Loriana Pelizzon : Citation Profile

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

21

H index

32

i10 index

2901

Citations

RESEARCH PRODUCTION:

32

Articles

115

Papers

4

Chapters

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 131
   Journals where Loriana Pelizzon has often published
   Relations with other researchers
   Recent citing documents: 463.    Total self citations: 42 (1.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe207
   Updated: 2025-12-27    RAS profile: 2023-01-24    
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Relations with other researchers

Works with:

Billio, Monica (12)

Oliviero, Tommaso (6)

Pagano, Marco (6)

Boot, Arnoud (5)

Bellia, Mario (5)

Caporin, Massimiliano (4)

Riedel, Max (4)

Plazzi, Alberto (3)

Dumitrescu, Ariadna (2)

Deev, Oleg (2)

Wilhelmsson, Anders (2)

Voigt, Stefan (2)

Bjønnes, Geir (2)

Reitz, Stefan (2)

Scaillet, Olivier (2)

Alexeev, Vitali (2)

Bos, Charles (2)

Jalkh, Naji (2)

Patton, Andrew (2)

CAPELLE-BLANCARD, Gunther (2)

Rinne, Kalle (2)

Thakor, Anjan (2)

Sarno, Lucio (2)

Bohorquez Correa, Santiago (2)

Gerritsen, Dirk (2)

Frijns, Bart (2)

Heath, Davidson (2)

Foucault, Thierry (2)

Deku, Solomon (2)

Walther, Thomas (2)

Liew, Chee (2)

Patel, Vinay (2)

Korajczyk, Robert (2)

Smales, Lee (2)

Brownlees, Christian (2)

He, Xuezhong (Tony) (2)

Kearney, Fearghal (2)

Schuerhoff, Norman (2)

Colliard, Jean-Edouard (2)

FERROUHI, EL MEHDI (2)

Verousis, Thanos (2)

Lopez-Lira, Alejandro (2)

Lof, Matthijs (2)

Putnins, Talis (2)

Söderlind, Paul (2)

Wong, Wing-Keung (2)

Davies, Ryan (2)

Sojli, Elvira (2)

Bouri, Elie (2)

Talavera, Oleksandr (2)

Rakowski, David (2)

Dreber, Anna (2)

Roy, Saurabh (2)

van Kervel, Vincent (2)

Nikolova, Stanislava (Stas) (2)

Wolff, Christian (2)

Chernov, Mikhail (2)

Hautsch, Nikolaus (2)

Schenk-Hoppé, Klaus (2)

Shachar, Or (2)

Mihet, Roxana (2)

Johannesson, Magnus (2)

Xiu, Dacheng (2)

Degryse, Hans (2)

Ferrara, Gerardo (2)

Adrian, Tobias (2)

de Roure, Calebe (2)

Jurkatis, Simon (2)

Zhang, S. Sarah (2)

Taylor, Nick (2)

Prokopczuk, Marcel (2)

Ait-Sahalia, Yacine (2)

Ranaldo, Angelo (2)

Roy, Saurabh (2)

Stefanova, Denitsa (2)

Frömmel, Michael (2)

Tonks, Ian (2)

Lajaunie, Quentin (2)

Pastor, Lubos (2)

LINTON, OLIVER (2)

Park, Andreas (2)

Pezone, Vincenzo (2)

Dimpfl, Thomas (2)

Gehrig, Thomas (2)

Hjalmarsson, Erik (2)

Hurlin, Christophe (2)

Pasquariello, Paolo (2)

Abudy, Menachem (2)

Huang, Wenqian (2)

Vilkov, Grigory (2)

Horenstein, Alex (2)

Harris, Jeffrey (2)

Jagannathan, Ravi (2)

Kassner, Bernhard (2)

Nielsson, Ulf (2)

Holzmeister, Felix (2)

Regis, Luca (2)

Palan, Stefan (2)

Menkveld, Albert (2)

Schwarz, Marco (2)

Renault, Thomas (2)

