Loriana Pelizzon : Citation Profile

Are you Loriana Pelizzon?

Leibniz-Institut für Finanzmarktforschung SAFE (Sustainable Architecture for Finance in Europe) (90% share)
Università Ca' Foscari Venezia (10% share)

19

H index

25

i10 index

2263

Citations

RESEARCH PRODUCTION:

32

Articles

114

Papers

4

Chapters

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 102
   Journals where Loriana Pelizzon has often published
   Relations with other researchers
   Recent citing documents: 388.    Total self citations: 41 (1.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe207
   Updated: 2023-11-04    RAS profile: 2023-01-24    
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Relations with other researchers

Works with:

Billio, Monica (16)

Caporin, Massimiliano (6)

Pagano, Marco (6)

Oliviero, Tommaso (6)

Boot, Arnoud (5)

Bellia, Mario (5)

de Roure, Calebe (3)

Schneider, Michael (3)

Plazzi, Alberto (3)

Riedel, Max (3)

Kubitza, Christian (3)

Nikolova, Stanislava (Stas) (3)

Dindo, Pietro (3)

Gündüz, Yalin (2)

Chernov, Mikhail (2)

Mihet, Roxana (2)

Tonks, Ian (2)

Kassner, Bernhard (2)

Palan, Stefan (2)

LINTON, OLIVER (2)

Frijns, Bart (2)

Dumitrescu, Ariadna (2)

Jurkatis, Simon (2)

Zhou, Chen (2)

Rakowski, David (2)

Xia, Shuo (2)

Rinne, Kalle (2)

Taylor, Nick (2)

Park, Andreas (2)

Verousis, Thanos (2)

Liew, Chee (2)

Sojli, Elvira (2)

Ranaldo, Angelo (2)

Lajaunie, Quentin (2)

Lof, Matthijs (2)

Dimpfl, Thomas (2)

Holzmeister, Felix (2)

Sarno, Lucio (2)

Deev, Oleg (2)

Wolff, Christian (2)

Reitz, Stefan (2)

Ferrara, Gerardo (2)

van Kervel, Vincent (2)

Pastor, Lubos (2)

PASCUAL, ROBERTO (2)

Brownlees, Christian (2)

Hurlin, Christophe (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Foucault, Thierry (2)

Bos, Charles (2)

He, Xuezhong (Tony) (2)

Hautsch, Nikolaus (2)

FERROUHI, EL MEHDI (2)

Putnins, Talis (2)

Vilkov, Grigory (2)

Nielsson, Ulf (2)

Colliard, Jean-Edouard (2)

Gehrig, Thomas (2)

Schenk-Hoppé, Klaus (2)

Vogel, Sebastian (2)

Johannesson, Magnus (2)

Pasquariello, Paolo (2)

Deku, Solomon (2)

Talavera, Oleksandr (2)

Alexeev, Vitali (2)

CAPELLE-BLANCARD, Gunther (2)

Jalkh, Naji (2)

Korajczyk, Robert (2)

Davies, Ryan (2)

Frömmel, Michael (2)

Stefanova, Denitsa (2)

Roy, Saurabh (2)

Kearney, Fearghal (2)

Schwarz, Marco (2)

Chow, Nikolai Sheung-Chi (2)

Moench, Emanuel (2)

Wilhelmsson, Anders (2)

Thakor, Anjan (2)

Abudy, Menachem (2)

Gerritsen, Dirk (2)

Lopez-Lira, Alejandro (2)

Heath, Davidson (2)

Wong, Wing-Keung (2)

Prokopczuk, Marcel (2)

Gorbenko, Arseny (2)

Horenstein, Alex (2)

Smales, Lee (2)

Patton, Andrew (2)

Ødegaard, Bernt (2)

Moinas, Sophie (2)

Bohorquez Correa, Santiago (2)

Theissen, Erik (2)

Harris, Jeffrey (2)

Dreber, Anna (2)

Walther, Thomas (2)

Patel, Vinay (2)

Regis, Luca (2)

Adrian, Tobias (2)

Hjalmarsson, Erik (2)

Scaillet, Olivier (2)

Ait-Sahalia, Yacine (2)

Schuerhoff, Norman (2)

Menkveld, Albert (2)

Bouri, Elie (2)

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

Is cited by:

Giudici, Paolo (36)

Caporin, Massimiliano (29)

Billio, Monica (27)

Ahelegbey, Daniel Felix (24)

