Access Statistics for Simone Varotto

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
Admissions of International Graduate Students: Art or Science? A Business School Experience 0 0 0 22 0 0 1 93
Agency Incentives and Reputational Distortions: a Comparison of the Effectiveness of Value-at-Risk and Pre-commitment in Regulating Market Risk 1 1 1 288 1 1 1 1,105
An Assessment of the Internal Rating Based Approach in Basel II 0 2 3 123 0 2 6 337
Corporate Governance, Bank Mergers and Executive Compensation 0 0 0 24 0 0 2 90
Credit Risk Diversification 0 0 1 83 0 0 1 346
Credit risk diversification: evidence from the eurobond market 0 0 0 352 0 0 2 896
Ex Ante Versus Ex Post Regulation of Bank Capital 0 0 0 113 0 0 3 583
Ex Ante Versus Ex Post Regulation of Bank Capital 0 0 0 167 0 2 3 779
Ex Ante versus Ex Post Regulation of Bank Capital 0 0 0 21 0 0 0 129
Liquidity Risk, Credit Risk, Market Risk and Bank Capital 0 0 0 46 0 0 2 270
Predicting Agency Rating Migrations with Spread Implied Ratings 0 0 3 130 1 1 5 367
Price Discovery of Credit Spreads in Tranquil and Crisis Periods 0 0 0 38 0 0 5 101
Ratings versus equity-based credit risk modelling: an empirical analysis 0 0 0 1,203 0 0 0 2,428
Stability of ratings transitions 0 0 6 1,371 0 1 10 2,379
Stress Testing Credit Risk: The Great Depression Scenario 0 0 1 170 0 0 1 389
Systemic Risk and Bank Size 0 0 1 61 0 0 4 172
Tests on the Accuracy of Basel II 0 0 0 46 0 0 1 144
The Equity-like Behaviour of Sovereign Bonds 0 0 0 39 0 0 0 74
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads 0 0 1 9 0 0 1 81
Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options 0 0 0 7 0 0 2 52
Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options 0 0 0 4 1 3 6 47
Total Working Papers 1 3 17 4,317 3 10 56 10,862


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Governance, Bank Mergers and Executive Compensation 0 0 0 4 0 0 1 30
Credit and liquidity components of corporate CDS spreads 1 1 2 65 2 3 7 253
Liquidity and shadow banking 0 0 1 20 0 0 1 51
Liquidity risk, credit risk, market risk and bank capital 0 1 1 128 0 2 10 533
Price discovery of credit spreads in tranquil and crisis periods 0 0 0 11 0 0 1 72
Ratings-based credit risk modelling: An empirical analysis 0 0 0 54 0 0 0 208
Stability of rating transitions 2 3 14 820 2 6 34 1,558
Stress testing credit risk: The Great Depression scenario 0 0 2 47 0 0 5 230
Systemic risk and bank size 0 1 2 58 1 3 13 274
The differential impact of leverage on the default risk of small and large firms 1 2 7 67 3 8 27 319
The equity-like behaviour of sovereign bonds 0 0 0 7 1 1 3 61
Time varying price discovery 0 0 1 21 0 0 4 61
Timeliness of Spread Implied Ratings 0 0 0 90 0 1 2 222
Value at risk and precommitment: approaches to market risk regulation 0 0 1 210 0 3 6 563
Total Journal Articles 4 8 31 1,602 9 27 114 4,435


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
EX-ANTE VERSUS EX-POST REGULATION OF BANK CAPITAL 0 0 0 4 0 0 7 18
Total Chapters 0 0 0 4 0 0 7 18


Statistics updated 2025-06-06