| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "Predatory" margins and the regulation and supervision of central counterparty clearing houses (CCPs) |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
174 |
| A meta-measure of performance related to both investors and investments characteristics |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
| A meta-measure of performance related to both investors and investments characteristics |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
34 |
| Are Household Portfolios Efficient? An Analysis Conditional on Housing |
0 |
0 |
0 |
114 |
0 |
1 |
1 |
338 |
| Are Household Portfolios Efficient? An Analysis Conditional on Housing |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
349 |
| Are Household Portfolios Efficient? An Analysis Conditional on Housing |
0 |
0 |
0 |
107 |
0 |
1 |
1 |
363 |
| Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case |
0 |
0 |
1 |
38 |
0 |
1 |
3 |
114 |
| Buildings' energy efficiency and the probability of mortgage default: The Dutch case |
0 |
0 |
0 |
49 |
0 |
1 |
1 |
43 |
| CDS Industrial Sector Indices, credit and liquidity risk |
0 |
0 |
0 |
66 |
0 |
1 |
1 |
224 |
| Central bank-driven mispricing |
1 |
1 |
2 |
75 |
2 |
2 |
5 |
231 |
| Collateral eligibility of corporate debt in the Eurosystem |
0 |
0 |
5 |
58 |
0 |
1 |
13 |
127 |
| Coming early to the party |
1 |
1 |
2 |
22 |
1 |
2 |
4 |
69 |
| Coming early to the party |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
49 |
| Corona and banking: A financial crisis in slow motion? An evaluation of the policy options |
0 |
0 |
0 |
28 |
0 |
1 |
2 |
41 |
| Corona and financial stability 2.0: Act jointly now, but also think about tomorrow |
0 |
0 |
0 |
13 |
0 |
2 |
2 |
39 |
| Corona and financial stability 3.0: Try equity - risk sharing for companies, large and small |
0 |
0 |
0 |
24 |
0 |
1 |
1 |
64 |
| Corona and financial stability 4.0: Implementing a european pandemic equity fund |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
110 |
| Credit Derivatives, Capital Requirements and Opaque OTC Markets |
0 |
0 |
0 |
166 |
0 |
0 |
1 |
474 |
| Credit Derivatives: Capital Requirements and Strategic Contracting |
0 |
0 |
0 |
239 |
0 |
0 |
0 |
679 |
| Credit scoring in SME asset-backed securities: An Italian case study |
0 |
0 |
0 |
35 |
0 |
0 |
4 |
56 |
| Creditworthiness and buildings' energy efficiency in the Italian mortgage market |
0 |
0 |
1 |
11 |
2 |
3 |
12 |
33 |
| Crises and Hedge Fund Risk |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
11 |
| Crisis and Hedge Fund Risk |
0 |
0 |
0 |
459 |
0 |
0 |
0 |
1,127 |
| Deciphering the Libor and Euribor Spreads during the subprime crisis |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
207 |
| Designated Market Makers: Competition and Incentives |
0 |
0 |
1 |
47 |
1 |
2 |
7 |
96 |
| Designing a rational sanctioning strategy |
0 |
0 |
2 |
14 |
0 |
0 |
5 |
23 |
| Diversification and Ownership Concentration |
0 |
0 |
0 |
96 |
0 |
0 |
0 |
413 |
| Diversification and Ownership Concentration |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
381 |
| Diversification and ownership concentration |
0 |
0 |
0 |
111 |
0 |
0 |
0 |
423 |
| Do designated market makers provide liquidity during a flash crash? |
0 |
0 |
2 |
42 |
0 |
3 |
10 |
109 |
| Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
188 |
| Does monetary policy impact international market co-movements? |
0 |
0 |
0 |
43 |
2 |
2 |
4 |
84 |
| Dynamic Risk Exposure in Hedge Funds |
0 |
0 |
0 |
290 |
0 |
0 |
0 |
900 |
| Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors |
0 |
2 |
2 |
379 |
2 |
4 |
17 |
927 |
| Econometric Measures of Systemic Risk in the Finance and Insurance Sectors |
0 |
1 |
4 |
386 |
0 |
1 |
8 |
1,064 |
| Efficient Portfolios when Housing Needs Change over the Life-Cycle |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
