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~person:"Billio, Monica"
~subject:"Bank regulation"
~subject:"Financial crisis"
~subject:"Finanzkrise"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
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Billio, Monica
Battiston, Stefano
11
Andrieş, Alin Marius
9
Caccioli, Fabio
9
Engle, Robert F.
7
Farmer, J. Doyne
7
Acharya, Viral V.
6
Amini, Hamed
6
Dungey, Mardi H.
6
Kleinow, Jacob
6
Minca, Andreea
6
Sedunov, John
6
Tabak, Benjamin Miranda
6
Urga, Giovanni
6
Weiß, Gregor
6
Apergēs, Nikolaos
5
Bakkar, Yassine
5
Bellavite Pellegrini, Carlo
5
Capponi, Agostino
5
Ellis, Luci
5
Feinstein, Zachary
5
Foglia, Matteo
5
Hałaj, Grzegorz
5
Lee, Chien-chiang
5
Lillo, Fabrizio
5
Lo, Andrew W.
5
Martinez-Jaramillo, Serafin
5
Nistor, Simona
5
Oet, Mikhail V.
5
Ong, Stephen J.
5
Ongena, Steven
5
Silva, Thiago Christiano
5
Sprincean, Nicu
5
Stolbov, Michail I.
5
Vioto, Davide
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Allen, Franklin
4
Anginer, Deniz
4
Bongini, Paola
4
Cont, Rama
4
Daly, Kevin James
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Journal of econometrics
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The journal of alternative investments
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ECONIS (ZBW)
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Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
Saved in:
2
An entropy-based early warning indicator for systemic risk
Billio, Monica
;
Casarin, Roberto
;
Costola, Michele
; …
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 42-59
Persistent link: https://www.econbiz.de/10011690432
Saved in:
3
Hedge fund tail risk : an investigation in stressed markets
Billio, Monica
;
Frattarolo, Lorenzo
;
Pelizzon, Loriana
- In:
The journal of alternative investments
18
(
2015/2016
)
4
,
pp. 109-124
Persistent link: https://www.econbiz.de/10011471222
Saved in:
4
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 535-559
Persistent link: https://www.econbiz.de/10009622463
Saved in:
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