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Euro Bonds : Markets, Infrastructure and Trends

Bertocchi, Marida - 2013

Euro Bonds: Markets, Infrastructure and Trends presents the most recent developments in the Euro bond market. It discusses the problems of the Euro countries, the proposed solutions advocated by European as well as international institutions and investors. Particular emphasis is given to...

Persistent link: https://www.econbiz.de/10012686988

Euro bonds : markets, infrastructure and trends

Bertocchi, Marida (contributor) - 2014

Persistent link: https://www.econbiz.de/10010209482

Estimating the Joint Probability of Default using CDS and Bond Data

Pianeti, Riccardo; Giacometti, Rosella; Acerbis, Valentina - 2011

Persistent link: https://www.econbiz.de/10009381362

Credit default swaps : implied ratings versus official ones

Castellano, Rosella; Giacometti, Rosella - In: 4OR : a quarterly journal of operations research 10 (2012) 2, pp. 163-180

Persistent link: https://www.econbiz.de/10010218799

Estimating the joint probability of default using credit default swap and bond data

Pianeti, Riccardo; Giacometti, Rosella; Acerbis, Valentina - In: The journal of fixed income 21 (2012) 3, pp. 44-58

Persistent link: https://www.econbiz.de/10009532100

The ICA-based factor decomposition of the Eurozone sovereign CDS spreads

Fabozzi, Frank J.; Giacometti, Rosella; Tsuchida, Naoshi - 2015

Persistent link: https://www.econbiz.de/10011375946

Robust and sparse banking network estimation

Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra - In: European journal of operational research : EJOR 270 (2018) 1, pp. 51-65

Persistent link: https://www.econbiz.de/10011868914

Factor decomposition of the Eurozone sovereign CDS spreads

Fabozzi, Frank J.; Giacometti, Rosella; Tsuchida, Naoshi - In: Journal of international money and finance 65 (2016), pp. 1-23

Persistent link: https://www.econbiz.de/10011668394

Systemic risk attribution in the EU

Farina, G.; Giacometti, Rosella; De Giuli, Maria Elena - In: Journal of the Operational Research Society 70 (2019) 7, pp. 1115-1128

Persistent link: https://www.econbiz.de/10012213607

Risk attribution and interconnectedness in the EU via CDS data

Giacometti, Rosella; Torri, Gabriele; Farina, G.; De … - In: Computational management science 17 (2020) 4, pp. 549-567

Persistent link: https://www.econbiz.de/10012486984