Michele Costola, Ph.D.

Michele Costola, Ph.D.
Program Area:
Systemic Risk Lab
Position:
Assistant Professor
Institution:
Goethe University Frankfurt, Research Center SAFE
Phone:
+49 69 798 34505
Email:
costola@safe.uni-frankfurt.de
Room:
HoF 1.19
Website
Author/s Title Research Area Published
Massimiliano Caporin, Luca Corazzini, Michele Costola Measuring the Behavioural Component of the S&P 500 and its Relationship to Financial Stress and Aggregated Earnings Surprises
forthcoming in British Journal of Management
Financial Markets 2018
Massimiliano Caporin, Michele Costola, Gregory Jannin, Bertrand B. Maillet On the (Ab)use of Omega?
Journal of Empirical Finance
Systemic Risk Lab 2018
Monica Billio, Michele Costola, Roberto Panzica, Loriana Pelizzon Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect
Systemic Risk Tomography: Signals, Measurement and Transmission Channels (ISTE Press - Elsevier)
Financial Institutions, Systemic Risk Lab 2016
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