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ECONIS (ZBW)
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012244841
Saved in:
2
Portfolio similarity and asset liquidation in the insurance industry
Girardi, Giulio
;
Hanley, Kathleen Weiss
;
Nikolova, …
-
2020
Persistent link: https://www.econbiz.de/10012244899
Saved in:
3
Risk pooling, leverage, and the
business
cycle
Dindo, Pietro
;
Modena, Andrea
;
Pelizzon, Loriana
-
2019
-
This version: 10th July 2019
Persistent link: https://www.econbiz.de/10012107683
Saved in:
4
Hedge fund tail risk : an investigation in stressed markets, extended version with appendix
Billio, Monica
;
Frattarolo, Lorenzo
;
Pelizzon, Loriana
-
2016
Persistent link: https://www.econbiz.de/10011629465
Saved in:
5
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011629466
Saved in:
6
Liquidity coinsurance and bank capital
Castiglionesi, Fabio
;
Feriozzi, Fabio
;
Lóránth, Gyöngyi
-
2012
Persistent link: https://www.econbiz.de/10009664300
Saved in:
7
Crises and hedge fund risk
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2008
Persistent link: https://www.econbiz.de/10003912698
Saved in:
8
Phase-locking and switching volatility in hedge funds
Billio, Monica
(
contributor
);
Getmansky, Mila
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397556
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