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 1 9 11 259
An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil 0 1 1 242 1 11 19 687
Do market-based indicators anticipate rating agencies? Evidence for international banks 0 0 0 230 1 5 10 738
Estimating expectations of shocks using option prices 0 0 0 110 0 3 3 399
Financial sector pro-cyclicality: lessons from the crisis 0 1 1 584 2 9 10 1,495
Recent estimates of sovereign risk premia for euro-area countries 0 0 1 216 3 13 19 563
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 25 1 3 3 115
Risk measures for autocorrelated hedge fund returns 0 0 0 71 1 5 6 310
Securitization and Bank Stability 0 0 0 162 1 4 6 371
The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds 0 0 0 53 0 0 3 162
The impact of sovereign credit risk on bank funding conditions 1 1 3 153 5 7 16 432
Total Working Papers 1 3 7 1,983 16 69 106 5,531


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 3 5 10
Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks 0 0 0 83 2 3 5 293
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 10 4 6 7 60
Total Journal Articles 0 0 0 95 6 12 17 363


Statistics updated 2026-03-04