Anno | Tipologia | Pubblicazione |
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Anno | Tipologia | Pubblicazione |
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2024 | Articolo su rivista |
Pelizzon L.; Riedel M.; Simon Z.; Subrahmanyam M.G. Collateral eligibility of corporate debt in the Eurosystem in JOURNAL OF FINANCIAL ECONOMICS, vol. 153 (ISSN 0304-405X) DOI - Scheda ARCA: 10278/5061222 |
2024 | Articolo su rivista |
Kubitza Christian; Pelizzon L.; Sherman Getmansky Mila Loss Sharing in Central Clearinghouses: Winners and Losers in THE REVIEW OF ASSET PRICING STUDIES, vol. 14, pp. 237-273 (ISSN 2045-9920) DOI - Scheda ARCA: 10278/5061223 |
2024 | Articolo su rivista |
MENKVELD, ALBERT J.; DREBER, ANNA; HOLZMEISTER, FELIX; HUBER, JUERGEN; JOHANNESSON, MAGNUS; KIRCHLER, MICHAEL; NEUSÜß, SEBASTIAN; RAZEN, MICHAEL; WEITZEL, UTZ; ABAD‐DÍAZ, DAVID; ABUDY, MENACHEM (MENI); ADRIAN, TOBIAS; AIT‐SAHALIA, YACINE; AKMANSOY, OLIVIER; ALCOCK, JAMIE T.; ALEXEEV, VITALI; ALOOSH, ARASH; AMATO, LIVIA; AMAYA, DIEGO; ANGEL, JAMES J.; AVETIKIAN, ALEJANDRO T.; BACH, AMADEUS; BAIDOO, EDWIN; BAKALLI, GAETAN; BAO, LI; BARBON, ANDREA; BASHCHENKO, OKSANA; BINDRA, PARAMPREET C.; BJØNNES, GEIR H.; BLACK, JEFFREY R.; BLACK, BERNARD S.; BOGOEV, DIMITAR; CORREA, SANTIAGO BOHORQUEZ; BONDARENKO, OLEG; BOS, CHARLES S.; BOSCH‐ROSA, CIRIL; BOURI, ELIE; BROWNLEES, CHRISTIAN; CALAMIA, ANNA; CAO, VIET NGA; CAPELLE‐BLANCARD, GUNTHER; ROMERO, LAURA M. CAPERA; CAPORIN, MASSIMILIANO; CARRION, ALLEN; CASKURLU, TOLGA; CHAKRABARTY, BIDISHA; CHEN, JIAN; CHERNOV, MIKHAIL; CHEUNG, WILLIAM; CHINCARINI, LUDWIG B.; CHORDIA, TARUN; CHOW, SHEUNG‐CHI; CLAPHAM, BENJAMIN; COLLIARD, JEAN‐EDOUARD; COMERTON‐FORDE, CAROLE; CURRAN, EDWARD; DAO, THONG; DARE, WALE; DAVIES, RYAN J.; BLASIS, RICCARDO DE; NARD, GIANLUCA F. DE; DECLERCK, FANY; DEEV, OLEG; DEGRYSE, HANS; DEKU, SOLOMON Y.; DESAGRE, CHRISTOPHE; DIJK, MATHIJS A. VAN; DIM, CHUKWUMA; DIMPFL, THOMAS; DONG, YUN JIANG; DRUMMOND, PHILIP A.; DUDDA, TOM; DUEVSKI, TEODOR; DUMITRESCU, ARIADNA; DYAKOV, TEODOR; DYHRBERG, ANNE HAUBO; DZIELIŃSKI, MICHAŁ; EKSI, ASLI; KALAK, IZIDIN EL; ELLEN, SASKIA TER; EUGSTER, NICOLAS; EVANS, MARTIN D. D.; FARRELL, MICHAEL; FELEZ‐VINAS, ESTER; FERRARA, GERARDO; FERROUHI, EL MEHDI; FLORI, ANDREA; FLUHARTY‐JAIDEE, JONATHAN T.; FOLEY, SEAN D. V.; FONG, KINGSLEY Y. L.; FOUCAULT, THIERRY; FRANUS, TATIANA; FRANZONI, FRANCESCO; FRIJNS, BART; FRÖMMEL, MICHAEL; FU, SERVANNA M.; FÜLLBRUNN, SASCHA C.; GAN, BAOQING; GAO, GE; GEHRIG, THOMAS P.; GEMAYEL, ROLAND; GERRITSEN, DIRK; GIL‐BAZO, JAVIER; GILDER, DUDLEY; GLOSTEN, LAWRENCE R.; GOMEZ, THOMAS; GORBENKO, ARSENY; GRAMMIG, JOACHIM; GRÉGOIRE, VINCENT; GÜÇBILMEZ, UFUK; HAGSTRÖMER, BJÖRN; HAMBUCKERS, JULIEN; HAPNES, ERIK; HARRIS, JEFFREY H.; HARRIS, LAWRENCE; HARTMANN, SIMON; HASSE, JEAN‐BAPTISTE; HAUTSCH, NIKOLAUS; HE, XUE‐ZHONG (TONY); HEATH, DAVIDSON; HEDIGER, SIMON; HENDERSHOTT, TERRENCE; HIBBERT, ANN MARIE; HJALMARSSON, ERIK; HOELSCHER, SETH A.; HOFFMANN, PETER; HOLDEN, CRAIG W.; HORENSTEIN, ALEX R.; HUANG, WENQIAN; HUANG, DA; HURLIN, CHRISTOPHE; ILCZUK, KONRAD; IVASHCHENKO, ALEXEY; IYER, SUBRAMANIAN R.; JAHANSHAHLOO, HOSSEIN; JALKH, NAJI; JONES, CHARLES M.; JURKATIS, SIMON; JYLHÄ, PETRI; KAECK, ANDREAS T.; KAISER, GABRIEL; KARAM, ARZÉ; KARMAZIENE, EGLE; KASSNER, BERNHARD; KAUSTIA, MARKKU; KAZAK, EKATERINA; KEARNEY, FEARGHAL; KERVEL, VINCENT VAN; KHAN, SAAD A.; KHOMYN, MARTA K.; KLEIN, TONY; KLEIN, OLGA; KLOS, ALEXANDER; KOETTER, MICHAEL; KOLOKOLOV, ALEKSEY; KORAJCZYK, ROBERT A.; KOZHAN, ROMAN; KRAHNEN, JAN P.; KUHLE, PAUL; KWAN, AMY; LAJAUNIE, QUENTIN; LAM, F. Y. ERIC C.; LAMBERT, MARIE; LANGLOIS, HUGUES; LAUSEN, JENS; LAUTER, TOBIAS; LEIPPOLD, MARKUS; LEVIN, VLADIMIR; LI, YIJIE; LI, HUI; LIEW, CHEE