Xia, Shuo (2)

Zhou, Chen (2)

Ødegaard, Bernt (2)

Moinas, Sophie (2)

Vogel, Sebastian (2)

Gorbenko, Arseny (2)

Theissen, Erik (2)

Füllbrunn, Sascha (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 (34)

Caporin, Massimiliano (31)

Ahelegbey, Daniel Felix (28)

Sosvilla-Rivero, Simon (22)

Gómez-Puig, Marta (22)

Casarin, Roberto (20)

Yilmaz, Kamil (19)

Wang, Gang-Jin (18)

Kubitza, Christian (16)

Greenwood-Nimmo, Matthew (16)

Cites to:

Menkveld, Albert (32)

Brunnermeier, Markus (30)

Pedersen, Lasse (28)

Acharya, Viral (27)

Billio, Monica (23)

Foucault, Thierry (23)

Lo, Andrew (23)

Adrian, Tobias (22)

merton, robert (20)

Duffie, Darrell (18)

Vissing-Jorgensen, Annette (17)

Main data

Where Loriana Pelizzon has published?

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

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 SAFE6
NBER Working Papers / National Bureau of Economic Research, Inc4
"Marco Fanno" Working Papers / Dipartimento di Scienze Economiche "Marco Fanno"4
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Discussion Papers / Deutsche Bundesbank3
CESifo Working Paper Series / CESifo3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2
Post-Print / HAL2

Recent works citing Loriana Pelizzon (2025 and 2024)

YearTitle of citing document
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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2024Twitter sentiments and stock indices returns with reference to nifty energy indices of India. (2024). Santhoshkumar, Sakthivel ; Selvam, Murugesan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:125-136.

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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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2025A 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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2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121.

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2024Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2024). Lu, Yutong ; Cucuringu, Mihai ; Reinert, Gesine. In: Papers. RePEc:arx:papers:2302.09382.

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2024Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2024). Chava, Sudheer ; Hiray, Arnav ; Shah, Agam. In: Papers. RePEc:arx:papers:2307.16874.

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2024Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2024Hedging carbon risk with a network approach. (2024). Azzone, Michele ; Pocelli, Maria Chiara ; Stocco, Davide. In: Papers. RePEc:arx:papers:2311.12450.

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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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2024Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price. (2024). Li, Nan ; Chen, Muzi ; Zheng, Lifen ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2403.19363.

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2024Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy. (2024). Wang, Yuhang ; Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2403.19439.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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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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2024Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression. (2024). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2408.12210.

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2024Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2412.05664.

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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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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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2025Systemic 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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2025Homeownership 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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2025Market-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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2025Dynamic 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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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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2024Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6.

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2024Banks operational resilience during pandemics. (2024). Vacca, Valerio ; Ferri, Giovanni ; Pesic, Valerio ; Demma, Cristina ; Orame, Andrea. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_833_24.

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2024PEnvironmental Preferences and Sector Valuations. (2024). Stalla-Bourdillon, Arthur ; Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:964.

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2024Collateral Effects: The Role of FinTech in Small Business Lending. (2024). Beaumont, Paul ; Tang, Huan ; Vansteenberghe, Eric. In: Débats Economiques et financiers. RePEc:bfr:decfin:42.

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2024Financial risk under the shock of global warming: Evidence from China. (2024). Gao, Zhiyuan ; Hao, YU ; Li, Lianqing. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:335-351.

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2024Firms sustainability engagement and sustainability‐related controversies. (2024). Kotzian, Peter. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1610-1625.

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2024ESG rating divergence and corporate green innovation. (2024). Lei, Xiaodong ; Zhou, Jian ; Yu, Jianglong. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:4:p:2911-2930.

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2024Sustainable finance disclosure regulation insights: Unveiling socially responsible funds performance during COVID‐19 pandemic and Russia–Ukraine war. (2024). Rimo, Giuseppe ; Gentile, Vincenzo ; Cosma, Simona ; Cucurachi, Paolo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:4:p:3242-3257.

