Access Statistics for Loriana Pelizzon

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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 1 174
A meta-measure of performance related to both investors and investments characteristics 0 0 0 0 0 0 1 32
A meta-measure of performance related to both investors and investments characteristics 0 0 0 0 0 1 2 5
Are Household Portfolios Efficient? An Analysis Conditional on Housing 0 0 0 114 0 0 3 337
Are Household Portfolios Efficient? An Analysis Conditional on Housing 0 0 0 89 0 0 1 349
Are Household Portfolios Efficient? An Analysis Conditional on Housing 0 0 0 107 0 0 1 362
Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 1 1 2 38 1 1 10 112
Buildings' energy efficiency and the probability of mortgage default: The Dutch case 0 0 1 49 0 0 4 42
CDS Industrial Sector Indices, credit and liquidity risk 0 0 0 66 0 0 0 223
Central bank-driven mispricing 0 1 3 73 0 1 3 226
Collateral eligibility of corporate debt in the Eurosystem 1 2 7 55 3 7 17 120
Coming early to the party 0 0 0 21 0 0 0 48
Coming early to the party 1 2 2 21 1 2 3 66
Corona and banking: A financial crisis in slow motion? An evaluation of the policy options 0 0 1 28 0 0 2 39
Corona and financial stability 2.0: Act jointly now, but also think about tomorrow 0 0 0 13 0 0 0 37
Corona and financial stability 3.0: Try equity - risk sharing for companies, large and small 0 0 0 24 0 0 0 63
Corona and financial stability 4.0: Implementing a european pandemic equity fund 0 0 0 26 0 0 1 109
Credit Derivatives, Capital Requirements and Opaque OTC Markets 0 0 0 166 0 0 0 473
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 52
Creditworthiness and buildings' energy efficiency in the Italian mortgage market 0 1 5 11 0 2 9 23
Crises and Hedge Fund Risk 0 0 0 2 1 4 5 9
Crisis and Hedge Fund Risk 0 0 0 459 0 0 2 1,127
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 0 58 0 0 0 206
Designated Market Makers: Competition and Incentives 1 1 2 47 1 1 4 90
Designing a rational sanctioning strategy 0 0 0 12 0 1 2 19
Diversification and Ownership Concentration 0 0 0 96 0 0 0 413
Diversification and Ownership Concentration 0 0 0 70 0 0 2 381
Diversification and ownership concentration 0 0 0 111 0 0 0 423
Do designated market makers provide liquidity during a flash crash? 0 0 0 40 0 3 9 101
Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets 0 0 1 30 0 0 3 186
Does monetary policy impact international market co-movements? 0 0 0 43 0 0 1 80
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 1 5 377 0 4 12 912
Econometric Measures of Systemic Risk in the Finance and Insurance Sectors 0 1 4 382 1 4 21 1,058
Efficient Portfolios when Housing Needs Change over the Life-Cycle 0 0 1 97 0 3 5 383
Efficient Portfolios when Housing Needs Change over the Life-Cycle 0 0 1 45 0 1 4 232
Financial stability in the EU: A case for micro data transparency 0 0 1 29 0 0 1 75
Global realignment in financial market dynamics: Evidence from ETF networks 0 0 2 53 2 5 8 83
Hedge Fund Tail Risk: An investigation in stressed markets, extended version with appendix 0 0 3 65 0 0 3 140
How does P2P lending fit into the consumer credit market? 0 2 12 265 2 10 37 810
How has sovereign bond market liquidity changed? An illiquidity spillover analysis 0 0 3 61 0 0 7 290
Impact of public news sentiment on stock market index return and volatility 1 1 4 29 3 5 14 51
Inside the ESG Ratings: (Dis)agreement and performance 0 2 6 225 3 8 36 824
Inside the ESG ratings: (Dis)agreement and performance 0 1 6 68 1 4 21 214
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 0 7 0 2 7 15
Italian Equity Funds: Efficiency and Performance Persistence 1 1 1 52 1 1 7 216
Italian Equity Funds: Efficiency and Performance Persistence 0 0 0 128 0 0 0 333
Lighting up the dark: Liquidity in the German corporate bond market 0 0 1 52 0 2 8 148
Lighting up the dark: Liquidity in the German corporate bond market 0 0 2 19 0 0 5 24
Liquidity Coinsurance and Bank Capital 0 0 0 55 0 0 1 158