YOONG; LINDNER, THOMAS; LINTON, OLIVER; LIU, JIACHENG; LIU, ANQI; LLORENTE, GUILLERMO; LOF, MATTHIJS; LOHR, ARIEL; LONGSTAFF, FRANCIS; LOPEZ‐LIRA, ALEJANDRO; MANKAD, SHAWN; MANO, NICOLA; MARCHAL, ALEXIS; MARTINEAU, CHARLES; MAZZOLA, FRANCESCO; MELOSO, DEBRAH; MI, MICHAEL G.; MIHET, ROXANA; MOHAN, VIJAY; MOINAS, SOPHIE; MOORE, DAVID; MU, LIANGYI; MURAVYEV, DMITRIY; MURPHY, DERMOT; NESZVEDA, GABOR; NEUMEIER, CHRISTIAN; NIELSSON, ULF; NIMALENDRAN, MAHENDRARAJAH; NOLTE, SVEN; NORDEN, LARS L.; O'NEILL, PETER; OBAID, KHALED; ØDEGAARD, BERNT A.; ÖSTBERG, PER; PAGNOTTA, EMILIANO; PAINTER, MARCUS; PALAN, STEFAN; PALIT, IMON J.; PARK, ANDREAS; PASCUAL, ROBERTO; PASQUARIELLO, PAOLO; PASTOR, LUBOS; PATEL, VINAY; PATTON, ANDREW J.; PEARSON, NEIL D.; PELIZZON, LORIANA; PELLI, MICHELE; PELSTER, MATTHIAS; PÉRIGNON, CHRISTOPHE; PFIFFER, CAMERON; PHILIP, RICHARD; PLÍHAL, TOMÁŠ; PRAKASH, PUNEET; PRESS, OLIVE Nonstandard Errors in THE JOURNAL OF FINANCE, vol. 79, pp. 2339-2390 (ISSN 0022-1082) DOI - Scheda ARCA: 10278/5061226 |
2024 | Articolo su rivista |
Billio, Monica; Costola, Michele; Hristova, Iva; Latino, Carmelo; Pelizzon, Loriana Sustainable Finance: A Journey Toward ESG and Climate Risk in INTERNATIONAL REVIEW OF ENVIRONMENTAL AND RESOURCE ECONOMICS, vol. 18-75 (ISSN 1932-1465) DOI - Scheda ARCA: 10278/5049340 |
2024 | Articolo su rivista |
Bellia M.; Girardi G.; Panzica R.; Pelizzon L.; Peltonen T. The demand for central clearing: To clear or not to clear, that is the question! in JOURNAL OF FINANCIAL STABILITY, vol. 72 (ISSN 1572-3089) DOI - Scheda ARCA: 10278/5061224 |
2023 | Articolo su rivista |
Gianluca Anese;
Marco Corazza;
Michele Costola;
Loriana Pelizzon Impact of public news sentiment on stock market index return and volatility in COMPUTATIONAL MANAGEMENT SCIENCE, vol. 20 (ISSN 1619-697X) DOI - Scheda ARCA: 10278/5019524 |
2023 | Articolo su rivista |
Gündüz Yalin; Pelizzon Loriana; Schneider M.; Subrahmanyam M.G. Lighting Up the Dark: Liquidity in the German Corporate Bond Market in THE JOURNAL OF FIXED INCOME, vol. 33, pp. 5-41 (ISSN 1059-8596) DOI - Scheda ARCA: 10278/5061221 |
2023 | Articolo su rivista |
Costola, Michele; Hinz, Oliver; Nofer, Michael; Pelizzon, Loriana Machine learning sentiment analysis, COVID-19 news and stock market reactions in RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, vol. 64, pp. 101881 (ISSN 0275-5319) DOI - Scheda ARCA: 10278/5014021 |
2023 | Articolo su rivista |
Billio M.; Caporin M.; Frattarolo L.; Pelizzon L. Networks in risk spillovers: A multivariate GARCH perspective in ECONOMETRICS AND STATISTICS, vol. 28, pp. 1-29 (ISSN 2452-3062) DOI - Scheda ARCA: 10278/5061225 |
2023 | Articolo su rivista |
Billio, M; Caporin, M; Panzica, R; Pelizzon, L The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification in INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, vol. 84, pp. 196-223 (ISSN 1059-0560) DOI - Scheda ARCA: 10278/5082962 |
2022 | Articolo su rivista |
Jagannathan, Ravi; Pelizzon, Loriana; Schaumburg, Ernst; Sherman, Mila Getmansky; Yuferova, Darya Recovery from fast crashes: Role of mutual funds in JOURNAL OF FINANCIAL MARKETS, vol. 59, pp. 100646 (ISSN 1386-4181) DOI - Scheda ARCA: 10278/3754846 |
2022 | Articolo su rivista |
Dindo P.; Modena A.; Pelizzon L. Risk pooling, intermediation efficiency, and the business cycle in JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 144, pp. 104500 (ISSN 0165-1889) DOI - Scheda ARCA: 10278/5001992 |
2022 | Articolo su rivista |
Monica Billio, Massimiliano Caporin, Roberto Panzica, Loriana Pelizzon The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification, in INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, vol. 84, pp. 196-223 (ISSN 1059-0560) DOI - Scheda ARCA: 10278/5021068 |