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2024Anatomy of the chimera: Environmental, Social, and Governance ratings beyond the myth. (2024). Severini, Sabrina ; Lucarelli, Caterina. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4198-4217.

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2024Digital innovation and de‐branching in the banking industry: Customer perception and satisfaction. (2024). Valverde, Santiago Carbo ; Cuadrossolas, Pedro J ; Sanchezbejar, Jose Juan ; Rodriguezfernandez, Francisco. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s1:p:8-20.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Bagirov, Miramir ; Mateus, Irina. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024When climate meets real estate: A survey of the literature. (2024). Suandi, Matthew ; Contat, Justin ; Mejia, Luis ; Hopkins, Carrie. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:618-659.

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2024Collateral demand in wholesale funding markets. (2024). Coen, Patrick ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:1082.

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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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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 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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2024Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?. (2024). Leung, Charles ; Ho, Edward Chi ; Ka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1252.

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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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2024Outages in sovereign bond markets. (2024). Kerssenfischer, Mark ; Helmus, Caspar. In: Working Paper Series. RePEc:ecb:ecbwps:20242944.

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2024Tackling the volatility paradox: spillover persistence and systemic risk. (2024). Kubitza, Christian. In: Working Paper Series. RePEc:ecb:ecbwps:20242981.

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2024Banks and non-banks stressed: liquidity shocks and the mitigating role of insurance companies. (2024). Miccio, Debora ; Gallet, Sbastien ; Schltter, Sebastian ; Kotronis, Stelios ; Sottocornola, Matteo ; Sydow, Matthias ; Dubiel-Teleszynski, Tomasz ; Fukker, Gbor ; Grndl, Helmut ; Franch, Fabio ; Pellegrino, Michela. In: Working Paper Series. RePEc:ecb:ecbwps:20243000.

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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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2024Unveiling COVID-19€™s impact on Financial Stability: A Comprehensive Study of Price Dynamics and Investor Behavior in G7 Markets. (2024). Samil, Samia ; Ferchichi, Monia Mokhtar ; Talbi, Mariem ; Ismaalia, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-01-19.

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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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2024Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431.

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2024Bridging the credit gap: The influence of regional bank structure on the expansion of peer-to-peer lending. (2024). Duygun, Meryem ; Yang, Junhong ; Eid, Nourhan. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002129.

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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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2024The effect of bond ownership structure on ESG performance. (2024). Salas, Jesus M ; Yang, KE ; Lee, Hye Seung ; Shen, KE. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001408.

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2024Generalized latent space model for one-mode networks with awareness of two-mode networks. (2024). Fan, Xinyan ; Qin, Ruixuan ; Fang, Kuangnan ; Pu, Dan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:193:y:2024:i:c:s0167947323002268.

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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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2024The impact of Fintech on the nexus between household debt and financial crises: A global perspective. (2024). Sun, Yongping ; Fang, Jie ; Yuan, Gecheng. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004017.

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2024How consumers’ digital engagement affects regional innovation capacity in China?. (2024). Yang, Xiuyun ; Liang, Shanshan. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001895.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2024Industrial policy persistence and local economic performance: The role of subsidy allocation in China. (2024). Xu, Mingzhi (Jimmy) ; Wang, Xin ; Lin, Jietong. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002542.

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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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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Collateral policy of the central bank and corporate financing costs: Evidence from China. (2024). Han, Zhixuan ; Wang, Ran ; Cheng, Miao ; Liu, Huan ; Wu, Hongli ; Geng, Guangjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001651.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Zhuang, Yangyang ; Tang, Pan ; Peng, Hongjuan ; Zhang, Ditian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2024Measuring market volatility connectedness to media sentiment. (2024). Sirnes, Espen ; Fjesme, Sturla ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159.

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2024Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Tang, Zhenpeng ; Chen, Ying ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x.

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2024Stock market pattern recognition using symbol entropy analysis. (2024). Magner, Nicolas S ; Valle, Mauricio A ; Lavin, Jaime F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s106294082400086x.

