Prof. Loriana Pelizzon, Ph.D.

Prof. Loriana Pelizzon, Ph.D.
Program Area:
Financial Institutions, Financial Markets, Macro Finance, Systemic Risk Lab, Data Center, Household Finance
Position:
Program Director "Systemic Risk Lab", Professor
Institution:
Research Center SAFE, Goethe University Frankfurt
Phone:
+49 69 798 30064
Email:
pelizzon@safe.uni-frankfurt.de
Room:
HoF 4.16
Website
Researcher Project Category Status Project Duration Publication Count
Nicola Mano, Loriana Pelizzon, Paolo Tasca, Anjan Thakor, Calebe de Roure How Does On-line/P2P Lending Fit Into the Consumer Credit Market Household Finance Ongoing 2017 0
Monica Billio, Lorenzo Frattarolo, Mila Getmansky Sherman, Dale F. Gray, Andrew Lo, Robert Merton, Loriana Pelizzon, Michael Schmidt Sovereign, bank and insurance credit spread: connectedness and system networks Macro Finance, Systemic Risk Lab Ongoing 2014 0
Mila Getmansky Sherman, Giulio Girardi, Stanislava Nikolova, Loriana Pelizzon, Kathleen Weiss Hanley Interconnectedness of insurance companies Financial Institutions, Systemic Risk Lab Ongoing 2014 0
Aleksey Kolokolov, Loriana Pelizzon, Tatiana von Landesberger Network representations of interconnections and contagion Financial Markets, Systemic Risk Lab Ongoing 2016 1
Monica Billio, Massimiliano Caporin, Aleksey Kolokolov, Roberto Panzica, Loriana Pelizzon Network Connectivity, Systemic and Systematic Risk Financial Markets, Systemic Risk Lab Ongoing 2016 1
Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo, Aleksey Kolokolov, Loriana Pelizzon Network banks exposures and variance spillovers in the euro area Financial Institutions, Systemic Risk Lab Ongoing 2016 1
Kerstin Bernoth, Monica Billio, Petr Jakubik, Nicola Mano, Loriana Pelizzon, Matteo Sottocornola Impacts of the Quantitative Easing on the European Insurance Industry Systemic Risk Lab Ongoing 2016 0
Mario Bellia, Nicola Mano, Loriana Pelizzon, Matteo Sottocornola The Impact of Quantitative Easing on Stock and CDS Prices of European Insurance Companies Systemic Risk Lab, Financial Institutions Ongoing 2017 0
Mario Bellia, Loriana Pelizzon, Max Riedel, Marti Subrahmanyam, Davide Tomio, Jun Uno Limits to arbitrage in sovereign bonds: price and liquidity discovery in high frequency quote driven markets Financial Markets, Systemic Risk Lab Completed 2014 1
Loriana Pelizzon, Max Riedel EeMAP – Energy Efficient Mortgages Action Plan Systemic Risk Lab Ongoing 2017 1
Marcel Bluhm, Co-Pierre Georg, Jan Pieter Krahnen, Jun Li, Xu Liu, Loriana Pelizzon, Christian Schlag, Marti Subrahmanyam, Matthias Thiemann, Jun Uno Quantitative Easing and Financial (In)Stability Financial Markets, Macro Finance Ongoing 2016 1
Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova Strategic behavior of High Frequency Traders during the market pre-opening period Financial Markets, Systemic Risk Lab Ongoing 2014 1
Martin Götz, Xu Liu, Loriana Pelizzon Contingent Convertible and Subordinated Bonds Issuance Systemic Risk Lab Ongoing 2017 0
Loriana Pelizzon, Max Riedel, Michael Schmidt Microeconomic assessment of banks' securitization strategies Financial Institutions Ongoing 2017 0
Roberto Panzica, Loriana Pelizzon, Tuomas Peltonen Dealer and MM network in the CDS and cash sovereign bond market Systemic Risk Lab Ongoing 2017 0
Mario Bellia, Loriana Pelizzon, Tuomas Peltonen, Marti Subrahmanyam Commonality and liquidity spillover in European sovereign bonds: An analysis of cash, futures, repo and CDS contracts Systemic Risk Lab Ongoing 2017 0
Loriana Pelizzon Further development of the platform and the data provision for the Systemic Risk Dashboard Data Center Ongoing 2015 0
Mario Bellia, Giulio Girardi, Loriana Pelizzon The Demand for Central Clearing – To Clear or Not to Clear? Systemic Risk Lab Ongoing 2016 0
Massimiliano Caporin, Loriana Pelizzon, Alberto Plazzi, Roberto Rigobon The impact of unconventional monetary policies on European financial markets Macro Finance, Financial Markets Ongoing 2016 1
Jannic Cutura, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Clara Vega The impact of QE interventions on market liquidity and limits to arbitrage Macro Finance, Financial Markets Ongoing 2016 1
Michele Costola, Loriana Pelizzon European early warning system for systemic risk – EARLINESS.eu Systemic Risk Lab Ongoing 2016 1
Loriana Pelizzon, Ryan Riordan, Satchit Sagade, Marti Subrahmanyam, Jun Uno, Christian Westheide An examination of the strategic behavior of high-frequency traders (HFTs) Financial Markets, Systemic Risk Lab Ongoing 2016 1
Loriana Pelizzon, Sviataslau Sivagrakau, Matthias Thiemann A Genealogy of Systemic Risk Network Measures adopted by Regulators Financial Institutions, Systemic Risk Lab Ongoing 2016 1
Patrice Fontaine, Mila Getmansky Sherman, Terrence John Hendershott, Loriana Pelizzon, Peter Sarlin, Jean-Pierre Zigrand Digging into High Frequency Data: Present and Future Risks and Opportunities Systemic Risk Lab, Data Center, Financial Markets Ongoing 2017 0
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