2022 | Articolo su libro |
Monica BILLIO,
Michele COSTOLA,
Loriana PELIZZON,
Francesco PORTIOLI,
Max RIEDEL,
Daniele VERGARI Creditworthiness and Buildings’ Energy Efficiency in the Mortgage Market , Climate Investing - New Strategies and Implementation Challenges, ISTE Ltd and John Wiley & Sons, Inc (ISBN 978-1-78630-806-1) - Scheda ARCA: 10278/5010645 |
2021 | Articolo su rivista |
Billio M.; Maillet B.; Pelizzon L. A meta-measure of performance related to both investors and investments characteristics in ANNALS OF OPERATIONS RESEARCH, vol. ND (ISSN 0254-5330) DOI - Scheda ARCA: 10278/3754909 |
2021 | Articolo su rivista |
Billio M.; Costola M.; Pelizzon L.; Riedel M. Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case in JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, vol. online, pp. 1-32 (ISSN 0895-5638) DOI - Scheda ARCA: 10278/3742609 |
2021 | Articolo su rivista |
Monica Billio, Michele Costola, Iva Hristova, Carmelo Latino, Loriana Pelizzon Inside the ESG Ratings: (Dis)agreement and performance in CORPORATE SOCIAL-RESPONSIBILITY AND ENVIRONMENTAL MANAGEMENT, vol. online (ISSN 1535-3966) DOI - URL correlato - Scheda ARCA: 10278/3728891 |
2021 | Articolo su rivista |
de Roure, Calebe; Pelizzon, Loriana; Thakor, Anjan P2P Lenders versus Banks: Cream Skimming or Bottom Fishing? in THE REVIEW OF CORPORATE FINANCE STUDIES, vol. 11, pp. 213-262 (ISSN 2046-9128) DOI - Scheda ARCA: 10278/3754907 |
2021 | Articolo su rivista |
Girardi G.; Hanley K.W.; Nikolova S.; Pelizzon L.; Sherman M.G. Portfolio similarity and asset liquidation in the insurance industry in JOURNAL OF FINANCIAL ECONOMICS, vol. 142, pp. 69-96 (ISSN 0304-405X) DOI - Scheda ARCA: 10278/3754908 |
2020 | Articolo su rivista |
Carletti E.; Oliviero T.; Pagano M.; Pelizzon L.; Subrahmanyam M.G. The COVID-19 shock and equity shortfall: Firm-level evidence from italy in THE REVIEW OF CORPORATE FINANCE STUDIES, vol. 9, pp. 534-568 (ISSN 2046-9128) DOI - Scheda ARCA: 10278/3735304 |
2020 | Articolo su libro |
Monica Billio, Michele Costola, Loriana Pelizzon, Max Riedel Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case , WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, CÀ FOSCARI UNIVERSITY OF VENICE - Scheda ARCA: 10278/3728892 |
2020 | Articolo su libro |
Arnoud Boot, Elena Carletti, Hans-Helmut Kotz, Jan Pieter Krahnen, Loriana Pelizzon, Marti Subrahmanyam Coronavirus and Financial Stability 3.0: Try equity – risk sharing for companies, large and small in A. Bénassy-Quéré and B. Weder di Mauro, Europe in the Time of Covid-19, Centre for Economic Policy Research Press (ISBN 978-1-912179-33-6) - URL correlato - Scheda ARCA: 10278/3728890 |
2020 | Articolo su libro |
Elena Carletti, Tommaso Oliviero, Marco Pagano, Loriana Pelizzon, Marti G. Subrahmanyam The Covid-19 Shock and equity shortfall: Firm-level evidence from Italy , CEPR COVID Economics, CEPR Press, vol. 25, pp. 23-54 - URL correlato - Scheda ARCA: 10278/3728888 |
2020 | Articolo su libro |
Monica Billio, Michela Costola, Francesco Mazzari, Loriana Pelizzon The European Repo Market, ECB Intervention and the COVID-19 Crisis , A new world post COVID-19: lessons from business, the finance industry and policy makers, Edizioni Ca' Foscari, vol. 1, pp. 57-67 (ISBN 978-88-6969-442-4) DOI - URL correlato - Scheda ARCA: 10278/3728893 |
2019 | Articolo su rivista |
Bedin A., M. Billio, M. Costola, L. Pelizzon Credit Scoring in SME Asset-Backed Securities: An Italian Case Study in JOURNAL OF RISK AND FINANCIAL MANAGEMENT, vol. 12, pp. 89 (ISSN 1911-8074) DOI - Scheda ARCA: 10278/3715456 |
2019 | Articolo su libro |
Pietro Dindo, Andrea Modena, Loriana Pelizzon Risk Pooling, Leverage, and the Business Cycle , WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, CÀ FOSCARI UNIVERSITY OF VENICE (ISSN 1827-3580) - URL correlato - Scheda ARCA: 10278/3716026 |
