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 1 10 0 0 6 70
Agency Incentives and Reputational Distortions: a Comparison of the Effectiveness of Value-at-Risk and Pre-commitment in Regulating Market Risk 0 0 0 287 1 3 7 1,099
An Assessment of the Internal Rating Based Approach in Basel II 0 0 2 119 0 1 11 322
Corporate Governance, Bank Mergers and Executive Compensation 0 0 1 22 0 1 9 72
Credit Risk Diversification 1 2 9 72 5 16 67 263
Credit risk diversification: evidence from the eurobond market 0 1 5 347 1 3 15 880
Ex Ante Versus Ex Post Regulation of Bank Capital 0 0 0 166 1 1 7 760
Ex Ante Versus Ex Post Regulation of Bank Capital 0 0 1 113 0 3 13 554
Ex Ante versus Ex Post Regulation of Bank Capital 0 0 0 20 0 0 1 125
Liquidity Risk, Credit Risk, Market Risk and Bank Capital 0 1 7 33 4 17 83 199
Predicting Agency Rating Migrations with Spread Implied Ratings 1 3 4 117 3 5 13 339
Price Discovery of Credit Spreads in Tranquil and Crisis Periods 0 0 0 38 0 0 7 88
Ratings versus equity-based credit risk modelling: an empirical analysis 1 2 8 1,200 1 6 35 2,395
Stability of ratings transitions 2 5 14 1,338 2 7 36 2,299
Stress Testing Credit Risk: The Great Depression Scenario 0 1 6 166 0 2 14 377
Systemic Risk and Bank Size 0 0 2 50 1 4 19 111
Tests on the Accuracy of Basel II 0 0 0 44 0 2 5 136
The Equity-like Behaviour of Sovereign Bonds 0 0 1 37 0 0 8 61
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads 1 1 2 7 1 4 9 33
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 0 0 5 34
Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options 1 1 2 7 2 2 9 44
Total Working Papers 7 17 65 4,197 22 77 379 10,261


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 2 0 2 4 9
Credit and liquidity components of corporate CDS spreads 1 2 4 51 1 6 24 175
Liquidity and shadow banking 1 3 11 11 2 8 26 26
Liquidity risk, credit risk, market risk and bank capital 1 4 7 122 1 6 59 471
Price discovery of credit spreads in tranquil and crisis periods 0 0 1 11 0 0 15 68
Ratings-based credit risk modelling: An empirical analysis 0 0 1 54 0 1 5 201
Stability of rating transitions 2 7 22 739 4 12 56 1,371
Stress testing credit risk: The Great Depression scenario 1 2 6 41 1 4 16 190
Systemic risk and bank size 0 2 10 30 1 9 50 162
The differential impact of leverage on the default risk of small and large firms 2 2 3 3 7 14 17 17
The equity-like behaviour of sovereign bonds 0 0 2 6 0 0 8 46
Time varying price discovery 0 0 1 15 1 1 5 48
Timeliness of Spread Implied Ratings 0 1 3 76 0 2 12 194
Value at risk and precommitment: approaches to market risk regulation 0 0 1 209 0 2 5 553
Total Journal Articles 8 23 72 1,370 18 67 302 3,531


Statistics updated 2020-09-04