Loriana Pelizzon : Citation Profile

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

22

H index

32

i10 index

3079

Citations

RESEARCH PRODUCTION:

50

Articles

139

Papers

4

Chapters

RESEARCH ACTIVITY:

   26 years (2000 - 2026). See details.
   Cites by year: 118
   Journals where Loriana Pelizzon has often published
   Relations with other researchers
   Recent citing documents: 331.    Total self citations: 56 (1.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe207
   Updated: 2026-06-06    RAS profile: 2026-05-18    
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Relations with other researchers

Works with:

Billio, Monica (15)

Caporin, Massimiliano (10)

Johannesson, Magnus (8)

Pastor, Lubos (8)

Brownlees, Christian (8)

Dumitrescu, Ariadna (8)

LINTON, OLIVER (8)

Rinne, Kalle (8)

Sarno, Lucio (8)

Reitz, Stefan (8)

Sojli, Elvira (8)

Stefanova, Denitsa (8)

Davies, Ryan (8)

Menkveld, Albert (8)

Dreber, Anna (8)

Söderlind, Paul (8)

Smales, Lee (8)

Palan, Stefan (8)

Frömmel, Michael (8)

Roy, Saurabh (8)

FERROUHI, EL MEHDI (8)

Ferrara, Gerardo (8)

Liew, Chee (8)

Jurkatis, Simon (8)

Tonks, Ian (8)

Hurlin, Christophe (8)

Alexeev, Vitali (8)

Holzmeister, Felix (8)

Lof, Matthijs (8)

Park, Andreas (8)

Ødegaard, Bernt (8)

Prokopczuk, Marcel (8)

Dimpfl, Thomas (8)

Bos, Charles (8)

Zhang, S. Sarah (8)

Korajczyk, Robert (8)

Taylor, Nick (8)

Renault, Thomas (8)

Foucault, Thierry (8)

Talavera, Oleksandr (8)

Schwarz, Marco (8)

Gehrig, Thomas (8)

Frijns, Bart (8)

Degryse, Hans (8)

Harris, Jeffrey (8)

Nielsson, Ulf (8)

Moinas, Sophie (8)

Schuerhoff, Norman (8)

Scaillet, Olivier (8)

Wolff, Christian (8)

Deev, Oleg (8)

Füllbrunn, Sascha (8)

Tang, Yuehua (7)

Hambuckers, Julien (7)

Roesch, Dominik (7)

Koetter, Michael (7)

Schenk-Hoppé, Klaus (7)

Aloosh, Arash (7)

Kazak, Ekaterina (7)

Neszveda, Gabor (7)

Shui, Jessica (7)

Bohorquez Correa, Santiago (7)

Wilhelmsson, Anders (6)

Ranaldo, Angelo (6)

Gerritsen, Dirk (6)

Xia, Shuo (6)

Gil-Bazo, Javier (6)

Xiu, Dacheng (6)

Vilkov, Grigory (6)

Bellia, Mario (6)

Pasquariello, Paolo (6)

van Kervel, Vincent (6)

Heider, Florian (6)

Chernov, Mikhail (6)

Shachar, Or (6)

Walther, Thomas (5)

Huang, Wenqian (5)

Deku, Solomon (5)

Hautsch, Nikolaus (5)

Jalkh, Naji (5)

Verousis, Thanos (5)

Riedel, Max (5)

Eugster, Nicolas (5)

CAPELLE-BLANCARD, Gunther (5)

Horenstein, Alex (5)

Ait-Sahalia, Yacine (4)

Güçbilmez, Ufuk (4)

Colliard, Jean-Edouard (4)

Pezone, Vincenzo (4)

Wong, Wing-Keung (4)

Mihet, Roxana (3)

Capera Romero, Laura (3)

Abudy, Menachem (3)

He, Xuezhong (Tony) (3)

Kubitza, Christian (3)

Chow, Nikolai Sheung-Chi (3)

Voigt, Stefan (3)

de Roure, Calebe (2)

Bouri, Elie (2)

Hjalmarsson, Erik (2)

Kassner, Bernhard (2)

Plazzi, Alberto (2)

Putnins, Talis (2)

Roy, Saurabh (2)

PASCUAL, ROBERTO (2)

Lopez-Lira, Alejandro (2)

Hasse, Jean-Baptiste (2)

Theissen, Erik (2)

Hackmann, Angelina (2)

Corazza, Marco (2)

Lajaunie, Quentin (2)

Heath, Davidson (2)

Patton, Andrew (2)

Vogel, Sebastian (2)

Bjønnes, Geir (2)

Thakor, Anjan (2)

Kearney, Fearghal (2)

Regis, Luca (2)

