Giudici : Citation Profile

Are you Giudici?

Università degli Studi di Pavia

9

H index

9

i10 index

271

Citations

RESEARCH PRODUCTION:

56

Articles

40

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 11
   Journals where Giudici has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 45 (14.24 %)

EXPERT IN:

   Neural Networks and Related Topics
   Financial Econometrics

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi259
   Updated: 2022-05-14    RAS profile: 2022-01-30    
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Relations with other researchers

Works with:

Ahelegbey, Daniel Felix (14)

Agosto, Arianna (7)

Aldasoro, Iñaki (4)

Gambacorta, Leonardo (4)

Parisi, Laura (3)

Avdjiev, Stefan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Giudici.

Is cited by:

Ahelegbey, Daniel Felix (13)

Bartolucci, Francesco (6)

Chevallier, Julien (5)

Pennoni, Fulvia (5)

lucey, brian (4)

Corbet, Shaen (4)

Pammolli, Fabio (4)

Billio, Monica (3)

Bouri, Elie (3)

Cerchiello, Paola (3)

Casarin, Roberto (3)

Cites to:

Billio, Monica (36)

Diebold, Francis (22)

Lo, Andrew (22)

Yilmaz, Kamil (21)

Ahelegbey, Daniel Felix (20)

Pelizzon, Loriana (20)

Acharya, Viral (19)

Brownlees, Christian (17)

battiston, stefano (17)

Engle, Robert (16)

Casarin, Roberto (16)

Main data

Where Giudici has published?

Journals with more than one article published# docs
Risks7
Statistical Methods & Applications6
Physica A: Statistical Mechanics and its Applications3
Applied Stochastic Models in Business and Industry3
Statistics & Probability Letters3
Journal of the Operational Research Society3
Computational Statistics & Data Analysis2
Methodology and Computing in Applied Probability2
Journal of Financial Stability2
Finance Research Letters2
Journal of the Royal Statistical Society Series B2

Working Papers Series with more than one paper published# docs
DEM Working Papers Series / University of Pavia, Department of Economics and Management28
MPRA Paper / University Library of Munich, Germany4
BIS Working Papers / Bank for International Settlements3

Recent works citing Giudici (2022 and 2021)

YearTitle of citing document
2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020Evolving efficiency and robustness of global oil trade networks. (2020). Zhou, Wei-Xing ; Wei, NA ; Xie, Wen-Jie. In: Papers. RePEc:arx:papers:2004.05325.

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2021Robustness of the international oil trade network under targeted attacks to economies. (2021). W. -X. Zhou, ; W.-X. Zhou, ; W. -J. Xie, ; Wei, N. In: Papers. RePEc:arx:papers:2101.10679.

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2021Look Whos Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default. (2021). Liberati, Caterina ; Repetto, Marco ; Crosato, Lisa. In: Papers. RePEc:arx:papers:2108.13914.

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2021Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market. (2021). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: Papers. RePEc:arx:papers:2112.13127.

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2020Inside the regulatory sandbox: effects on fintech funding. (2020). Gambacorta, Leonardo ; Doerr, Sebastian ; Merrouche, Ouarda ; Cornelli, Giulio. In: BIS Working Papers. RePEc:bis:biswps:901.

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2022Exploring the dependencies among main cryptocurrency log?returns: A hidden Markov model. (2022). Bartolucci, Francesco ; Forte, Gianfranco ; Pennoni, Fulvia ; Ametrano, Ferdinando. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12193.

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2021WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407.

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2021GGM knockoff filter: False discovery rate control for Gaussian graphical models. (2021). Maathuis, Marloes H ; Li, Jinzhou. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:3:p:534-558.

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2021The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20. (2021). Spagnolo, Nicola ; Kang, Woo-Young ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9299.

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2020Exchange rate shocks in multicurrency interbank markets. (2020). Siklos, Pierre L ; Stefan, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:9220.

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2020Shallow or deep? Detecting anomalous flows in the Canadian Automated Clearing and Settlement System using an autoencoder. (2020). Heijmans, Ronald ; Sabetti, Leonard. In: DNB Working Papers. RePEc:dnb:dnbwpp:681.

