7
H index
3
i10 index
120
Citations
Roberto Savona : Citation Profile
Università degli Studi di Brescia | RESEARCH PRODUCTION: 12 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2006 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Roberto Savona. | Is cited by:
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Main data
Where Roberto Savona has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 2 |
Recent works citing Roberto Savona (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Leading indicators of sovereign defaults in middle- and low-income countries: the role of foreign exchange reserve ratios in times of pandemic.. (2023). El Ouardi, Sofiane. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00473. Full description at Econpapers || Download paper |
| 2023 | Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831. 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 |
| 2024 | Do sanctions trigger financial crises?. (2024). Weill, Laurent ; Stolbov, Mikhail ; Shchepeleva, Maria. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004975. Full description at Econpapers || Download paper |
| 2023 | Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach. (2023). Bluwstein, Kristina ; Buckmann, Marcus ; Imek, Ozgur ; Kapadia, Sujit ; Joseph, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594. Full description at Econpapers || Download paper |
| 2023 | Business model contributions to bank profit performance: A machine learning approach. (2023). Lozano-Vivas, Ana ; Duran, Miguel ; Bolivar, Fernando. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002562. Full description at Econpapers || Download paper |
| 2023 | Forecasting sovereign risk in the Euro area via machine learning. (2023). Istrefi, Klodiana ; CAICEDO GRACIANO, Carlos Mateo ; Boeckelmann, Lukas ; di Iorio, Alberto ; Belly, Guillaume ; Stallabourdillon, Arthur ; Siakoulis, Vasileios. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:657-684. Full description at Econpapers || Download paper |
Works by Roberto Savona:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Tax-induced Dissimilarities Between Domestic and Foreign Mutual Funds in Italy In: Economic Notes. [Full Text][Citation analysis] | article | 6 |
| 2015 | Fitting and Forecasting Sovereign Defaults using Multiple Risk Signals In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 45 |
| 2012 | Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2013 | Rules of Thumb for Banking Crises in Emerging Markets In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2013 | Rules of Thumb for Banking Crises in Emerging Markets.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2008 | Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk. In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2007 | Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2014 | Hedge fund systemic risk signals In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 7 |
| 2015 | Financial Symmetry and Moods in the Market In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 10 |
| 2015 | Financial Symmetry and Moods in the Market.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2014 | Financial Symmetry and Moods in the Market.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2014 | Financial Symmetry and Moods in the Market.(2014) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2015 | Financial Symmetry and Moods in the Market.(2015) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2019 | Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Mutual Funds Dynamics and Economic Predictors In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2019 | Taking the right course navigating the ERC universe In: Journal of Asset Management. [Full Text][Citation analysis] | article | 1 |
| 2014 | Detecting Early Warnings for Hedge Fund Contagion In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 0 |
| 2006 | Do mutual funds styles reflect a country-specific investment philosophy? The Italian case In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Risk and beta anatomy in the hedge fund industry In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 2019 | Sovereign risk zones in Europe during and after the debt crisis In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
| 2016 | Danger Zones for Banking Crises in Emerging Markets In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 7 |
| 2016 | Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach In: Intelligent Systems in Accounting, Finance and Management. [Full Text][Citation analysis] | article | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team