Jagannathan, Ravi (2)

Patel, Vinay (2)

Gorbenko, Arseny (2)

Rakowski, David (2)

Zhou, Chen (2)

Adrian, Tobias (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 (37)

Billio, Monica (30)

Caporin, Massimiliano (28)

Ahelegbey, Daniel Felix (28)

Gómez-Puig, Marta (22)

Sosvilla-Rivero, Simon (22)

Casarin, Roberto (20)

Yilmaz, Kamil (19)

Wang, Gang-Jin (18)

Greenwood-Nimmo, Matthew (16)

Napoletano, Mauro (15)

Cites to:

Menkveld, Albert (37)

Brunnermeier, Markus (31)

Pedersen, Lasse (28)

Billio, Monica (27)

Foucault, Thierry (27)

Vissing-Jorgensen, Annette (25)

Acharya, Viral (22)

Duffie, Darrell (22)

KRISHNAMURTHY, ARVIND (21)

Lo, Andrew (21)

Adrian, Tobias (21)

Main data

Where Loriana Pelizzon has published?

Journals with more than one article published# docs
Journal of Financial Economics5
Annals of Operations Research3
Journal of Financial Stability2
BANCARIA2
Journal of Banking & Finance2
The Review of Corporate Finance Studies2
Journal of Financial Markets2

Working Papers Series with more than one paper published# docs
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE45
Working Papers / Department of Economics, University of Venice "Ca' Foscari"23
SAFE White Paper Series / Leibniz Institute for Financial Research SAFE12
SAFE Policy Letters / Leibniz Institute for Financial Research SAFE11
NBER Working Papers / National Bureau of Economic Research, Inc4
"Marco Fanno" Working Papers / Dipartimento di Scienze Economiche "Marco Fanno"4
CEPR Discussion Papers / Centre for Economic Policy Research4
Post-Print / HAL4
CESifo Working Paper Series / CESifo3
Discussion Papers / Deutsche Bundesbank3
Working Paper Series / European Central Bank2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Loriana Pelizzon (2026 and 2025)

YearTitle of citing document
2026Monetary Policy Uncertainty and Stock Market Returns in Developed and Emerging Countries: Evidence from a Quantile-on-Quantile Approach. (2026). Jibir, Adamu ; Wong, Wing-Keung ; Khan, Naveed ; Mansoor, Abdul ; Zada, Hassan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:30:y:2026:i:3:p:89-113.

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2025Multivariate Granger causality between financial markets: Evidence from US, Europe, Asia and Emerging market. (2025). Enow, Samuel Tabot. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:7:y:2025:i:2:p:270-275.

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2026Extreme Connectedness among Energy Transition Metals and Commodity Markets. (2026). Kočenda, Evžen ; Li, Xiao ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:396404.

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2025Factor Network Autoregressions. (2025). Moramarco, Graziano ; Cavaliere, Giuseppe ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2026A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. In: Papers. RePEc:arx:papers:2211.14997.

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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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2025Global Balance and Systemic Risk in Financial Correlation Networks. (2024). Grassi, Rosanna ; Uberti, Pierpaolo ; Bartesaghi, Paolo ; Diaz-Diaz, Fernando. In: Papers. RePEc:arx:papers:2407.14272.

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2025A mixture transition distribution approach to portfolio optimization. (2025). Petroni, Filippo ; Galati, Luca ; de Blasis, Riccardo. In: Papers. RePEc:arx:papers:2501.04646.

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2025Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum. (2025). Ferreira, William ; Li, Linze. In: Papers. RePEc:arx:papers:2501.07135.

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2025Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974.

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2025Systemic Risk and Default Cascades in Global Equity Markets: Extending the Gai-Kapadia Framework with Stochastic Simulations and Network Analysis. (2025). , Ana. In: Papers. RePEc:arx:papers:2504.01969.

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2026Systemic Risk in the European Insurance Sector. (2025). Borri, Nicola ; di Giorgio, Giorgio ; Consiglio, Andrea ; Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:2505.02635.

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2025Predicting Financial Market Crises using Multilayer Network Analysis and LSTM-based Forecasting of Spillover Effects. (2025). Sefidi, Mahdi Kohan. In: Papers. RePEc:arx:papers:2505.11019.

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2025Hierarchical Representations for Evolving Acyclic Vector Autoregressions (HEAVe). (2025). Cornell, Cameron ; Roughan, Matthew ; Mitchell, Lewis. In: Papers. RePEc:arx:papers:2505.12806.

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2025From Data Acquisition to Lag Modeling: Quantitative Exploration of A-Share Market with Low-Coupling System Design. (2025). Fang, Jianyong ; Wu, Sitong ; Tong, Junfan. In: Papers. RePEc:arx:papers:2506.19255.

