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Volatility and shocks spillover before and after EMU in European stock markets

Billio, Monica; Pelizzon, Loriana - In: Journal of multinational financial management 13 (2003) 4/5, pp. 323-340

Persistent link: https://www.econbiz.de/10001782062

Systemic risk tomography : signals, measurement and transmission channels

Billio, Monica (ed.); Pelizzon, Loriana (ed.); … - 2017

Persistent link: https://www.econbiz.de/10011581791

Measuring sovereign bond fragmentation in the Eurozone

Costola, Michele; Iacopini, Matteo - In: Finance research letters 51 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014289161

A turning-point chronology for the Eurozone

Anas, Jacques; Billio, Monica; Ferrara, Laurent; Lo … - In: Growth and cycle in the Euro-zone, (pp. 261-274). 2006

Persistent link: https://www.econbiz.de/10003412217

A turning point chronology for the Euro-zone

Anas, Jacques; Billio, Monica; Ferrara, Laurent; Lo … - 2007

Persistent link: https://www.econbiz.de/10003912313

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) 1/2, pp. 145-167

Persistent link: https://www.econbiz.de/10003951826

Interconnections between Eurozone and US booms and busts using a Bayesian Panel Markov-Switching VAR mode

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2015

Interconnections between Eurozone and United States booms and busts and among major Eurozone economies are analyzed using a Panel Markov-Switching VAR model. The model accommodates changes in low and high data frequencies and incorporates endogenous time-varying transition matrices of...

Persistent link: https://www.econbiz.de/10011335013

Evaluation of regime switching models for real-time business cycle analysis of the euro area

Billio, Monica; Ferrara, Laurent; Guégan, Dominique; … - In: Journal of forecasting 32 (2013) 7, pp. 577-586

Persistent link: https://www.econbiz.de/10010202176

Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2013

Persistent link: https://www.econbiz.de/10009786985

Business cycle and Markov switching models with distributed lags : a comparison between US and euro area

Billio, Monica; Cavicchioli, Maddalena - In: Rivista italiana degli economisti : the journal of the … 19 (2014) 2, pp. 253-276

Persistent link: https://www.econbiz.de/10010407958