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Jessica Cariboni

Personal Details

First Name:Jessica
Middle Name:
Last Name:Cariboni
Suffix:
RePEc Short-ID:pca1211
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Affiliation

Joint Research Centre
European Commission

Sevilla, Spain
https://ec.europa.eu/jrc/en/about/jrc-site/seville
RePEc:edi:ipjrces (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Giovannini, Enrico & Benczur, Peter & Campolongo, Francesca & Cariboni, Jessica & Manca, Anna Rita, 2020. "Time for transformative resilience: the COVID-19 emergency," JRC Research Reports JRC120489, Joint Research Centre.
  2. Alessi, Lucia & Benczur, Peter & Campolongo, Francesca & Cariboni, Jessica & Manca, Anna Rita & Menyhert, Balint & Pagano, Andrea, 2018. "The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour?," JRC Research Reports JRC111606, Joint Research Centre.
  3. Heynderickx, Wouter & Cariboni, Jessica & Petracco Giudici, Marco, 2016. "Drivers behind the changes in European banks’ capital ratios: a descriptive analysis," Working Papers 2016-01, Joint Research Centre, European Commission.
  4. Peter Benczur & Katia Berti & Jessica Cariboni & Francesca Erica Di Girolamo & Sven Langedijk & Andrea Pagano & Marco Petracco Giudici, 2015. "Banking Stress Scenarios for Public Debt Projections," European Economy - Economic Papers 2008 - 2015 548, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  5. Giuseppina Cannas & Jessica Cariboni & Massimo Marchesi & Gaëtan Nicodème & Marco Petracco Giudici & Stefano Zedda, 2014. "Financial Activities Taxes, Bank Levies and Systemic Risk," Taxation Papers 43, Directorate General Taxation and Customs Union, European Commission.

Articles

  1. Lucia Alessi & Peter Benczur & Francesca Campolongo & Jessica Cariboni & Anna Rita Manca & Balint Menyhert & Andrea Pagano, 2020. "The Resilience of EU Member States to the Financial and Economic Crisis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 148(2), pages 569-598, April.
  2. Benczur, Peter & Cannas, Giuseppina & Cariboni, Jessica & Di Girolamo, Francesca & Maccaferri, Sara & Petracco Giudici, Marco, 2017. "Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out?," Journal of Financial Stability, Elsevier, vol. 33(C), pages 207-223.
  3. Sebastian Schich & Sara Maccaferri & Jessica Cariboni, 2016. "Un moment opportun pour l’évaluation des coûts et bénéfices des garanties de crédit et la relance des politiques de soutien aux PME," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 279-296.
  4. Jessica Cariboni & Alessandro Fontana & Sven Langedijk & Sara Maccaferri & Andrea Pagano & Marco Petracco Giudici & Michela Rancan & Sebastian Schich, 2016. "Reducing and sharing the burden of bank failures," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2015(2), pages 29-61.
  5. W. Heynderickx & J. Cariboni & W. Schoutens & B. Smits, 2016. "The relationship between risk-neutral and actual default probabilities: the credit risk premium," Applied Economics, Taylor & Francis Journals, vol. 48(42), pages 4066-4081, September.
  6. Francesca Campolongo & Jessica Cariboni & Nathalie Ndacyayisenga & Andrea Pagano, 2015. "Banks under X-rays: business model choices and trading," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 7(4), pages 377-400, November.
  7. Sara Maccaferri & Jessica Cariboni & Wim Schoutens, 2013. "Levy Processes and the Financial Crisis: Can We Design a More Effective Deposit Protection?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 4(1), pages 5-28, January.
  8. Saltelli, Andrea & Campolongo, Francesca & Cariboni, Jessica, 2009. "Screening important inputs in models with strong interaction properties," Reliability Engineering and System Safety, Elsevier, vol. 94(7), pages 1149-1155.
  9. Cariboni, J. & Gatelli, D. & Liska, R. & Saltelli, A., 2007. "The role of sensitivity analysis in ecological modelling," Ecological Modelling, Elsevier, vol. 203(1), pages 167-182.
  10. Campolongo, F. & Cariboni, J. & Schoutens, W., 2006. "The importance of jumps in pricing European options," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1148-1154.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Giovannini, Enrico & Benczur, Peter & Campolongo, Francesca & Cariboni, Jessica & Manca, Anna Rita, 2020. "Time for transformative resilience: the COVID-19 emergency," JRC Research Reports JRC120489, Joint Research Centre.

    Cited by:

    1. Siân Alice Summerton, 2020. "Implications of the COVID-19 Pandemic for Food Security and Social Protection in India," Indian Journal of Human Development, , vol. 14(2), pages 333-339, August.
    2. Marcelo Enrique Conti & Massimo Battaglia & Mario Calabrese & Cristina Simone, 2021. "Fostering Sustainable Cities through Resilience Thinking: The Role of Nature-Based Solutions (NBSs): Lessons Learned from Two Italian Case Studies," Sustainability, MDPI, vol. 13(22), pages 1-20, November.
    3. Aitziber Egusquiza & Mikel Zubiaga & Alessandra Gandini & Claudia de Luca & Simona Tondelli, 2021. "Systemic Innovation Areas for Heritage-Led Rural Regeneration: A Multilevel Repository of Best Practices," Sustainability, MDPI, vol. 13(9), pages 1-27, April.
    4. Grazia Brunetta & Alessandra Faggian & Ombretta Caldarice, 2021. "Bridging the Gap: The Measure of Urban Resilience," Sustainability, MDPI, vol. 13(3), pages 1-4, January.
    5. Péter Benczúr & István Kónya, 2022. "Convergence to the Centre," Contributions to Economics, in: László Mátyás (ed.), Emerging European Economies after the Pandemic, chapter 0, pages 1-51, Springer.
    6. Maddalena Ferretti & Maria Giada Di Baldassarre & Caterina Rigo, 2022. "Reactivating Built Heritage with Shared, Creative, and Transcalar Approaches: An Exploration of the Marche Apennine Inner Area," Sustainability, MDPI, vol. 14(23), pages 1-26, December.
    7. PETRE Adriana, 2020. "Resilience In Clusters: An Application Of The Cluster Bridge Model To Life Science Nord (Germany)," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 72(3), pages 75-95, November.

