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"On the (Ab)use of Omega?"
Caporin, Massimiliano; Costola, Michele; Jannin, Gregory; … - In: Journal of empirical finance 46 (2018), pp. 11-33
Persistent link: https://www.econbiz.de/10012103452
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Estimation and model-based combination of causality networks among large US banks and insurance companies
Bonaccolto, Giovanni; Caporin, Massimiliano; Panzica, … - In: Journal of empirical finance 54 (2019), pp. 1-21
Persistent link: https://www.econbiz.de/10012174814
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Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano; Malik, Farooq - In: Journal of empirical finance 55 (2020), pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
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The bank-sovereign nexus : evidence from a non-bailout episode
Caporin, Massimiliano; Natvik, Gisle J.; Ravazzolo, … - In: Journal of empirical finance 53 (2019), pp. 181-196
Persistent link: https://www.econbiz.de/10012171688
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Risk spillovers in international equity portfolios
Bonato, Matteo; Caporin, Massimiliano; Ranaldo, Angelo - In: Journal of empirical finance 24 (2013), pp. 121-137
Persistent link: https://www.econbiz.de/10010371985