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 4 4 7 254
An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil 0 0 0 241 4 6 12 680
Do market-based indicators anticipate rating agencies? Evidence for international banks 0 0 0 230 0 2 5 733
Estimating expectations of shocks using option prices 0 0 0 110 1 1 1 397
Financial sector pro-cyclicality: lessons from the crisis 1 1 2 584 2 3 6 1,488
Recent estimates of sovereign risk premia for euro-area countries 0 0 1 216 1 1 7 551
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 25 0 0 0 112
Risk measures for autocorrelated hedge fund returns 0 0 0 71 0 0 1 305
Securitization and Bank Stability 0 0 0 162 0 0 2 367
The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds 0 0 0 53 0 2 4 162
The impact of sovereign credit risk on bank funding conditions 0 0 2 152 0 5 10 425
Total Working Papers 1 1 6 1,981 12 24 55 5,474


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 2 3 4 9
Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks 0 0 0 83 1 3 3 291
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 10 0 0 1 54
Total Journal Articles 0 0 0 95 3 6 8 354


Statistics updated 2026-01-09