  2. Alessi, Lucia & Benczur, Peter & Campolongo, Francesca & Cariboni, Jessica & Manca, Anna Rita & Menyhert, Balint & Pagano, Andrea, 2018. "The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour?," JRC Research Reports JRC111606, Joint Research Centre.

    Cited by:

    1. Christoph Glatz & Anja Eder, 2020. "Patterns of Trust and Subjective Well-Being Across Europe: New Insights from Repeated Cross-Sectional Analyses Based on the European Social Survey 2002–2016," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 148(2), pages 417-439, April.
    2. Augusto Cerqua & Roberta Di Stefano & Guido Pellegrini, 2021. "What kind of region reaps the benefits of a currency union?," Working Papers 2/21, Sapienza University of Rome, DISS.
    3. Filippo Di Pietro & Patrizio Lecca & Simone Salotti, 2021. "Regional economic resilience in the European Union: a numerical general equilibrium analysis," Spatial Economic Analysis, Taylor & Francis Journals, vol. 16(3), pages 287-312, July.
    4. Alexandru Pavel & Bogdan Andrei Moldovan & Karima Kourtit & Peter Nijkamp, 2020. "Urban or Rural: Does It Make A Difference for Economic Resilience? A Modelling Study on Economic and Cultural Geography in Romania," Sustainability, MDPI, vol. 12(9), pages 1-39, May.
    5. Nicola Pontarollo & Carolina Serpieri, 2018. "A composite policy tool to measure territorial resilience capacity," JRC Research Reports JRC111389, Joint Research Centre.

  3. Heynderickx, Wouter & Cariboni, Jessica & Petracco Giudici, Marco, 2016. "Drivers behind the changes in European banks’ capital ratios: a descriptive analysis," Working Papers 2016-01, Joint Research Centre, European Commission.

    Cited by:

    1. Meier, Samira & Rodriguez Gonzalez, Miguel & Kunze, Frederik, 2021. "The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review," International Review of Law and Economics, Elsevier, vol. 65(C).
    2. Bellia, Mario & Heynderickx, Wouter & Maccaferri, Sara & Schich, Sebastian, 2020. "Do CDS markets care about the G-SIB status?," Working Papers 2020-02, Joint Research Centre, European Commission.

  4. Peter Benczur & Katia Berti & Jessica Cariboni & Francesca Erica Di Girolamo & Sven Langedijk & Andrea Pagano & Marco Petracco Giudici, 2015. "Banking Stress Scenarios for Public Debt Projections," European Economy - Economic Papers 2008 - 2015 548, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.

    Cited by:

    1. Pilar Gómez-Fernández-Aguado & Purificación Parrado-Martínez & Antonio Partal-Ureña, 2018. "Risk Profile Indicators and Spanish Banks’ Probability of Default from a Regulatory Approach," Sustainability, MDPI, vol. 10(4), pages 1-16, April.
    2. Alessi, Lucia & Cannas, Giuseppina & Maccaferri, Sara & Petracco Giudici, Marco, 2017. "The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL," Working Papers 2017-12, Joint Research Centre, European Commission.
    3. Benczur, Peter & Cannas, Giuseppina & Cariboni, Jessica & Di Girolamo, Francesca & Maccaferri, Sara & Petracco Giudici, Marco, 2017. "Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out?," Journal of Financial Stability, Elsevier, vol. 33(C), pages 207-223.

  5. Giuseppina Cannas & Jessica Cariboni & Massimo Marchesi & Gaëtan Nicodème & Marco Petracco Giudici & Stefano Zedda, 2014. "Financial Activities Taxes, Bank Levies and Systemic Risk," Taxation Papers 43, Directorate General Taxation and Customs Union, European Commission.

    Cited by:

    1. Karolina Puławska, 2022. "Effects of the bank levy introduction on the interbank market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 844-864, January.
    2. Richard M. Bird, 2018. "Are global taxes feasible?," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 25(5), pages 1372-1400, October.
    3. Aneta Hryckiewicz & Piotr Mielus & Karolina Skorulska & Malgorzata Snarska, 2018. "Does a bank levy increase frictions on the interbank market?," KAE Working Papers 2018-033, Warsaw School of Economics, Collegium of Economic Analysis.
    4. Atanas Pekanov & Margit Schratzenstaller, 2018. "Evaluating the Revenues from a Financial Transaction Tax in 10 EU Member States through Enhanced Cooperation," WIFO Studies, WIFO, number 62043, Juni.
    5. Atanas Pekanov & Margit Schratzenstaller, 2019. "A Global Financial Transaction Tax. Theory, Practice and Potential Revenues," WIFO Working Papers 582, WIFO.
    6. Karolina Puławska, 2022. "Taxation of the financial sector: Is a bank levy the answer to the financial crisis?," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(4), pages 390-404, December.
    7. Alexander Krenek & Mark Sommer & Margit Schratzenstaller, 2019. "Sustainability-oriented Future EU Funding. A European Border Carbon Adjustment," WIFO Working Papers 587, WIFO.
    8. Margit Schratzenstaller, 2017. "The Next Multiannual Financial Framework (MFF), its Structure and the Own Resources," WIFO Studies, WIFO, number 60722, Juni.

Articles

  1. Lucia Alessi & Peter Benczur & Francesca Campolongo & Jessica Cariboni & Anna Rita Manca & Balint Menyhert & Andrea Pagano, 2020. "The Resilience of EU Member States to the Financial and Economic Crisis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 148(2), pages 569-598, April.