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2021Analysis of an aggregate loss model in a Markov renewal regime. (2021). Lillo, Rosa E ; Carrizosa, Emilio ; Ramirez-Cobo, Pepa. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:396:y:2021:i:c:s0096300320308225.

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2020A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices. (2020). Annamalai, Balamurugan ; Chandrasekaran, Shabana ; Aggarwal, Divya. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302266.

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2021Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory. (2021). Wang, Xunhong ; Li, Yiou ; Yuan, Ying. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:401-414.

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2021The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach. (2021). Racicot, François-Éric ; Theoret, Raymond ; Gregoriou, Greg N. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:843-872.

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2021Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20.

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2021A model-based index for systemic risk contribution measurement in financial networks. (2021). Zhu, LI ; Zhang, Ziqing ; Deng, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:35-48.

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2020A new method to verify Bitcoin bubbles: Based on the production cost. (2020). Zhao, Lei ; Liu, Qing ; Xiong, Jinwu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303602.

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2021Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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2021Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978.

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2022Modeling risk contagion in the Italian zonal electricity market. (2022). Fianu, Emmanuel Senyo ; Ahelegbey, Daniel Felix ; Grossi, Luigi. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:656-679.

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2021Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?. (2021). Chevallier, Julien ; Lin, Renda ; Liu, Jiahao ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002942.

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2021Do oil shocks affect Chinese bank risk?. (2021). Ji, Qiang ; Zhang, Yang ; Ma, YU. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000712.

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2022Are tenants willing to pay for energy efficiency? Evidence from a small-scale spatial analysis in Germany. (2022). Stelzer, Franziska ; Stelk, Ines ; Marz, Steven. In: Energy Policy. RePEc:eee:enepol:v:161:y:2022:i:c:s0301421521006194.

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2020The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040.

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2020A novel two-stage approach for cryptocurrency analysis. (2020). Sun, Yuying ; Yang, Boyu ; Wang, Shouyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302118.

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2020Credit risk and financial integration: An application of network analysis. (2020). Inekwe, John Nkwoma ; Bhattacharya, Mita ; Valenzuela, Maria Rebecca. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302325.

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2021Not all bank systemic risks are alike: Deposit insurance and bank risk revisited. (2021). Hamori, Shigeyuki ; Kinkyo, Takuji ; Zhang, Zhiwen ; Chen, Wang. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100185x.

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2021Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets. (2021). Zaremba, Adam ; Bilgin, Mehmet ; Szczygielski, Jan J ; Mercik, Aleksander ; Long, Huaigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002349.

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2021Quantifying the spillover effect in the cryptocurrency market. (2021). Moratis, George. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319304787.

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2021Realised volatility connectedness among Bitcoin exchange markets. (2021). Krištoufek, Ladislav ; Ji, Qiang ; Lucey, Brian ; Kristoufek, Ladislav ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310773.

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2021Stock markets and the COVID-19 fractal contagion effects. (2021). Lin, Boqiang ; Okorie, David Iheke. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305638.

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2021Investor attention and bitcoin liquidity: Evidence from bitcoin tweets. (2021). Choi, Hyungeun. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461231930902x.

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2022Extreme tail network analysis of cryptocurrencies and trading strategies. (2022). Naeem, Muhammad Abubakr ; Ahmad, Tanveer ; Bouri, Elie ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001872.

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2021Fintech: what’s old, what’s new?. (2021). Ratnovski, Lev ; Laeven, Luc ; Hoffmann, Peter ; Boot, Arnoud. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s157230892030139x.

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2021New insights into bank asset securitization: The impact of religiosity. (2021). Mollah, Sabur ; Batten, Jonathan A ; Elnahass, Marwa ; Abdelsalam, Omneya. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000139.

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2021Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions. (2021). Pammolli, Fabio ; Spelta, Alessandro ; Flori, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s157230892100036x.

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2021Exchange rate shocks in multicurrency interbank markets. (2021). Stefan, Martin ; Siklos, Pierre L. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000486.

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2021The holding behavior of Shariah financial assets within the global Islamic financial sector: A macroeconomic and firm-based model. (2021). Filomeni, Stefano ; Kok, Seng Kiong. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s104402831930314x.

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2020The prevalence of price overreactions in the cryptocurrency market. (2020). Czudaj, Robert ; Borgards, Oliver. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300780.

