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Pelizzon, Loriana
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Network connectivity, systematic and systemic risk
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Systemic risk and financial interconnectedness : network measures and the impact of the indirect effect
Billio, Monica
;
Costola, Michele
;
Panzica, Roberto Calogero
- In:
Network connectivity, systematic and systemic risk
,
(pp. 182-206)
.
2018
Persistent link: https://www.econbiz.de/10012305842
Saved in:
2
The demand for central clearing : to clear or not to clear, that is the question
Bellia, Mario
;
Panzica, Roberto Calogero
;
Peltonen, Tuomo
; …
- In:
Network connectivity, systematic and systemic risk
,
(pp. 207-250)
.
2018
Persistent link: https://www.econbiz.de/10012305846
Saved in:
3
The pitfalls of central clearing in the presence of systematic risk
Kubitza, Christian
;
Pelizzon, Loriana
;
Getmansky, Mila
- In:
Essays on financial stability and insurance markets
,
(pp. 158-248)
.
2018
Persistent link: https://www.econbiz.de/10012055958
Saved in:
4
Systemic risk and financial interconnectedness : network measures and the impact of the indirect effect
Billio, Monica
;
Costola, Michele
;
Panzica, Roberto
; …
- In:
Systemic risk tomography : signals, measurement and …
,
(pp. 43-72)
.
2017
Persistent link: https://www.econbiz.de/10011617884
Saved in:
5
Hedge fund tail risk : an investigation in stressed markets
Billio, Monica
;
Frattarolo, Lorenzo
;
Pelizzon, Loriana
- In:
The journal of alternative investments
18
(
2015/2016
)
4
,
pp. 109-124
Persistent link: https://www.econbiz.de/10011471222
Saved in:
6
Mutual excitation in Eurozone sovereign CDS
Aït-Sahalia, Yacine
;
Laeven, Roger J. A.
;
Pelizzon, Loriana
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 151-167
Persistent link: https://www.econbiz.de/10010506073
Saved in:
7
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 535-559
Persistent link: https://www.econbiz.de/10009622463
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