    Cited by:

    1. Augusto Cerqua & Roberta Di Stefano & Guido Pellegrini, 2021. "What kind of region reaps the benefits of a currency union?," Working Papers 2/21, Sapienza University of Rome, DISS.
    2. Giuseppe Terzo, 2021. "Social capital, social economy and economic resilience of Italian provinces," Papers in Regional Science, Wiley Blackwell, vol. 100(5), pages 1113-1135, October.
    3. Angeles Sánchez & Eduardo Jiménez-Fernández, 2023. "European Union Cohesion Policy: Socio-Economic Vulnerability of the Regions and the COVID-19 Shock," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 18(1), pages 195-228, February.
    4. Péter Benczúr & István Kónya, 2022. "Convergence to the Centre," Contributions to Economics, in: László Mátyás (ed.), Emerging European Economies after the Pandemic, chapter 0, pages 1-51, Springer.
    5. Elias Giannakis & Christos T. Papadas, 2021. "Spatial Connectivity and Regional Economic Resilience in Turbulent Times," Sustainability, MDPI, vol. 13(20), pages 1-12, October.

  2. Benczur, Peter & Cannas, Giuseppina & Cariboni, Jessica & Di Girolamo, Francesca & Maccaferri, Sara & Petracco Giudici, Marco, 2017. "Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out?," Journal of Financial Stability, Elsevier, vol. 33(C), pages 207-223.

    Cited by:

    1. Marc Sanchez-Roger & María Dolores Oliver-Alfonso & Carlos Sanchís-Pedregosa, 2018. "Bail-In: A Sustainable Mechanism for Rescuing Banks," Sustainability, MDPI, vol. 10(10), pages 1-18, October.
    2. Fabrizio Crespi & Emanuela Giacomini & Danilo V. Mascia, 2019. "Bail‐in rules and the pricing of Italian bank bonds," European Financial Management, European Financial Management Association, vol. 25(5), pages 1321-1347, November.
    3. Simper, Richard & Dadoukis, Aristeidis & Bryce, Cormac, 2019. "European bank loan loss provisioning and technological innovative progress," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 119-130.
    4. Mavrakana, Christina & Psillaki, Maria, 2019. "Do board structure and compensation matter for bank stability and bank performance? Evidence from European banks," MPRA Paper 95776, University Library of Munich, Germany.
    5. Parrado-Martínez, Purificación & Gómez-Fernández-Aguado, Pilar & Partal-Ureña, Antonio, 2019. "Factors influencing the European bank’s probability of default: An application of SYMBOL methodology," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 223-240.
    6. Yiannis Anagnostopoulos & Jackie Kabeega, 2019. "Insider perspectives on European banking challenges in the post-crisis regulation environment," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(2), pages 136-158, June.
    7. Fernández-Aguado, Pilar Gómez & Martínez, Eduardo Trigo & Ruíz, Rafael Moreno & Ureña, Antonio Partal, 2022. "Evaluation of European Deposit Insurance Scheme funding based on risk analysis," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 234-247.
    8. Pilar Gómez-Fernández-Aguado & Purificación Parrado-Martínez & Antonio Partal-Ureña, 2018. "Risk Profile Indicators and Spanish Banks’ Probability of Default from a Regulatory Approach," Sustainability, MDPI, vol. 10(4), pages 1-16, April.
    9. Fiordelisi, Franco & Minnucci, Federica & Previati, Daniele & Ricci, Ornella, 2020. "Bail-in regulation and stock market reaction," Economics Letters, Elsevier, vol. 186(C).
    10. Giuliana, Raffaele, 2022. "Fluctuating bail-in expectations and effects on market discipline, risk-taking and cost of capital," ESRB Working Paper Series 133, European Systemic Risk Board.
    11. Bellucci, Andrea & Fatica, Serena & Heynderickx, Wouter & Kvedaras, Virmantas & Pagano, Andrea, 2023. "Liability taxes, risk, and the cost of banking crises," Journal of Corporate Finance, Elsevier, vol. 79(C).
    12. Cerasi, Vittoria & Galfrascoli, Paola, 2023. "Bail-in and bank funding costs," Journal of International Money and Finance, Elsevier, vol. 137(C).
    13. Meier, Samira & Rodriguez Gonzalez, Miguel & Kunze, Frederik, 2021. "The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review," International Review of Law and Economics, Elsevier, vol. 65(C).
    14. Serena Fatica & Wouter Heynderickx & Andrea Pagano, 2020. "Banks, Debt And Risk: Assessing The Spillovers Of Corporate Taxes," Economic Inquiry, Western Economic Association International, vol. 58(2), pages 1023-1044, April.
    15. Kund, Arndt-Gerrit & Petras, Matthias, 2023. "Can CoCo-bonds mitigate systemic risk?," International Review of Financial Analysis, Elsevier, vol. 89(C).
    16. Angelo Baglioni & Marcello Esposito, 2016. "Modigliani-Miller Doesn’t Hold in a “Bailinable” World: A New Capital Structure to Reduce the Banks’ Funding Cost," DISCE - Working Papers del Dipartimento di Economia e Finanza def052, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    17. Alessi, Lucia & Cannas, Giuseppina & Maccaferri, Sara & Petracco Giudici, Marco, 2017. "The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL," Working Papers 2017-12, Joint Research Centre, European Commission.
    18. Wang, Chao & Liu, Xiaoxing & He, Jianmin, 2022. "Does diversification promote systemic risk?," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
    19. Hryckiewicz, Aneta & Kryg, Natalia & Tsomocos, Dimitrios P., 2023. "Bank resolution mechanisms revisited: Towards a new era of restructuring," Journal of Financial Stability, Elsevier, vol. 67(C).
    20. Bellia, Mario & Heynderickx, Wouter & Maccaferri, Sara & Schich, Sebastian, 2020. "Do CDS markets care about the G-SIB status?," Working Papers 2020-02, Joint Research Centre, European Commission.
    21. Opeoluwa Banwo & Paul Harrald & Francesca Medda, 2019. "Understanding the consequences of diversification on financial stability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(2), pages 273-292, June.
    22. Xiaoming Zhang & Chunyan Wei & Stefano Zedda, 2019. "Analysis of China Commercial Banks’ Systemic Risk Sustainability through the Leave-One-Out Approach," Sustainability, MDPI, vol. 12(1), pages 1-15, December.
    23. Altavilla, Carlo & Fernandes, Cecilia Melo & Ongena, Steven & Scopelliti, Alessandro, 2022. "Bank bond holdings and bail-in regulatory changes: evidence from euro area security registers," Working Paper Series 2758, European Central Bank.
    24. Andrzej R. Stopczyński, 2020. "Banki na progu upadłości – refleksje nad postępowaniem," Bank i Kredyt, Narodowy Bank Polski, vol. 51(5), pages 517-548.
    25. Mario Bellia & Sara Maccaferri & Sebastian Schich, 2022. "Limiting too-big-to-fail: market reactions to policy announcements and actions," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(4), pages 368-389, December.

