Riccardo Colacito

13 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-1692-8378

Kenan-Flagler Business School, University of North Carolina at Chapel Hill, Chapel Hill, North Carolina 27599; and NBER, Cambridge, Massachusetts 02138

Publications

• Volatility (Dis)Connect in International Markets — Management Science 2026
• Global sales, international currencies, and the currency denomination of debt — Journal of Financial Economics 2025
• Concealed carry — Journal of Financial Economics 2024
• Volatility Risk Pass-Through — The Review of Financial Studies 2022
• Business cycles and currency returns — Journal of Financial Economics 2020
• The Term Structures of Coentropy in International Financial Markets — Management Science 2019
• Currency Risk Factors in a Recursive Multicountry Economy — The Journal of Finance 2018
• Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory — The Review of Financial Studies 2016
• International Asset Pricing with Recursive Preferences — The Journal of Finance 2013
• ’O Sole Mio: An Experimental Analysis of Weather and Risk Attitudes in Financial Decisions — The Review of Financial Studies 2013
• International Robust Disagreement — American Economic Review 2012
• Risks for the Long Run and the Real Exchange Rate — Journal of Political Economy 2011
• The Short and Long Run Benefits of Financial Integration — American Economic Review 2010