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 1 2 17 114 5 11 52 187
An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil 1 1 4 226 2 3 18 624
Do market-based indicators anticipate rating agencies? Evidence for international banks 0 0 1 227 1 2 9 720
Estimating expectations of shocks using option prices 0 0 0 110 1 1 5 394
Financial sector pro-cyclicality: lessons from the crisis 0 1 8 574 4 7 50 1,438
Recent estimates of sovereign risk premia for euro-area countries 0 1 10 192 3 6 40 487
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 23 0 0 1 106
Risk measures for autocorrelated hedge fund returns 0 0 0 67 0 0 0 283
Securitization and Bank Stability 0 0 0 161 2 3 7 354
The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds 0 0 2 51 1 2 10 144
The impact of sovereign credit risk on bank funding conditions 0 0 1 136 1 3 20 360
Total Working Papers 2 5 43 1,881 20 38 212 5,097


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 1 1 0 0 2 3
Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks 0 0 0 83 1 1 3 284
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 9 0 0 2 46
Total Journal Articles 0 0 1 93 1 1 7 333


Statistics updated 2021-01-03