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 1 3 134 0 4 13 241
An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil 0 1 4 236 3 6 14 655
Do market-based indicators anticipate rating agencies? Evidence for international banks 0 0 0 229 0 0 0 725
Estimating expectations of shocks using option prices 0 0 0 110 0 0 0 396
Financial sector pro-cyclicality: lessons from the crisis 0 0 3 582 0 0 6 1,479
Recent estimates of sovereign risk premia for euro-area countries 1 1 8 212 2 4 16 531
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 2 25 0 0 2 110
Risk measures for autocorrelated hedge fund returns 0 0 0 70 1 1 2 301
Securitization and Bank Stability 0 0 0 162 0 1 3 362
The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds 0 0 0 52 0 0 2 150
The impact of sovereign credit risk on bank funding conditions 1 3 5 146 4 6 16 396
Total Working Papers 2 6 25 1,958 10 22 74 5,346


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 2 0 0 1 5
Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks 0 0 0 83 0 0 0 288
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 10 0 0 0 52
Total Journal Articles 0 0 1 95 0 0 1 345


Statistics updated 2023-05-07