Liquidity coinsurance and bank capital 0 0 0 2 0 1 1 30
Liquidity coinsurance and bank capital 0 0 0 47 0 0 1 143
Loss Sharing in Central Clearinghouses: Winners and Losers 0 0 0 3 0 1 1 17
Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods 0 0 0 24 1 2 10 69
Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periods 0 0 0 43 0 1 1 127
Machine learning sentiment analysis, Covid-19 news and stock market reactions 0 0 1 113 1 1 6 284
Market impact of government communication: The case of presidential tweets 0 0 1 30 1 4 9 59
Market volatility, optimal portfolios and naive asset allocations 0 0 0 65 0 0 8 214
Measuring Sovereign Contagion in Europe 0 0 0 133 0 1 5 290
Measuring Sovereign Contagion in Europe 0 0 0 124 0 0 1 200
Measuring sovereign contagion in Europe 0 0 0 59 0 0 1 163
Measuring sovereign contagion in Europe 0 0 0 257 0 0 2 643
Mutual excitation in eurozone sovereign CDS 0 0 0 58 0 0 1 185
Networks in risk spillovers: A multivariate GARCH perspective 0 0 0 41 0 0 4 117
Networks in risk spillovers: A multivariate GARCH perspective 0 0 3 44 1 1 9 64
Networks in risk spillovers: a multivariate GARCH perspective 0 0 1 109 0 0 4 297
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data 0 1 1 171 0 1 1 365
Non-Standard Errors 2 2 9 42 9 16 70 330
Non-Standard Errors 0 0 1 41 6 17 69 398
Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises 0 0 2 33 0 0 7 75
OTC discount 0 0 3 33 2 4 12 148
OTC discount 0 0 3 23 1 3 11 58
P2P lenders versus banks: Cream skimming or bottom fishing? 1 1 1 253 1 4 13 668
Phase-Locking and Switching Volatility in Hedge Funds 0 0 0 156 2 3 8 668
Pillar 1 vs. Pillar 2 Under Risk Management 0 0 2 360 1 1 13 1,328
Pitfalls of central clearing in the presence of systematic risk 0 0 1 19 0 1 5 122
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 0 0 0 90 0 1 2 276
Portfolio Similarity and Asset Liquidation in the Insurance Industry 0 1 2 40 0 1 9 97
Portfolio similarity and asset liquidation in the insurance industry 0 0 1 60 1 2 4 139
Price and liquidity discovery in European sovereign bonds and futures 0 0 2 23 0 0 3 28
Priorities for the CMU agenda 0 0 1 8 0 0 2 17
Recovery from fast crashes: Role of mutual funds 0 0 0 32 0 0 0 57
Resiliency: Cross-venue dynamics with Hawkes processes 0 0 0 6 0 0 0 13
Risk Pooling, Leverage, and the Business Cycle 0 0 0 31 0 0 3 71
Risk Pooling, Leverage, and the Business Cycle 0 1 3 99 1 2 8 334
Risk pooling, leverage, and the business cycle 0 0 0 16 0 0 0 27
Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan 0 0 0 57 2 2 7 198
Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina? 0 0 1 79 0 0 1 210
Stock Market Returns, Corporate Governance and Capital Market Equilibrium 0 0 0 79 0 0 0 288
Stock Market Returns, Corporate Governance and Capital Market Equilibrium 0 1 2 40 0 1 4 95
Stock Price Crashes: Role of Slow-Moving Capital 0 0 0 23 0 0 1 72
Sustainable finance: A journey toward ESG and climate risk 3 9 25 91 4 14 48 145
The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy 0 0 0 29 0 1 1 47
The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy 1 1 6 289 3 9 31 893
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 2 65
The COVID-19 shock and equity shortfall: Firm-level evidence from Italy 0 0 0 19 0 0 0 40
The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments 0 0 0 1 0 0 2 5
The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times 0 0 1 17 0 0 6 54
The Coronavirus and financial stability 4 5 15 256 5 12 39 685
The Impact of the Monetary Policy Interventions on the Insurance Industry 0 0 1 137 0 8 22 798
The Salience of ESG Ratings for Stock Pricing: Evidence From (Potentially) Confused Investors 0 1 2 21 0 2 5 48
The anatomy of the euro area interest rate swap market 0 0 3 38 0 0 8 183
The anatomy of the euro area interest rate swap market 0 0 0 36 0 0 0 50
The carrot and the stick: Bank bailouts and the disciplining role of board appointments 0 0 1 9 0 0 3 30
