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 5 15 264
An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil 0 1 2 243 5 13 28 700
Do market-based indicators anticipate rating agencies? Evidence for international banks 0 0 0 230 0 1 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 0 6 16 1,501
Recent estimates of sovereign risk premia for euro-area countries 0 0 1 216 2 4 22 567
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 25 1 11 14 126
Risk measures for autocorrelated hedge fund returns 0 0 0 71 0 6 12 316
Securitization and Bank Stability 0 0 0 162 0 2 7 373
The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds 0 0 0 53 1 3 5 165
The impact of sovereign credit risk on bank funding conditions 0 0 1 153 0 9 23 441
Total Working Papers 0 2 6 1,985 9 60 153 5,591


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 3 8 296
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 10 1 3 10 63
Total Journal Articles 0 0 0 95 1 6 22 369


Statistics updated 2026-06-04