19
H index
26
i10 index
2313
Citations
Leibniz-Institut für Finanzmarktforschung SAFE (Sustainable Architecture for Finance in Europe) (90% share) | 19 H index 26 i10 index 2313 Citations RESEARCH PRODUCTION: 32 Articles 115 Papers 4 Chapters RESEARCH ACTIVITY: 22 years (2000 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppe207 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Loriana Pelizzon. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 3 |
Journal of Banking & Finance | 2 |
Review of Corporate Finance Studies | 2 |
BANCARIA | 2 |
Year | Title of citing document | |
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2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984. Full description at Econpapers || Download paper | |
2023 | Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk. (2023). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan. In: Working Papers of Romania Fiscal Council. RePEc:ane:wpcfro:230201. Full description at Econpapers || Download paper | |
2023 | Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925. Full description at Econpapers || Download paper | |
2023 | A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper | |
2023 | Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434. Full description at Econpapers || Download paper | |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
2023 | Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382. Full description at Econpapers || Download paper | |
2023 | Company Competition Graph. (2023). Dai, Rui ; Li, Xinyi ; Zhang, Cien ; Huang, Jiawei ; Mao, Haitao ; Lu, Yutong. In: Papers. RePEc:arx:papers:2304.00323. Full description at Econpapers || Download paper | |
2023 | Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2304.06950. Full description at Econpapers || Download paper | |
2023 | The Estimation Risk in Extreme Systemic Risk Forecasts. (2023). Hoga, Yannick. In: Papers. RePEc:arx:papers:2304.10349. Full description at Econpapers || Download paper | |
2023 | Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282. Full description at Econpapers || Download paper | |
2023 | Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2023). Chava, Sudheer ; Shah, Agam ; Hiray, Arnav. In: Papers. RePEc:arx:papers:2307.16874. Full description at Econpapers || Download paper | |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
2023 | Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers || Download paper | |
2023 | Portfolio Selection via Topological Data Analysis. (2023). Zaytsev, Alexey ; Makhneva, Elizaveta ; Kuznetsov, Kristian ; Sokerin, Petr. In: Papers. RePEc:arx:papers:2308.07944. Full description at Econpapers || Download paper | |
2023 | Vector Autoregression in Cryptocurrency Markets: Unraveling Complex Causal Networks. (2023). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2308.15769. Full description at Econpapers || Download paper | |
2023 | A detection analysis for temporal memory patterns at different time-scales. (2023). Lambert, David ; Vanni, Fabio. In: Papers. RePEc:arx:papers:2309.12034. Full description at Econpapers || Download paper | |
2023 | Bayesian SAR model with stochastic volatility and multiple time-varying weights. (2023). Iacopini, Matteo ; Costola, Michele ; Wichers, Casper. In: Papers. RePEc:arx:papers:2310.17473. Full description at Econpapers || Download paper | |
2023 | Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218. Full description at Econpapers || Download paper | |
2023 | Can we hedge carbon risk? A network embedding approach. (2023). Stocco, Davide ; Pocelli, Maria Chiara ; Azzone, Michele. In: Papers. RePEc:arx:papers:2311.12450. Full description at Econpapers || Download paper | |
2023 | The role of banks technology adoption in credit markets during the pandemic. (2023). Rainone, Edoardo ; Supino, Ilaria ; Branzoli, Nicola. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1406_23. Full description at Econpapers || Download paper | |
2023 | French sovereign debt liquidity: main factors, recent developments and resilience during the Covid crisis. (2023). Benoit, Nguyen ; Theophile, Legrand ; Ernest, Lecomte ; Arthur, Rossi. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2023:246:01. Full description at Econpapers || Download paper | |
2023 | Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Finance research: What are the new frontiers?. (2023). Thakor, Anjan V. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:453-462. Full description at Econpapers || Download paper | |
2023 | The role of tail network topological characteristic in portfolio selection: A TNA?PMC model. (2023). Zhao, Qinna ; Jiang, Cuixia ; Xu, Qifa ; Li, Mengting. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:37-57. Full description at Econpapers || Download paper | |
2023 | An analysis of the evolution of global financial network of the coordinated portfolio investment survey. (2023). Ahn, Seryoong ; Koo, Hyeng Keun ; Jung, Jae Woong. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:437-459. Full description at Econpapers || Download paper | |
2023 | Bank systemic risk: An analysis of the sovereign rating ceiling policy and rating downgrades. (2023). Pham, Thu Phuong ; Zurbruegg, Ralf ; Wasi, Md Abdul. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:411-440. Full description at Econpapers || Download paper | |
2023 | Personal taxes, cost of insurer equity capital, and the case of offshore hedge fund reinsurers. (2023). Niehaus, Greg. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:249-281. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Where does the risk lie? Systemic risk and tail risk networks in the Chinese financial market. (2023). Gao, Chenyin ; Deng, Yang. In: Pacific Economic Review. RePEc:bla:pacecr:v:28:y:2023:i:2:p:167-190. Full description at Econpapers || Download paper | |
