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Rating systems, procyclicality and Basel II : an evaluation in a general equilibrium framework
Pederzoli, Chiara; Torricelli, Costanza; Tsomocos, … - In: Annals of finance 6 (2010) 1, pp. 33-49
Persistent link: https://www.econbiz.de/10003939546
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Systemic risk measures and macroprudential stress tests : an assessment over the 2014 EBA exercise
Pederzoli, Chiara; Torricelli, Costanza - In: Annals of finance 13 (2017) 3, pp. 237-251
Persistent link: https://www.econbiz.de/10011945440
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Demographics and asset returns : does the dynamics of population ageing matter?
Brunetti, Marianna; Torricelli, Costanza - In: Annals of finance 6 (2010) 2, pp. 193-219
Persistent link: https://www.econbiz.de/10003941215