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2025Detecting Fraud in Financial Networks: A Semi-Supervised GNN Approach with Granger-Causal Explanations. (2025). Boersma, Marcel ; Acar, Erman ; Nguyen, Linh. In: Papers. RePEc:arx:papers:2507.01980.

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2025Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets. (2025). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2507.08065.

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2026Homeownership as Life Cycle Goldmine: Evidence from Macrohistory. (2025). Li, Shize ; Shen, Jialu ; Bai, Yang. In: Papers. RePEc:arx:papers:2507.17624.

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2025Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007.

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2025A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks. (2025). Aouri, Atika ; Otto, Philipp. In: Papers. RePEc:arx:papers:2508.20101.

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2025Does FOMC Tone Really Matter? Statistical Evidence from Spectral Graph Network Analysis. (2025). Choi, Jaeho ; Chung, Seyoung ; Kim, Jaewon ; Lee, Yoonsoo. In: Papers. RePEc:arx:papers:2510.02705.

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2025Network Contagion Dynamics in European Banking: A Navier-Stokes Framework for Systemic Risk Assessment. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2510.19630.

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2026Market-Implied Sustainability: Insights from Funds Portfolio Holdings. (2025). Giacometti, Rosella ; Lauria, Davide ; Bonomelli, Marco ; Torri, Gabriele. In: Papers. RePEc:arx:papers:2510.20434.

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2026Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from European Banking. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2510.24775.

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2026Autodeleveraging: Impossibilities and Optimization. (2026). Chitra, Tarun. In: Papers. RePEc:arx:papers:2512.01112.

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2026A Three--Dimensional Efficient Surface for Portfolio Optimization. (2026). Qiu, Yimeng. In: Papers. RePEc:arx:papers:2601.06271.

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2026Regime-Dependent Predictive Structure Between Equity Factors: Evidence from Granger Causality. (2026). Lee, Chorok. In: Papers. RePEc:arx:papers:2601.10732.

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2026Learning Market Making with Closing Auctions. (2026). Mastrolia, Thibaut ; Graf, Julius. In: Papers. RePEc:arx:papers:2601.17247.

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2026Finite-Sample Properties of Model Specification Tests for Multivariate Dynamic Regression Models. (2026). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2601.21272.

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2026Transformer-based CoVaR: Systemic Risk in Textual Information. (2026). Wang, Weining ; Kong, Lingwei ; Boot, Tom ; Chen, Junyu. In: Papers. RePEc:arx:papers:2602.12490.

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2026Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective. (2026). Lopetuso, Emanuele ; Girolimetto, Daniele ; Caporin, Massimiliano. In: Papers. RePEc:arx:papers:2603.17463.

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2026Information Propagation Across Investor Types: Transfer Entropy Networks in the Korean Equity Market. (2026). Kang, Sungwoo. In: Papers. RePEc:arx:papers:2603.20271.

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2026Structural Dynamics of G5 Stock Markets During Exogenous Shocks: A Random Matrix Theory-Based Complexity Gap Approach. (2026). Nurujjaman, MD ; Ansari, Imran ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2604.19107.

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2026Systemic Risk and Default Cascades in Global Equity Markets: A Network and Tail-Risk Approach Based on the Gai Kapadia Framework. (2026). Castillo, Ana Isabel. In: Papers. RePEc:arx:papers:2604.19796.

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2025ESG Momentum in International Equity Returns and the SDG content of financial asset portfolios. (2025). Koundouri, Phoebe ; Pittis, Nikitas ; Landis, Conrad. In: DEOS Working Papers. RePEc:aue:wpaper:2523.

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2025Systematic Literature Review on Integration of Malaysias Environmental, Social, and Governance (ESG) Initiative towards Global Framework. (2025). Lajuni, Nelson ; Bosi, Mathew Kevin ; Mojolou, Dean Nelson ; Chen, Andy Lee. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:12:p:515-536.

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2026Mutual Fund Performance: A Review of the Literature. (2026). Puopolo, Giovanni Walter. In: International Journal of Finance. RePEc:bhx:ojtijf:v:11:y:2026:i:1:p:1-13:id:3412.

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2025Does ESG rating divergence affect the cost of corporate debt?. (2025). Zhang, Yuming ; Shan, Yuan George ; Xing, Chao. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:2244-2280.

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2025The Cross‐Industry Contagion Network of Systemic Risk: Evidence From China. (2025). Huang, Xiaoqing ; Shen, Qing ; Sun, Limei. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:39:y:2025:i:2:p:104-121.

