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 0 0 15 264
An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil 0 0 2 243 1 8 30 703
Do market-based indicators anticipate rating agencies? Evidence for international banks 0 0 0 230 0 1 9 740
Estimating expectations of shocks using option prices 0 0 0 110 0 0 3 399
Financial sector pro-cyclicality: lessons from the crisis 0 0 2 585 0 1 17 1,502
Recent estimates of sovereign risk premia for euro-area countries 1 1 1 217 3 6 23 571
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 25 0 1 14 126
Risk measures for autocorrelated hedge fund returns 0 1 1 72 0 1 13 317
Securitization and Bank Stability 0 0 0 162 0 0 7 373
The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds 0 0 0 53 0 1 5 165
The impact of sovereign credit risk on bank funding conditions 0 0 1 153 0 2 25 443
Total Working Papers 1 2 7 1,987 4 21 161 5,603


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 4 10
Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks 0 0 0 83 0 1 9 297
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 10 0 1 9 63
Total Journal Articles 0 0 0 95 0 2 22 370


Statistics updated 2026-08-07