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~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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1
Systemic risk measures and macroprudential stress tests : an assessment over the 2014 EBA exercise
Pederzoli, Chiara
;
Torricelli, Costanza
- In:
Annals of finance
13
(
2017
)
3
,
pp. 237-251
Persistent link: https://www.econbiz.de/10011945440
Saved in:
2
Rating systems, procyclicality and Basel II : an evaluation in a general equilibrium framework
Pederzoli, Chiara
;
Torricelli, Costanza
;
Tsomocos, …
- In:
Annals of finance
6
(
2010
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003939546
Saved in:
3
Modelling credit risk for innovative SMEs : the role of innovation measures
Pederzoli, Chiara
;
Thoma, Grid
;
Torricelli, Costanza
- In:
Journal of financial services research : JFSR
44
(
2013
)
1
,
pp. 111-129
Persistent link: https://www.econbiz.de/10009777928
Saved in:
4
A parsimonious default prediction model for Italian SMEs
Pederzoli, Chiara
;
Torricelli, Costanza
- In:
Banks and bank systems : international research journal
5
(
2010
)
4
,
pp. 5-9
Persistent link: https://www.econbiz.de/10008806496
Saved in:
5
Capital requirements and business cycle regimes : forward-looking modelling of default probabilities
Pederzoli, Chiara
;
Torricelli, Costanza
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3121-3140
Persistent link: https://www.econbiz.de/10003203855
Saved in:
6
An assessment of the Fundamental Review of the Trading Book : the capital requirement impact on a stylised financial portfolio
Pederzoli, Chiara
;
Torricelli, Costanza
- In:
International journal of banking, accounting and …
12
(
2021
)
4
,
pp. 389-403
Persistent link: https://www.econbiz.de/10012694431
Saved in:
7
Stochastic volatility and GARCH : a comparison based on UK stock data
Pederzoli, Chiara
- In:
The European journal of finance
12
(
2006
)
1
,
pp. 41-59
Persistent link: https://www.econbiz.de/10003305243
Saved in:
8
Networks and market-based measures of systemic risk : the European banking system in the aftermath of the financial crisis
Clemente, Gian Paolo
;
Grassi, Rosanna
;
Pederzoli, Chiara
- In:
Journal of economic interaction and coordination
15
(
2020
)
1
,
pp. 159-181
Persistent link: https://www.econbiz.de/10012226909
Saved in:
9
The interaction of financial fragility and the business cycle in determining banks' loan losses : an investigation of the Italian case
Pederzoli, Chiara
;
Torricelli, Constanza
;
Castellani, Simona
- In:
Economic notes : economic review of Banca Monte dei …
39
(
2010
)
3
,
pp. 129-146
Persistent link: https://www.econbiz.de/10009129973
Saved in:
10
Futures market and spot price volatility : a model for a storable commodity
Torricelli, Costanza
- In:
European journal of political economy
10
(
1994
)
2
,
pp. 339-355
Persistent link: https://www.econbiz.de/10001170519
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