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2025Probabilities of transitions among endogenous regimes in asset returns and Environmental, Social and Governance scores. (2025). Cerqueti, Roy ; Nicolosi, Marco ; da Fermo, Carmine. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:34:y:2025:i:1:p:778-787.

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2025QT versus QE: who is in when the central bank is out?. (2025). Kontoghiorghes, Alex ; Kaminska, Iryna ; Ray, Walker. In: Bank of England working papers. RePEc:boe:boeewp:1108.

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2025More Philanthropy, More Consistency? Examining the Impact of Corporate Charitable Donations on ESG Rating Uncertainty. (2025). Yufei, Gan ; Meiyi, LI. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:21:n:1001.

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2025ADVANCING KNOWLEDGE IN FINANCIAL RISK MANAGEMENT: A BIBLIOMETRIC APPROACH. (2025). Spulbar, Cristi ; Dumitru, Cinciulescu ; Cristi, Spulbar. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2025:v:1:p:23-53.

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2025The Perks and Perils of Machine Learning in Business and Economic Research. (2025). Hornuf, Lars ; Dudda, Tom L. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11721.

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2025Economic Interdependencies in the Great Lakes–St. Lawrence Region: A Dynamic Analysis of Manufacturing Connectedness. (2025). Warin, Thierry ; Trpanier, Martin ; Kader, Adam Abdel. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-25.

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2025Crowdfunding et transition du système agri-alimentaire. Une approche par les différentes dimensions de la proximité. (2025). Deschamps, Marc ; Refait-Alexandre, Catherine ; le Gallo, Julie. In: Working Papers. RePEc:crb:wpaper:2025-03.

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2025Crowdfunding and the transition of the agriculture and food industry. An approach through various dimensions of proximity. (2025). Deschamps, Marc ; Refait-Alexandre, Catherine ; le Gallo, Julie. In: Working Papers. RePEc:crb:wpaper:2025-03-2.

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2025Crowdfunding and the transition of the agriculture and food industry. An approach through various dimensions of proximity. (2025). Deschamps, Marc ; Refait-Alexandre, Catherine ; le Gallo, Julie. In: Working Papers. RePEc:crb:wpaper:2025-03-eng.

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2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Trombetta, Martin ; Tastan, Huseyin ; Szczygielski, Krzysztof ; Spantig, Lisa ; Smith, Brock ; Salamanca, Nicolas ; Samudra, Aparna ; Sariyev, Orkhan ; Samahita, Margaret ; Roy, Jayjit ; Ricks, Michael ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; Petroulakis, Filippos ; Paudel, Jayash ; Meinzen-Dick, Laura ; Marino Fages, Diego ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Jakobsson, Niklas ; Huntington-Klein, Nick ; Holzmeister, Felix ; Hernæs, Øystein ; Henningsen, Arne ; Henderson, Daniel ; Harris, Mark ; Girardi, Daniele ; Gay, Victor ; Gauriot, Romain ; Gallegos, Sebastian ; Gamino, Aaron ; Gazeaud, Jules ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; Duquette, Nicolas ; de Gendre, Alexandra ; Deer, Lachlan ; Crawfurd, Lee ; Collins, Matthew ; Buisson, Florent ; Brehm, Margaret ; Brun, Martín ; Bloem, Jeffrey ; Bhattacharya, Shreya ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Bennett, Christopher ; Berniell, Inés ; Avdeev, Stanislav ; Andresen, Martin ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Weinberg, Stephen E ; Bansal, Avijit ; Segel, Joel E ; Hill, Andrew ; Herman, Clment ; Ahmad, Imtiaz ; Sorensen, Lucy ; Dorsey-Palmateer, Reid ; bech -Wysocka, Katarzyna ; Fiala, Nathan ; Nmadu, Job ; Bacher-Hicks, Andrew ; Prtner, Claus C ; Chen, Weiwei ; Bandara, Imesh Nuwan ; Najam, Rafiuddin ; Woahid, S M ; Kameshwara, Kalyan Kumar ; Zahid, Muhammad Umer ; Lang, David ; Huysmans, Martijn ; Pua, Andrew Adrian ; Kronenberg, Christoph ; McCarthy, Ian M ; Zanoli, Raffaele ; Riosavila, Fernando ; Henry, Junita ; Vernet, Antoine ; Bartram, David ; Bjoerkheim, Markus ; Arenas, Andreu ; Pitknen, Visa ; Tatan, Hseyin ; Burli, Pralhad H ; Galrraga, Julio ; Smet, Mike ; Clement, Jeffrey ; Farquharson, Christine ; Schaak, Henning ; French, Evaewero ; Roeckert, Julian ; Rodriguez, Abel ; Westheide, Christian ; Sievertsen, Hans Henrik ; Agasa, Lameck Ondieki ; Aslim, Erkmen Giray ; Tagat, Anirudh ; Peukert, Christian ; Sanogo, Vassiki ; Gilpin, Gregory ; Gayaker, Savas ; Merkus, Erik ; Kaire, Jos ; Ligey, Maxime ; Jain, Anil ; Karney, Daniel ; Wang, Yue ; Prakash, Manab ; Klotzbcher, Valentin ; Falken, Grace ; Imtiaz, Saad M ; Weber, Ellerie ; Antn, Jos-Ignacio ; Adamkovic, Matus ; Berha, Andu ; Reimao, Maira ; Baker, Bradley ; Waters, Tom ; Ozer, Gorkem Turgut ; Weissmller, Kristina S ; Lee, Ryan ; Naumann, Elias ; Adema, Joop ; Fradkin, Andrey ; Herns, Ystein ; Ropovik, Ivan ; Venkatesan, Madhavi ; Wagner, Gary A ; Miller, Klaus M ; Cerutti, Nicola ; Heller, Blake H ; Volkov, Eden ; Cullinan, John ; Camp, Andrew M ; Goldhaber, Dan ; Feyman, Yevgeniy ; Mogge, Lukas. In: HEC Research Papers Series. RePEc:ebg:heccah:1551.