232 |
| Efficient Portfolios when Housing Needs Change over the Life-Cycle |
0 |
0 |
0 |
97 |
0 |
2 |
5 |
387 |
| Financial stability in the EU: A case for micro data transparency |
0 |
0 |
0 |
29 |
1 |
1 |
1 |
76 |
| Global realignment in financial market dynamics: Evidence from ETF networks |
0 |
0 |
1 |
54 |
1 |
2 |
10 |
89 |
| Hedge Fund Tail Risk: An investigation in stressed markets, extended version with appendix |
0 |
0 |
4 |
69 |
0 |
0 |
5 |
145 |
| How does P2P lending fit into the consumer credit market? |
1 |
2 |
6 |
270 |
2 |
7 |
27 |
830 |
| How has sovereign bond market liquidity changed? An illiquidity spillover analysis |
0 |
0 |
0 |
61 |
0 |
4 |
6 |
296 |
| Impact of public news sentiment on stock market index return and volatility |
0 |
0 |
3 |
31 |
1 |
3 |
16 |
62 |
| Inside the ESG Ratings: (Dis)agreement and performance |
0 |
1 |
5 |
228 |
1 |
3 |
22 |
838 |
| Inside the ESG ratings: (Dis)agreement and performance |
0 |
0 |
2 |
70 |
0 |
2 |
13 |
225 |
| Is there a "retail challenge" to banks' resolvability? What do we know about the holders of bail-inable securities in the Banking Union? |
1 |
1 |
1 |
8 |
1 |
1 |
2 |
17 |
| Italian Equity Funds: Efficiency and Performance Persistence |
0 |
0 |
1 |
52 |
0 |
0 |
3 |
218 |
| Italian Equity Funds: Efficiency and Performance Persistence |
0 |
0 |
0 |
128 |
0 |
1 |
2 |
335 |
| Lighting up the dark: Liquidity in the German corporate bond market |
0 |
0 |
0 |
19 |
0 |
1 |
6 |
30 |
| Lighting up the dark: Liquidity in the German corporate bond market |
0 |
0 |
1 |
53 |
0 |
0 |
2 |
150 |
| Liquidity Coinsurance and Bank Capital |
0 |
0 |
1 |
56 |
0 |
0 |
1 |
159 |
| Liquidity coinsurance and bank capital |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
144 |
| Liquidity coinsurance and bank capital |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
30 |
| Loss Sharing in Central Clearinghouses: Winners and Losers |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
17 |
| Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods |
0 |
0 |
1 |
25 |
0 |
2 |
9 |
76 |
| Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periods |
0 |
0 |
0 |
43 |
0 |
0 |
5 |
131 |
| Machine learning sentiment analysis, Covid-19 news and stock market reactions |
0 |
0 |
0 |
113 |
2 |
3 |
7 |
290 |
| Market impact of government communication: The case of presidential tweets |
0 |
1 |
2 |
32 |
1 |
3 |
9 |
66 |
| Market volatility, optimal portfolios and naive asset allocations |
0 |
0 |
0 |
65 |
0 |
2 |
2 |
216 |
| Measuring Sovereign Contagion in Europe |
0 |
0 |
0 |
133 |
0 |
0 |
0 |
290 |
| Measuring Sovereign Contagion in Europe |
0 |
0 |
0 |
124 |
0 |
0 |
1 |
201 |
| Measuring sovereign contagion in Europe |
0 |
0 |
0 |
257 |
0 |
0 |
0 |
643 |
| Measuring sovereign contagion in Europe |
0 |
0 |
0 |
59 |
0 |
1 |
2 |
165 |
| Mutual excitation in eurozone sovereign CDS |
0 |
0 |
0 |
58 |
0 |
1 |
2 |
187 |
| Networks in risk spillovers: A multivariate GARCH perspective |
0 |
0 |
1 |
45 |
0 |
1 |
3 |
66 |
| Networks in risk spillovers: A multivariate GARCH perspective |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
117 |
| Networks in risk spillovers: a multivariate GARCH perspective |
0 |
0 |
0 |
109 |
0 |
0 |
1 |
298 |
| Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data |
0 |
0 |
1 |
171 |
0 |
1 |
2 |
366 |
| Non-Standard Errors |
2 |
2 |
3 |
44 |
5 |
12 |
52 |
438 |
| Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises |
0 |
0 |
1 |
34 |
0 |
0 |
5 |
80 |
| OTC discount |
0 |
0 |
1 |
34 |
0 |
2 |
9 |
154 |
| OTC discount |
0 |
0 |
1 |
24 |
2 |
4 |
11 |
67 |
| P2P lenders versus banks: Cream skimming or bottom fishing? |
0 |
0 |
2 |
254 |
2 |
3 |
15 |
679 |
| Phase-Locking and Switching Volatility in Hedge Funds |
0 |
0 |
0 |
156 |
1 |
2 |
7 |
672 |
| Pillar 1 vs. Pillar 2 Under Risk Management |
0 |
0 |
1 |
361 |
0 |
1 |
10 |
