Andrea Bedin,
Monica Billio,
Michele Costola,
Loriana Pelizzon
|
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study
Journal of Risk and Financial Management
|
Financial Markets
|
2019 |
Massimiliano Caporin,
Loriana Pelizzon,
Francesco Ravazzolo,
Roberto Rigobon
|
Measuring Sovereign Contagion in Europe
Journal of Financial Stability
|
Financial Markets, Systemic Risk Lab
|
2018 |
Monica Billio,
Mila Getmansky Sherman,
Loriana Pelizzon
|
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data
Journal of Alternative Investments
|
Financial Markets
|
2009 |
Elena Carletti,
Tommaso Oliviero,
Marco Pagano,
Loriana Pelizzon,
Marti Subrahmanyam
|
The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy
The Review of Corporate Financial Studies
|
Financial Markets
|
2020 |
Fabio Castiglionesi,
Fabio Feriozzi,
Gyöngyi Lóránth,
Loriana Pelizzon
|
Liquidity Coinsurance and Bank Capital
Journal of Money, Credit and Banking
|
Financial Intermediation, Systemic Risk Lab
|
2014 |
Monica Billio,
Loriana Pelizzon
|
Systemic Risk Tomography
Systemic Risk Tomography: Signals, Measurement and Transmission Channels (ISTE Press - Elsevier)
|
Financial Markets
|
2016 |
Tomaso Aste,
Loriana Pelizzon,
Nicolas Perony,
Paolo Tasca
|
Banking Beyond Banks and Money. A Guide to Banking Services in the Twenty-First Century
Banking Beyond Banks and Money: A Guide to Banking Services in the Twenty-First Century (Springer)
|
Financial Markets
|
2016 |
Fabrizio Lillo,
Loriana Pelizzon,
Michael Schneider
|
Modelling Illiquidity Spillovers with Hawkes Processes: An Application to the Sovereign Bond Market
Quantitative Finance
|
Financial Markets, 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 Intermediation, Systemic Risk Lab
|
2016 |
Yacine Aït-Sahalia,
Roger J. A. Laeven,
Loriana Pelizzon
|
Mutual Excitation in Eurozone Sovereign CDS
Journal of Econometrics
|
Financial Markets, Macro Finance, Systemic Risk Lab
|
2014 |
Loriana Pelizzon,
Marti Subrahmanyam,
Davide Tomio,
Jun Uno
|
Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina?
Journal of Financial Economics
|
Financial Markets, Systemic Risk Lab
|
2016 |
Mila Getmansky Sherman,
Giulio Girardi,
Stanislava Nikolova,
Loriana Pelizzon,
Kathleen Weiss Hanley
|
Portfolio Similarity and Asset Liquidation in the Insurance Industry
Journal of Financial Economics
|
Financial Markets, Systemic Risk Lab
|
2021 |
Loriana Pelizzon,
Domenico Sartore
|
Deciphering the Libor and Euribor Spreads during the Subprime Crisis
North American Journal of Economics and Finance
|
Financial Intermediation, Systemic Risk Lab
|
2013 |
Silvia Bressan,
Noemi Pace,
Loriana Pelizzon
|
Health Status and Portfolio Choice: Is Their Relationship Economically Relevant?
International Review of Financial Analysis
|
Household Finance, Systemic Risk Lab
|
2014 |
Monica Billio,
Lorenzo Frattarolo,
Loriana Pelizzon
|
A Time Varying Performance Evaluation of Hedge Fund Strategies through Aggregation
Bankers, Markets and Investors
|
Financial Intermediation, Systemic Risk Lab
|
2014 |
Mila Getmansky Sherman,
Ravi Jagannathan,
Loriana Pelizzon,
Ernst Schaumburg,
Darya Yuferova
|
Recovery from Fast Crashes: Role of Mutual Funds
Journal of Financial Markets
|
Financial Markets, Data Center
|
2022 |
Monica Billio,
Michele Costola,
Iva Hristova,
Carmelo Latino,
Loriana Pelizzon
|
Inside the ESG Ratings: (Dis)agreement and Performance
Corporate Social Responsibility and Environmental Management
|
Financial Markets
|
2021 |
Monica Billio,
Michele Costola,
Loriana Pelizzon,
Max Riedel
|
Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case
Journal of Real Estate Finance and Economics
|
Financial Markets
|
2022 |
Katja Langenbucher,
Loriana Pelizzon
|
Short Selling – On Ethics, Politics, and Culture
Zeitschrift für Bankrecht und Bankwirtschaft
|
Law and Finance, Financial Markets
|
2021 |
Monica Billio,
Massimiliano Caporin,
Lorenzo Frattarolo,
Loriana Pelizzon
|
Networks in Risk Spillovers: A Multivariate GARCH Perspective
Econometrics and Statistics
|
Financial Markets
|
2023 |
Monica Billio,
Bertrand B. Maillet,
Loriana Pelizzon
|
A Meta-Measure of Performance Related to Both Investors and Investments Characteristics
Annals of Operations Research
|
Financial Markets
|
2022 |
Loriana Pelizzon,
Anjan Thakor,
Calebe de Roure
|
P2P Lenders versus Banks: Cream Skimming or Bottom Fishing?