  3. Sebastian Schich & Sara Maccaferri & Jessica Cariboni, 2016. "Un moment opportun pour l’évaluation des coûts et bénéfices des garanties de crédit et la relance des politiques de soutien aux PME," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 279-296.

    Cited by:

    1. Sebastian Schich, 2018. "To What Extent Do Public Authorities Verify the Cost-Effectiveness of Guarantees for Credit to SMEs?," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(1), pages 69-86, March.

  4. Jessica Cariboni & Alessandro Fontana & Sven Langedijk & Sara Maccaferri & Andrea Pagano & Marco Petracco Giudici & Michela Rancan & Sebastian Schich, 2016. "Reducing and sharing the burden of bank failures," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2015(2), pages 29-61.

    Cited by:

    1. E Philip Davis & Dilruba Karim & Dennison Noel, 2020. "The Effects of Macroprudential Policy on Banks' Profitability," National Institute of Economic and Social Research (NIESR) Discussion Papers 514, National Institute of Economic and Social Research.
    2. Pilar Gómez-Fernández-Aguado & Purificación Parrado-Martínez & Antonio Partal-Ureña, 2018. "Risk Profile Indicators and Spanish Banks’ Probability of Default from a Regulatory Approach," Sustainability, MDPI, vol. 10(4), pages 1-16, April.
    3. Davis, E. Philip & Karim, Dilruba & Noel, Dennison, 2022. "The effects of macroprudential policy on banks' profitability," International Review of Financial Analysis, Elsevier, vol. 80(C).
    4. Mario Bellia & Sara Maccaferri & Sebastian Schich, 2022. "Limiting too-big-to-fail: market reactions to policy announcements and actions," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(4), pages 368-389, December.

  5. W. Heynderickx & J. Cariboni & W. Schoutens & B. Smits, 2016. "The relationship between risk-neutral and actual default probabilities: the credit risk premium," Applied Economics, Taylor & Francis Journals, vol. 48(42), pages 4066-4081, September.

    Cited by:

    1. Dirk Broeders & Leo de Haan & Jan Willem van den End, 2022. "How QE changes the nature of sovereign risk," Working Papers 737, DNB.
    2. Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2019. "Risk endogeneity at the lender/investor-of-last-resort," Working Paper Series 2225, European Central Bank.
    3. Carole Bernard & Adam Kolkiewicz & Junsen Tang, 2023. "Valuation of Reverse Mortgages with Default Risk Models," The Journal of Real Estate Finance and Economics, Springer, vol. 66(4), pages 806-839, May.
    4. John A. Major, 2019. "Methodological Considerations in the Statistical Modeling of Catastrophe Bond Prices," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 22(1), pages 39-56, March.
    5. Marco Fruzzetti & Giulio Gariano & Gerardo Palazzo & Antonio Scalia, 2021. "From SMP to PEPP: a further look at the risk endogeneity of the Central Bank," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 11, Bank of Italy, Directorate General for Markets and Payment System.
    6. Ola Hammarlid & Marta Leniec, 2018. "Credit Value Adjustment for Counterparties with Illiquid CDS," Papers 1806.07667, arXiv.org.
    7. Paula Morales-Bañuelos & Guillermo Fernández-Anaya, 2023. "Default Probabilities and the Credit Spread of Mexican Companies: The Modified Merton Model," Mathematics, MDPI, vol. 11(20), pages 1-30, October.
    8. Mariya Gubareva, 2019. "Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework," Complexity, Hindawi, vol. 2019, pages 1-19, July.
    9. Feng, Guohua & Wang, Chuan, 2018. "Why European banks are less profitable than U.S. banks: A decomposition approach," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 1-16.

  6. Sara Maccaferri & Jessica Cariboni & Wim Schoutens, 2013. "Levy Processes and the Financial Crisis: Can We Design a More Effective Deposit Protection?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 4(1), pages 5-28, January.

    Cited by:

    1. Kevin Davis, 2020. "Regulatory changes to bank liability structures: implications for deposit insurance design," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(1), pages 95-106, March.
    2. Fernández-Aguado, Pilar Gómez & Martínez, Eduardo Trigo & Ruíz, Rafael Moreno & Ureña, Antonio Partal, 2022. "Evaluation of European Deposit Insurance Scheme funding based on risk analysis," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 234-247.
    3. García-Céspedes, Rubén & Moreno, Manuel, 2014. "Estimating the distribution of total default losses on the Spanish financial system," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 242-261.
    4. Benczur, Peter & Cannas, Giuseppina & Cariboni, Jessica & Di Girolamo, Francesca & Maccaferri, Sara & Petracco Giudici, Marco, 2017. "Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out?," Journal of Financial Stability, Elsevier, vol. 33(C), pages 207-223.