Sosvilla-Rivero, Simon (22)

Gómez-Puig, Marta (19)

Yilmaz, Kamil (19)

Casarin, Roberto (16)

Lucas, Andre (14)

Flavin, Thomas (13)

Fratzscher, Marcel (13)

Cites to:

Menkveld, Albert (31)

Brunnermeier, Markus (30)

Pedersen, Lasse (28)

Acharya, Viral (26)

Adrian, Tobias (22)

Lo, Andrew (22)

Foucault, Thierry (21)

Billio, Monica (20)

Vissing-Jorgensen, Annette (17)

Pagano, Marco (17)

KRISHNAMURTHY, ARVIND (17)

Main data

Where Loriana Pelizzon has published?

Journals with more than one article published# docs
Journal of Financial Economics3
Review of Corporate Finance Studies2
Journal of Banking & Finance2
BANCARIA2

Working Papers Series with more than one paper published# docs
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE39
Working Papers / Department of Economics, University of Venice "Ca' Foscari"23
SAFE Policy Letters / Leibniz Institute for Financial Research SAFE7
SAFE White Paper Series / Leibniz Institute for Financial Research SAFE5
"Marco Fanno" Working Papers / Dipartimento di Scienze Economiche "Marco Fanno"4
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
NBER Working Papers / National Bureau of Economic Research, Inc4
CESifo Working Paper Series / CESifo3
Discussion Papers / Deutsche Bundesbank3
Post-Print / HAL2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Loriana Pelizzon (2023 and 2022)

YearTitle of citing document
2023The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984.

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2022Investor-Driven Corporate Finance: Evidence from Insurance Markets. (2022). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:144.

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2022Imperfect Competition in Derivatives Markets. (2022). Brinkmann, Christina. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:153.

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2023Fiscal 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.

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2022Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro. In: Working Papers. RePEc:aoz:wpaper:129.

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2022Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.12783.

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2022ESGM: ESG scores and the Missing pillar. (2021). Czado, Claudia ; Paterlini, Sandra ; Bax, Karoline ; Sahin, Ozge. In: Papers. RePEc:arx:papers:2106.15466.

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2022Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia. (2022). Roncalli, Thierry ; Kostyuchyk, Nazar ; Bruder, Benjamin. In: Papers. RePEc:arx:papers:2202.10721.

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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488.

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2022ESG-Valued Portfolio Optimization and Dynamic Asset Pricing. (2022). Rachev, Svetlozar T ; Mittnik, Stefan ; Lindquist, Brent W ; Lauria, Davide. In: Papers. RePEc:arx:papers:2206.02854.

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2022Exploring Financial Networks Using Quantile Regression and Granger Causality. (2022). Basu, Sumanta ; Mukherjee, Diganta ; Lahiry, Samriddha ; Karpman, Kara. In: Papers. RePEc:arx:papers:2207.10705.

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2023Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2022Learning Financial Networks with High-frequency Trade Data. (2022). Easley, David ; Basu, Sumanta ; Karpman, Kara. In: Papers. RePEc:arx:papers:2208.03568.

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2022SEC Form 13F-HR: Statistical investigation of trading imbalances and profitability analysis. (2022). Cucuringu, Mihai ; Miori, Deborah. In: Papers. RePEc:arx:papers:2209.08825.

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2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2022Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121.

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2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2023Co-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.

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2023Company Competition Graph. (2023). Dai, Rui ; Li, Xinyi ; Zhang, Cien ; Huang, Jiawei ; Mao, Haitao ; Lu, Yutong. In: Papers. RePEc:arx:papers:2304.00323.

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2023Efficient 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.

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2023The Estimation Risk in Extreme Systemic Risk Forecasts. (2023). Hoga, Yannick. In: Papers. RePEc:arx:papers:2304.10349.

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2023Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282.

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2023Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2023). Chava, Sudheer ; Shah, Agam ; Hiray, Arnav. In: Papers. RePEc:arx:papers:2307.16874.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023Portfolio Selection via Topological Data Analysis. (2023). Zaytsev, Alexey ; Makhneva, Elizaveta ; Kuznetsov, Kristian ; Sokerin, Petr. In: Papers. RePEc:arx:papers:2308.07944.

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2023Vector Autoregression in Cryptocurrency Markets: Unraveling Complex Causal Networks. (2023). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2308.15769.

