Članci s nalozima za javni pristup - Loriana PelizzonSaznajte više
Nije dostupno nigdje: 1
Hedge Fund Tail Risk: An Investigation in Stressed Markets
M Billio, L Frattarolo, L Pelizzon
The Journal of Alternative Investments 18 (4), 109, 2016
Nalozi: Government of Italy
Dostupno negdje: 26
The COVID-19 shock and equity shortfall: Firm-level evidence from Italy
E Carletti, T Oliviero, M Pagano, L Pelizzon, MG Subrahmanyam
The Review of Corporate Finance Studies 9 (3), 534-568, 2020
Nalozi: Volkswagen Foundation, Government of Italy
Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?
L Pelizzon, MG Subrahmanyam, D Tomio, J Uno
Journal of Financial Economics 122 (1), 86-115, 2016
Nalozi: Danish National Research Foundation, Government of Italy
Mutual excitation in Eurozone sovereign CDS
Y Aït-Sahalia, RJA Laeven, L Pelizzon
Journal of econometrics 183 (2), 151-167, 2014
Nalozi: Government of Italy
Portfolio similarity and asset liquidation in the insurance industry
G Girardi, KW Hanley, S Nikolova, L Pelizzon, MG Sherman
Journal of Financial Economics 142 (1), 69-96, 2021
Nalozi: US National Science Foundation
Machine learning sentiment analysis, COVID-19 news and stock market reactions
M Costola, O Hinz, M Nofer, L Pelizzon
Research in International Business and Finance 64, 101881, 2023
Nalozi: Volkswagen Foundation
Sovereign, bank and insurance credit spreads: Connectedness and system networks
M Billio, M Getmansky, D Gray, A Lo, RC Merton, L Pelizzon
Sloan School of Management Working Paper, Massachusetts Institute of Technology, 2013
Nalozi: Government of Italy
Nonstandard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
The Journal of Finance 79 (3), 2339-2390, 2024
Nalozi: Austrian Science Fund, Knut and Alice Wallenberg Foundation, Marcus and …
Collateral eligibility of corporate debt in the Eurosystem
L Pelizzon, M Riedel, Z Simon, MG Subrahmanyam
Journal of financial economics 153, 103777, 2024
Nalozi: Volkswagen Foundation
The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
M Billio, M Caporin, R Panzica, L Pelizzon
SAFE Working Paper, 2016
Nalozi: Government of Italy
Buildings’ energy efficiency and the probability of mortgage default: The Dutch case
M Billio, M Costola, L Pelizzon, M Riedel
The Journal of Real Estate Finance and Economics 65 (3), 419-450, 2022
Nalozi: European Commission
Central bank-driven mispricing
L Pelizzon, MG Subrahmanyam, D Tomio
SAFE Working Paper, 2024
Nalozi: Volkswagen Foundation
Corona and financial stability 4.0: implementing a European Pandemic Equity Fund
AWA Boot, E Carletti, HH Kotz, JP Krahnen, L Pelizzon, ...
SAFE Policy Letter, 2020
Nalozi: European Commission
Sovereign credit risk, liquidity and ECB intervention: Deus ex machina
L Pelizzon, MG Subrahmanyam, D Tomio, J Uno
AEA Annual Meeting Working Paper, 1-63, 2013
Nalozi: Government of Italy
The Corporate Debt Supply Effects of the Eurosystem’s Collateral Framework
L Pelizzon, M Riedel, Z Simon, M Subrahmanyan
Working Paper, 2020
Nalozi: Volkswagen Foundation
The pitfalls of central clearing in the presence of systematic risk
C Kubitza, L Pelizzon, M Getmansky Sherman
Nalozi: US National Science Foundation, German Research Foundation
Paying for market liquidity: Competition and incentives
M Bellia, L Pelizzon, MG Subrahmanyam, D Yuferova
Nalozi: German Research Foundation
Risk pooling, intermediation efficiency, and the business cycle
P Dindo, A Modena, L Pelizzon
Journal of Economic Dynamics and Control 144, 104500, 2022
Nalozi: German Research Foundation
Recovery from fast crashes: Role of mutual funds
R Jagannathan, L Pelizzon, E Schaumburg, MG Sherman, D Yuferova
Journal of financial markets 59, 100646, 2022
Nalozi: US National Science Foundation, German Research Foundation, Government of Italy
Do designated market makers provide liquidity during a flash crash?
M Bellia, K Christensen, A Kolokolov, L Pelizzon, R Renò
SAFE Working Paper, 2022
Nalozi: German Research Foundation, Government of Italy
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