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Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica; Getmansky, Mila; Lo, Andrew W.; … - 2011
Persistent link: https://www.econbiz.de/10011628770
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Dynamic risk exposure in hedge funds
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2007
Persistent link: https://www.econbiz.de/10003912061
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Crises and hedge fund risk
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2008
Persistent link: https://www.econbiz.de/10003912698
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Non-parametric analysis of hedge fund returns : new insight from high frequency data
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2008
Persistent link: https://www.econbiz.de/10003912704
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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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Portfolio similarity and asset liquidation in the insurance industry
Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, … - 2020
Persistent link: https://www.econbiz.de/10012244899
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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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Inside the ESG ratings : (dis)agreement and performance
Billio, Monica; Costola, Michele; Hristova, Iva; … - 2020
Persistent link: https://www.econbiz.de/10012244776
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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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CDS industrial sector indices, credit and liquidity risk
Billio, Monica; Caporin, Massimiliano; Pelizzon, Loriana; … - 2012
Persistent link: https://www.econbiz.de/10011629005