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2023A detection analysis for temporal memory patterns at different time-scales. (2023). Lambert, David ; Vanni, Fabio. In: Papers. RePEc:arx:papers:2309.12034.

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2022Asymmetric Systemic Risk. (2022). Silva Buston, Consuelo ; Raykov, Radoslav ; Silva-Buston, Consuelo. In: Staff Working Papers. RePEc:bca:bocawp:22-19.

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2022The features of equity capital increases by Italian corporates. (2022). Columba, Francesco ; Parlapiano, Fabio ; Palazzo, Francesco ; Orlando, Tommaso. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_709_22.

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2022Flash crashes on sovereign bond markets – EU evidence. (2022). Panzarino, Onofrio ; Marseglia, Gaetano ; Haferkorn, Martin ; Bouveret, Antoine. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_020_22.

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2022Issuing bonds during the Covid-19 pandemic: is there an ESG premium?. (2022). Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1392_22.

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2023The 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.

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2022Covid-19 y consumo de los hogares: hechos estilizados a partir de datos del Grupo Éxito. (2022). Villamizar-Villegas, Mauricio ; Pulgarin, Stiven Perez ; Esquivel, Felipe Gonzalez ; Velez, Mariana Fuentes ; Carranza, Juan Esteban ; Bonilla-Mejia, Leonardo. In: Chapters. RePEc:bdr:bdrcap:2022-isbn:9789587848496-cap9.

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2022Is the Covid-19 Pandemic Fast-Tracking Automation in Developing Countries? Evidence from Colombia. (2022). Pulido, Jose ; Ospina-Tejeiro, Juan ; Morales, Leonardo ; Florez, Luz ; bonilla mejia, leonardo ; Bonilla-Mejia, Leonardo ; Hermida, Didier ; Lasso-Valderrama, Francisco. In: Borradores de Economia. RePEc:bdr:borrec:1209.

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2022On the Choice of Central Counterparties in the EU. (2022). Piquard, Thibaut ; Demange, Gabrielle. In: Working papers. RePEc:bfr:banfra:868.

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2023French 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.

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2022Information governance in sustainable finance. (2022). Packer, Frank ; Aramonte, Sirio. In: BIS Papers. RePEc:bis:bisbps:132.

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2022Deconstructing ESG scores: how to invest with your own criteria. (2022). Jondeau, Eric ; Jegarasasingam, Anandakumar ; Elsenhuber, Ulrike ; Ehlers, Torsten. In: BIS Working Papers. RePEc:bis:biswps:1008.

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2022A shot in the arm: stimulus packages and firm performance during Covid-19. (2022). Moore, Tomoe ; Mirzaei, Ali ; Igan, Deniz. In: BIS Working Papers. RePEc:bis:biswps:1014.

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2023Finance 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.

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2023The 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.

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2023An 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.

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2023Bank 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.

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2022The rising interconnectedness of the insurance sector. (2022). Jourde, Tristan. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:397-425.

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2023Personal 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.

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2023Where 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.

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2022Efficiency of central clearing under liquidity stress. (2022). Gao, Haotian ; Caccioli, Fabio ; Bardoscia, Marco. In: Bank of England working papers. RePEc:boe:boeewp:1002.

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2022Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks. (2022). Shinozaki, Yuji ; Koide, Yoshiyasu ; Hogen, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e14.

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2023Differentiation in Risk Profiles. (2023). Brinkmann, Christina. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_444.

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2023The 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.

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2022Enterprise policy issues for distressed businesses following the unwinding of pandemic supports. (2022). McCann, Fergal ; McGeever, Niall. In: Financial Stability Notes. RePEc:cbi:fsnote:9/fs/22.

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2022Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10111.

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2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

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2022Climate Change Mitigation: How Effective Is Green Quantitative Easing?. (2022). Nerlich, Carolin ; Ludwig, Alexander ; Ferdinandusse, Marien ; Abiry, Raphael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9828.

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2022The Distribution of Crisis Credit: Effects on Firm Indebtedness and Aggregate Risk. (2022). Vera, Mario ; Schmukler, Sergio ; Larrain, Mauricio ; Kaboski, Joseph ; Huneeus, Federico. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:942.

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2023Macroprudential Regulation: A Risk Management Approach. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:765.

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2023Quantifying 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.

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2022Temporal networks in the analysis of financial contagion. (2022). Vouldis, Angelos ; Nocciola, Luca ; Franch, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222667.