1,337 |
| Pitfalls of central clearing in the presence of systematic risk |
0 |
0 |
2 |
21 |
0 |
1 |
4 |
126 |
| Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure |
0 |
0 |
0 |
90 |
1 |
1 |
4 |
279 |
| Portfolio Similarity and Asset Liquidation in the Insurance Industry |
0 |
1 |
2 |
41 |
1 |
2 |
9 |
105 |
| Portfolio similarity and asset liquidation in the insurance industry |
0 |
0 |
0 |
60 |
0 |
1 |
4 |
142 |
| Price and liquidity discovery in European sovereign bonds and futures |
0 |
1 |
1 |
24 |
0 |
1 |
6 |
34 |
| Priorities for the CMU agenda |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
18 |
| Recovery from fast crashes: Role of mutual funds |
0 |
0 |
1 |
33 |
0 |
0 |
1 |
58 |
| Resiliency: Cross-venue dynamics with Hawkes processes |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
15 |
| Risk Pooling, Leverage, and the Business Cycle |
0 |
0 |
0 |
99 |
0 |
3 |
4 |
337 |
| Risk Pooling, Leverage, and the Business Cycle |
0 |
0 |
0 |
31 |
0 |
1 |
3 |
74 |
| Risk pooling, leverage, and the business cycle |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
28 |
| Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan |
0 |
1 |
3 |
60 |
0 |
1 |
6 |
202 |
| Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina? |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
211 |
| Stock Market Returns, Corporate Governance and Capital Market Equilibrium |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
289 |
| Stock Market Returns, Corporate Governance and Capital Market Equilibrium |
0 |
0 |
1 |
40 |
0 |
1 |
2 |
96 |
| Stock Price Crashes: Role of Slow-Moving Capital |
0 |
0 |
0 |
23 |
0 |
1 |
3 |
75 |
| Sustainable finance: A journey toward ESG and climate risk |
0 |
0 |
12 |
98 |
3 |
5 |
35 |
170 |
| The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
88 |
| The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
66 |
| The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
47 |
| The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy |
1 |
4 |
8 |
296 |
1 |
15 |
41 |
927 |
| The COVID-19 shock and equity shortfall: Firm-level evidence from Italy |
0 |
0 |
0 |
19 |
2 |
2 |
3 |
43 |
| The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
7 |
| The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times |
0 |
0 |
1 |
18 |
0 |
2 |
11 |
65 |
| The Coronavirus and financial stability |
0 |
0 |
6 |
257 |
0 |
0 |
19 |
694 |
| The Impact of the Monetary Policy Interventions on the Insurance Industry |
0 |
0 |
1 |
138 |
3 |
3 |
9 |
806 |
| The Salience of ESG Ratings for Stock Pricing: Evidence From (Potentially) Confused Investors |
0 |
0 |
3 |
23 |
1 |
1 |
7 |
54 |
| The anatomy of the euro area interest rate swap market |
1 |
1 |
1 |
39 |
2 |
2 |
3 |
186 |
| The anatomy of the euro area interest rate swap market |
0 |
0 |
2 |
38 |
0 |
1 |
3 |
53 |
| The carrot and the stick: Bank bailouts and the disciplining role of board appointments |
0 |
1 |
1 |
10 |
0 |
2 |
5 |
35 |
| The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
15 |
| The demand for central clearing: To clear or not to clear, that is the question |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
127 |
| The demand for central clearing: to clear or not to clear, that is the question |
0 |
0 |
1 |
15 |
0 |
2 |
5 |
96 |
| The impact of monetary policy iInterventions on the insurance industry |
0 |
0 |
0 |
70 |
1 |
2 |
7 |
274 |
| The impact of network connectivity on factor exposures, asset pricing and portfolio diversification |
0 |
0 |
0 |
90 |
0 |
0 |
5 |
340 |
| The pitfalls of central clearing in the presence of systematic risk |
0 |
0 |
0 |
9 |
0 |
3 |
4 |
41 |
| The salience of ESG ratings for stock pricing: Evidence from (potentially) confused investors |
1 |
3 |
8 |
109 |
1 |
6 |
22 |
266 |
