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
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
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
Patrice Fontaine, Mila Getmansky Sherman, Terrence John Hendershott, Aleksey Kolokolov, 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
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
Nils Bertschinger, Roberto Panzica, Loriana Pelizzon, Zorka Simon, Tatiana von Landesberger Network representations of interconnections and contagion Financial Markets, Systemic Risk Lab Ongoing 2016 1
Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno, Clara Vega The impact of QE interventions on market liquidity and limits to arbitrage Macro Finance, Financial Markets Ongoing 2016 1
Silvia Dalla Fontana, Nicola Mano, Loriana Pelizzon, Anjan Thakor, Calebe de Roure How Does On-line/P2P Lending Fit Into the Consumer Credit Market Household Finance Ongoing 2017 0
Edin Ibrocevic, Loriana Pelizzon, Sviataslau Sivagrakau, Matthias Thiemann A Genealogy of Systemic Risk Network Measures adopted by Regulators Financial Institutions, Systemic Risk Lab Ongoing 2016 1
Mario Bellia, Giulio Girardi, Loriana Pelizzon, Tuomas Peltonen The Demand for Central Clearing – To Clear or Not to Clear? Systemic Risk Lab Ongoing 2016 0
Mauro Bernardi, Monica Billio, Massimiliano Caporin, Roberto Casarin, Michele Costola, Lorenzo Frattarolo, Shawkat Hammoudeh, Ahmed A. A. Khalifa, Bertrand Maillet, Roberto Panzica, Loriana Pelizzon, Erdem Yenerdag European early warning system for systemic risk – EARLINESS.eu Systemic Risk Lab Ongoing 2016 1
Monica Billio, Massimiliano Caporin, Roberto Panzica, Loriana Pelizzon, Zorka Simon Network Connectivity, Systemic and Systematic Risk Financial Markets, Systemic Risk Lab 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
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
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
Loriana Pelizzon Further development of the platform and the data provision for the Systemic Risk Dashboard Data Center Ongoing 2015 0
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
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
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
Loriana Pelizzon, Max Riedel EeMAP – Energy Efficient Mortgages Action Plan Systemic Risk Lab Ongoing 2017 1
Mila Getmansky Sherman, Giulio Girardi, Stanislava Nikolova, Loriana Pelizzon, Kathleen Weiss Hanley Interconnectedness of insurance companies Financial Institutions, Systemic Risk Lab Ongoing 2014 0
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
Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo, Loriana Pelizzon, Zorka Simon Network banks exposures and variance spillovers in the euro area Financial Institutions, Systemic Risk Lab Ongoing 2016 1
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