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Systemic co-jumps
Caporin, Massimiliano; Kolokolov, Aleksey; Renò, Roberto - In: Journal of financial economics 126 (2017) 3, pp. 563-591
Persistent link: https://www.econbiz.de/10011818207
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Price and volatility co-jumps
Bandi, F. M.; Renò, Roberto - In: Journal of financial economics 119 (2016) 1, pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
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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. 535-560
Persistent link: https://www.econbiz.de/10009969420
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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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Sovereign credit risk, liquidity, and European Central Bank intervention : Deus ex machina?
Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; … - In: Journal of financial economics 122 (2016) 1, pp. 86-115
Persistent link: https://www.econbiz.de/10011590889
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Portfolio similarity and asset liquidation in the insurance industry
Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, … - In: Journal of financial economics 142 (2021) 1, pp. 69-96
Persistent link: https://www.econbiz.de/10012650658
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Collateral eligibility of corporate debt in the Eurosystem
Pelizzon, Loriana; Riedel, Max; Simon, Zorka; … - In: Journal of financial economics 153 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015071149