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2020Tail behavior of Bitcoin, the dollar, gold and the stock market index. (2020). Ho, JI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s104244312030086x.

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2021Quantile connectedness in the cryptocurrency market. (2021). Vo, Xuan Vinh ; Roubaud, David ; Saeed, Tareq ; Bouri, Elie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000214.

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2022Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992.

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2021Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach. (2021). Xu, Fuwei ; Su, Zhi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000050.

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2021Network connectedness and Chinas systemic financial risk contagion——An analysis based on big data. (2021). Wang, Daoping ; Fan, Xiaoyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305256.

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2021Information flow between bitcoin and other financial assets. (2021). Yang, Jae-Suk ; Jang, Kwahngsoo ; Park, Sang Jin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s037843712030902x.

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2021Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets. (2021). Pammolli, Fabio ; Flori, Andrea ; Pecora, Nicolo ; Spelta, Alessandro ; Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005136.

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2022Analysis of critical events in the correlation dynamics of cryptocurrency market. (2022). Nie, Chun-Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007354.

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2021Structural vector error correction modelling of Bitcoin price. (2021). le Fur, Eric ; Lefur, Eric ; HAFFAR, Adlane . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:170-178.

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2021Volatility and return spillovers between stock markets and cryptocurrencies. (2021). Uzonwanne, Godfrey . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:30-36.

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2020On the investment credentials of Bitcoin: A cross-currency perspective. (2020). Bedi, Prateek ; Nashier, Tripti. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301722.

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2020Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach. (2020). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307822.

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2022The trade-off between knowledge accumulation and independence: The case of the Shariah supervisory board within the Shariah governance and firm performance nexus. (2022). Farquhar, Stuart ; Giorgioni, Gianluigi ; Kok, Seng Kiong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001707.

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2021Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution. (2021). Tiwari, Aviral ; Aikins, Emmanuel Joel ; Le, Tn-Lan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520312087.

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2021Information theoretic causality detection between financial and sentiment data. (2021). Aste, Tomaso ; Cerchiello, Paola ; Scaramozzino, Roberta. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:110903.

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2021Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101.

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2020The Bayesian Approach to Capital Allocation at Operational Risk: A Combination of Statistical Data and Expert Opinion. (2020). Benbachir, Saad ; Habachi, Mohamed. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:1:p:9-:d:320948.

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2021Predicting Extreme Daily Regime Shifts in Financial Time Series Exchange/Johannesburg Stock Exchange—All Share Index. (2021). Moroke, Ntebogang ; Makatjane, Katleho. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:2:p:18-:d:523945.

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2022Forecasting the Price of the Cryptocurrency Using Linear and Nonlinear Error Correction Model. (2022). Kim, Jong-Min ; Jun, Chulhee ; Cho, Chanho. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:74-:d:746120.

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2021Legaltech and Lawtech: Global Perspectives, Challenges, and Opportunities. (2021). Salmeron-Manzano, Esther. In: Laws. RePEc:gam:jlawss:v:10:y:2021:i:2:p:24-:d:532953.

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2021FinTech in the Small Food Business and Its Relation with Open Innovation. (2021). Suhartanto, Dwi ; Endri, Endri ; Fahma, Farah ; Ermawati, Wita Juwita ; Najib, Mukhamad. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:7:y:2021:i:1:p:88-:d:512865.

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2020Measuring Financial Contagion and Spillover Effects with a State-Dependent Sensitivity Value-at-Risk Model. (2020). AndrieÈ™, Alin Marius ; Galasan, Elena ; Andries, Alin Marius . In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:5-:d:307357.

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2021A Critical Analysis of Volatility Surprise in Bitcoin Cryptocurrency and Other Financial Assets. (2021). Koufopoulos, Dimitrios ; Katsikas, Epameinondas ; Dhamdhere, Pradeep ; Izadi, Javad ; Doumenis, Yianni. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:207-:d:677651.

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2021Bitcoin and Altcoins Price Dependency: Resilience and Portfolio Allocation in COVID-19 Outbreak. (2021). Aysan, Ahmet ; Topuz, Humeyra ; Ul, Asad. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:74-:d:535495.

