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Buildings' energy efficiency and the probability of mortgage default : the Dutch case
Billio, Monica; Costola, Michele; Pelizzon, Loriana; … - 2020
Persistent link: https://www.econbiz.de/10012244758
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica; Caporin, Massimiliano; Frattarolo, Lorenzo - 2020
Persistent link: https://www.econbiz.de/10012244841
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Market volatility, optimal portfolios and naive asset allocations
Caporin, Massimiliano; Pelizzon, Loriana - 2012 - First draft
Persistent link: https://www.econbiz.de/10011628996
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CDS industrial sector indices, credit and liquidity risk
Billio, Monica; Caporin, Massimiliano; Pelizzon, Loriana; … - 2012
Persistent link: https://www.econbiz.de/10011629005
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica; Caporin, Massimiliano; Frattarolo, Lorenzo - 2016
Persistent link: https://www.econbiz.de/10011629466