  7. Saltelli, Andrea & Campolongo, Francesca & Cariboni, Jessica, 2009. "Screening important inputs in models with strong interaction properties," Reliability Engineering and System Safety, Elsevier, vol. 94(7), pages 1149-1155.

    Cited by:

    1. Borgonovo, E. & Peccati, L., 2011. "Finite change comparative statics for risk-coherent inventories," International Journal of Production Economics, Elsevier, vol. 131(1), pages 52-62, May.
    2. Ge, Qiao & Menendez, Monica, 2017. "Extending Morris method for qualitative global sensitivity analysis of models with dependent inputs," Reliability Engineering and System Safety, Elsevier, vol. 162(C), pages 28-39.
    3. Sinan Xiao & Zhenzhou Lu & Pan Wang, 2018. "Multivariate Global Sensitivity Analysis Based on Distance Components Decomposition," Risk Analysis, John Wiley & Sons, vol. 38(12), pages 2703-2721, December.
    4. Borgonovo, Emanuele & Rabitti, Giovanni, 2023. "Screening: From tornado diagrams to effective dimensions," European Journal of Operational Research, Elsevier, vol. 304(3), pages 1200-1211.
    5. Chu-Agor, M.L. & Muñoz-Carpena, R. & Kiker, G.A. & Aiello-Lammens, M.E. & Akçakaya, H.R. & Convertino, M. & Linkov, I., 2012. "Simulating the fate of Florida Snowy Plovers with sea-level rise: Exploring research and management priorities with a global uncertainty and sensitivity analysis perspective," Ecological Modelling, Elsevier, vol. 224(1), pages 33-47.
    6. Hanqing Ma & Chunfeng Ma & Xin Li & Wenping Yuan & Zhengjia Liu & Gaofeng Zhu, 2020. "Sensitivity and Uncertainty Analyses of Flux-based Ecosystem Model towards Improvement of Forest GPP Simulation," Sustainability, MDPI, vol. 12(7), pages 1-18, March.
    7. Wei, Pengfei & Lu, Zhenzhou & Song, Jingwen, 2015. "Variable importance analysis: A comprehensive review," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 399-432.
    8. Emanuele Borgonovo, 2010. "A Methodology for Determining Interactions in Probabilistic Safety Assessment Models by Varying One Parameter at a Time," Risk Analysis, John Wiley & Sons, vol. 30(3), pages 385-399, March.
    9. Xu, Chonggang & Gertner, George, 2011. "Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST)," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 184-198, January.
    10. Marzloff, Martin P. & Johnson, Craig R. & Little, L. Rich & Soulié, Jean-Christophe & Ling, Scott D. & Frusher, Stewart D., 2013. "Sensitivity analysis and pattern-oriented validation of TRITON, a model with alternative community states: Insights on temperate rocky reefs dynamics," Ecological Modelling, Elsevier, vol. 258(C), pages 16-32.
    11. Ge, Qiao & Ciuffo, Biagio & Menendez, Monica, 2015. "Combining screening and metamodel-based methods: An efficient sequential approach for the sensitivity analysis of model outputs," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 334-344.

  8. Cariboni, J. & Gatelli, D. & Liska, R. & Saltelli, A., 2007. "The role of sensitivity analysis in ecological modelling," Ecological Modelling, Elsevier, vol. 203(1), pages 167-182.

    Cited by:

    1. Wu, Qiong-Li & Cournède, Paul-Henry & Mathieu, Amélie, 2012. "An efficient computational method for global sensitivity analysis and its application to tree growth modelling," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 35-43.
    2. Francisco A. Buendia-Hernandez & Maria J. Ortiz Bevia & Francisco J. Alvarez-Garcia & Antonio Ruizde Elvira, 2022. "Sensitivity of a Dynamic Model of Air Traffic Emissions to Technological and Environmental Factors," IJERPH, MDPI, vol. 19(22), pages 1-17, November.
    3. Deygout, C. & Lesne, A. & Campillo, F. & Rapaport, A., 2013. "Homogenised model linking microscopic and macroscopic dynamics of a biofilm: Application to growth in a plug flow reactor," Ecological Modelling, Elsevier, vol. 250(C), pages 15-24.
    4. Imron, Muhammad Ali & Gergs, Andre & Berger, Uta, 2012. "Structure and sensitivity analysis of individual-based predator–prey models," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 71-81.
    5. Melbourne-Thomas, J. & Johnson, C.R. & Fulton, E.A., 2011. "Characterizing sensitivity and uncertainty in a multiscale model of a complex coral reef system," Ecological Modelling, Elsevier, vol. 222(18), pages 3320-3334.
    6. Marissa Renardy & Tau-Mu Yi & Dongbin Xiu & Ching-Shan Chou, 2018. "Parameter uncertainty quantification using surrogate models applied to a spatial model of yeast mating polarization," PLOS Computational Biology, Public Library of Science, vol. 14(5), pages 1-26, May.
    7. Song, Xiaodong & Bryan, Brett A. & Almeida, Auro C. & Paul, Keryn I. & Zhao, Gang & Ren, Yin, 2013. "Time-dependent sensitivity of a process-based ecological model," Ecological Modelling, Elsevier, vol. 265(C), pages 114-123.
    8. Pelletier, Dominique & Mahevas, Stéphanie & Drouineau, Hilaire & Vermard, Youen & Thebaud, Olivier & Guyader, Olivier & Poussin, Benjamin, 2009. "Evaluation of the bioeconomic sustainability of multi-species multi-fleet fisheries under a wide range of policy options using ISIS-Fish," Ecological Modelling, Elsevier, vol. 220(7), pages 1013-1033.
    9. Kruse, Stefan & Wieczorek, Mareike & Jeltsch, Florian & Herzschuh, Ulrike, 2016. "Treeline dynamics in Siberia under changing climates as inferred from an individual-based model for Larix," Ecological Modelling, Elsevier, vol. 338(C), pages 101-121.
    10. Zaatour, Wajdi & Marilleau, Nicolas & Giraudoux, Patrick & Martiny, Nadège & Amara, Abdesslem Ben Haj & Miled, Slimane Ben, 2021. "An agent-based model of a cutaneous leishmaniasis reservoir host, Meriones shawi," Ecological Modelling, Elsevier, vol. 443(C).
    11. Frank H. Koch & Denys Yemshanov & Daniel W. McKenney & William D. Smith, 2009. "Evaluating Critical Uncertainty Thresholds in a Spatial Model of Forest Pest Invasion Risk," Risk Analysis, John Wiley & Sons, vol. 29(9), pages 1227-1241, September.
    12. Myrgiotis, Vasileios & Rees, Robert M. & Topp, Cairistiona F.E. & Williams, Mathew, 2018. "A systematic approach to identifying key parameters and processes in agroecosystem models," Ecological Modelling, Elsevier, vol. 368(C), pages 344-356.
    13. Kilburn, R. & Gregory, A. & Murray, A.G., 2012. "Using a Markov-Chain Monte-Carlo modelling approach to identify the relative risk to farmed Scottish Rainbow trout (Oncorhynchus mykiss) in a multi-sector industry of Viral Haemorrhagic Septicaemia Vi," Ecological Modelling, Elsevier, vol. 237, pages 34-42.
    14. Julien Sainte-Marie & Paul-Henry Cournède, 2019. "Insights of Global Sensitivity Analysis in Biological Models with Dependent Parameters," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(1), pages 92-111, March.
    15. Soares, L.M.V. & Calijuri, M.C., 2021. "Sensitivity and identifiability analyses of parameters for water quality modeling of subtropical reservoirs," Ecological Modelling, Elsevier, vol. 458(C).
    16. Häyhä, Tiina & Franzese, Pier Paolo & Ulgiati, Sergio, 2011. "Economic and environmental performance of electricity production in Finland: A multicriteria assessment framework," Ecological Modelling, Elsevier, vol. 223(1), pages 81-90.
    17. Lorscheid, Iris & Meyer, Matthias, 2016. "Divide and conquer: Configuring submodels for valid and efficient analyses of complex simulation models," Ecological Modelling, Elsevier, vol. 326(C), pages 152-161.
    18. Kanapaux, William & Kiker, Gregory A., 2013. "Development and testing of an object-oriented model for adaptively managing human disturbance of least tern (Sternula antillarum) nesting habitat," Ecological Modelling, Elsevier, vol. 268(C), pages 64-77.
    19. Chu-Agor, M.L. & Muñoz-Carpena, R. & Kiker, G.A. & Aiello-Lammens, M.E. & Akçakaya, H.R. & Convertino, M. & Linkov, I., 2012. "Simulating the fate of Florida Snowy Plovers with sea-level rise: Exploring research and management priorities with a global uncertainty and sensitivity analysis perspective," Ecological Modelling, Elsevier, vol. 224(1), pages 33-47.
    20. Thogmartin, Wayne E., 2010. "Sensitivity analysis of North American bird population estimates," Ecological Modelling, Elsevier, vol. 221(2), pages 173-177.
    21. Yu, Lin & Zanchi, Giuliana & Akselsson, Cecilia & Wallander, Håkan & Belyazid, Salim, 2018. "Modeling the forest phosphorus nutrition in a southwestern Swedish forest site," Ecological Modelling, Elsevier, vol. 369(C), pages 88-100.
    22. Giménez-Romero, Àlex & Grau, Amalia & Hendriks, Iris E. & Matias, Manuel A., 2021. "Modelling parasite-produced marine diseases: The case of the mass mortality event of Pinna nobilis," Ecological Modelling, Elsevier, vol. 459(C).
    23. Link, Jason S. & Pranovi, Fabio & Libralato, Simone, 2022. "Simulations and interpretations of cumulative trophic theory," Ecological Modelling, Elsevier, vol. 463(C).
    24. Bar Massada, Avi & Carmel, Yohay, 2008. "Incorporating output variance in local sensitivity analysis for stochastic models," Ecological Modelling, Elsevier, vol. 213(3), pages 463-467.
    25. Petropoulos, G. & Wooster, M.J. & Carlson, T.N. & Kennedy, M.C. & Scholze, M., 2009. "A global Bayesian sensitivity analysis of the 1d SimSphere soil–vegetation–atmospheric transfer (SVAT) model using Gaussian model emulation," Ecological Modelling, Elsevier, vol. 220(19), pages 2427-2440.
    26. Carus, Jana & Heuner, Maike & Paul, Maike & Schröder, Boris, 2017. "Which factors and processes drive the spatio-temporal dynamics of brackish marshes?—Insights from development and parameterisation of a mechanistic vegetation model," Ecological Modelling, Elsevier, vol. 363(C), pages 122-136.
    27. Rouger, Baptiste & Goldringer, Isabelle & Barbillon, Pierre & Miramon, Anne & Naino Jika, Abdel Kader & Thomas, Mathieu, 2023. "Sensitivity analysis of a crop metapopulation model," Ecological Modelling, Elsevier, vol. 475(C).
    28. Yi, Xuan & Zou, Rui & Guo, Huaicheng, 2016. "Global sensitivity analysis of a three-dimensional nutrients-algae dynamic model for a large shallow lake," Ecological Modelling, Elsevier, vol. 327(C), pages 74-84.
    29. Wu, Wenbin & Shibasaki, Ryosuke & Yang, Peng & Tan, Guoxin & Matsumura, Kan-ichiro & Sugimoto, Kenji, 2007. "Global-scale modelling of future changes in sown areas of major crops," Ecological Modelling, Elsevier, vol. 208(2), pages 378-390.
    30. Amir Mokhtari & Jane M. Van Doren, 2019. "An Agent‐Based Model for Pathogen Persistence and Cross‐Contamination Dynamics in a Food Facility," Risk Analysis, John Wiley & Sons, vol. 39(5), pages 992-1021, May.
    31. Bracis, Chloe & Lehuta, Sigrid & Savina-Rolland, Marie & Travers-Trolet, Morgane & Girardin, Raphaël, 2020. "Improving confidence in complex ecosystem models: The sensitivity analysis of an Atlantis ecosystem model," Ecological Modelling, Elsevier, vol. 431(C).
    32. Gregory Hill & Steven Kolmes & Michael Humphreys & Rebecca McLain & Eric T. Jones, 2019. "Using decision support tools in multistakeholder environmental planning: restorative justice and subbasin planning in the Columbia River Basin," Journal of Environmental Studies and Sciences, Springer;Association of Environmental Studies and Sciences, vol. 9(2), pages 170-186, June.
    33. Zhang, Jingjing & Dennis, Todd E. & Landers, Todd J. & Bell, Elizabeth & Perry, George L.W., 2017. "Linking individual-based and statistical inferential models in movement ecology: A case study with black petrels (Procellaria parkinsoni)," Ecological Modelling, Elsevier, vol. 360(C), pages 425-436.