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2021Using Environmental, Social, Governance (ESG) and Financial Indicators to Measure Bank Cost Efficiency in Asia. (2021). Liu, Yu-Luan ; Liang, Lien-Wen ; Chang, Hai-Yen. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:20:p:11139-:d:652200.

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2021Can System Log Data Enhance the Performance of Credit Scoring?—Evidence from an Internet Bank in Korea. (2021). Shin, Jinho ; Kim, Daehee ; Kyeong, Sunghyon. In: Sustainability. RePEc:gam:jsusta:v:14:y:2021:i:1:p:130-:d:709585.

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2021Corruption and bank risk-taking: The deterring role of Shariah supervision. (2021). TARAZI, Amine ; Khan, Mushtaq Hussain ; Fraz, Ahmad ; Hassan, Arshad ; Bitar, Mohammad. In: Working Papers. RePEc:hal:wpaper:hal-03366460.

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2021Bank Survival Around the World A Meta?Analytic Review. (2021). Kočenda, Evžen ; Iwasaki, Ichiro ; Koenda, Even. In: CEI Working Paper Series. RePEc:hit:hitcei:2021-02.

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2022The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China’s Market. (2022). Li, Xin ; Feng, Yun. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-021-10092-y.

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2020Cybersecurity hazards and financial system vulnerability: a synthesis of literature. (2020). Hassan, Mohammad Kabir ; Ali, Md Hakim ; Uddin, Md Hamid. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00063-2.

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2021Network Based Evidence of the Financial Impact of Covid-19 Pandemic. (2021). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Scaramozzino, Roberta. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0198.

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2021Asset allocation: new evidence through network approaches. (2021). Hitaj, Asmerilda ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03136-y.

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2021Systemic risk assessment through high order clustering coefficient. (2021). Grassi, Rosanna ; Clemente, Gian Paolo ; Cerqueti, Roy. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03525-8.

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2021Investigating the relationship between volatilities of cryptocurrencies and other financial assets. (2021). Jeribi, Ahmed ; Ghorbel, Achraf . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00312-9.

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2021Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Patacca, Marco ; Focardi, Sergio ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x.

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2021Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies. (2021). Kyriazis, Nikolaos A. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00356-5.

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2022Study on early warning of E-commerce enterprise financial risk based on deep learning algorithm. (2022). Zhang, Hongxia ; Shao, Yue ; Cao, Yali. In: Electronic Commerce Research. RePEc:spr:elcore:v:22:y:2022:i:1:d:10.1007_s10660-020-09454-9.

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2021COVID-19 pandemic risk and probability of loan default: evidence from marketplace lending market. (2021). Shams, Syed ; Nigmonov, Asror. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00300-x.

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2021Empirical analysis of bitcoin price. (2021). Chen, Yuanyuan. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:4:d:10.1007_s12197-021-09549-5.

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2021Embracing Bitcoin: users’ perceived security and trust. (2021). Goh, Tok Hao ; Ooi, Chai Aun. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:55:y:2021:i:4:d:10.1007_s11135-020-01055-w.

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2021Bitcoin in the economics and finance literature: a survey. (2021). Rohilla, Purnima ; Kayal, Parthajit. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00090-5.

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2021Explaining Dynamic Changes in Various Asset’s Relationships in Financial Markets. (2021). Naraoka, Makoto ; Ohsawa, Yukio ; Takano, Kota ; Sugie, Toshiaki ; Yoshino, Takaaki ; Hayashi, Teruaki. In: The Review of Socionetwork Strategies. RePEc:spr:trosos:v:15:y:2021:i:2:d:10.1007_s12626-021-00094-5.

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2021Are bank risk disclosures informative? Evidence from debt markets. (2021). Ntim, Collins G ; Elamer, Ahmed A ; Awad, Awad Elsayed ; Elmagrhi, Mohamed ; Owusu, Andrews ; Abdou, Hussein A. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1270-1298.

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2021Cryptocurrency price prediction using traditional statistical and machine?learning techniques: A survey. (2021). Sreedharan, Meenu ; Alhashmi, Saadat M ; Elbannany, Magdi ; Raj, Pravija ; Arif, Ifra ; Khedr, Ahmed M. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:28:y:2021:i:1:p:3-34.

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2022Cybersecurity and financial stability. (2022). Gai, Prasanna ; Duley, Chanelle ; Anand, Kartik. In: Discussion Papers. RePEc:zbw:bubdps:082022.

