Access Statistics for Simone Varotto

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Agency Incentives and Reputational Distortions: a Comparison of the Effectiveness of Value-at-Risk and Pre-commitment in Regulating Market Risk 2 4 9 268 6 9 38 951
Credit Risk Diversification 0 0 12 19 0 2 20 41
Credit risk diversification: evidence from the eurobond market 0 5 31 283 0 7 59 655
Ex Ante Versus Ex Post Regulation of Bank Capital 1 1 9 77 7 18 51 262
Ex Ante Versus Ex Post Regulation of Bank Capital 2 2 23 140 8 13 129 619
Ex Ante versus Ex Post Regulation of Bank Capital 0 1 4 6 1 4 26 38
Predicting Agency Rating Migrations with Spread Implied Ratings 3 5 38 70 15 28 117 188
Ratings versus equity-based credit risk modelling: an empirical analysis 10 19 95 1,008 19 33 161 1,737
Stability of ratings transitions 15 39 141 764 22 58 210 1,168
Total Working Papers 33 76 362 2,635 78 172 811 5,659


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Ratings-based credit risk modelling: An empirical analysis 1 1 8 19 5 7 20 43
Stability of rating transitions 11 20 55 454 18 33 101 705
Timeliness of Spread Implied Ratings 1 9 19 19 2 13 27 27
Value at risk and precommitment: approaches to market risk regulation 3 3 17 191 6 9 39 476
Total Journal Articles 16 33 99 683 31 62 187 1,251


Statistics updated 2009-11-04