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A new family of modified Gaussian copulas for market consistent valuation of government guarantees
Cerqueti, Roy
;
Cesarone, Francesco
;
Heusch, Maria C.
; …
- In:
Review of managerial science : RMS
18
(
2024
)
7
,
pp. 1985-2005
Persistent link: https://www.econbiz.de/10015134056
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2
Forecasting macroeconomic fundamentals in economic crises
Bovi, Maurizio
;
Cerqueti, Roy
- In:
Operations research confronting the crisis
,
(pp. 451-469)
.
2016
Persistent link: https://www.econbiz.de/10011589832
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3
ESG investing : a chance to reduce systemic risk
Cerqueti, Roy
;
Ciciretti, Rocco
;
Dalò, Ambrogio
; …
-
2020
Persistent link: https://www.econbiz.de/10012487804
Saved in:
4
ESG investing : a chance to reduce systemic risk
Cerqueti, Roy
;
Ciciretti, Rocco
;
Dalò, Ambrogio
; …
- In:
Journal of financial stability
54
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012794137
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5
Dangerous liasons and hot customers for banks
Cerqueti, Roy
;
Pampurini, Francesca
;
Pezzola, Annagiulia
; …
- In:
Review of quantitative finance and accounting
59
(
2022
)
1
,
pp. 65-89
Persistent link: https://www.econbiz.de/10013459260
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