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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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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
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Backward/forward optimal combination of performance measures for equity screening
Billio, Monica; Caporin, Massimiliano; Costola, Michele - 2012
Persistent link: https://www.econbiz.de/10011629016
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An entropy-based early warning indicator for systemic risk
Billio, Monica; Casarin, Roberto; Costola, Michele; … - 2015
Persistent link: https://www.econbiz.de/10011629540
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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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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica; Caporin, Massimiliano; Frattarolo, Lorenzo - 2020
Persistent link: https://www.econbiz.de/10012244841