Publicaties
2026
Wetenschappelijke publicaties
2025
Wetenschappelijke publicaties
2024
Wetenschappelijke publicaties
2023
Wetenschappelijke publicaties
Lugo, S. (2023). Cost of monitoring and risk taking in the money market funds industry. Journal of Financial Intermediation, 53, Article 101016. [DOI] [Repository]
2021
Wetenschappelijke publicaties
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), Article 100881. [DOI] [Repository]
Lugo, S. (2021). Short-term debt catering. Journal of Corporate Finance, 66, Article 101817. [DOI] [Repository]
2019
Wetenschappelijke publicaties
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. [DOI] [Repository]
Lugo, S. (2019). Insider ownership and the cost of debt capital: Evidence from bank loans. International Review of Financial Analysis, 63, 357-368. [DOI] [Repository]
2018
Wetenschappelijke publicaties
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. [DOI] [Repository]
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. [DOI] [Repository]
2017
Wetenschappelijke publicaties
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. [Repository]
2016
Wetenschappelijke publicaties
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. [Repository]
2015
Wetenschappelijke publicaties
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. [DOI] [Repository]
2014
Wetenschappelijke publicaties
Lugo, S. (2014). Discretionary Ratings and the pricing of Subprime Mortgage-backed Securities. Journal of Banking and Finance, 48, 248-260. [DOI]
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. [DOI]
2013
Wetenschappelijke publicaties
Bertoni, F., & Lugo, S. (2013). Testing the Strategic Asset Allocation of Stabilization Sovereign Wealth Funds. International Finance, 16(1), 95-119. [DOI]
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.