    34. Bregaglio, Simone & Cappelli, Giovanni & Donatelli, Marcello, 2012. "Evaluating the suitability of a generic fungal infection model for pest risk assessment studies," Ecological Modelling, Elsevier, vol. 247(C), pages 58-63.
    35. Hanqing Ma & Chunfeng Ma & Xin Li & Wenping Yuan & Zhengjia Liu & Gaofeng Zhu, 2020. "Sensitivity and Uncertainty Analyses of Flux-based Ecosystem Model towards Improvement of Forest GPP Simulation," Sustainability, MDPI, vol. 12(7), pages 1-18, March.
    36. Nevena DRAGIČEVIĆ & Barbara KARLEUŠA & Nevenka OŽANIĆ, 2017. "Erosion Potential Method (Gavrilović method) sensitivity analysis," Soil and Water Research, Czech Academy of Agricultural Sciences, vol. 12(1), pages 51-59.
    37. Nilsson, Lino & Widerlund, Anders, 2018. "Modelling tool for predicting and simulating nitrogen concentrations in cold-climate mining ponds," Ecological Modelling, Elsevier, vol. 380(C), pages 40-52.
    38. Kautz, Markus & Schopf, Reinhard & Imron, Muhammad Ali, 2014. "Individual traits as drivers of spatial dispersal and infestation patterns in a host–bark beetle system," Ecological Modelling, Elsevier, vol. 273(C), pages 264-276.
    39. Dueri, Sibylle & Faugeras, Blaise & Maury, Olivier, 2012. "Modelling the skipjack tuna dynamics in the Indian Ocean with APECOSM-E – Part 2: Parameter estimation and sensitivity analysis," Ecological Modelling, Elsevier, vol. 245(C), pages 55-64.
    40. Morris, David J. & Speirs, Douglas C. & Cameron, Angus I. & Heath, Michael R., 2014. "Global sensitivity analysis of an end-to-end marine ecosystem model of the North Sea: Factors affecting the biomass of fish and benthos," Ecological Modelling, Elsevier, vol. 273(C), pages 251-263.
    41. Larocque, Guy R. & Bhatti, Jagtar & Arsenault, André, 2015. "Integrated modelling software platform development for effective use of ecosystem models," Ecological Modelling, Elsevier, vol. 306(C), pages 318-325.
    42. Ben Touhami, Haythem & Lardy, Romain & Barra, Vincent & Bellocchi, Gianni, 2013. "Screening parameters in the Pasture Simulation model using the Morris method," Ecological Modelling, Elsevier, vol. 266(C), pages 42-57.
    43. Vinatier, Fabrice & Tixier, Philippe & Le Page, Christophe & Duyck, Pierre-François & Lescourret, Françoise, 2009. "COSMOS, a spatially explicit model to simulate the epidemiology of Cosmopolites sordidus in banana fields," Ecological Modelling, Elsevier, vol. 220(18), pages 2244-2254.
    44. Wang, Fugui & Mladenoff, David J. & Forrester, Jodi A. & Keough, Cindy & Parton, William J., 2013. "Global sensitivity analysis of a modified CENTURY model for simulating impacts of harvesting fine woody biomass for bioenergy," Ecological Modelling, Elsevier, vol. 259(C), pages 16-23.
    45. Huber, Nica & Bugmann, Harald & Lafond, Valentine, 2018. "Global sensitivity analysis of a dynamic vegetation model: Model sensitivity depends on successional time, climate and competitive interactions," Ecological Modelling, Elsevier, vol. 368(C), pages 377-390.
    46. Diakité, Z.R. & Corson, M.S. & Brunschwig, G. & Baumont, R. & Mosnier, C., 2019. "Profit stability of mixed dairy and beef production systems of the mountain area of southern Auvergne (France) in the face of price variations: Bioeconomic simulation," Agricultural Systems, Elsevier, vol. 171(C), pages 126-134.
    47. Baey, Charlotte & Didier, Anne & Lemaire, Sébastien & Maupas, Fabienne & Cournède, Paul-Henry, 2014. "Parametrization of five classical plant growth models applied to sugar beet and comparison of their predictive capacity on root yield and total biomass," Ecological Modelling, Elsevier, vol. 290(C), pages 11-20.
    48. Marzloff, Martin P. & Johnson, Craig R. & Little, L. Rich & Soulié, Jean-Christophe & Ling, Scott D. & Frusher, Stewart D., 2013. "Sensitivity analysis and pattern-oriented validation of TRITON, a model with alternative community states: Insights on temperate rocky reefs dynamics," Ecological Modelling, Elsevier, vol. 258(C), pages 16-32.
    49. Panaro, D.B. & Frunzo, L. & Mattei, M.R. & Luongo, V. & Esposito, G., 2021. "Calibration, validation and sensitivity analysis of a surface-based ADM1 model," Ecological Modelling, Elsevier, vol. 460(C).
    50. Gilardelli, Carlo & Confalonieri, Roberto & Cappelli, Giovanni Alessandro & Bellocchi, Gianni, 2018. "Sensitivity of WOFOST-based modelling solutions to crop parameters under climate change," Ecological Modelling, Elsevier, vol. 368(C), pages 1-14.
    51. Pal, Saheb & Ghosh, Indrajit, 2023. "Dynamics of a coupled socio-environmental model: An application to global CO2 emissions," Ecological Modelling, Elsevier, vol. 478(C).
    52. Song, Xiaodong & Bryan, Brett A. & Paul, Keryn I. & Zhao, Gang, 2012. "Variance-based sensitivity analysis of a forest growth model," Ecological Modelling, Elsevier, vol. 247(C), pages 135-143.
    53. Wernsdörfer, H. & Rossi, V. & Cornu, G. & Oddou-Muratorio, S. & Gourlet-Fleury, S., 2008. "Impact of uncertainty in tree mortality on the predictions of a tropical forest dynamics model," Ecological Modelling, Elsevier, vol. 218(3), pages 290-306.
    54. Rougier, Thibaud & Drouineau, Hilaire & Dumoulin, Nicolas & Faure, Thierry & Deffuant, Guillaume & Rochard, Eric & Lambert, Patrick, 2014. "The GR3D model, a tool to explore the Global Repositioning Dynamics of Diadromous fish Distribution," Ecological Modelling, Elsevier, vol. 283(C), pages 31-44.
    55. Frank, Béatrice M. & Baret, Philippe V., 2013. "Simulating brown trout demogenetics in a river/nursery brook system: The individual-based model DemGenTrout," Ecological Modelling, Elsevier, vol. 248(C), pages 184-202.
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    58. Cadero, A. & Aubry, A. & Brun, F. & Dourmad, J.Y. & Salaün, Y. & Garcia-Launay, F., 2018. "Global sensitivity analysis of a pig fattening unit model simulating technico-economic performance and environmental impacts," Agricultural Systems, Elsevier, vol. 165(C), pages 221-229.
    59. Larocque, Guy R. & Bhatti, Jagtar & Arsenault, André, 2014. "Integrated modelling software platform development for effective use of ecosystem models," Ecological Modelling, Elsevier, vol. 288(C), pages 195-202.
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    62. Ratnarajah, Lavenia & Melbourne-Thomas, Jessica & Marzloff, Martin P. & Lannuzel, Delphine & Meiners, Klaus M. & Chever, Fanny & Nicol, Stephen & Bowie, Andrew R., 2016. "A preliminary model of iron fertilisation by baleen whales and Antarctic krill in the Southern Ocean: Sensitivity of primary productivity estimates to parameter uncertainty," Ecological Modelling, Elsevier, vol. 320(C), pages 203-212.
    63. Gauzere, Julie & Lucas, Camille & Ronce, Ophélie & Davi, Hendrik & Chuine, Isabelle, 2019. "Sensitivity analysis of tree phenology models reveals increasing sensitivity of their predictions to winter chilling temperature and photoperiod with warming climate," Ecological Modelling, Elsevier, vol. 411(C).
    64. Bourhis, Yoann & Poggi, Sylvain & Mammeri, Youcef & Cortesero, Anne-Marie & Le Ralec, Anne & Parisey, Nicolas, 2015. "Perception-based foraging for competing resources: Assessing pest population dynamics at the landscape scale from heterogeneous resource distribution," Ecological Modelling, Elsevier, vol. 312(C), pages 211-221.
    65. Langston, Amy K. & Kaplan, David A., 2020. "Modelling the effects of climate, predation, and dispersal on the poleward range expansion of black mangrove (Avicennia germinans)," Ecological Modelling, Elsevier, vol. 434(C).
    66. Lola Gilbert & Tiphaine Jeanniard-du-Dot & Matthieu Authier & Tiphaine Chouvelon & Jérôme Spitz, 2023. "Composition of cetacean communities worldwide shapes their contribution to ocean nutrient cycling," Nature Communications, Nature, vol. 14(1), pages 1-13, December.
    67. Ceddia, Michele Graziano & Zepharovich, Elena, 2017. "Jevons paradox and the loss of natural habitat in the Argentinean Chaco: The impact of the indigenous communities’ land titling and the Forest Law in the province of Salta," Land Use Policy, Elsevier, vol. 69(C), pages 608-617.