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2025.

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2025Collateral easing in non-standard times: a review of the role of Additional Credit Claims in the Eurosystem collateral framework. (2025). Alexopoulou, Ioana ; Brancatelli, Calogero ; Fudulache, Adina-Elena ; Gomes, Diana ; Gybas, Daniel ; Sauer, Stephan. In: Occasional Paper Series. RePEc:ecb:ecbops:2025378.

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2025Flexible asset purchases and repo market functioning. (2025). Poinelli, Andrea ; Grasso, Adriana. In: Working Paper Series. RePEc:ecb:ecbwps:20253013.

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2025Gaming the test? Window-dressing and portfolio similarity around the EU-wide stress tests. (2025). Barbieri, Claudio ; Cuzzola, Angelo ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20253094.

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2025Causal neural network for carbon prices probabilistic forecasting. (2025). Zhao, Lu-Tao ; Gu, Xiaoyang ; Li, Dan ; Cong, Rong-Gang ; Wei, Yi-Ming ; Han, TE ; Chen, Kaiyuan. In: Applied Energy. RePEc:eee:appene:v:397:y:2025:i:c:s0306261925010736.

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2025Peer effect of fund trading and the risk of individual stock. (2025). Bowei, SU ; Yuting, Lin ; Shujie, Yao ; Chen, Chuanglian. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007824001623.

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2025Firm-level impacts and recovery dynamics following a public health crisis: Lessons from China’s SARS experience. (2025). Luan, Mengna ; Li, Xuchao ; Cai, Jiayi ; Dong, Zhanyu. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000491.

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2025Did FinTech steal the cheese of banks? Evidence from Chinese firm exports. (2025). Zhou, Yahong ; Li, Zhiyuan ; Feng, Ling ; Liu, Yixuan. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000501.

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2025Social engagement, positive psychological attributes, and altruism among young people in Bangladesh. (2025). Rashid, Md Saidur ; Shahinuzzaman, MD. In: Children and Youth Services Review. RePEc:eee:cysrev:v:177:y:2025:i:c:s0190740925003354.

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2025The impact of COVID-19 on formal firms: Lessons from administrative tax data. (2025). Semelet, Camille ; Brockmeyer, Anne ; Garriga, Pablo ; Bachas, Pierre. In: Journal of Development Economics. RePEc:eee:deveco:v:175:y:2025:i:c:s0304387825000124.

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2025Does rural Households’ financial literacy affect the household portfolio choices in poverty alleviation areas?. (2025). Guan, Haoran ; Guo, Xiaoxi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1550-1562.

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2025Facilitating or inhibiting? The impact of climate policy uncertainty on enterprises ESG performance in China. (2025). Han, Qingyang ; Gao, Hongying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1329-1345.

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2025Unveiling the power of state activism in times of distress. (2025). Hryckiewicz, Aneta ; Zadorozhna, Olha ; Tsomocos, Dimitrios P ; Kryg, Natalia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1346-1376.

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2025Interconnectedness and determinants of sectoral stock markets in China: Insights from higher-order moment contagion analysis. (2025). Gao, Yang ; Zhao, Wandi ; Zhang, Mengwan ; Cao, Jiawen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:831-859.

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2025Does investment in consumer finance companies impact credit allocation of banks? Evidence from China. (2025). Jun, Xiao ; Jiang, Chuyu ; Luo, Yan ; Zhao, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001282.