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2022Climate change mitigation: how effective is green quantitative easing?. (2022). Nerlich, Carolin ; Ludwig, Alexander ; Ferdinandusse, Marien ; Abiry, Raphael. In: Working Paper Series. RePEc:ecb:ecbwps:20222701.

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2022Non-banks contagion and the uneven mitigation of climate risk. (2022). Sydow, Matthias ; Gourdel, Regis. In: Working Paper Series. RePEc:ecb:ecbwps:20222757.

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2023Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842.

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2022High Frequency Return and Risk Patterns in U.S. Sector ETFs during COVID-19. (2022). Alshareif, Elgilani E ; Kamalov, Firuz ; Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-50.

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2022Are Indian Subcontinent remittance markets connected to each other?. (2022). Genc, Ismail H. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000355.

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2022A multilayer approach for systemic risk in the insurance sector. (2022). Cornaro, Alessandra ; Clemente, Gian Paolo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006087.

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2022Non-financial corporations and systemic risk. (2022). Wosser, Michael ; O'Connor, Thomas ; Flavin, Thomas ; Dungey, Mardi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002510.

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2022Geographic networks and spillovers between banks. (2022). Shakya, Shasta. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001560.

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2023A 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.

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2022Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x.

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2023A 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.

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2022Asia’s financial interconnectedness: Evolution, implications, and insights from past crises. (2022). Melchor, Monica ; Rosenkranz, Peter. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:685-707.

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2022Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

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2022The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419.

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2022Extreme risk spillovers across financial markets under different crises. (2022). Cao, Yufei. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002656.

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2022Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortes, Lina M ; Pineda, Julian. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042.

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2023Asymmetric 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.

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2023Interconnectedness 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.

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2023Frequency 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.

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2023Systemic political risk. (2023). Uribe, Jorge ; Chuliá, Helena ; Estevez, Marc ; Chulia, Helena. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001876.

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2022Contagion effect of systemic risk among industry sectors in China’s stock market. (2022). Zhao, Tianyu ; Yan, Haoyang ; Xu, Qiuhua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001819.

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2022Price impact, strategic interaction and portfolio choice. (2022). Curatola, Giuliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001959.

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2022Return and volatility spillovers across the Western and MENA countries. (2022). Mohammadi, Hassan ; Habibi, Hamidreza. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000031.

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2022Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. (2022). Xie, Chi ; Feng, Yusen ; Wang, Gang-Jin ; Qian, Biyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000055.

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2022Multiscale features of extreme risk spillover networks among global stock markets. (2022). Zhu, Huiming ; You, Wanhai ; Zhao, Wanru ; Ren, Yinghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001012.

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2022Dynamic credit contagion and aggregate loss in networks. (2022). Zhang, Tianqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001139.

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2022Modelling international sovereign risk information spillovers: A multilayer network approach. (2022). Huang, Wei-Qiang ; Liu, Peipei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001322.

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2022Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model. (2022). Niu, Rong ; Guo, Fei ; Tian, Maoxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001528.

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2022The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods. (2022). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001668.

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2023Building 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.

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2023Hedge 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.

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2023The 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.

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2023How 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.

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2023Analyzing 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.

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2023How 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.

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2023Spillover 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.

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2023Cross-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.

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2023The 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.

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2022The varying spillover of U.S. systemic risk: A functional-coefficient cointegration approach. (2022). Tu, Yundong ; Li, LI. In: Economics Letters. RePEc:eee:ecolet:v:212:y:2022:i:c:s0165176522000192.

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2022Supporting SMEs during COVID-19: The case for targeted equity injections. (2022). Maggi, Chiara ; Duval, Romain ; Diez, Federico J. In: Economics Letters. RePEc:eee:ecolet:v:219:y:2022:i:c:s0165176522002476.

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2023The 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.

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More than 100 citations found, this list is not complete...