  9. Campolongo, F. & Cariboni, J. & Schoutens, W., 2006. "The importance of jumps in pricing European options," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1148-1154.

    Cited by:

    1. J. Beirlant & G. Claeskens & C. Croux & H. Degryse & H. Dewachter & G. Dhaene & J. Dhaene & I. Gijbels & M. Goovaerts & M. Hubert & F. Roodhooft & W. Schouten & M. Willekens, 2005. "Managing Uncertainty: Financial, Actuarial and Statistical Modeling," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, vol. 0(1), pages 23-48.
    2. Jan Pospíšil & Tomáš Sobotka & Philipp Ziegler, 2019. "Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure," Empirical Economics, Springer, vol. 57(6), pages 1935-1958, December.
    3. Jan Posp'iv{s}il & Tom'av{s} Sobotka & Philipp Ziegler, 2019. "Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure," Papers 1912.06709, arXiv.org.

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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (2) 2014-08-09 2017-08-27
  2. NEP-CBA: Central Banking (2) 2014-08-09 2015-05-30
  3. NEP-EEC: European Economics (2) 2015-05-30 2018-06-18
  4. NEP-CFN: Corporate Finance (1) 2017-08-27
  5. NEP-CMP: Computational Economics (1) 2014-08-09
  6. NEP-MAC: Macroeconomics (1) 2015-05-30
  7. NEP-PBE: Public Economics (1) 2014-08-09
  8. NEP-REG: Regulation (1) 2014-08-09

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