2019 | Working paper |
Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova Paying for Market Liquidity: Competition and Incentives - Scheda ARCA: 10278/3715753 |
2018 | Articolo su rivista |
Caporin, Massimiliano; Pelizzon, Loriana*; Ravazzolo, Francesco; Rigobon, Roberto Measuring sovereign contagion in Europe in JOURNAL OF FINANCIAL STABILITY, vol. 34, pp. 150-181 (ISSN 1572-3089) DOI - URL correlato - Scheda ARCA: 10278/3697876 |
2018 | Working paper |
Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun Central Bank-Driven Mispricing DOI - Scheda ARCA: 10278/3708095 |
2018 | Working paper |
de Roure, Calebe; Pelizzon, Loriana; Thakor, Anjan V. P2P Lenders versus Banks: Cream Skimming or Bottom Fishing? DOI - Scheda ARCA: 10278/3708097 |
2018 | Working paper |
Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, Stanislava; Pelizzon, Loriana; Getmansky Sherman, Mila Portfolio Similarity and Asset Liquidation in the Insurance Industry DOI - Scheda ARCA: 10278/3708096 |
2018 | Working paper |
Pelizzon, Loriana; Subrahmanyam, Marti G.; Tobe, Reiko; Uno, Jun Scarcity and Spotlight Effects on Liquidity: Quantitative Easing in Japan DOI - Scheda ARCA: 10278/3708172 |
2018 | Working paper |
Getmansky Sherman, Mila; Jagannathan, Ravi; Pelizzon, Loriana; Schaumburg, Ernst; Yuferova, Darya Stock Price Crashes: Role of Slow-Moving Capital DOI - Scheda ARCA: 10278/3708094 |
2018 | Working paper |
Bellia, Mario; Panzica, Roberto; Pelizzon, Loriana; Peltonen, Tuomas A. The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question DOI - Scheda ARCA: 10278/3708099 |
2018 | Working paper |
Pelizzon, Loriana; Sottocornola, Matteo The Impact of Monetary Policy Interventions on the Insurance Industry DOI - Scheda ARCA: 10278/3708098 |
2018 | Working paper |
Kubitza, Christian; Pelizzon, Loriana; Getmansky Sherman, Mila The Pitfalls of Central Clearing in the Presence of Systematic Risk DOI - Scheda ARCA: 10278/3707989 |
2017 | Articolo su rivista |
Schneider, M.; Lillo, F.; Pelizzon, L. Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market in QUANTITATIVE FINANCE, vol. 18, pp. 1-11 (ISSN 1469-7688) DOI - URL correlato - Scheda ARCA: 10278/3697878 |
2017 | Articolo su libro |
Billio, M.; Getmansky, M.; Pelizzon, L. Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds , Hedge Funds: Structure, Strategies, and Performance, New York, Oxford University Press, vol. Chap 24 (ISBN 9780190607371) DOI - Scheda ARCA: 10278/3676338 |
2017 | Working paper |
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Uno, Jun; Yuferova, Darya Coming Early to the Party DOI - Scheda ARCA: 10278/3708100 |
2016 | Monografia o trattato scientifico |
Aste T., Pelizzon L, Perony N., Tasca P. Banking Beyond Banks and Money. A Guide to Banking Services in the Twenty-First Century , SWitzerland, SPRINGER (ISBN 978-3-319-42446-0) DOI - URL correlato - Scheda ARCA: 10278/3685528 |
2016 | Monografia o trattato scientifico |
Billio, Monica; Pelizzon, Loriana; Savona, Roberto Systemic Risk Tomography , Elsevier - ISTE, pp. 1-278 (ISBN 9781785480850) DOI - Scheda ARCA: 10278/3676310 |
2016 | Articolo su rivista |
Billio, M.; Frattarolo, L.; Pelizzon, L. Hedge fund tail risk: An investigation in stressed markets in THE JOURNAL OF ALTERNATIVE INVESTMENTS, vol. 18, pp. 109-124 (ISSN 1520-3255) DOI - Scheda ARCA: 10278/3676334 |
2016 | Articolo su rivista |
Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? in JOURNAL OF FINANCIAL ECONOMICS, vol. 122, pp. 86-115 (ISSN 0304-405X) DOI - URL correlato - Scheda ARCA: 10278/3685526 |
2016 | Articolo su libro |