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2025Systemic risk spillovers incorporating investor sentiment: Evidence from an improved TENET analysis. (2025). Song, Yuping ; Zhao, Xia ; Hu, Qing ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001798.

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2025Firm-level analysis of bubble formation in Chinese real estate equities. (2025). Bermejo, Ramn ; Cueto, Jos Manuel ; Mrquez, Javier ; Figuerola-Ferretti, Isabel. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002214.

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2025Do macroprudential policies influence FinTech credit growth?. (2025). Sikalao-Lekobane, Onneetse L. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002287.

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2025Network centrality, diversification, and portfolio returns: Economic insights from blockchain industry. (2025). Li, Yuqing ; Wang, Liukai ; Lan, Hairong ; Xiong, YU. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002421.

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2025Does textual risk information from individual banks exacerbate systemic risk? Evidence from the Chinese banking system. (2025). Li, Zhinan ; Ren, Yaqi ; Shen, Peilong ; Zhang, Can. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002469.

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2025Financial connectedness in the digital age: The impact of regional FinTech development. (2025). Wang, Weijia. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002858.

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2025Introducing a novel fragility index for assessing financial stability amid asset bubble episodes. (2025). Dumitrescu, Dan Gabriel ; Lupu, Iulia ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400216x.

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2025Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system. (2025). Feng, Yun ; Yang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002213.

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2025Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420.

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2025ESG rating divergence and stock price crash risk. (2025). Ju, Chunhua ; Fang, Xusheng ; Shen, Zhonghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002481.

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2025Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China. (2025). Zhao, Xiaofang ; Fang, Guobin ; Zhou, Xuehua ; Ma, Huimin ; Deng, Yaoxun ; Xie, Luoyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400281x.

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2025An early prediction model on systemic risk under global risk: Using FinBERT and temporal fusion transformer to multimodal data fusion framework. (2025). Lin, Shu-Ling ; Jin, Xiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000014.

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2025Imported risk in global financial markets: Evidence from cross-market connectedness. (2025). Ouyang, Zisheng ; Chen, Zhen ; Zhou, Xuewei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000142.

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2025From collapse to contagion: How bank failures influence stock markets. (2025). Tepl, Petr ; Bro, Vclav. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000841.

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2025Tail risk spillover and systemic importance among fossil energy markets: Evidence from china. (2025). Zheng, Huike ; Gao, Chiyuan ; Deng, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825001019.

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2025The role of international and domestic investors in international market information spillover effects: Evidence from interconnected multilayer networks. (2025). Li, Songsong ; Sercu, Piet ; Xu, Nan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001056.

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2025Superiority of ESG-oriented portfolios in Taiwan stock market: Quantile-on-quantile with GARCH approach. (2025). Chi, Pei-Yu ; Chang, Hao-Wen ; Lin, Chin-Ho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001251.

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2025Cascading failure, financial network and systemic risk. (2025). Cao, Jie ; Yang, Huirui ; Miao, Hualu ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001457.

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2026Asymmetric spillovers of climate policy uncertainty on financial markets – Evidence from China. (2026). Liu, Ting ; Xu, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001536.

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2026On completing the connectedness analysis—A bootstrap-based DCC-GARCH approach. (2026). Huai, Jingliang ; Wang, Bin ; Cheung, Adrian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001664.

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2026Enhancing financial stability through prospective resilience: Insights from the EN-VAR-DY-PR framework in international stock market networks. (2026). Xu, Yi-Zhen ; Li, Jiang-Cheng ; Zhong, Guang-Yan ; Tao, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001792.

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2025Portfolio hedging through a novel equity index based on the verified emissions of EU ETS-regulated firms. (2025). Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006165.

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2026The role of agency theory in stock price crashes during the COVID-19 crisis. (2026). Andreou, Panayiotis C ; Lambertides, Neophytos ; Magidou, Marina. In: Economics Letters. RePEc:eee:ecolet:v:258:y:2026:i:c:s0165176525005671.

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2025Quantile graphical models: Prediction and conditional independence with applications to systemic risk. (2025). Chernozhukov, Victor ; Chen, Mingli ; Belloni, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s030440762500154x.

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2025Green stocks and monetary policy shocks: Evidence from Europe. (2025). Rudebusch, Glenn ; Bauer, Michael ; Offner, Eric A. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s0014292125000947.

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2025The role of diagnostic ability in markets for expert services. (2025). Schwarz, Marco ; Liu, Fang ; Waibel, Christian ; Rasch, Alexander. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s001429212500176x.

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2025Convenient but risky government bonds. (2025). Kaldorf, Matthias ; Rttger, Joost. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s0014292125002028.