2023 | Differentiation in Risk Profiles. (2023). Brinkmann, Christina. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_444. Full description at Econpapers || Download paper | |
2023 | The rising cost of European Union borrowing and what to do about it. (2023). Welslau, Lennard ; McCaffrey, Conor ; Claeys, Gregory. In: Policy Briefs. RePEc:bre:polbrf:node_9089. Full description at Econpapers || Download paper | |
2023 | Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269. Full description at Econpapers || Download paper | |
2023 | Macroprudential Regulation: A Risk Management Approach. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:765. Full description at Econpapers || Download paper | |
2023 | Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:768. Full description at Econpapers || Download paper | |
2023 | Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842. Full description at Econpapers || Download paper | |
2023 | Loss sharing in central clearinghouses: winners and losers. (2023). Kubitza, Christian ; Sherman, Mila Getmansky ; Pelizzon, Loriana. In: Working Paper Series. RePEc:ecb:ecbwps:20232873. Full description at Econpapers || Download paper | |
2023 | A shot in the arm: Economic support packages and firm performance during COVID-19. (2023). Igan, Deniz ; Moore, Tomoe ; Mirzaei, Ali. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001833. Full description at Econpapers || Download paper | |
2023 | Managers cultural origin and corporate response to an economic shock. (2023). Garcia-Appendini, Emilia ; Siming, Linus ; Bedendo, Mascia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000615. Full description at Econpapers || Download paper | |
2023 | A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688. Full description at Econpapers || Download paper | |
2023 | Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003443. Full description at Econpapers || Download paper | |
2023 | Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x. Full description at Econpapers || Download paper | |
2023 | Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669. Full description at Econpapers || Download paper | |
2023 | Systemic political risk. (2023). Uribe, Jorge ; Chuliá, Helena ; Estevez, Marc ; Chulia, Helena. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001876. Full description at Econpapers || Download paper | |
2023 | Exploring the determinants of Fintech Credit: A comprehensive analysis. (2023). Liu, Xueqin ; Xue, Xupeng ; Kyaw, Khine ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002341. Full description at Econpapers || Download paper | |
2023 | Building optimal regime-switching portfolios. (2023). Bucci, Andrea ; Ciciretti, Vito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001723. Full description at Econpapers || Download paper | |
2023 | Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002017. Full description at Econpapers || Download paper | |
2023 | The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets. (2023). Yang, Feng ; Liao, Stephen Shaoyi ; Cheng, Xian ; Liu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002108. Full description at Econpapers || Download paper | |
2023 | How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach. (2023). Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000025. Full description at Econpapers || Download paper | |
2023 | Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049. Full description at Econpapers || Download paper | |
2023 | How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013. Full description at Econpapers || Download paper | |
2023 | Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086. Full description at Econpapers || Download paper | |
2023 | Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels. (2023). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300058x. Full description at Econpapers || Download paper | |
2023 | The effect of interconnectivity on stock returns during the Global Financial Crisis. (2023). Tabak, Benjamin ; Silva, Thiago ; Berri, Paulo Victor. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000633. Full description at Econpapers || Download paper | |
2023 | The Russia–Ukraine outbreak and the value of renewable energy. (2023). Liao, Shushu. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000708. Full description at Econpapers || Download paper | |
2023 | High-dimensional VARs with common factors. (2023). Su, Liangjun ; Phillips, Peter ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:155-183. Full description at Econpapers || Download paper | |
2023 | Reprint of: On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2023). Yilmaz, Kamil ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:s:p:70-90. Full description at Econpapers || Download paper | |
2023 | Shrinkage estimation of multiple threshold factor models. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1876-1892. Full description at Econpapers || Download paper | |
2023 | Networks in risk spillovers: A multivariate GARCH perspective. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Frattarolo, Lorenzo ; Billio, Monica. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:1-29. Full description at Econpapers || Download paper | |
2023 | Levelling the debt–equity playing field: Evidence from Belgium. (2023). Meki, Muhammad. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s001429212200188x. Full description at Econpapers || Download paper | |
2023 | Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314. Full description at Econpapers || Download paper | |
2023 | The asymmetric impact of COVID-19: A novel approach to quantifying financial distress across industries. (2023). Nikolov, Plamen ; Simons, Wouter ; Hobza, Alexandr ; Canton, Erik ; Archanskaia, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001381. Full description at Econpapers || Download paper | |
