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 2 2 3 12 5 5 8 75
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 0 0 7 1,101
An Assessment of the Internal Rating Based Approach in Basel II 0 0 2 119 2 3 9 326
Corporate Governance, Bank Mergers and Executive Compensation 0 1 1 23 1 2 7 76
Credit Risk Diversification 0 0 7 73 6 13 62 281
Credit risk diversification: evidence from the eurobond market 1 1 6 348 1 3 13 883
Ex Ante Versus Ex Post Regulation of Bank Capital 0 0 0 166 0 0 6 760
Ex Ante Versus Ex Post Regulation of Bank Capital 0 0 0 113 0 1 10 556
Ex Ante versus Ex Post Regulation of Bank Capital 0 0 0 20 0 1 2 126
Liquidity Risk, Credit Risk, Market Risk and Bank Capital 0 0 6 33 2 6 69 209
Predicting Agency Rating Migrations with Spread Implied Ratings 0 0 4 117 1 3 14 344
Price Discovery of Credit Spreads in Tranquil and Crisis Periods 0 0 0 38 1 1 5 90
Ratings versus equity-based credit risk modelling: an empirical analysis 0 0 4 1,200 1 1 26 2,398
Stability of ratings transitions 2 5 17 1,343 5 13 39 2,313
Stress Testing Credit Risk: The Great Depression Scenario 0 1 7 167 3 5 18 383
Systemic Risk and Bank Size 1 3 3 53 7 12 23 124
Tests on the Accuracy of Basel II 0 0 0 44 0 0 5 138
The Equity-like Behaviour of Sovereign Bonds 0 0 1 37 3 3 7 65
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads 0 0 1 7 0 2 7 35
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 4 35
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 1 7 0 1 7 46
Total Working Papers 6 13 63 4,211 38 75 348 10,364


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 1 1 3 3 5 9 14
Credit and liquidity components of corporate CDS spreads 0 2 5 53 2 5 22 181
Liquidity and shadow banking 0 1 13 13 1 5 33 33
Liquidity risk, credit risk, market risk and bank capital 0 0 5 122 4 5 37 479
Price discovery of credit spreads in tranquil and crisis periods 0 0 0 11 0 0 7 69
Ratings-based credit risk modelling: An empirical analysis 0 0 0 54 0 0 3 202
Stability of rating transitions 2 5 26 747 6 14 56 1,390
Stress testing credit risk: The Great Depression scenario 0 0 6 41 3 6 20 200
Systemic risk and bank size 0 0 5 30 3 6 30 172
The differential impact of leverage on the default risk of small and large firms 1 4 7 7 11 25 50 50
The equity-like behaviour of sovereign bonds 0 0 2 6 1 1 9 48
Time varying price discovery 0 0 0 15 0 1 5 50
Timeliness of Spread Implied Ratings 0 1 5 78 0 2 12 198
Value at risk and precommitment: approaches to market risk regulation 0 0 1 209 0 0 4 554
Total Journal Articles 3 14 76 1,389 34 75 297 3,640


Statistics updated 2021-01-03