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Contagion and interdependence in stock markets: Have they been misdiagnosed?
Billio, Monica
;
Pelizzon, Loriana
- In:
Journal of economics and business
55
(
2003
)
5
,
pp. 405-426
Persistent link: https://www.econbiz.de/10005932218
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2
ECONOMETRIC MEASURES OF SYSTEMIC RISK IN THE FINANCE AND INSURANCE SECTORS
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W
; …
-
2010
Persistent link: https://www.econbiz.de/10008446843
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3
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. 535-560
Persistent link: https://www.econbiz.de/10009969420
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4
PERSPECTIVES - On a New Approach for Analyzing and Managing Macrofinancial Risks
Merton, Robert C
;
Billio, Monica
;
Getmansky, Mila
; …
- In:
Financial analysts' journal : FAJ
69
(
2013
)
2
,
pp. 22-33
Persistent link: https://www.econbiz.de/10010106185
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5
Value-at-Risk: a multivariate switching regime approach
Billio, Monica
;
Pelizzon, Loriana
- In:
Journal of empirical finance
7
(
2000
)
5
,
pp. 531-554
Persistent link: https://www.econbiz.de/10007240709
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6
Volatility and shocks spillover before and after EMU in European stock markets
Billio, Monica
;
Pelizzon, Loriana
- In:
Journal of multinational financial management
13
(
2003
)
4
,
pp. 323-340
Persistent link: https://www.econbiz.de/10007104916
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7
Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area
Billio, Monica
;
Casarin, Roberto
- In:
Journal of forecasting
29
(
2010
)
1
,
pp. 145-168
Persistent link: https://www.econbiz.de/10008386640
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8
Beta autoregressive transition Markov-switching models for business cycle analysis
Billio, Monica
;
Casarin, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010008355
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9
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
4
,
pp. 402-412
Persistent link: https://www.econbiz.de/10010050542
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10
A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA
Anas, Jacques
;
Billio, Monica
;
Ferrara, Laurent
;
Mazzi, …
- In:
The Manchester School
76
(
2008
)
5
,
pp. 549-577
Persistent link: https://www.econbiz.de/10008090029
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