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~isPartOf:"Working papers"
~language:"eng"
~person:"Billio, Monica"
~person:"Merlino, Luca Paolo"
~type_genre:"Working Paper"
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Billio, Monica
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1
Dynamical interaction between financial and
business
cycles
Billio, Monica
;
Petronevich, Anna
-
2017
Persistent link: https://www.econbiz.de/10011774728
Saved in:
2
Dating EU15 monthly
business
cycle jointly using GDP and IPI
Billio, Monica
;
Caporin, Massimiliano
;
Cazzavillan, Guido
-
2007
This paper aims at the production of a chronology for the EU15
business
cycle by comparing parametric and non …
Persistent link: https://www.econbiz.de/10003912122
Saved in:
3
Business
cycle analysis with multivariate Markov switching models
Anas, Jacques
;
Billio, Monica
;
Ferrara, Laurent
;
Lo …
-
2007
Persistent link: https://www.econbiz.de/10003912305
Saved in:
4
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012244841
Saved in:
5
The impact of climate on economic and financial cycles : a Markov-switching panel approach
Billio, Monica
;
Casarin, Roberto
;
De Cian, Enrica
; …
-
2021
Persistent link: https://www.econbiz.de/10012499498
Saved in:
6
COVID-19 spreading in financial networks : a semiparametric matrix regression model
Billio, Monica
;
Casarin, Roberto
;
Costola, Michele
; …
-
2021
Persistent link: https://www.econbiz.de/10012499500
Saved in:
7
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011629466
Saved in:
8
Debunking rumors in networks
Merlino, Luca Paolo
;
Tabasso, Nicole
-
2019
Persistent link: https://www.econbiz.de/10012178028
Saved in:
9
Bayesian Markov switching tensor regression for time-varying networks
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
-
2018
Persistent link: https://www.econbiz.de/10011869070
Saved in:
10
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:
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