Loriana Pelizzon, Max Riedel, Paolo Tasca Classification of crowdfunding in the financial system in Pelizzon L, M. Riedel, P, Tasca, Banking Beyond Banks and Money. A Guide to Banking Services in the Twenty-First Century, Switzerland, Springer-Verlag Italia s.r.l., pp. 5-16 (ISBN 978-3-319-42446-0) (ISSN 2039-411X) DOI - Scheda ARCA: 10278/3685527 |
2016 | Articolo su libro |
Billio, Monica; Costola, Michele; Panzica, Roberto; Pelizzon, Loriana Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect. in Billio M. ,Pelizzon L., Savona R., SYSTEMIC RISK TOMOGRAPHY SIGNALS, MEASUREMENTS AND TRANSMISSION CHANNELS, ISTE - Elsevier (ISBN 9781785480850) DOI - Scheda ARCA: 10278/3678257 |
2016 | Working paper |
Schneider, Michael; Lillo, Fabrizio; Pelizzon, Loriana How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis DOI - Scheda ARCA: 10278/3708102 |
2016 | Working paper |
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Uno, Jun; Yuferova, Darya Low-Latency Trading and Price Discovery without Trading: Evidence from the
Tokyo Stock Exchange in the Pre-Opening Period and the Opening Batch Auction - Scheda ARCA: 10278/3678591 |
2016 | Working paper |
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Uno, Jun Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods DOI - Scheda ARCA: 10278/3708103 |
2016 | Working paper |
Monica, Billio; Loriana, Pelizzon; Lorenzo, Frattarolo; Massimiliano, Caporin Networks in risk spillovers: a multivariate GARCH perspective (ISSN 1827-3580) DOI - Scheda ARCA: 10278/3685279 |
2016 | Working paper |
Billio, Monica; Caporin, Massimiliano; Panzica, Roberto; Pelizzon, Loriana The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification DOI - Scheda ARCA: 10278/3708101 |
2014 | Articolo su rivista |
M. Billio; L. Frattarolo; L. Pelizzon A time varying performance evaluation of hedge fund strategies through aggregation in RB BANKERS, MARKETS, INVESTORS, vol. 129, pp. 38-56 (ISSN 2101-9304) - Scheda ARCA: 10278/42425 |
2014 | Articolo su rivista |
Bressan S.; Pace N.; Pelizzon L. Health status and portfolio choice: is their relationship economically relevant? in INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, vol. 32, pp. 109-122 (ISSN 1057-5219) DOI - Scheda ARCA: 10278/39441 |
2014 | Articolo su rivista |
Castiglionesi F.; Feriozzi F.; Loranth G.; Pelizzon L. Liquidity Coinsurance and Bank Capital in JOURNAL OF MONEY, CREDIT, AND BANKING, vol. 46, pp. 409-443 (ISSN 0022-2879) DOI - Scheda ARCA: 10278/41084 |
2014 | Articolo su rivista |
Ait-Sahlia Y.; Laeven R.; Pelizzon L. Mutual excitation in Eurozone sovereign CDS in JOURNAL OF ECONOMETRICS, vol. 183, pp. 151-167 (ISSN 0304-4076) DOI - Scheda ARCA: 10278/41079 |
2013 | Articolo su rivista |
L. Pelizzon; D. Sartore Deciphering the libor and euribor spreads during the subprime crisis in THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, vol. 26, pp. 565-585 (ISSN 1062-9408) DOI - Scheda ARCA: 10278/37507 |
2013 | Articolo su rivista |
Merton R.C.; M. Billio; M. Getmansky; D. Gray; A.W. Lo; L. Pelizzon On a New Approach for Analyzing and Managing Macrofinancial Risks in THE FINANCIAL ANALYSTS JOURNAL, vol. 69, pp. 22-33 (ISSN 0015-198X) DOI - Scheda ARCA: 10278/37656 |
2013 | Articolo su libro |
M. Billio; M. Caporin; L. Pelizzon; D. Sartore CDS Industrial Sector Indices, credit and liquidity risk , Credit Portfolio Securitisations and Derivatives, John Wiley & Sons, pp. 307-323 (ISBN 9781119963967) DOI - Scheda ARCA: 10278/32458 |
2013 | Articolo su libro |
M. Billio; K.Y. Mamo; L. Pelizzon Crises and Fund of Hedge Funds Tail Risk , RECONSIDERING FUNDS OF HEDGE FUNDS: THE FINANCIAL CRISIS AND BEST PRACTICES IN UCITS, TAIL RISK, PERFORMANCE, AND DUE DILIGENCE, Amsterdam Netherlands: Elsevier -link esterno , Fax: 011 31 20 4853598, pp. 425-449 (ISBN 9780124016996) DOI - Scheda ARCA: 10278/36218 |