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2025Targeted monetary policy and household business credit access: Based on the credit asset pledge relending policy. (2025). Lin, Min ; Sun, Yanmei ; Zhang, Mingxin ; Wu, Weixing. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000378.

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2025Risk-sharing networks, consumption, and asset allocation: Micro-evidence from China. (2025). Yang, Zan ; Wang, Yidi ; Fan, Ying. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s156601412500038x.

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2025Collateral eligibility of credit claims and bank liquidity creation: Evidence from China. (2025). Cheng, Miao ; Geng, Guangjie. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000597.

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2025Safety nets and investment choices. (2025). Tani, Massimiliano ; Wang, Chuhong ; Liu, Xingfei ; Zhao, Yan. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000603.

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2025CSR disclosure, business groups and firm risk. (2025). Biswas, Pallab Kumar ; Roberts, Helen ; Samarawickrama, Dhanushika. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s156601412500113x.

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2025How stressed are the banks? An inter-temporal network analysis. (2025). Swain, Pankaj ; Misra, Arun Kumar ; Poddar, Abhishek. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001189.

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2025Interconnectedness and systemic risk in financial networks: Fresh evidence from India. (2025). Ahmad, Wasim ; Sharma, Harshit Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001220.

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2026The impact of health status on household portfolio efficiency: Insights from medical insurance. (2026). , Qiangli ; Dong, Jingxuan ; Cheung, Adrian. In: Emerging Markets Review. RePEc:eee:ememar:v:70:y:2026:i:c:s1566014125001542.

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2026Digital divide and household portfolio investment efficiency: Evidence from China. (2026). Lim, King Yoong ; Chen, Yang ; Chai, Shijun. In: Emerging Markets Review. RePEc:eee:ememar:v:70:y:2026:i:c:s1566014125001566.

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2025Multiscale systemic risk spillovers in Chinese energy market: Evidence from a tail-event driven network analysis. (2025). Zhang, Feipeng ; Yuan, DI ; Zhou, Sitong. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008600.

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

Works by Loriana Pelizzon:

YearTitleTypeCited
2024The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments In: American Economic Journal: Economic Policy.
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2024The carrot and the stick: Bank bailouts and the disciplining role of board appointments.(2024) In: Other publications TiSEM.
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2021The carrot and the stick: Bank bailouts and the disciplining role of board appointments.(2021) In: SAFE Working Paper Series.
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2022The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments.(2022) In: VfS Annual Conference 2022 (Basel): Big Data in Economics.
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2021Loss Sharing in Central Clearinghouses: Winners and Losers In: ECONtribute Discussion Papers Series.
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2023Loss sharing in central clearinghouses: winners and losers.(2023) In: Working Paper Series.
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2024Loss Sharing in Central Clearinghouses: Winners and Losers.(2024) In: The Review of Asset Pricing Studies.
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2026Do designated market makers provide liquidity during downward extreme price movements? In: Papers.
[Full Text][Citation analysis]		paper0
2025Do designated market makers provide liquidity during downward extreme price movements?.(2025) In: Journal of Financial Markets.
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This paper has nother version. Agregated cites: 0		article
2011Bank credit to medium-sized enterprises in Italy: the trends before and during the crisis In: BANCARIA.
[Full Text][Citation analysis]		article0
2014Interconnectedness and systemic risk: hedge funds, banks, insurance companies In: BANCARIA.
[Full Text][Citation analysis]		article1
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article32
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
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2024Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2024Nonstandard Errors.(2024) In: Post-Print.
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2024Nonstandard Errors.(2024) In: Post-Print.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2012Measuring sovereign contagion in Europe In: Working Paper.
[Full Text][Citation analysis]		paper231
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).
[Full Text][Citation analysis]		article0
2005Diversification and Ownership Concentration In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper7
2008Diversification and ownership concentration.(2008) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 7		article
2005Diversification and ownership concentration.(2005) In: Marco Fanno Working Papers.
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This paper has nother version. Agregated cites: 7		paper
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.
[Full Text][Citation analysis]		paper1
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.
[Full Text][Citation analysis]		paper2
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.
[Full Text][Citation analysis]		paper0
2021The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper6
2021The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times.(2021) In: SAFE Working Paper Series.
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2020The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper88
2020The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy.(2020) In: EIEF Working Papers Series.
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2020The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy.(2020) In: Working Papers.
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2020The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy.(2020) In: The Review of Corporate Finance Studies.
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2020The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy.(2020) In: CSEF Working Papers.
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2020The COVID-19 shock and equity shortfall: Firm-level evidence from Italy.(2020) In: SAFE Working Paper Series.
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2003Are Household Portfolios Efficient? An Analysis Conditional on Housing In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper38
2008Are Household Portfolios Efficient? an Analysis Conditional on Housing.(2008) In: Journal of Financial and Quantitative Analysis.
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2006Are Household Portfolios Efficient? An Analysis Conditional on Housing.(2006) In: Marco Fanno Working Papers.
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2006Are Household Portfolios Efficient? An Analysis Conditional on Housing.(2006) In: Working Papers.
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2012Liquidity Coinsurance and Bank Capital In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2014Liquidity coinsurance and bank capital.(2014) In: Other publications TiSEM.
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2014Liquidity Coinsurance and Bank Capital.(2014) In: Journal of Money, Credit and Banking.
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2014Liquidity coinsurance and bank capital.(2014) In: SAFE Working Paper Series.
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2020Coronavirus and financial stability 3.0: Try equity – risk sharing for companies, large and small In: Vox eBook Chapters.
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2020Corona and Financial Stability 4.0: Implementing a European Pandemic Equity Fund In: Vox eBook Chapters.
[Full Text][Citation analysis]		chapter5
2020Corona and financial stability 4.0: Implementing a european pandemic equity fund.(2020) In: SAFE Policy Letters.
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This paper has nother version. Agregated cites: 5		paper
2023Die Notwendigkeit einer Absicherung aller Sichteinlagen: der Fall der Silicon Valley Bank und Lehren für Europa In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
[Full Text][Citation analysis]		article0
2019The anatomy of the euro area interest rate swap market In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2019The anatomy of the euro area interest rate swap market.(2019) In: SAFE Working Paper Series.
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This paper has nother version. Agregated cites: 10		paper
2012Dynamic risk exposures in hedge funds In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article35
2007Dynamic Risk Exposure in Hedge Funds.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 35		paper
2022Risk pooling, intermediation efficiency, and the business cycle In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2013Deciphering the Libor and Euribor Spreads during the subprime crisis In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article7
2013Deciphering the Libor and Euribor Spreads during the subprime crisis.(2013) In: Working Papers.
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2025Dissecting the ESG ratings: Does one size fit all? In: Economics Letters.
[Full Text][Citation analysis]		article0
2014Mutual excitation in Eurozone sovereign CDS In: Journal of Econometrics.
[Full Text][Citation analysis]		article61
2014Mutual excitation in eurozone sovereign CDS.(2014) In: SAFE Working Paper Series.
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2023Networks in risk spillovers: A multivariate GARCH perspective In: Econometrics and Statistics.
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2016Networks in risk spillovers: a multivariate GARCH perspective.(2016) In: Working Papers.
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2020Networks in risk spillovers: A multivariate GARCH perspective.(2020) In: Working Papers.
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2018Networks in risk spillovers: A multivariate GARCH perspective.(2018) In: SAFE Working Paper Series.
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2000Value-at-Risk: a multivariate switching regime approach In: Journal of Empirical Finance.
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2022Recovery from fast crashes: Role of mutual funds In: Journal of Financial Markets.
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2021Recovery from fast crashes: Role of mutual funds.(2021) In: SAFE Working Paper Series.
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2024The demand for central clearing: To clear or not to clear, that is the question! In: Journal of Financial Stability.
[Full Text][Citation analysis]		article21
2017The demand for central clearing: to clear or not to clear, that is the question.(2017) In: ESRB Working Paper Series.
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2022The demand for central clearing: To clear or not to clear, that is the question.(2022) In: SAFE Working Paper Series.
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This paper has nother version. Agregated cites: 21		paper
2009Efficient portfolios when housing needs change over the life cycle In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article34
2007Efficient Portfolios when Housing Needs Change over the Life-Cycle.(2007) In: Marco Fanno Working Papers.
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2007Efficient Portfolios when Housing Needs Change over the Life-Cycle.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 34		paper
2003Contagion and interdependence in stock markets: Have they been misdiagnosed? In: Journal of Economics and Business.
[Full Text][Citation analysis]		article78
2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1419
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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This paper has nother version. Agregated cites: 1419		paper
2016Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article73
2021Portfolio similarity and asset liquidation in the insurance industry In: Journal of Financial Economics.
[Full Text][Citation analysis]		article60
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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2024Collateral eligibility of corporate debt in the Eurosystem In: Journal of Financial Economics.
[Full Text][Citation analysis]		article22
2020Collateral eligibility of corporate debt in the Eurosystem.(2020) In: SAFE Working Paper Series.
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This paper has nother version. Agregated cites: 22		paper
2025Central Bank–Driven Mispricing In: Journal of Financial Economics.
[Full Text][Citation analysis]		article6
2018Central bank-driven mispricing.(2018) In: SAFE Working Paper Series.
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