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2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:249340.

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Works by Giudici:

YearTitleTypeCited
2019Measuring contagion risk in international banking In: BIS Working Papers.
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2019Measuring contagion risk in international banking.(2019) In: Journal of Financial Stability.
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2020Operational and cyber risks in the financial sector In: BIS Working Papers.
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2020Operational and cyber risks in the financial sector.(2020) In: CEPR Discussion Papers.
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2020The drivers of cyber risk In: BIS Working Papers.
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2020The drivers of cyber risk.(2020) In: CEPR Discussion Papers.
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2000Likelihood-Ratio Tests for Hidden Markov Models In: Biometrics.
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2003Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions In: Journal of the Royal Statistical Society Series B.
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2003Discussion on the paper by Brooks, Giudici and Roberts In: Journal of the Royal Statistical Society Series B.
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2002Data mining of association structures to model consumer behaviour In: Computational Statistics & Data Analysis.
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2008A Bayesian approach to estimate the marginal loss distributions in operational risk management In: Computational Statistics & Data Analysis.
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2020Tree networks to assess financial contagion In: Economic Modelling.
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2020Tree Networks to assess Financial Contagion.(2020) In: MPRA Paper.
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2019Tree Networks to Assess Financial Contagion.(2019) In: MPRA Paper.
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2021Network VAR models to measure financial contagion In: The North American Journal of Economics and Finance.
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2020Network VAR models to Measure Financial Contagion.(2020) In: DEM Working Papers Series.
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2019Trade networks and economic fluctuations in Asian countries In: Economic Systems.
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2021Tail risk measurement in crypto-asset markets In: International Review of Financial Analysis.
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2020Tail Risk Measurement In Crypto-Asset Markets.(2020) In: DEM Working Papers Series.
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2019What determines bitcoin exchange prices? A network VAR approach In: Finance Research Letters.
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2022Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers In: Finance Research Letters.
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2020Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers.(2020) In: DEM Working Papers Series.
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2017Heterogeneous market structure and systemic risk: Evidence from dual banking systems In: Journal of Financial Stability.
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2017Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems.(2017) In: DEM Working Papers Series.
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2004Statistical models for operational risk management In: Physica A: Statistical Mechanics and its Applications.
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2007Bayesian Networks for enterprise risk assessment In: Physica A: Statistical Mechanics and its Applications.
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2019Latent factor models for credit scoring in P2P systems In: Physica A: Statistical Mechanics and its Applications.
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2018Latent Factor Models for Credit Scoring in P2P Systems.(2018) In: MPRA Paper.
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2018Financial data science In: Statistics & Probability Letters.
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2011On the Gini measure decomposition In: Statistics & Probability Letters.
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2012On the distribution of functionals of discrete ordinal variables In: Statistics & Probability Letters.
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2014Bayesian Selection of Systemic Risk Networks In: Advances in Econometrics.
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2018CoRisk: Credit Risk Contagion with Correlation Network Models In: Risks.
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2019Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution In: Risks.
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2019High Frequency Price Change Spillovers in Bitcoin Markets In: Risks.
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2020Lead Behaviour in Bitcoin Markets In: Risks.
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2020A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics In: Risks.
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2020A Poisson autoregressive model to understand COVID-19 contagion dynamics.(2020) In: DEM Working Papers Series.
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2020Tail Risk Transmission: A Study of the Iran Food Industry In: Risks.
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2020Tail Risk Transmission: A Study of Iran Food Industry.(2020) In: DEM Working Papers Series.
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2020Why to Buy Insurance? An Explainable Artificial Intelligence Approach In: Risks.
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2021Monitoring COVID-19 contagion growth In: Post-Print.
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2015Scorecard models for operations management In: International Journal of Data Science.
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2021Explainable Machine Learning in Credit Risk Management In: Computational Economics.
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2011Statistical merging of rating models In: Journal of the Operational Research Society.
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2015Estimating bank default with generalised extreme value regression models In: Journal of the Operational Research Society.
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2017Measuring bank contagion in Europe using binary spatial regression models In: Journal of the Operational Research Society.
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2014Measuring Bank Contagion in Europe Using Binary Spatial Regression Models.(2014) In: DEM Working Papers Series.