2013 | Articolo su libro |
Monica Billio; Gregory Mathieu Jannin; Bertrand Bruno Maillet; Loriana Pelizzon Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure , 2013-22, Venezia, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 13-22, pp. 1-34 (ISSN 1827-3580) - Scheda ARCA: 10278/44063 |
2013 | Articolo in Atti di convegno |
L. Frattarolo; M. Billio; M.Caporin; L. Pelizzon Proximity-structured multivariate volatility models for systemic risk , Advances in Latent Variables, Milano, Vita e Pensiero, Convegno: SIS 2013 (ISBN 9788834325568) - Scheda ARCA: 10278/42537 |
2012 | Articolo su rivista |
Billio M.; Getmansky M.; Pelizzon L. Dynamic Risk Exposure in Hedge Funds in COMPUTATIONAL STATISTICS & DATA ANALYSIS, vol. 56, pp. 2937-2953 (ISSN 0167-9473) DOI - Scheda ARCA: 10278/33682 |
2012 | Articolo su rivista |
BILLIO M.; GETMANSKI M.; LO A.; PELIZZON L. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors in JOURNAL OF FINANCIAL ECONOMICS, vol. 104, pp. 535-559 (ISSN 0304-405X) DOI - Scheda ARCA: 10278/23501 |
2012 | Articolo su rivista |
Billio M.; Pelizzon L. Efficienza, interconnessione e rischio sistemico in STATISTICA & SOCIETÀ, vol. 1/3, pp. 42-44 (ISSN 1722-8506) - Scheda ARCA: 10278/37487 |
2012 | Articolo su rivista |
BRESSAN S.; PACE N.; PELIZZON L. Health Status and Portfolio Choice: Does Feeling Better Affect your Attitude Towards Risk? in GENEVA ASSOCIATION INFORMATION NEWSLETTER. HEALTH AND AGEING, vol. 26 Geneva Association Newsletter, pp. 9-13 (ISSN 1605-8283) - Scheda ARCA: 10278/33432 |
2012 | Articolo su libro |
PELIZZON L.; CAPORIN M. Market volatility, optimal portfolios and naive asset allocations in C. Wehn, C. Hoppe, G. Gregoriou, Rithinking Valuation and Pricing Models, Elsevier, pp. 1-40 (ISBN 9780124158757) DOI - Scheda ARCA: 10278/34218 |
2011 | Articolo su rivista |
Lorenzon I.; Lucchetta M.; Pelizzon L. Bank Credit to Medium-Sized Enterprises in Italy: The Trends Before and During the Crisis in BANCARIA, vol. 2 2011, pp. 17-39 (ISSN 0005-4623) - Scheda ARCA: 10278/28375 |
2011 | Articolo su libro |
PARIGI B.; PELIZZON L.; VONTHADDEN E. Stock Market Returns and CorporateGovernance in Capital MarketEquilibrium , WP Dip. of Economics, Department of Economics, Universita' Ca Foscari Venezia, pp. 1-40 (ISSN 1827-3580) - Scheda ARCA: 10278/29968 |
2011 | Working paper |
BILLIO M.; GETMANSKY M.; LO A.; PELIZZON L. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors , vol. 21 - Scheda ARCA: 10278/31123 |
2009 | Articolo su rivista |
PELIZZON L.; WEBER G Efficient Portfolios when Housing Needs Change over the Life-Cycle in JOURNAL OF BANKING & FINANCE, vol. 33, pp. 2110-2121 (ISSN 0378-4266) - Scheda ARCA: 10278/30119 |
2009 | Articolo su rivista |
BILLIO M.; M. GETMANSKY; L. PELIZZON Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data in THE JOURNAL OF ALTERNATIVE INVESTMENTS, vol. 12/1, pp. 21-38 (ISSN 1520-3255) - Scheda ARCA: 10278/21741 |
2009 | Working paper |
L. Pelizzon; R. Vendramin; D. Sartore Deciphering the Libor and Euribor Spreads during the Subprime crisis - Scheda ARCA: 10278/26346 |
2008 | Articolo su rivista |
PELIZZON L.; G. WEBER Are Household Portfolios Efficient? an Analysis Conditional on Housing. in JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, vol. 43, pp. 401-431 (ISSN 0022-1090) DOI - Scheda ARCA: 10278/30120 |
2008 | Articolo su rivista |
NICOLO' A; PELIZZON L. Credit Derivatives: Capital Requirements and Opaque OTC Markets in JOURNAL OF FINANCIAL INTERMEDIATION, vol. 17, pp. 444-463 (ISSN 1042-9573) - Scheda ARCA: 10278/29131 |
2008 | Articolo su rivista |
PARIGI B; PELIZZON L. Diversification and Ownership Structure in JOURNAL OF BANKING & FINANCE, vol. 32, pp. 1743-1753 (ISSN 0378-4266) - Scheda ARCA: 10278/23177 |