2023 | Surrender contagion in life insurance. (2023). Schaefer, Mick ; Lavasani, Aidin Miri ; Hilpert, Christian ; Cheng, Chunli. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1465-1479. Full description at Econpapers || Download paper | |
2023 | Resilience of long chain under disruption. (2023). Zhu, Dan ; Zhong, Yuanguang ; Rujeerapaiboon, Napat. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:2:p:597-615. Full description at Econpapers || Download paper | |
2023 | Margin trading and spillover effects: Evidence from the Chinese stock markets. (2023). Ye, Qing ; Zhou, Shengjie. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000109. Full description at Econpapers || Download paper | |
2023 | Determinants of connectedness in financial institutions: Evidence from Taiwan. (2023). Mo, Wan-Shin ; Chiang, Shu-Hen ; Chen, Yu-Lun. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000681. Full description at Econpapers || Download paper | |
2023 | Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250. Full description at Econpapers || Download paper | |
2023 | Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365. Full description at Econpapers || Download paper | |
2023 | Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378. Full description at Econpapers || Download paper | |
2023 | A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x. Full description at Econpapers || Download paper | |
2023 | Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x. Full description at Econpapers || Download paper | |
2023 | Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033. Full description at Econpapers || Download paper | |
2023 | Fertility policy and stock market participation: Evidence from the universal two-child policy in China. (2023). Wang, Yumeng ; Liu, Jiayi ; Yin, Zhichao. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004252. Full description at Econpapers || Download paper | |
2023 | Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340. Full description at Econpapers || Download paper | |
2023 | ESG, risk, and (tail) dependence. (2023). Paterlini, Sandra ; Czado, Claudia ; Sahin, Ozge ; Bax, Karoline. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000297. Full description at Econpapers || Download paper | |
2023 | The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation. (2023). Pacelli, Vincenzo ; Foglia, Matteo ; di Tommaso, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000947. Full description at Econpapers || Download paper | |
2023 | Modeling the global sovereign credit network under climate change. (2023). Yang, Lu ; Hamori, Shigeyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001345. Full description at Econpapers || Download paper | |
2023 | Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?. (2023). Ferriani, Fabrizio. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001692. Full description at Econpapers || Download paper | |
2023 | Geographic dispersion and corporate resilience during the COVID-19 pandemic. (2023). Yi, Yang ; Ma, Yongqiang ; Lu, Zhengfei ; Kong, Dongmin ; Jiang, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002004. Full description at Econpapers || Download paper | |
2023 | Can CoCo-bonds mitigate systemic risk?. (2023). Petras, Matthias ; Kund, Arndt-Gerrit. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002028. Full description at Econpapers || Download paper | |
2023 | Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557. Full description at Econpapers || Download paper | |
2023 | Market power, ambiguity, and market participation. (2023). Zhang, Shunming ; Wang, Yanyi ; Qiu, Zhigang. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000520. Full description at Econpapers || Download paper | |
2023 | Systemic risk and CO2 emissions in the U.S.. (2023). Zervopoulos, Panagiotis ; Molyneux, Philip ; Kanas, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001097. Full description at Econpapers || Download paper | |
2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers || Download paper | |
2023 | Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633. Full description at Econpapers || Download paper | |
2023 | Business resilience: Lessons from government responses to the global COVID-19 crisis. (2023). Pham, Mia Hang ; Nguyen, Harvey. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:5:s0969593123000665. Full description at Econpapers || Download paper | |
2023 | Sovereign debt responses to the COVID-19 pandemic. (2023). Zheng, Huanhuan. In: Journal of International Economics. RePEc:eee:inecon:v:143:y:2023:i:c:s0022199623000521. Full description at Econpapers || Download paper | |
2023 | Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287. Full description at Econpapers || Download paper | |
2023 | Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers. (2023). Foglia, Matteo ; Xie, Chi ; Zhu, You ; Zhou, Yang ; Wang, Gang-Jin ; Gong, Jue. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s104244312300001x. Full description at Econpapers || Download paper | |
2023 | Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749. Full description at Econpapers || Download paper | |
2023 | Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513. Full description at Econpapers || Download paper | |
2023 | Non-Gaussian models for CoVaR estimation. (2023). Rivieccio, Giorgia ; de Luca, Giovanni ; Bianchi, Michele Leonardo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:391-404. Full description at Econpapers || Download paper | |
2023 | Breakup and default risks in the great lockdown. (2023). Consiglio, Andrea ; Borri, Nicola ; Bonaccolto, Giovanni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621002600. Full description at Econpapers || Download paper | |
