Loriana PELIZZON

Position
Full Professor
Telephone
041 234 9157
E-mail
pelizzon@unive.it
Scientific sector (SSD)
Politica economica [ECON-02/A]
Website
www.unive.it/people/pelizzon (personal record)
Office
Department of Economics
Website: https://www.unive.it/dep.economics
Where: San Giobbe

Publications

Year Type Publication
Year Type Publication
2024 Journal Article 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 - ARCA card: 10278/5061222
2024 Journal Article 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 - ARCA card: 10278/5061223
2024 Journal Article 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 - ARCA card: 10278/5061226
2024 Journal Article 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 - ARCA card: 10278/5049340
2024 Journal Article 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 - ARCA card: 10278/5061224
2023 Journal Article 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 - ARCA card: 10278/5019524
2023 Journal Article 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 - ARCA card: 10278/5061221
2023 Journal Article 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 - ARCA card: 10278/5014021
2023 Journal Article 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 - ARCA card: 10278/5061225
2023 Journal Article 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 - ARCA card: 10278/5082962
2022 Journal Article 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 - ARCA card: 10278/3754846
2022 Journal Article 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 - ARCA card: 10278/5001992
2022 Journal Article 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 - ARCA card: 10278/5021068
2022 Book Article 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)
- ARCA card: 10278/5010645
2021 Journal Article 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 - ARCA card: 10278/3754909
2021 Journal Article 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 - ARCA card: 10278/3742609
2021 Journal Article 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 - ARCA card: 10278/3728891
2021 Journal Article 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 - ARCA card: 10278/3754907
2021 Journal Article 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 - ARCA card: 10278/3754908
2020 Journal Article 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 - ARCA card: 10278/3735304
2020 Book Article 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
- ARCA card: 10278/3728892
2020 Book Article 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 - ARCA card: 10278/3728890
2020 Book Article 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 - ARCA card: 10278/3728888
2020 Book Article 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 - ARCA card: 10278/3728893
2019 Journal Article 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 - ARCA card: 10278/3715456
2019 Book Article 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 - ARCA card: 10278/3716026
2019 Working paper Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova Paying for Market Liquidity: Competition and Incentives
- ARCA card: 10278/3715753
2018 Journal Article 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 - ARCA card: 10278/3697876
2018 Working paper Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun Central Bank-Driven Mispricing
DOI - ARCA card: 10278/3708095
2018 Working paper de Roure, Calebe; Pelizzon, Loriana; Thakor, Anjan V. P2P Lenders versus Banks: Cream Skimming or Bottom Fishing?
DOI - ARCA card: 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 - ARCA card: 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 - ARCA card: 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 - ARCA card: 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 - ARCA card: 10278/3708099
2018 Working paper Pelizzon, Loriana; Sottocornola, Matteo The Impact of Monetary Policy Interventions on the Insurance Industry
DOI - ARCA card: 10278/3708098
2018 Working paper Kubitza, Christian; Pelizzon, Loriana; Getmansky Sherman, Mila The Pitfalls of Central Clearing in the Presence of Systematic Risk
DOI - ARCA card: 10278/3707989
2017 Journal Article 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 - ARCA card: 10278/3697878
2017 Book Article 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 - ARCA card: 10278/3676338
2017 Working paper Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Uno, Jun; Yuferova, Darya Coming Early to the Party
DOI - ARCA card: 10278/3708100
2016 Scientific monograph or treatise 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 - ARCA card: 10278/3685528
2016 Scientific monograph or treatise Billio, Monica; Pelizzon, Loriana; Savona, Roberto Systemic Risk Tomography , Elsevier - ISTE, pp. 1-278 (ISBN 9781785480850)
DOI - ARCA card: 10278/3676310
2016 Journal Article 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 - ARCA card: 10278/3676334
2016 Journal Article 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 - ARCA card: 10278/3685526
2016 Book Article 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 - ARCA card: 10278/3685527
2016 Book Article 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 - ARCA card: 10278/3678257
2016 Working paper Schneider, Michael; Lillo, Fabrizio; Pelizzon, Loriana How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis
DOI - ARCA card: 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
- ARCA card: 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 - ARCA card: 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 - ARCA card: 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 - ARCA card: 10278/3708101
2014 Journal Article 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)
- ARCA card: 10278/42425
2014 Journal Article 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 - ARCA card: 10278/39441
2014 Journal Article 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 - ARCA card: 10278/41084
2014 Journal Article 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 - ARCA card: 10278/41079
2013 Journal Article 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 - ARCA card: 10278/37507
2013 Journal Article 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 - ARCA card: 10278/37656
