Access Statistics for Antonio Di Cesare

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
A Survey of Systemic Risk Indicators 0 0 1 137 0 1 3 250
An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil 0 0 0 241 0 1 6 674
Do market-based indicators anticipate rating agencies? Evidence for international banks 0 0 0 230 0 0 3 731
Estimating expectations of shocks using option prices 0 0 0 110 0 0 0 396
Financial sector pro-cyclicality: lessons from the crisis 0 0 1 583 0 0 3 1,485
Recent estimates of sovereign risk premia for euro-area countries 0 0 1 216 0 2 7 550
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 25 0 0 0 112
Risk measures for autocorrelated hedge fund returns 0 0 0 71 0 1 1 305
Securitization and Bank Stability 0 0 0 162 0 1 4 367
The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds 0 0 0 53 2 2 6 162
The impact of sovereign credit risk on bank funding conditions 0 0 2 152 4 6 10 424
Total Working Papers 0 0 5 1,980 6 14 43 5,456


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simulation environment for discontinuous portfolio value processes 0 0 0 2 0 0 1 6
Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks 0 0 0 83 0 0 0 288
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 10 0 0 1 54
Total Journal Articles 0 0 0 95 0 0 2 348


Statistics updated 2025-11-08