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2013Bayesian Credit Ratings (new version) In: DEM Working Papers Series.
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2013Measuring risk with ordinal variables In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper2
2013Credit risk predictions with Bayesian model averaging In: DEM Working Papers Series.
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2013Estimating bank default with generalised extreme value models In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper3
2013H Index: A Statistical Proposal In: DEM Working Papers Series.
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2014How to measure the quality of financial tweets In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper7
2014Financial big data analysis for the estimation of systemic risks In: DEM Working Papers Series.
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2014Conditional graphical models for systemic risk measurement In: DEM Working Papers Series.
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2015A Bayesian h-index: how to measure research impact In: DEM Working Papers Series.
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2015Systemic risk of Islamic Banks In: DEM Working Papers Series.
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2013Bayesian operational risk models In: DEM Working Papers Series.
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2013Graphical network models for international financial flows In: DEM Working Papers Series.
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2016Graphical Network Models for International Financial Flows.(2016) In: Journal of Business & Economic Statistics.
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2015Monetary transmission models for bank interest rates In: DEM Working Papers Series.
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2015Modeling Systemic Risk with Correlated Stochastic Processes In: DEM Working Papers Series.
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2016CoRisk: measuring systemic risk through default probability contagion In: DEM Working Papers Series.
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2016Big data models of bank risk contagion In: DEM Working Papers Series.
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2016The multivariate nature of systemic risk: direct and common exposures In: DEM Working Papers Series.
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2016Bail in or Bail out? The Atlante example from a systemic risk perspective In: DEM Working Papers Series.
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2020A rank graduation accuracy measure In: DEM Working Papers Series.
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2020Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises In: DEM Working Papers Series.
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2020NetVIX - A Network Volatility Index of Financial Markets In: DEM Working Papers Series.
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2019Factorial Network Models To Improve P2P Credit Risk Management In: MPRA Paper.
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2018Trade Networks and Economic Fluctuations in Asia In: ADBI Working Papers.
[Full Text][Citation analysis]		paper0
2012Non parametric statistical models for on-line text classification In: Advances in Data Analysis and Classification.
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2021Cyber risk ordering with rank-based statistical models In: AStA Advances in Statistical Analysis.
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2021Crypto price discovery through correlation networks In: Annals of Operations Research.
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2020COVID-19 contagion and digital finance In: Digital Finance.
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2020Lorenz Model Selection In: Journal of Classification.
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2009Modelling Operational Risk Losses with Graphical Models and Copula Functions In: Methodology and Computing in Applied Probability.
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2009Editorial In: Methodology and Computing in Applied Probability.
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2001Bayesian inference for graphical factor analysis models In: Psychometrika.
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2017Categorical network models for systemic risk measurement In: Quality & Quantity: International Journal of Methodology.
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2014On a statistical h index In: Scientometrics.
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2004Markov Chain Monte Carlo model selection for DAG models In: Statistical Methods & Applications.
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2009Statistical models for e-learning data In: Statistical Methods & Applications.
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2020Cyber risk measurement with ordinal data In: Statistical Methods & Applications.
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2021Financial contagion through space-time point processes In: Statistical Methods & Applications.
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1998Markov chain Monte Carlo methods for probabilistic network model determination In: Statistical Methods & Applications.
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1999Monte Carlo methods for nonparametric survival model determination In: Statistical Methods & Applications.
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2011Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) In: Statistical Papers.
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1998Nonparametric estimation of survival functions by means of partial exchangeability structures In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2010A threshold based approach to merge data in financial risk management In: Journal of Applied Statistics.
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2017Credit risk assessment with Bayesian model averaging In: Communications in Statistics - Theory and Methods.
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2017Sovereign risk in the Euro area: a multivariate stochastic process approach In: Quantitative Finance.
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2014Hierarchical Graphical Models, With Application to Systemic Risk In: Working Papers.
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2001Editorial In: Applied Stochastic Models in Business and Industry.
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2001Bayesian data mining, with application to benchmarking and credit scoring In: Applied Stochastic Models in Business and Industry.
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2020Vector error correction models to measure connectedness of Bitcoin exchange markets In: Applied Stochastic Models in Business and Industry.
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