2013 Book Article 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 - ARCA card: 10278/32458
2013 Book Article 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 - ARCA card: 10278/36218
2013 Book Article 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)
- ARCA card: 10278/44063
2013 Article in Conference Proceedings 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)
- ARCA card: 10278/42537
2012 Journal Article 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 - ARCA card: 10278/33682
2012 Journal Article 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 - ARCA card: 10278/23501
2012 Journal Article Billio M.; Pelizzon L. Efficienza, interconnessione e rischio sistemico in STATISTICA & SOCIETÀ, vol. 1/3, pp. 42-44 (ISSN 1722-8506)
- ARCA card: 10278/37487
2012 Journal Article 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)
- ARCA card: 10278/33432
2012 Book Article 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 - ARCA card: 10278/34218
2011 Journal Article 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)
- ARCA card: 10278/28375
2011 Book Article 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)
- ARCA card: 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
- ARCA card: 10278/31123
2009 Journal Article 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)
- ARCA card: 10278/30119
2009 Journal Article 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)
- ARCA card: 10278/21741
2009 Working paper L. Pelizzon; R. Vendramin; D. Sartore Deciphering the Libor and Euribor Spreads during the Subprime crisis
- ARCA card: 10278/26346
2008 Journal Article 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 - ARCA card: 10278/30120
2008 Journal Article 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)
- ARCA card: 10278/29131
2008 Journal Article PARIGI B; PELIZZON L. Diversification and Ownership Structure in JOURNAL OF BANKING & FINANCE, vol. 32, pp. 1743-1753 (ISSN 0378-4266)
- ARCA card: 10278/23177
2008 Journal Article 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)
- ARCA card: 10278/25531
2008 Book Article 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)
- ARCA card: 10278/19729
2008 Book Article 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)
- ARCA card: 10278/24311
2008 Book Article 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)
- ARCA card: 10278/31308
2008 Book Article 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)
- ARCA card: 10278/25583
2007 Working paper PARIGI B; PELIZZON L. Diversification and Ownership Concentration , vol. 29/07
- ARCA card: 10278/18678
2007 Other BILLIO M.; GETMANSKY M; PELIZZON L Dyamic Risk Exposure in Hedge Funds , vol. 17/07
- ARCA card: 10278/18654
2007 Other PELIZZON L.; WEBER G Efficient Portfolios when Housing Needs Change over the Life-Cycle
- ARCA card: 10278/18677
2006 Book Article 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)
- ARCA card: 10278/18655
2006 Book Article 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)
- ARCA card: 10278/9142
2006 Working paper PELIZZON L.; G. WEBER Are Household Portfolios Efficient? An Analysis Conditional on Housing , vol. 55/06
- ARCA card: 10278/18745
2006 Other PELIZZON L.; NICOLO' A Credit Derivatives: Capital requirements and the Opaque OTC Markets , vol. 58/06, 2006
- ARCA card: 10278/18744
2005 Journal Article 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 - ARCA card: 10278/31185
2005 Other BILLIO M.; LO DUCA M; PELIZZON L Contagion Detection with Switching Regime Models: a Short and Long Run Analysis
- ARCA card: 10278/5227
2005 Other NICOLO' A; PELIZZON L. Credit Derivatives: Capital requirements and Strategic Contracting
- ARCA card: 10278/6089
2005 Other PARIGI B; PELIZZON L. Diversification and Ownership Structure
- ARCA card: 10278/6045
2005 Other PELIZZON L.; S. SCHAEFER Pillar 1 vs Pillar 2 under risk management
- ARCA card: 10278/6044
2004 Journal Article 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)
- ARCA card: 10278/14642
2003 Journal Article 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)
- ARCA card: 10278/11443
2003 Journal Article 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)
- ARCA card: 10278/11444
2003 Book Article CASARIN R.; PELIZZON L.; PIVA A. Italian Equity Funds: Efficiency and Performance Persistence in BASSO A.; PIANCA F., Rendiconti per gli Studi Economici Quantitativi
- ARCA card: 10278/9141
2003 Article in Conference Proceedings 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)
- ARCA card: 10278/4392
2003 Other PELIZZON L.; WEBER G. Are Italian Household Portfolios Efficient? A Mean-Variance Analysis Conditional on Housing , vol. 3890, pp. 1-44
- ARCA card: 10278/6040
2003 Other BILLIO M.; LO DUCA M; PELIZZON L Contagion and interdependence measures: some words of caution
- ARCA card: 10278/5180
2002 Journal Article 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)
- ARCA card: 10278/14527
2002 Other PELIZZON L.; SCHAEFER S. Do Bank Risk Management and Regulatory Policy Reduce Risk in Banking
- ARCA card: 10278/6041
2002 Other MASSA I.; NICOLO' A.; PELIZZON L. Signaling and Rinegotiation in the Credit Derivatives Market
- ARCA card: 10278/6042
2001 Other BILLIO M.; SARTORE D; G. BISON; A. GIACOMELLI; L. PELIZZON Dynamic derivative use and accounting information
- ARCA card: 10278/5178
2000 Journal Article 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)
- ARCA card: 10278/14604
2000 Journal Article 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)
- ARCA card: 10278/11440
1999 Journal Article 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)
- ARCA card: 10278/14605
1999 Book Article 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
- ARCA card: 10278/9138
1999 Book Article 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
- ARCA card: 10278/9139
1998 Article in Conference Proceedings BILLIO M; PELIZZON L. A Switching Volatility Approach to Estimate Value-at-Risk , Proceedings, Chicago Risk Management Conference, Convegno: Chicago Risk Management Conference, MAGGIO
- ARCA card: 10278/8602
1997 Book Article 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)
- ARCA card: 10278/9140
1994 Journal Article 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)
- ARCA card: 10278/14641

List of selected publications