Similar Search Results

Il dibattito su efficienza delle banche e economie di scala : il contributo della data envelopment analysis ed un'applicazione a dati italiani

Resti, Andrea - In: Politica economica : rivista di studi e ricerche per la … 10 (1993) 2, pp. 269-311

Persistent link: https://www.econbiz.de/10001172837

The link between default and recovery rates : theory, empirical evidence and implications

Altman, Edward I.; Brady, Brooks; Resti, Andrea; … - 2003

Persistent link: https://www.econbiz.de/10001754467

The new Basel capital accord and the future of the European financial system

Ayadi, Rym; Resti, Andrea - 2004

Persistent link: https://www.econbiz.de/10002080293

The link between default and recovery rates : implications for credit risk models and procyclicality

Altman, Edward I.; Brady, Brooks; Resti, Andrea; … - 2002

Persistent link: https://www.econbiz.de/10001682349

L' efficienza nell'industria dei servizi mobiliari : il caso delle SIM di negoziazione

Anolli, Mario; Resti, Andrea - 1996

Persistent link: https://www.econbiz.de/10000957379

Analytical and empirical features of internal ratings : an empirical consistency test based on statistical models

Resti, Andrea; Omacini, Cristina - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 3, pp. 457-489

Persistent link: https://www.econbiz.de/10001633990

The liquidity of corporate and government bonds : drivers and sensitivity to different market conditions

Galliani, Clara (contributor); … - European Commission / Joint Research Centre - 2014

In this report we investigate the liquidity of the European fixed income market using a large sample of government, corporate and covered bonds. We construct a robust liquidity index, based on PCA, to aggregate several measures and proxies for liquidity and estimate a multivariate regression...

Persistent link: https://www.econbiz.de/10015302781

What is different about loans? : an analysis of the risk structure of credit spreads

Resti, Andrea; Sironi, Andrea - In: International journal of banking, accounting and finance 2 (2010) 2, pp. 130-155

Persistent link: https://www.econbiz.de/10003985973

What future for Basel II? ; regulation of the financial sector (Forum)

Resti, Andrea; Sironi, Andrea - In: CESifo DICE report : journal for institutional comparisons 8 (2010) 1, pp. 3-7

Persistent link: https://www.econbiz.de/10003957879

Do investors care about credit ratings? : an analysis through the cycle

Iannotta, Giuliano; Nocera, Giacomo; Resti, Andrea - In: Journal of financial stability 9 (2013) 4, pp. 545-555

Persistent link: https://www.econbiz.de/10010424082