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~isPartOf:"Discussion paper / Department of Business and Management Science"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Working papers"
~language:"eng"
~language:"spa"
~person:"Pelizzon, Loriana"
~type_genre:"Arbeitspapier"
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Risikomanagement
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risk spillover
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Pelizzon, Loriana
Aase, Knut K.
36
Schjelderup, Guttorm
31
Jörnsten, Kurt O.
24
Ubøe, Jan
23
Sandal, Leif K.
21
Andersson, Jonas
18
Bjørndal, Endre
17
Bjørndal, Mette
17
Schindler, Dirk
17
Billio, Monica
16
Lillestøl, Jostein
16
Olsen, Trond E.
16
Møen, Jarle
14
Rönnqvist, Mikael
14
Kind, Hans Jarle
13
Stensholt, Eivind
13
Kvaløy, Ola
12
Juranek, Steffen
11
Belik, Ivan
10
Foros, Øystein
10
Zoutman, Floris T.
10
Thorsen, Inge
9
Bjerksund, Petter
8
Casarin, Roberto
8
Creedy, John
8
Dixon, Robert
8
Hens, Thorsten
8
Mauritzen, Johannes
8
Ongena, Steven
8
Persson, Svein-Arne
8
Fernández-Villaverde, Jesús
7
Guajardo, Mario
7
Mjøs, Aksel
7
Wallace, Stein W.
7
Afonso, António
6
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ECONIS (ZBW)
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1
Risk pooling, leverage, and the
business
cycle
Dindo, Pietro
;
Modena, Andrea
;
Pelizzon, Loriana
-
2019
-
This version: 10th July 2019
Persistent link: https://www.econbiz.de/10012107683
Saved in:
2
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012244841
Saved in:
3
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011629466
Saved in:
4
Portfolio similarity and asset liquidation in the insurance industry
Girardi, Giulio
;
Hanley, Kathleen Weiss
;
Nikolova, …
-
2020
Persistent link: https://www.econbiz.de/10012244899
Saved in:
5
Hedge fund tail risk : an investigation in stressed markets, extended version with appendix
Billio, Monica
;
Frattarolo, Lorenzo
;
Pelizzon, Loriana
-
2016
Persistent link: https://www.econbiz.de/10011629465
Saved in:
6
Crises and hedge fund risk
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2008
Persistent link: https://www.econbiz.de/10003912698
Saved in:
7
Phase-locking and switching volatility in hedge funds
Billio, Monica
(
contributor
);
Getmansky, Mila
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397556
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