| 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 |
1 |
175 |
| A meta-measure of performance related to both investors and investments characteristics |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
34 |
| A meta-measure of performance related to both investors and investments characteristics |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
7 |
| Are Household Portfolios Efficient? An Analysis Conditional on Housing |
0 |
0 |
0 |
107 |
1 |
2 |
3 |
365 |
| Are Household Portfolios Efficient? An Analysis Conditional on Housing |
0 |
0 |
0 |
114 |
2 |
2 |
4 |
341 |
| Are Household Portfolios Efficient? An Analysis Conditional on Housing |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
349 |
| Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case |
0 |
0 |
0 |
38 |
2 |
4 |
6 |
118 |
| Buildings' energy efficiency and the probability of mortgage default: The Dutch case |
0 |
0 |
0 |
49 |
2 |
4 |
6 |
48 |
| CDS Industrial Sector Indices, credit and liquidity risk |
0 |
0 |
0 |
66 |
2 |
3 |
5 |
228 |
| Central bank-driven mispricing |
0 |
0 |
3 |
76 |
0 |
0 |
5 |
232 |
| Collateral eligibility of corporate debt in the Eurosystem |
0 |
0 |
0 |
58 |
1 |
2 |
7 |
130 |
| Coming early to the party |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
49 |
| Coming early to the party |
0 |
0 |
1 |
22 |
1 |
1 |
4 |
70 |
| Corona and banking: A financial crisis in slow motion? An evaluation of the policy options |
0 |
0 |
0 |
28 |
1 |
3 |
4 |
44 |
| Corona and financial stability 2.0: Act jointly now, but also think about tomorrow |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
39 |
| Corona and financial stability 3.0: Try equity - risk sharing for companies, large and small |
0 |
0 |
0 |
24 |
2 |
2 |
4 |
67 |
| Corona and financial stability 4.0: Implementing a european pandemic equity fund |
0 |
0 |
0 |
26 |
1 |
1 |
2 |
111 |
| Credit Derivatives, Capital Requirements and Opaque OTC Markets |
0 |
0 |
0 |
166 |
0 |
0 |
0 |
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 |
2 |
2 |
4 |
59 |
| Creditworthiness and buildings' energy efficiency in the Italian mortgage market |
0 |
0 |
0 |
11 |
1 |
2 |
8 |
36 |
| Crises and Hedge Fund Risk |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
12 |
| Crisis and Hedge Fund Risk |
0 |
0 |
0 |
459 |
1 |
2 |
4 |
1,131 |
| Deciphering the Libor and Euribor Spreads during the subprime crisis |
0 |
1 |
1 |
59 |
1 |
3 |
5 |
211 |
| Designated Market Makers: Competition and Incentives |
0 |
0 |
0 |
47 |
0 |
1 |
5 |
99 |
| Designing a rational sanctioning strategy |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
23 |
| Diversification and Ownership Concentration |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
381 |
| Diversification and Ownership Concentration |
0 |
0 |
0 |
96 |
3 |
3 |
4 |
417 |
| Diversification and ownership concentration |
0 |
0 |
0 |
111 |
0 |
0 |
2 |
425 |
| Do designated market makers provide liquidity during a flash crash? |
0 |
0 |
0 |
42 |
3 |
3 |
9 |
113 |
| Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets |
0 |
0 |
0 |
30 |
1 |
2 |
3 |
190 |
| Does monetary policy impact international market co-movements? |
0 |
0 |
0 |
43 |
0 |
1 |
7 |
88 |
| 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 |
0 |
3 |
380 |
4 |
5 |
17 |
934 |
| Econometric Measures of Systemic Risk in the Finance and Insurance Sectors |
0 |
1 |
3 |
388 |
5 |
9 |
15 |
1,076 |
| Efficient Portfolios when Housing Needs Change over the Life-Cycle |
0 |
0 |
0 |
97 |
1 |
1 |
5 |
390 |
| Efficient Portfolios when Housing Needs Change over the Life-Cycle |
0 |
0 |
0 |
45 |
1 |
1 |
1 |
233 |
