (2017). The Use of Debt by Sovereign Wealth Funds. In D. Cumming, I. Filatoctchev, J. Reinecke, & G. Wood (Eds.), The Oxford Handbook of Sovereign Wealth Funds (pp. 274-297). Oxford University Press. https://doi.org/10.1093/oxfordhb/9780198754800.013.6
2016
Scholarly publications
Boesel, N., Kool, C. J. M., & Lugo, S. (2016). Do European Banks with a Covered Bond Program still issue Asset-Backed Securities for funding? (U.S.E. Discussion paper series; Vol. 16, No. 03). UU USE Tjalling C. Koopmans Research Institute.
https://dspace.library.uu.nl/bitstream/handle/1874/347977/16_03.pdf?sequence=1
https://dspace.library.uu.nl/bitstream/handle/1874/347977/16_03.pdf?sequence=1
2015
Scholarly publications
Lugo, S., Croce, A., & Faff, R. (2015). Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis. Review of Finance, 19(4), 1703-1731. https://doi.org/10.1093/rof/rfu028
2014
Scholarly publications
Lugo, S. (2014). Discretionary Ratings and the pricing of Subprime Mortgage-backed Securities. Journal of Banking and Finance, 48, 248-260. https://doi.org/10.1016/j.jbankfin.2014.06.021
Bertoni, F., & Lugo, S. (2014). The effect of Sovereign Wealth Funds on the Credit Risk of their Portfolio Companies. Journal of Corporate Finance, 27, 21-35. https://doi.org/10.1016/j.jcorpfin.2014.04.004
2013
Scholarly publications
Bertoni, F., & Lugo, S. (2013). Testing the Strategic Asset Allocation of Stabilization Sovereign Wealth Funds. International Finance, 16(1), 95-119. https://doi.org/10.1111/j.1468-2362.2013.12022.x
Miscellaneous before 2012
- Bertoni, F. & Lugo, S. (2011). Sovereign Wealth Funds. In: Nardozzi G., Carbone S.M. (editors). Lo Stato da Gestore di Grandi Imprese a Referente nel loro Governo. Fondazione Ansaldo Editore.
- Lugo, S. (2011). Telecom Italia. In: Nardozzi G., Carbone S.M. (editors). Lo Stato da Gestore di Grandi Imprese a Referente nel loro Governo. Fondazione Ansaldo Editore.
- Bertoni, F. & Lugo, S. (2011). Sovereign Wealth Funds and Credit Risk. Sovereign Wealth Quarterly, Q2, 24-33.
- Bertoni, F. & Lugo, S. (2009). Sovereign Wealth Funds: Opportunities, Threats, Hopes and Illusions. Economia e Politica Industriale, 36(3), 133-158.