The Review of Corporate Financial Studies
|
Household Finance, Financial Markets
|
2022 |
Pietro Dindo,
Andrea Modena,
Loriana Pelizzon
|
Risk Pooling, Intermediation Efficiency, and the Business Cycle
Journal of Economic Dynamics & Control
|
Financial Markets, Macro Finance
|
2022 |
Monica Billio,
Michele Costola,
Loriana Pelizzon,
Max Riedel
|
Creditworthiness and Buildings’ Energy Efficiency in the Italian Mortgage Market
Climate Investing: New Strategies and Implementation Challenges
|
Financial Markets
|
2023 |
Monica Billio,
Massimiliano Caporin,
Roberto Panzica,
Loriana Pelizzon
|
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification
International Review of Economics & Finance
|
Financial Markets
|
2023 |
Michele Costola,
Oliver Hinz,
Michael Nofer,
Loriana Pelizzon
|
Machine Learning Sentiment Analysis, COVID-19 News and Stock Market Reactions
Research in International Business and Finance
|
Financial Markets
|
2023 |
Gianluca Anese,
Marco Corazza,
Michele Costola,
Loriana Pelizzon
|
Impact of Public News Sentiment on Stock Market Index Return and Volatility
Computational Management Science
|
Financial Markets
|
2023 |
Yalin Gündüz,
Giorgio Ottonello,
Loriana Pelizzon,
Michael Schneider,
Marti Subrahmanyam
|
Lighting up the Dark: Liquidity in the German Corporate Bond Market
Journal of Fixed Income
|
Financial Markets
|
2023 |
Mila Getmansky Sherman,
Christian Kubitza,
Loriana Pelizzon
|
Loss Sharing in Central Clearinghouses: Winners and Losers
The Review of Asset Pricing Studies
|
Financial Markets, Systemic Risk Lab
|
2024 |
Mario Bellia,
Loriana Pelizzon,
Marti Subrahmanyam,
Darya Yuferova
|
Market Liquidity and Competition Among Designated Market Makers
forthcoming in Management Science
|
Financial Markets, Systemic Risk Lab
|
2024 |
Christian Mücke,
Loriana Pelizzon,
Vincenzo Pezone,
Anjan Thakor
|
The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments
American Economic Journal: Economic Policy
|
Financial Markets
|
2024 |
Loriana Pelizzon,
Max Riedel,
Zorka Simon,
Marti Subrahmanyam
|
Collateral Eligibility of Corporate Debt in the Eurosystem
Journal of Financial Economics
|
Financial Markets, Macro Finance
|
2024 |
Monica Billio,
Michele Costola,
Iva Hristova,
Carmelo Latino,
Loriana Pelizzon
|
Sustainable Finance: A Journey Toward ESG and Climate Risk
International Review of Environmental and Resource Economics
|
Financial Markets
|
2024 |
Florian Heider,
Jan Pieter Krahnen,
Loriana Pelizzon,
Jonas Schlegel,
Tobias Tröger
|
Die Notwendigkeit einer Absicherung aller Sichteinlagen: Der Fall der Silicon Valley Bank und Lehren für Europa
Vierteljahrshefte zur Wirtschaftsforschung
|
Financial Intermediation, Law and Finance, Financial Markets
|
2023 |
Carmelo Latino,
Loriana Pelizzon,
Max Riedel
|
How to Green the European Auto ABS Market? A Literature Survey
forthcoming in European Financial Management
|
Financial Markets
|
2024 |
Emanuel Moench,
Loriana Pelizzon,
Michael Schneider,
Calebe de Roure
|
OTC Discount
forthcoming in Management Science
|
Financial Markets, Data Center
|
2024 |
Mario Bellia,
Giulio Girardi,
Roberto Panzica,
Loriana Pelizzon,
Tuomas A. Peltonen
|
The Demand for Central Clearing: To Clear or Not to Clear, That is the Question!
Journal of Financial Stability
|
Financial Markets
|
2024 |