| What are the main factors for the subdued profitability of significant banks in the Banking Union, and is the ECB's supervisory response conclusive and exhaustive? A critical assessment of the 2018 SSM report on bank profitability and business models |
0 |
0 |
0 |
9 |
0 |
0 |
4 |
38 |
| What are the wider supervisory implications of the Wirecard case? |
0 |
0 |
7 |
41 |
3 |
7 |
26 |
135 |
| Will video kill the radio star? Digitalisation and the future of banking |
1 |
1 |
5 |
43 |
1 |
1 |
11 |
67 |
| Total Working Papers |
10 |
25 |
128 |
8,934 |
50 |
163 |
669 |
27,118 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Time-Varying Performance Evaluation of Hedge Fund Strategies through Aggregation |
0 |
0 |
1 |
79 |
1 |
1 |
5 |
192 |
| A meta-measure of performance related to both investors and investments characteristics |
0 |
0 |
1 |
3 |
0 |
0 |
3 |
11 |
| Are Household Portfolios Efficient? an Analysis Conditional on Housing |
0 |
0 |
1 |
63 |
0 |
0 |
2 |
189 |
| Bank credit to medium-sized enterprises in Italy: the trends before and during the crisis |
1 |
1 |
1 |
26 |
1 |
1 |
2 |
97 |
| Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case |
0 |
0 |
1 |
4 |
1 |
4 |
10 |
22 |
| Contagion and interdependence in stock markets: Have they been misdiagnosed? |
0 |
0 |
1 |
235 |
0 |
0 |
3 |
534 |
| Credit Scoring in SME Asset-Backed Securities: An Italian Case Study |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
96 |
| Credit derivatives, capital requirements and opaque OTC markets |
0 |
0 |
0 |
74 |
0 |
0 |
3 |
319 |
| Deciphering the Libor and Euribor Spreads during the subprime crisis |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
59 |
| Diversification and ownership concentration |
0 |
0 |
0 |
51 |
0 |
0 |
2 |
201 |
| Dynamic risk exposures in hedge funds |
0 |
0 |
1 |
39 |
1 |
2 |
3 |
129 |
| Econometric measures of connectedness and systemic risk in the finance and insurance sectors |
8 |
9 |
44 |
655 |
13 |
27 |
116 |
2,017 |
| Efficient portfolios when housing needs change over the life cycle |
0 |
0 |
0 |
52 |
2 |
2 |
6 |
218 |
| Inside the ESG ratings: (Dis)agreement and performance |
0 |
0 |
5 |
38 |
2 |
5 |
29 |
130 |
| Interconnectedness and systemic risk: hedge funds, banks, insurance companies |
0 |
0 |
1 |
81 |
0 |
0 |
3 |
173 |
| La Style Analysis nel mercato azionario italiano |
0 |
0 |
1 |
23 |
0 |
1 |
3 |
86 |
| La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati |
0 |
0 |
1 |
44 |
0 |
0 |
1 |
174 |
| Liquidity Coinsurance and Bank Capital |
0 |
0 |
0 |
26 |
0 |
0 |
2 |
117 |
| Measuring sovereign contagion in Europe |
0 |
1 |
5 |
46 |
0 |
1 |
8 |
189 |
| Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market |
0 |
0 |
1 |
21 |
0 |
0 |
2 |
47 |
| Mutual excitation in Eurozone sovereign CDS |
0 |
0 |
0 |
47 |
1 |
2 |
5 |
145 |
| P2P Lenders versus Banks: Cream Skimming or Bottom Fishing? |
0 |
0 |
2 |
3 |
1 |
2 |
7 |
23 |
| Portfolio similarity and asset liquidation in the insurance industry |
0 |
0 |
2 |
20 |
3 |
6 |
20 |
84 |
| Recovery from fast crashes: Role of mutual funds |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| Relative benchmark rating and persistence analysis: Evidence from Italian equity funds |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
74 |
| Risk pooling, intermediation efficiency, and the business cycle |
0 |
0 |
1 |
4 |
0 |
0 |
3 |
14 |
| Short Selling – On Ethics, Politics, and Culture |
0 |
1 |
4 |
18 |
0 |
1 |
7 |
37 |
| Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? |
0 |
0 |
1 |
80 |
1 |
2 |
7 |
295 |
| The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
16 |
| Value-at-Risk: a multivariate switching regime approach |
0 |
0 |
0 |
387 |
1 |
2 |
6 |
931 |
| Volatility and shocks spillover before and after EMU in European stock markets |
0 |
0 |
0 |
156 |
2 |
2 |
10 |
440 |
| Total Journal Articles |
9 |
12 |
75 |
2,315 |
30 |
62 |
273 |
7,066 |
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