2023 | Zombies, again? The COVID-19 business support programs in Japan. (2023). Hoshi, Takeo ; Ueda, Kenichi ; Kawaguchi, Daiji. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622000218. Full description at Econpapers || Download paper | |
2023 | The changing landscape of treasury auctions. (2023). Tedongap, Romeo ; Amin, Shehryar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941. Full description at Econpapers || Download paper | |
2023 | Fintech and big tech credit: Drivers of the growth of digital lending. (2023). Gambacorta, Leonardo ; Frost, Jon ; Cornelli, Giulio ; Ziegler, Tania ; Wardrop, Robert ; Rau, Raghavendra P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003223. Full description at Econpapers || Download paper | |
2023 | Banks’ investments in fintech ventures. (2023). Zheng, Hao ; Zhang, Hong Feng ; Mao, Mike Qinghao ; Li, Emma. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662200334x. Full description at Econpapers || Download paper | |
2023 | Industry Specialization and Small Business Lending. (2023). Pattison, Nathaniel ; Di, Wenhua. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000249. Full description at Econpapers || Download paper | |
2023 | Share pledge financing network and systemic risks: Evidence from China. (2023). Wang, ZE ; Qin, Xiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s037842662300095x. Full description at Econpapers || Download paper | |
2023 | A free solo in heels: Corporate risk taking among women executives and directors. (2023). Glass, Christy ; Cook, Alison ; Ingersoll, Alicia R. In: Journal of Business Research. RePEc:eee:jbrese:v:157:y:2023:i:c:s0148296323000097. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2021 | Loss Sharing in Central Clearinghouses: Winners and Losers In: ECONtribute Discussion Papers Series. [Full Text][Citation analysis] | paper | 3 |
2011 | Bank credit to medium-sized enterprises in Italy: the trends before and during the crisis In: BANCARIA. [Full Text][Citation analysis] | article | 0 |
2014 | Interconnectedness and systemic risk: hedge funds, banks, insurance companies In: BANCARIA. [Full Text][Citation analysis] | article | 1 |
2012 | Measuring sovereign contagion in Europe In: Working Paper. [Full Text][Citation analysis] | paper | 211 |
2012 | Measuring Sovereign Contagion in Europe.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 211 | paper | |
2018 | Measuring sovereign contagion in Europe.(2018) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 211 | article | |
2013 | Measuring Sovereign Contagion in Europe.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 211 | paper | |
2015 | Measuring sovereign contagion in Europe.(2015) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 211 | paper | |
2021 | Short Selling – On Ethics, Politics, and Culture In: Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB). [Full Text][Citation analysis] | article | 0 |
2005 | Diversification and Ownership Concentration In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2008 | Diversification and ownership concentration.(2008) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2005 | Diversification and ownership concentration.(2005) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2007 | Diversification and Ownership Concentration.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2013 | Stock Market Returns, Corporate Governance and Capital Market Equilibrium In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2015 | Stock Market Returns, Corporate Governance and Capital Market Equilibrium.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2019 | Risk Pooling, Leverage, and the Business Cycle In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2019 | Risk Pooling, Leverage, and the Business Cycle.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2020 | Risk pooling, leverage, and the business cycle.(2020) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2017 | Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
2021 | The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times.(2021) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2020 | The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 66 |
2020 | The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy.(2020) In: EIEF Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2020 | The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2020 | The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy.(2020) In: Review of Corporate Finance Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
2020 | The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy.(2020) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2020 | The COVID-19 shock and equity shortfall: Firm-level evidence from Italy.(2020) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2003 | Are Household Portfolios Efficient? An Analysis Conditional on Housing In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
2008 | Are Household Portfolios Efficient? an Analysis Conditional on Housing.(2008) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2006 | Are Household Portfolios Efficient? An Analysis Conditional on Housing.(2006) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2006 | Are Household Portfolios Efficient? An Analysis Conditional on Housing.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2012 | Liquidity Coinsurance and Bank Capital In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2014 | Liquidity coinsurance and bank capital.(2014) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2014 | Liquidity Coinsurance and Bank Capital.(2014) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
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2020 | Coronavirus and financial stability 3.0: Try equity – risk sharing for companies, large and small In: Vox eBook Chapters. [Full Text][Citation analysis] | chapter | 9 |