2008 | Articolo su rivista |
CASARIN R; PIVA A; PELIZZON L. Italian Equity Funds: Efficiency and Performance Persistence in THE ICFAI JOURNAL OF FINANCIAL ECONOMICS, vol. 6, pp. 7-28 (ISSN 0972-9151) - Scheda ARCA: 10278/25531 |
2008 | Articolo su libro |
NICOLO' A; PELIZZON L. Asymetric Information and Opacity in Credit Derivatives Markets in GREGORIOU G.; ALI P., The Credit Derivatives Handbook: Global Perspectives, Innovations and Market Drivers, NEW YORK, McGraw-Hill, pp. 57-75 (ISBN 9780071549523) - Scheda ARCA: 10278/19729 |
2008 | Articolo su libro |
BILLIO M.; GETMANSKY M; PELIZZON L Calculating VaR for Hedge Funds in GREG N. GREGORIOU, The VAR Implementation Handbook. Financial Risk and Measurement, and Modeling, McGraw Hill, pp. 3-24 (ISBN 9780071615136) - Scheda ARCA: 10278/24311 |
2008 | Articolo su libro |
CASARIN R; PIVA A; PELIZZON L. Italian Equity Funds: Efficiency and Performance Persistence , WORKING PAPER, DEPARTMENT OF ECONOMICS, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 12/WP/2008, pp. 1-23 (ISSN 1827-3580) - Scheda ARCA: 10278/31308 |
2008 | Articolo su libro |
GIACOMELLI A; PELIZZON L. Operational Risk based on Complementary Loss Evaluations in GREGORIOU G., Operational Risk: Best Practices and Issues in Modelling, HOBOKEN, John Wiley and Sons, pp. 69-84 (ISBN 9780470390146) - Scheda ARCA: 10278/25583 |
2007 | Working paper |
PARIGI B; PELIZZON L. Diversification and Ownership Concentration , vol. 29/07 - Scheda ARCA: 10278/18678 |
2007 | Altro |
BILLIO M.; GETMANSKY M; PELIZZON L Dyamic Risk Exposure in Hedge Funds , vol. 17/07 - Scheda ARCA: 10278/18654 |
2007 | Altro |
PELIZZON L.; WEBER G Efficient Portfolios when Housing Needs Change over the Life-Cycle - Scheda ARCA: 10278/18677 |
2006 | Articolo su libro |
BILLIO M.; GETMANSKY M; PELIZZON L Phase-Locking and Switching Volatility in Hedge Funds , 5406, Venezia, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 5406, pp. 1-45 (ISSN 1827-3580) - Scheda ARCA: 10278/18655 |
2006 | Articolo su libro |
PELIZZON L.; S. SCHAEFER Pillar 1 vs Pillar 2 under risk management in M. CAREY AND R. STULZ, Risks of Financial Institutions, Oxford Press (ISBN 9780226092850) - Scheda ARCA: 10278/9142 |
2006 | Working paper |
PELIZZON L.; G. WEBER Are Household Portfolios Efficient? An Analysis Conditional on Housing , vol. 55/06 - Scheda ARCA: 10278/18745 |
2006 | Altro |
PELIZZON L.; NICOLO' A Credit Derivatives: Capital requirements and the Opaque OTC Markets , vol. 58/06, 2006 - Scheda ARCA: 10278/18744 |
2005 | Articolo su rivista |
CASARIN R; LAZZARIN M; PELIZZON L; SARTORE D. Relative benchmark rating and persistence analysis: Evidence from Italian equity funds in EUROPEAN JOURNAL OF FINANCE, vol. 11, pp. 297-308 (ISSN 1351-847X) DOI - Scheda ARCA: 10278/31185 |
2005 | Altro |
BILLIO M.; LO DUCA M; PELIZZON L Contagion Detection with Switching Regime Models: a Short and Long Run Analysis - Scheda ARCA: 10278/5227 |
2005 | Altro |
NICOLO' A; PELIZZON L. Credit Derivatives: Capital requirements and Strategic Contracting - Scheda ARCA: 10278/6089 |
2005 | Altro |
PARIGI B; PELIZZON L. Diversification and Ownership Structure - Scheda ARCA: 10278/6045 |
2005 | Altro |
PELIZZON L.; S. SCHAEFER Pillar 1 vs Pillar 2 under risk management - Scheda ARCA: 10278/6044 |
2004 | Articolo su rivista |
PELIZZON L.; SOTTANA E.; RETTORE E. Retail Mortgage Backed Securities, Commercial Asset Backed Securities and Corporate Bonds: a Credit Spread Comparison in RIVISTA INTERNAZIONALE DI SCIENZE ECONOMICHE E COMMERCIALI, vol. 51, pp. 477-496 (ISSN 0035-6751) - Scheda ARCA: 10278/14642 |
2003 | Articolo su rivista |