| Financial stability in the EU: A case for micro data transparency |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
77 |
| Global realignment in financial market dynamics: Evidence from ETF networks |
0 |
0 |
1 |
54 |
1 |
1 |
5 |
90 |
| Hedge Fund Tail Risk: An investigation in stressed markets, extended version with appendix |
0 |
0 |
2 |
69 |
0 |
2 |
5 |
147 |
| How does P2P lending fit into the consumer credit market? |
1 |
1 |
7 |
273 |
1 |
2 |
20 |
837 |
| How has sovereign bond market liquidity changed? An illiquidity spillover analysis |
0 |
0 |
0 |
61 |
1 |
1 |
7 |
297 |
| Impact of public news sentiment on stock market index return and volatility |
1 |
1 |
1 |
32 |
2 |
3 |
13 |
69 |
| Inside the ESG Ratings: (Dis)agreement and performance |
0 |
0 |
3 |
229 |
0 |
1 |
10 |
842 |
| Inside the ESG ratings: (Dis)agreement and performance |
0 |
1 |
2 |
71 |
1 |
4 |
13 |
231 |
| Is there a "retail challenge" to banks' resolvability? What do we know about the holders of bail-inable securities in the Banking Union? |
0 |
0 |
1 |
8 |
1 |
1 |
2 |
18 |
| Italian Equity Funds: Efficiency and Performance Persistence |
0 |
0 |
0 |
52 |
0 |
3 |
5 |
223 |
| Italian Equity Funds: Efficiency and Performance Persistence |
0 |
0 |
0 |
128 |
1 |
2 |
5 |
339 |
| Lighting up the dark: Liquidity in the German corporate bond market |
0 |
0 |
1 |
53 |
0 |
2 |
5 |
153 |
| Lighting up the dark: Liquidity in the German corporate bond market |
0 |
0 |
1 |
20 |
0 |
0 |
5 |
31 |
| Liquidity Coinsurance and Bank Capital |
0 |
0 |
0 |
56 |
0 |
1 |
1 |
160 |
| Liquidity coinsurance and bank capital |
0 |
0 |
0 |
47 |
2 |
2 |
4 |
147 |
| Liquidity coinsurance and bank capital |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
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 |
1 |
1 |
2 |
26 |
1 |
2 |
10 |
80 |
| Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periods |
0 |
0 |
0 |
43 |
1 |
4 |
7 |
136 |
| Machine learning sentiment analysis, Covid-19 news and stock market reactions |
0 |
1 |
1 |
114 |
2 |
5 |
15 |
302 |
| Market impact of government communication: The case of presidential tweets |
0 |
1 |
5 |
35 |
2 |
3 |
13 |
73 |
| Market volatility, optimal portfolios and naive asset allocations |
0 |
0 |
0 |
65 |
0 |
0 |
2 |
216 |
| Measuring Sovereign Contagion in Europe |
0 |
0 |
0 |
133 |
0 |
1 |
3 |
293 |
| Measuring Sovereign Contagion in Europe |
0 |
0 |
0 |
124 |
1 |
1 |
2 |
202 |
| Measuring sovereign contagion in Europe |
0 |
0 |
0 |
59 |
0 |
0 |
2 |
165 |
| Measuring sovereign contagion in Europe |
0 |
0 |
0 |
257 |
0 |
0 |
0 |
643 |
| Mutual excitation in eurozone sovereign CDS |
0 |
0 |
0 |
58 |
2 |
3 |
6 |
191 |
| Networks in risk spillovers: A multivariate GARCH perspective |
0 |
0 |
0 |
41 |
2 |
2 |
2 |
119 |
| Networks in risk spillovers: A multivariate GARCH perspective |
0 |
0 |
0 |
45 |
2 |
2 |
4 |
69 |
| Networks in risk spillovers: a multivariate GARCH perspective |
0 |
0 |
0 |
109 |
2 |
2 |
3 |
301 |
| Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data |
0 |
0 |
0 |
171 |
1 |
2 |
5 |
370 |
| Non-Standard Errors |
0 |
0 |
2 |
44 |
0 |
6 |
31 |
446 |
| Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises |
0 |
0 |
0 |
34 |
0 |
0 |
4 |
81 |
| OTC discount |
0 |
0 |
1 |
24 |
1 |
3 |
11 |
71 |
| OTC discount |
0 |
0 |
1 |
34 |
3 |
3 |
8 |
157 |
| P2P lenders versus banks: Cream skimming or bottom fishing? |
2 |
3 |
4 |
258 |
3 |
11 |
18 |
691 |
| Phase-Locking and Switching Volatility in Hedge Funds |
0 |
0 |
0 |
156 |
1 |
5 |
8 |
677 |
| Pillar 1 vs. Pillar 2 Under Risk Management |
0 |
0 |
0 |
361 |
0 |
1 |
3 |
1,338 |
| Pitfalls of central clearing in the presence of systematic risk |
0 |
0 |
2 |
21 |
0 |
1 |
6 |
128 |
| Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure |
0 |
0 |
0 |
90 |
0 |
0 |
3 |
279 |
| Portfolio Similarity and Asset Liquidation in the Insurance Industry |
0 |
0 |
1 |
41 |
1 |
1 |
5 |
107 |
| Portfolio similarity and asset liquidation in the insurance industry |
0 |
0 |
0 |
60 |
1 |
2 |
3 |
144 |
| Price and liquidity discovery in European sovereign bonds and futures |
0 |
0 |
1 |
24 |
1 |
1 |
5 |
35 |
| Priorities for the CMU agenda |
0 |
0 |
0 |
8 |
1 |
3 |
3 |
21 |
| Recovery from fast crashes: Role of mutual funds |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
58 |
| Resiliency: Cross-venue dynamics with Hawkes processes |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
16 |
| Risk Pooling, Leverage, and the Business Cycle |
0 |
0 |
0 |
99 |
0 |
0 |
3 |
337 |
| Risk Pooling, Leverage, and the Business Cycle |
0 |
0 |
0 |
31 |
1 |
3 |
5 |
77 |
| Risk pooling, leverage, and the business cycle |
0 |
0 |
0 |
16 |
1 |
2 |
4 |
31 |
| Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan |
0 |
1 |
4 |
62 |
0 |
1 |
4 |
204 |
| Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina? |
0 |
0 |
0 |
79 |
2 |
2 |
2 |
213 |
| Stock Market Returns, Corporate Governance and Capital Market Equilibrium |
0 |
0 |
0 |
40 |
1 |
2 |
4 |
99 |
| Stock Market Returns, Corporate Governance and Capital Market Equilibrium |
0 |
1 |
1 |
80 |
0 |
1 |
3 |
292 |
| Stock Price Crashes: Role of Slow-Moving Capital |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
77 |
| Sustainable finance: A journey toward ESG and climate risk |
0 |
0 |
6 |
102 |
3 |
6 |
26 |
183 |
| The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy |
0 |
0 |
0 |
28 |
0 |
2 |
5 |
93 |
| The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy |
0 |
0 |
5 |
296 |
0 |
1 |
41 |
944 |
| The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy |
0 |
0 |
0 |
29 |
1 |
1 |
2 |
49 |
| The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy |
0 |
0 |
0 |
28 |
1 |
1 |
4 |
69 |
| The COVID-19 shock and equity shortfall: Firm-level evidence from Italy |
0 |
0 |
0 |
19 |
0 |
1 |
4 |
45 |
| The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
8 |
| The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times |
0 |
0 |
0 |
18 |
1 |
1 |
5 |
66 |
| The Coronavirus and financial stability |
1 |
1 |
1 |
258 |
2 |
5 |
9 |
700 |
| The Impact of the Monetary Policy Interventions on the Insurance Industry |
0 |
0 |
2 |
139 |
1 |
2 |
15 |
813 |
| The Salience of ESG Ratings for Stock Pricing: Evidence From (Potentially) Confused Investors |
0 |
0 |
1 |
23 |
0 |
0 |
3 |
55 |
| The anatomy of the euro area interest rate swap market |
0 |
0 |
1 |
38 |
0 |
1 |
4 |
55 |
| The anatomy of the euro area interest rate swap market |
0 |
0 |
1 |
39 |
2 |
2 |
7 |
191 |
| The carrot and the stick: Bank bailouts and the disciplining role of board appointments |
0 |
0 |
1 |
10 |
0 |
0 |
6 |
37 |
| The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times |
0 |
0 |
0 |
10 |
1 |
1 |
4 |
17 |
| The demand for central clearing: To clear or not to clear, that is the question |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
127 |
| The demand for central clearing: to clear or not to clear, that is the question |
0 |
0 |
1 |
15 |
1 |
2 |
5 |
98 |
| The impact of monetary policy iInterventions on the insurance industry |
0 |
0 |
0 |
70 |
0 |
0 |
3 |
275 |
| The impact of network connectivity on factor exposures, asset pricing and portfolio diversification |
0 |
0 |
0 |
90 |
2 |
2 |
3 |
342 |
| The pitfalls of central clearing in the presence of systematic risk |
0 |
0 |
0 |
9 |
0 |
1 |
5 |
42 |
| The salience of ESG ratings for stock pricing: Evidence from (potentially) confused investors |
1 |
1 |
