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 2 2 2 139 3 4 18 268
An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil 1 2 4 245 2 6 34 708
Do market-based indicators anticipate rating agencies? Evidence for international banks 0 0 0 230 2 3 12 743
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 0 17 1,502
Recent estimates of sovereign risk premia for euro-area countries 0 1 1 217 0 4 22 572
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 25 0 2 16 128
Risk measures for autocorrelated hedge fund returns 0 0 1 72 0 0 12 317
Securitization and Bank Stability 0 0 0 162 0 0 6 373
The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds 0 0 0 53 0 0 5 165
The impact of sovereign credit risk on bank funding conditions 1 2 3 155 1 3 26 446
Total Working Papers 4 7 13 1,993 8 22 171 5,621


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 1 5 11
Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks 0 0 0 83 0 0 9 297
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 10 0 0 9 63
Total Journal Articles 0 0 0 95 0 1 23 371


Statistics updated 2026-10-11