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Granger-causality in Markov sw...
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Billio, Monica
335
Casarin, Roberto
119
Pelizzon, Loriana
93
Ravazzolo, Francesco
60
Costola, Michele
40
Guegan, Dominique
38
Caporin, Massimiliano
33
Dijk, Herman K. van
33
Getmansky, Mila
29
Addo, Peter Martey
23
Calès, Ludovic
21
Lo, Andrew W.
16
Riedel, Max
14
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13
Guégan, Dominique
13
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12
Latino, Carmelo
12
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12
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12
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11
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10
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10
Monfort, Alain
10
Anas, Jacques
8
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7
Varotto, Simone
7
Billio, M.
6
Cavicchioli, Maddalena
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Mazzi, Gian Luigi
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Monfort, A.
6
Osuntuyi, Anthony
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Paradiso, Antonio
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Sanzo, Silvestro Di
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ECONIS (ZBW)
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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/10010191237
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72
Portfolio symmetry and momentum
Billio, Monica
;
Calès, Ludovic
;
Guégan, Dominique
- In:
European journal of operational research : EJOR
214
(
2011
)
3
,
pp. 759-767
Persistent link: https://www.econbiz.de/10009316179
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73
The impact of climate on economic and financial cycles : a Markov-switching panel approach
Billio, Monica
;
Casarin, Roberto
;
De Cian, Enrica
; …
-
2021
Persistent link: https://www.econbiz.de/10012499498
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74
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
Saved in:
75
Modeling turning points in global equity market
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2020
Persistent link: https://www.econbiz.de/10012321943
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76
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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77
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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78
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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79
The importance of compound risk in the nexus of COVID-19, climate change and finance
Monasterolo, Irene
;
Billio, Monica
;
Battiston, Stefano
-
2020
Persistent link: https://www.econbiz.de/10012244855
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80
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
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