BILLIO M.; PELIZZON L. Contagion and Interdependence in Stock Markets: Have they been misdiagnosed? in JOURNAL OF ECONOMICS AND BUSINESS, vol. 55, 5/6, pp. 405-426 (ISSN 0148-6195) - Scheda ARCA: 10278/11443 |
2003 | Articolo su rivista |
BILLIO M.; PELIZZON L. Volatility and shocks spillover before and after EMU in Europe stock markets in JOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT, vol. 13, 4/5, pp. 323-340 (ISSN 1042-444X) - Scheda ARCA: 10278/11444 |
2003 | Articolo su libro |
CASARIN R.; PELIZZON L.; PIVA A. Italian Equity Funds: Efficiency and Performance Persistence in BASSO A.; PIANCA F., Rendiconti per gli Studi Economici Quantitativi - Scheda ARCA: 10278/9141 |
2003 | Articolo in Atti di convegno |
CASARIN R.;PELIZZON L.;PIVA A. Italian Equity Funds: Efficiency and Performance Persistence , Atti della giornata di studio Metodi Numerici per la Finanza, Applied Mathematics Department, University of Venice, vol. UNICO, Convegno: giornata di studio Metodi Numerici per la Finanza, 2003-30 Maggio (ISBN 9788888037066) - Scheda ARCA: 10278/4392 |
2003 | Altro |
PELIZZON L.; WEBER G. Are Italian Household Portfolios Efficient? A Mean-Variance Analysis Conditional on Housing , vol. 3890, pp. 1-44 - Scheda ARCA: 10278/6040 |
2003 | Altro |
BILLIO M.; LO DUCA M; PELIZZON L Contagion and interdependence measures: some words of caution - Scheda ARCA: 10278/5180 |
2002 | Articolo su rivista |
BISON G.; PELIZZON L.; SARTORE D. La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati in MONETA E CREDITO, vol. 56/217, pp. 55-75 (ISSN 0026-9611) - Scheda ARCA: 10278/14527 |
2002 | Altro |
PELIZZON L.; SCHAEFER S. Do Bank Risk Management and Regulatory Policy Reduce Risk in Banking - Scheda ARCA: 10278/6041 |
2002 | Altro |
MASSA I.; NICOLO' A.; PELIZZON L. Signaling and Rinegotiation in the Credit Derivatives Market - Scheda ARCA: 10278/6042 |
2001 | Altro |
BILLIO M.; SARTORE D; G. BISON; A. GIACOMELLI; L. PELIZZON Dynamic derivative use and accounting information - Scheda ARCA: 10278/5178 |
2000 | Articolo su rivista |
GRAVA T.; PELIZZON L.; SARTORE D. La style Analysis nel mercato Azionario Italiano in RIVISTA ITALIANA DEGLI ECONOMISTI, vol. 3, pp. 387-412 (ISSN 1593-8662) - Scheda ARCA: 10278/14604 |
2000 | Articolo su rivista |
BILLIO M.; PELIZZON L. Value-at-Risk: a multivariate switching regime approach in JOURNAL OF EMPIRICAL FINANCE, vol. 7, pp. 531-554 (ISSN 0927-5398) - Scheda ARCA: 10278/11440 |
1999 | Articolo su rivista |
CITTADINI A.; FANTINO S.; PELIZZON L. Requisiti patrimoniali: modello standard e modello interno a confronto in RIVISTA BANCARIA. MINERVA BANCARIA, vol. 55/01, pp. 44-50 (ISSN 1594-7556) - Scheda ARCA: 10278/14605 |
1999 | Articolo su libro |
PELIZZON L. Derivati: le scelte di convenienza in SARTORE D., Gli strumenti derivati: Analizzare, prevedere e coprire i rischi finanziari nelle imprese, MILANO, IPSOA, pp. 57-69 - Scheda ARCA: 10278/9138 |
1999 | Articolo su libro |
BERARDI A.; PELIZZON L. LE OPZIONI in SARTORE D., Gli strumenti derivati: Analizzare, prevedere e coprire i rischi finanziari nelle imprese, MILANO, IPSOA, pp. 23-33 - Scheda ARCA: 10278/9139 |
1998 | Articolo in Atti di convegno |
BILLIO M; PELIZZON L. A Switching Volatility Approach to Estimate Value-at-Risk , Proceedings, Chicago Risk Management Conference, Convegno: Chicago Risk Management Conference, MAGGIO - Scheda ARCA: 10278/8602 |
1997 | Articolo su libro |
BILLIO M; PELIZZON L. Pricing Options with Switching Volatility in HIPP C., Money, Finance, Banking and Insurance, BADEN-BADEN, Nomos Verlang, pp. 24-42 (ISBN 9783884876497) - Scheda ARCA: 10278/9140 |
1994 | Articolo su rivista |
PELIZZON L.; WEBER G. The Italian Term Structure and the Currency Devaluation of September 1992: a FACTOR-ARCH Analysis in STATISTICA, vol. 65, pp. 313-327 (ISSN 0390-590X) - Scheda ARCA: 10278/14641 |