The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times 0 0 0 10 0 0 1 13
The demand for central clearing: To clear or not to clear, that is the question 0 0 0 27 1 1 1 127
The demand for central clearing: to clear or not to clear, that is the question 0 0 0 14 0 0 0 91
The impact of monetary policy iInterventions on the insurance industry 0 0 1 70 0 1 4 268
The impact of network connectivity on factor exposures, asset pricing and portfolio diversification 0 0 1 90 0 1 3 335
The pitfalls of central clearing in the presence of systematic risk 0 0 0 9 0 0 1 37
The salience of ESG ratings for stock pricing: Evidence from (potentially) confused investors 2 5 15 104 3 17 44 251
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 0 34
What are the wider supervisory implications of the Wirecard case? 1 1 4 35 2 7 24 112
Will video kill the radio star? Digitalisation and the future of banking 0 2 7 38 1 5 16 57
Total Working Papers 20 48 199 8,879 69 221 865 26,912


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 78 0 0 4 187
A meta-measure of performance related to both investors and investments characteristics 0 0 0 2 0 1 5 8
Are Household Portfolios Efficient? an Analysis Conditional on Housing 0 0 0 62 0 0 0 187
Bank credit to medium-sized enterprises in Italy: the trends before and during the crisis 0 0 0 25 0 0 1 95
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 1 1 2 4 1 3 8 15
Contagion and interdependence in stock markets: Have they been misdiagnosed? 0 1 4 234 0 2 6 531
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study 0 0 0 15 0 1 3 95
Credit derivatives, capital requirements and opaque OTC markets 0 0 1 74 0 1 3 317
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 0 10 0 0 1 59
Diversification and ownership concentration 0 0 0 51 0 2 5 200
Dynamic risk exposures in hedge funds 0 0 2 38 0 0 5 126
Econometric measures of connectedness and systemic risk in the finance and insurance sectors 5 15 45 619 8 35 153 1,923
Efficient portfolios when housing needs change over the life cycle 0 0 1 52 1 3 6 214
Inside the ESG ratings: (Dis)agreement and performance 1 2 6 35 5 11 33 110
Interconnectedness and systemic risk: hedge funds, banks, insurance companies 0 1 3 81 0 1 5 171
Italian Equity Funds: Efficiency and Performance Persistence 0 0 0 0 0 2 4 249
La Style Analysis nel mercato azionario italiano 0 0 0 22 0 0 0 83
La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati 0 0 1 43 0 0 1 173
Liquidity Coinsurance and Bank Capital 0 0 2 26 0 0 5 115
Measuring sovereign contagion in Europe 0 0 9 41 0 3 22 181
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market 0 0 2 20 0 0 2 45
Mutual excitation in Eurozone sovereign CDS 0 1 4 47 1 4 9 142
P2P Lenders versus Banks: Cream Skimming or Bottom Fishing? 0 0 0 1 1 2 5 18
Portfolio similarity and asset liquidation in the insurance industry 0 1 7 19 1 5 19 68
Recovery from fast crashes: Role of mutual funds 0 0 0 0 0 5 6 7
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 0 11 0 0 1 74
Risk pooling, intermediation efficiency, and the business cycle 0 0 1 3 0 0 5 11
Short Selling – On Ethics, Politics, and Culture 0 1 8 15 0 3 15 32
Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? 1 1 9 80 1 2 22 289
The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy 0 0 0 4 0 0 1 13
Value-at-Risk: a multivariate switching regime approach 0 0 2 387 1 2 6 926
Volatility and shocks spillover before and after EMU in European stock markets 0 0 0 156 0 2 3 432
Total Journal Articles 8 24 110 2,255 20 90 364 7,096


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corona and Financial Stability 4.0: Implementing a European Pandemic Equity Fund 0 0 0 5 0 3 3 21
Coronavirus and financial stability 3.0: Try equity – risk sharing for companies, large and small 0 0 0 3 2 3 3 22
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 0 0 0 1 6 19 181
Pillar 1 versus Pillar 2 under Risk Management 0 0 0 45 0 0 2 209
Total Chapters 0 0 0 53 3 12 27 433


Statistics updated 2024-07-03