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 0 137 4 6 15 264
An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil 1 1 2 243 6 9 25 695
Do market-based indicators anticipate rating agencies? Evidence for international banks 0 0 0 230 0 2 8 739
Estimating expectations of shocks using option prices 0 0 0 110 0 0 3 399
Financial sector pro-cyclicality: lessons from the crisis 0 1 2 585 1 8 16 1,501
Recent estimates of sovereign risk premia for euro-area countries 0 0 1 216 2 5 21 565
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 25 8 11 13 125
Risk measures for autocorrelated hedge fund returns 0 0 0 71 4 7 12 316
Securitization and Bank Stability 0 0 0 162 1 3 7 373
The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds 0 0 0 53 1 2 4 164
The impact of sovereign credit risk on bank funding conditions 0 1 1 153 6 14 23 441
Total Working Papers 1 3 6 1,985 33 67 147 5,582


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 5 10
Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks 0 0 0 83 2 5 8 296
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 10 1 6 9 62
Total Journal Articles 0 0 0 95 3 11 22 368


Statistics updated 2026-05-06