Works by Loriana Pelizzon:

YearTitleTypeCited
2021Loss Sharing in Central Clearinghouses: Winners and Losers In: ECONtribute Discussion Papers Series.
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2011Bank credit to medium-sized enterprises in Italy: the trends before and during the crisis In: BANCARIA.
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2014Interconnectedness and systemic risk: hedge funds, banks, insurance companies In: BANCARIA.
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2012Measuring sovereign contagion in Europe In: Working Paper.
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2012Measuring Sovereign Contagion in Europe.(2012) In: Working Papers.
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2018Measuring sovereign contagion in Europe.(2018) In: Journal of Financial Stability.
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2013Measuring Sovereign Contagion in Europe.(2013) In: NBER Working Papers.
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2015Measuring sovereign contagion in Europe.(2015) In: SAFE Working Paper Series.
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2021Short Selling – On Ethics, Politics, and Culture In: Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB).
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2005Diversification and Ownership Concentration In: CESifo Working Paper Series.
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2008Diversification and ownership concentration.(2008) In: Journal of Banking & Finance.
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2005Diversification and ownership concentration.(2005) In: Marco Fanno Working Papers.
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2007Diversification and Ownership Concentration.(2007) In: Working Papers.
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2013Stock Market Returns, Corporate Governance and Capital Market Equilibrium In: CESifo Working Paper Series.
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2015Stock Market Returns, Corporate Governance and Capital Market Equilibrium.(2015) In: CEPR Discussion Papers.
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2019Risk Pooling, Leverage, and the Business Cycle In: CESifo Working Paper Series.
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2019Risk Pooling, Leverage, and the Business Cycle.(2019) In: Working Papers.
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2020Risk pooling, leverage, and the business cycle.(2020) In: SAFE Working Paper Series.
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2017Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets In: Swiss Finance Institute Research Paper Series.
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2010Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors.(2010) In: NBER Chapters.
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2011Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors.(2011) In: Working Papers.
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2016Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? In: Journal of Financial Economics.
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2021Portfolio similarity and asset liquidation in the insurance industry In: Journal of Financial Economics.
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2020Portfolio Similarity and Asset Liquidation in the Insurance Industry.(2020) In: Working Papers.
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2018Portfolio similarity and asset liquidation in the insurance industry.(2018) In: SAFE Working Paper Series.
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2008Credit derivatives, capital requirements and opaque OTC markets In: Journal of Financial Intermediation.
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2006Credit Derivatives, Capital Requirements and Opaque OTC Markets.(2006) In: Working Papers.
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2003Volatility and shocks spillover before and after EMU in European stock markets In: Journal of Multinational Financial Management.
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2016The Impact of the Monetary Policy Interventions on the Insurance Industry In: EIOPA Financial Stability Report - Thematic Articles.
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2018The impact of monetary policy iInterventions on the insurance industry.(2018) In: SAFE Working Paper Series.
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2019Credit scoring in SME asset-backed securities: An Italian case study.(2019) In: SAFE Working Paper Series.
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2008Italian Equity Funds: Efficiency and Performance Persistence In: The IUP Journal of Financial Economics.
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2008Italian Equity Funds: Efficiency and Performance Persistence.(2008) In: Working Papers.
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2008Italian Equity Funds: Efficiency and Performance Persistence.(2008) In: Working Papers.
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2018Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan In: IMES Discussion Paper Series.
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2022Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case In: The Journal of Real Estate Finance and Economics.
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2020Buildings Energy Efficiency and the Probability of Mortgage Default: The Dutch Case.(2020) In: Working Papers.
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2019Buildings energy efficiency and the probability of mortgage default: The Dutch case.(2019) In: SAFE Working Paper Series.
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2000La Style Analysis nel mercato azionario italiano In: Rivista italiana degli economisti.
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2007Pillar 1 versus Pillar 2 under Risk Management In: NBER Chapters.
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2005Pillar 1 vs. Pillar 2 Under Risk Management In: NBER Working Papers.
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2010Econometric Measures of Systemic Risk in the Finance and Insurance Sectors In: NBER Working Papers.
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2017Stock Price Crashes: Role of Slow-Moving Capital In: NBER Working Papers.
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2021P2P lenders versus banks: Cream skimming or bottom fishing?.(2021) In: SAFE Working Paper Series.
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2005Credit Derivatives: Capital Requirements and Strategic Contracting In: Marco Fanno Working Papers.
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2002La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati In: Moneta e Credito.
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2014A Time-Varying Performance Evaluation of Hedge Fund Strategies through Aggregation In: Bankers, Markets & Investors.
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2022Will video kill the radio star? Digitalisation and the future of banking In: Report of the Advisory Scientific Committee.
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2017The demand for central clearing: to clear or not to clear, that is the question In: ESRB Working Paper Series.
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2005Relative benchmark rating and persistence analysis: Evidence from Italian equity funds In: The European Journal of Finance.
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2018Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market In: Quantitative Finance.
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2006Phase-Locking and Switching Volatility in Hedge Funds In: Working Papers.
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