4 |
110 |
2 |
4 |
17 |
274 |
| 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 |
1 |
2 |
40 |
| What are the wider supervisory implications of the Wirecard case? |
5 |
7 |
10 |
51 |
12 |
28 |
46 |
172 |
| Will video kill the radio star? Digitalisation and the future of banking |
0 |
0 |
3 |
43 |
0 |
1 |
7 |
68 |
| Total Working Papers |
12 |
22 |
91 |
8,975 |
111 |
223 |
686 |
27,488 |
| 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 |
0 |
0 |
5 |
195 |
| A meta-measure of performance related to both investors and investments characteristics |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
13 |
| Are Household Portfolios Efficient? an Analysis Conditional on Housing |
0 |
0 |
0 |
63 |
0 |
1 |
2 |
190 |
| Bank credit to medium-sized enterprises in Italy: the trends before and during the crisis |
0 |
0 |
1 |
26 |
0 |
0 |
2 |
97 |
| Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case |
0 |
0 |
0 |
4 |
4 |
6 |
12 |
29 |
| Contagion and interdependence in stock markets: Have they been misdiagnosed? |
0 |
0 |
1 |
235 |
0 |
1 |
3 |
535 |
| Credit Scoring in SME Asset-Backed Securities: An Italian Case Study |
0 |
0 |
0 |
15 |
1 |
3 |
4 |
99 |
| Credit derivatives, capital requirements and opaque OTC markets |
0 |
0 |
0 |
74 |
1 |
4 |
5 |
323 |
| Deciphering the Libor and Euribor Spreads during the subprime crisis |
0 |
1 |
1 |
11 |
0 |
1 |
1 |
60 |
| Diversification and ownership concentration |
0 |
0 |
0 |
51 |
0 |
0 |
2 |
202 |
| Dynamic risk exposures in hedge funds |
0 |
0 |
3 |
41 |
3 |
3 |
8 |
134 |
| Econometric measures of connectedness and systemic risk in the finance and insurance sectors |
2 |
13 |
39 |
673 |
14 |
46 |
136 |
2,093 |
| Efficient portfolios when housing needs change over the life cycle |
0 |
0 |
0 |
52 |
0 |
1 |
4 |
220 |
| Inside the ESG ratings: (Dis)agreement and performance |
1 |
4 |
6 |
43 |
3 |
10 |
31 |
150 |
| Interconnectedness and systemic risk: hedge funds, banks, insurance companies |
0 |
0 |
1 |
82 |
0 |
1 |
3 |
175 |
| La Style Analysis nel mercato azionario italiano |
0 |
0 |
1 |
23 |
0 |
0 |
3 |
86 |
| La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati |
0 |
0 |
1 |
44 |
0 |
1 |
2 |
175 |
| Liquidity Coinsurance and Bank Capital |
0 |
0 |
0 |
26 |
3 |
3 |
3 |
120 |
| Measuring sovereign contagion in Europe |
0 |
1 |
4 |
47 |
2 |
3 |
8 |
194 |
| Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market |
0 |
0 |
1 |
21 |
0 |
0 |
1 |
47 |
| Mutual excitation in Eurozone sovereign CDS |
0 |
0 |
0 |
47 |
2 |
2 |
5 |
148 |
| P2P Lenders versus Banks: Cream Skimming or Bottom Fishing? |
0 |
1 |
2 |
5 |
1 |
3 |
7 |
27 |
| Portfolio similarity and asset liquidation in the insurance industry |
0 |
0 |
0 |
20 |
0 |
2 |
16 |
92 |
| Recovery from fast crashes: Role of mutual funds |
0 |
1 |
1 |
1 |
0 |
1 |
2 |
9 |
| Relative benchmark rating and persistence analysis: Evidence from Italian equity funds |
0 |
0 |
1 |
12 |
1 |
1 |
4 |
78 |
| Risk pooling, intermediation efficiency, and the business cycle |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
14 |
| Short Selling – On Ethics, Politics, and Culture |
0 |
0 |
1 |
18 |
0 |
1 |
3 |
38 |
| Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? |
1 |
1 |
1 |
81 |
1 |
2 |
7 |
297 |
| The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy |
0 |
0 |
0 |
4 |
0 |
1 |
7 |
20 |
| Value-at-Risk: a multivariate switching regime approach |
0 |
0 |
0 |
387 |
0 |
0 |
4 |
932 |
| Volatility and shocks spillover before and after EMU in European stock markets |
0 |
0 |
1 |
157 |
2 |
3 |
8 |
445 |
| Total Journal Articles |
4 |
22 |
68 |
2,349 |
39 |
101 |
301 |
7,237 |
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