2020 | Corona and Financial Stability 4.0: Implementing a European Pandemic Equity Fund In: Vox eBook Chapters. [Full Text][Citation analysis] | chapter | 5 |
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2019 | The anatomy of the euro area interest rate swap market In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
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2012 | Dynamic risk exposures in hedge funds In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 34 |
2007 | Dynamic Risk Exposure in Hedge Funds.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
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2013 | Deciphering the Libor and Euribor Spreads during the subprime crisis In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
2013 | Deciphering the Libor and Euribor Spreads during the subprime crisis.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2014 | Mutual excitation in Eurozone sovereign CDS In: Journal of Econometrics. [Full Text][Citation analysis] | article | 55 |
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2009 | Efficient portfolios when housing needs change over the life cycle In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 28 |
2007 | Efficient Portfolios when Housing Needs Change over the Life-Cycle.(2007) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2007 | Efficient Portfolios when Housing Needs Change over the Life-Cycle.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2003 | Contagion and interdependence in stock markets: Have they been misdiagnosed? In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 71 |
2012 | Econometric measures of connectedness and systemic risk in the finance and insurance sectors In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1123 |
2010 | Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors.(2010) In: NBER Chapters. [Citation analysis] This paper has nother version. Agregated cites: 1123 | chapter | |
2011 | Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1123 | paper | |
2016 | Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 54 |
2021 | Portfolio similarity and asset liquidation in the insurance industry In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 30 |
2020 | Portfolio Similarity and Asset Liquidation in the Insurance Industry.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2018 | Portfolio similarity and asset liquidation in the insurance industry.(2018) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2008 | Credit derivatives, capital requirements and opaque OTC markets In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 23 |
2006 | Credit Derivatives, Capital Requirements and Opaque OTC Markets.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2003 | Volatility and shocks spillover before and after EMU in European stock markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 51 |
2016 | The Impact of the Monetary Policy Interventions on the Insurance Industry In: EIOPA Financial Stability Report - Thematic Articles. [Full Text][Citation analysis] | paper | 2 |
2018 | The impact of monetary policy iInterventions on the insurance industry.(2018) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2019 | Credit Scoring in SME Asset-Backed Securities: An Italian Case Study In: JRFM. [Full Text][Citation analysis] | article | 6 |
2019 | Credit scoring in SME asset-backed securities: An Italian case study.(2019) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
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2008 | Italian Equity Funds: Efficiency and Performance Persistence In: The IUP Journal of Financial Economics. [Citation analysis] | article | 14 |
2008 | Italian Equity Funds: Efficiency and Performance Persistence.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2008 | Italian Equity Funds: Efficiency and Performance Persistence.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2018 | Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 8 |
2022 | Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 2 |
2020 | Buildings Energy Efficiency and the Probability of Mortgage Default: The Dutch Case.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2019 | Buildings energy efficiency and the probability of mortgage default: The Dutch case.(2019) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2000 | La Style Analysis nel mercato azionario italiano In: Rivista italiana degli economisti. [Full Text][Citation analysis] | article | 0 |
2007 | Pillar 1 versus Pillar 2 under Risk Management In: NBER Chapters. [Full Text][Citation analysis] | chapter | 2 |
2005 | Pillar 1 vs. Pillar 2 Under Risk Management In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Econometric Measures of Systemic Risk in the Finance and Insurance Sectors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 81 |
2017 | Stock Price Crashes: Role of Slow-Moving Capital In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | P2P Lenders versus Banks: Cream Skimming or Bottom Fishing? In: Review of Corporate Finance Studies. [Full Text][Citation analysis] | article | 34 |
2021 | P2P lenders versus banks: Cream skimming or bottom fishing?.(2021) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2005 | Credit Derivatives: Capital Requirements and Strategic Contracting In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 8 |
2002 | La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati In: Moneta e Credito. [Full Text][Citation analysis] | article | 1 |
2014 | A Time-Varying Performance Evaluation of Hedge Fund Strategies through Aggregation In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 1 |
2022 | Will video kill the radio star? Digitalisation and the future of banking In: Report of the Advisory Scientific Committee. [Full Text][Citation analysis] | paper | 0 |