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2024Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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2024Size and ESG premiums: Evidence from Chinese A-share market. (2024). Wu, Yanran ; Zhou, Riwang ; Zhang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001712.

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2024Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method. (2024). Ouyang, Haiqin ; Guan, Chao ; Yu, BO ; Lin, Binzhao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001839.

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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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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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2024High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times. (2024). Chen, Dachuan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000472.

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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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2021The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times In: Swiss Finance Institute Research Paper Series.
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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.
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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.
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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.
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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.
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2020Corona and financial stability 4.0: Implementing a european pandemic equity fund.(2020) In: SAFE Policy Letters.
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2019The anatomy of the euro area interest rate swap market In: Working Paper Series.
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2019The anatomy of the euro area interest rate swap market.(2019) In: SAFE Working Paper Series.
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2012Dynamic risk exposures in hedge funds In: Computational Statistics & Data Analysis.
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2007Dynamic Risk Exposure in Hedge Funds.(2007) In: Working Papers.
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2022Risk pooling, intermediation efficiency, and the business cycle In: Journal of Economic Dynamics and Control.
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2013Deciphering the Libor and Euribor Spreads during the subprime crisis In: The North American Journal of Economics and Finance.
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2013Deciphering the Libor and Euribor Spreads during the subprime crisis.(2013) In: Working Papers.
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2014Mutual excitation in Eurozone sovereign CDS In: Journal of Econometrics.
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2014Mutual excitation in eurozone sovereign CDS.(2014) 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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2009Efficient portfolios when housing needs change over the life cycle In: Journal of Banking & Finance.
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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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2003Contagion and interdependence in stock markets: Have they been misdiagnosed? In: Journal of Economics and Business.
[Full Text][Citation analysis]		article74
2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1360
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 In: JRFM.
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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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2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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2021A meta-measure of performance related to both investors and investments characteristics In: Post-Print.
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2021A meta-measure of performance related to both investors and investments characteristics.(2021) In: Post-Print.
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2022A meta-measure of performance related to both investors and investments characteristics.(2022) In: Annals of Operations Research.
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2008Italian Equity Funds: Efficiency and Performance Persistence In: The IUP Journal of Financial Economics.
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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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2021Non-Standard Errors In: Working Papers.
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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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2022P2P Lenders versus Banks: Cream Skimming or Bottom Fishing? In: The Review of Corporate Finance Studies.
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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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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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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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2008Italian Equity Funds: Efficiency and Performance Persistence In: Working Papers.
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2008Italian Equity Funds: Efficiency and Performance Persistence.(2008) In: Working Papers.
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2006Phase-Locking and Switching Volatility in Hedge Funds In: Working Papers.
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2008Crisis and Hedge Fund Risk In: Working Papers.
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2009Crises and Hedge Fund Risk.(2009) In: Yale School of Management Working Papers.
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2008Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data In: Working Papers.
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2012Market volatility, optimal portfolios and naive asset allocations In: Working Papers.
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2012CDS Industrial Sector Indices, credit and liquidity risk In: Working Papers.
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2013Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure In: Working Papers.
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2016Hedge Fund Tail Risk: An investigation in stressed markets, extended version with appendix In: Working Papers.
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2016Networks in risk spillovers: a multivariate GARCH perspective 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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2020Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods In: Working Papers.
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2017Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periods.(2017) In: SAFE Working Paper Series.
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2021Lighting up the dark: Liquidity in the German corporate bond market In: Discussion Papers.
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2016How does P2P lending fit into the consumer credit market? In: Discussion Papers.
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2019What are the main factors for the subdued profitability of significant banks in the Banking Union, and is the ECBs supervisory response conclusive and exhaustive? A critical assessment of the 2018 SSM report on bank profitability and business models In: SAFE White Paper Series.
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2017The impact of network connectivity on factor exposures, asset pricing and portfolio diversification In: SAFE Working Paper Series.
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2018Central bank-driven mispricing In: SAFE Working Paper Series.
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