Access Statistics for Loriana Pelizzon

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
"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
1 registered items for which data could not be found


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
1 registered items for which data could not be found


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 1 6 0 1 4 23
Coronavirus and financial stability 3.0: Try equity – risk sharing for companies, large and small 0 0 0 3 0 0 4 23
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 0 0 0 0 3 14 190
Pillar 1 versus Pillar 2 under Risk Management 0 0 0 45 0 0 0 209
Total Chapters 0 0 1 54 0 4 22 445


Statistics updated 2025-05-12