2017 | The demand for central clearing: to clear or not to clear, that is the question In: ESRB Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
2022 | The demand for central clearing: To clear or not to clear, that is the question.(2022) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2005 | Relative benchmark rating and persistence analysis: Evidence from Italian equity funds In: The European Journal of Finance. [Full Text][Citation analysis] | article | 10 |
2018 | Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
2006 | Phase-Locking and Switching Volatility in Hedge Funds In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | Crisis and Hedge Fund Risk In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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2008 | Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Market volatility, optimal portfolios and naive asset allocations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | CDS Industrial Sector Indices, credit and liquidity risk In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2016 | Hedge Fund Tail Risk: An investigation in stressed markets, extended version with appendix In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Networks in risk spillovers: a multivariate GARCH perspective In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2020 | Networks in risk spillovers: A multivariate GARCH perspective.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2018 | Networks in risk spillovers: A multivariate GARCH perspective.(2018) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2020 | Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2017 | Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periods.(2017) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2020 | Coming early to the party In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2017 | Coming early to the party.(2017) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2020 | Inside the ESG Ratings: (Dis)agreement and performance In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
2021 | Inside the ESG ratings: (Dis)agreement and performance.(2021) In: Corporate Social Responsibility and Environmental Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2020 | Inside the ESG ratings: (Dis)agreement and performance.(2020) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2021 | Lighting up the dark: Liquidity in the German corporate bond market In: Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | Lighting up the dark: Liquidity in the German corporate bond market.(2018) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2016 | How does P2P lending fit into the consumer credit market? In: Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
2019 | OTC discount In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | OTC discount.(2021) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2018 | The pitfalls of central clearing in the presence of systematic risk In: ICIR Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Pitfalls of central clearing in the presence of systematic risk.(2019) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2018 | Financial stability in the EU: A case for micro data transparency In: SAFE Policy Letters. [Full Text][Citation analysis] | paper | 0 |
2020 | The Coronavirus and financial stability In: SAFE Policy Letters. [Full Text][Citation analysis] | paper | 33 |
2020 | Corona and financial stability 2.0: Act jointly now, but also think about tomorrow In: SAFE Policy Letters. [Full Text][Citation analysis] | paper | 1 |
2020 | Corona and financial stability 3.0: Try equity - risk sharing for companies, large and small In: SAFE Policy Letters. [Full Text][Citation analysis] | paper | 7 |
2020 | Priorities for the CMU agenda In: SAFE Policy Letters. [Full Text][Citation analysis] | paper | 0 |
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2016 | Predatory margins and the regulation and supervision of central counterparty clearing houses (CCPs) In: SAFE White Paper Series. [Full Text][Citation analysis] | paper | 6 |
2019 | What are the main factors for the subdued profitability of significant banks in the Banking Union, and is the ECBs supervisory response conclusive and exhaustive? A critical assessment of the 2018 SSM In: SAFE White Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | What are the wider supervisory implications of the Wirecard case? In: SAFE White Paper Series. [Full Text][Citation analysis] | paper | 3 |
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2016 | How has sovereign bond market liquidity changed? An illiquidity spillover analysis In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2017 | The impact of network connectivity on factor exposures, asset pricing and portfolio diversification In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2018 | Central bank-driven mispricing In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2020 | Designated Market Makers: Competition and Incentives In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
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2020 | Collateral eligibility of corporate debt in the Eurosystem In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2020 | Does monetary policy impact international market co-movements? In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2020 | Machine learning sentiment analysis, Covid-19 news and stock market reactions In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
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2022 | Creditworthiness and buildings energy efficiency in the Italian mortgage market In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2015 | Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina? In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
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