Research output per year
Research output per year
Personal profile
Personal information
Francesco Caloia is assistant professor at the department of economics at VU Amsterdam. He obtained his joint PhD in Economics in 2020 at Vrije Universiteit Amsterdam and Ca' Foscari University of Venice (joint degree). His research interests are mostly on the use of microdata for research in the area of financial stability, central banking and macro-finance. You can find his personal webpage here: https://sites.google.com/unive.it/francesco-caloia
Research
Research interests: Household Finance, Real Estate Finance, Climate Finance, Macroprudential policy
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The housing wealth effect: The role of renovations and home improvements
Caloia, F. & Mastrogiacomo, M., 2022, In: Real Estate Economics.Research output: Contribution to Journal › Article › Academic › peer-review
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Micro Effects of Macro Policies
Caloia, F. G., 2020Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
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How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study
Caloia, F. G., Cipollini, A. & Muzzioli, S., Oct 2019, In: Energy Economics. 84, p. 1-13 13 p., 104536.Research output: Contribution to Journal › Article › Academic › peer-review
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Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, F. G., Cipollini, A. & Muzzioli, S., 1 May 2018, In: International Review of Financial Analysis. 57, p. 221-230 10 p.Research output: Contribution to Journal › Article › Academic › peer-review