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Loriana Pelizzon

Personal Details

First Name:Loriana
Middle Name:
Last Name:Pelizzon
Suffix:
RePEc Short-ID:ppe207
[This author has chosen not to make the email address public]
http://www.wiwi.uni-frankfurt.de/en/departments/finance/lehrstuhl/prof-loriana-pelizzon/home-profess
House of Finance | Goethe University Theodor- W.- Adorno Platz 3
Terminal Degree:2001 (from RePEc Genealogy)

Affiliation

(90%) Leibniz-Institut für Finanzmarktforschung SAFE (Sustainable Architecture for Finance in Europe)

Frankfurt am Main, Germany
http://www.safe-frankfurt.de/
RePEc:edi:csafede (more details at EDIRC)

(10%) Dipartimento di Economia
Università Ca' Foscari Venezia

Venezia, Italy
http://www.unive.it/dip.economia
RePEc:edi:dsvenit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Damm, Cara & Bauer, Kevin & Hett, Florian & Pelizzon, Loriana, 2026. "The double-edged mind: How LLMs expand stock market participation yet strengthen confirmation-seeking," SAFE Working Paper Series 480, Leibniz Institute for Financial Research SAFE.
  2. Lindner, Vincent & Lucke, Konrad & Pelizzon, Loriana, 2026. "Market transparency and dealer behavior: Lessons from MiFID II/MiFIR transparency requirements," SAFE White Paper Series 119, Leibniz Institute for Financial Research SAFE.
  3. Mario Bellia & Kim Christensen & Aleksey Kolokolov & Loriana Pelizzon & Roberto Ren`o, 2026. "Do designated market makers provide liquidity during downward extreme price movements?," Papers 2602.01817, arXiv.org.
  4. Pelizzon, Loriana & Mattiello, Riccardo & Schlegel, Jonas, 2025. "Growth of non-bank financial intermediaries, financial stability, and monetary policy," SAFE Working Paper Series 458, Leibniz Institute for Financial Research SAFE.
  5. Heider, Florian & Lindner, Vincent & Pelizzon, Loriana & Tröger, Tobias, 2025. "Europäische Finanzintegration: Deutschlands Verantwortung und die Notwendigkeit zu handeln," SAFE Policy Letters 108, Leibniz Institute for Financial Research SAFE.
  6. Lindner, Vincent & Pelizzon, Loriana, 2025. "Lean macroprudentialism and the centrality of resolution: Why Europe's ex ante framework cannot deliver stability," SAFE Policy Letters 110, Leibniz Institute for Financial Research SAFE.
  7. Pelizzon, Loriana & Mattiello, Riccardo & Schlegel, Jonas, 2025. "Growth of non-bank financial intermediaries, financial stability, and monetary policy: Prepared for the ECB Forum," SAFE White Paper Series 114, Leibniz Institute for Financial Research SAFE.
  8. Latino, Carmelo & Pelizzon, Loriana & Riedel, Max & Wang, Yue, 2025. "Mutual funds' appetite for sustainability in European Auto ABS," SAFE Working Paper Series 448, Leibniz Institute for Financial Research SAFE.
  9. Haselmann, Rainer & Heider, Florian & Pelizzon, Loriana & Weber, Michael, 2025. "Key challenges for monetary policy," SAFE Policy Letters 106, Leibniz Institute for Financial Research SAFE.
  10. Heider, Florian & Krahnen, Jan Pieter & Schlegel, Jonas & Pelizzon, Loriana, 2025. "How have European banks developed along different dimensions of international competitiveness?," SAFE White Paper Series 112, Leibniz Institute for Financial Research SAFE.
  11. Mücke, Christian & Pelizzon, L. & Pezone, Vincenzo & Thakor, A.V., 2024. "The carrot and the stick: Bank bailouts and the disciplining role of board appointments," Other publications TiSEM 897e27dd-ce07-4fbd-9368-c, Tilburg University, School of Economics and Management.
  12. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Gerardo Ferrara & Simon Jurkatis, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-05077550, HAL.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-05077550, HAL.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  13. Angeloni, Ignazio & Haselmann, Rainer & Heider, Florian & Pelizzon, Loriana & Schlegel, Jonas & Tröger, Tobias, 2024. "Can Banking Union foster market integration, and what lessons does that hold for capital markets union?," SAFE White Paper Series 107, Leibniz Institute for Financial Research SAFE.
  14. Hackmann, Angelina & Lindner, Vincent & Pelizzon, Loriana & Riedel, Max, 2024. "Vehicle identifiers: The key to jumpstarting the European Green Auto ABS market?," SAFE White Paper Series 100, Leibniz Institute for Financial Research SAFE.
  15. Billio, Monica & Fitzpatrick, Aoife Claire & Latino, Carmelo & Pelizzon, Loriana, 2024. "Unpacking the ESG ratings: Does one size fit all?," SAFE Working Paper Series 415, Leibniz Institute for Financial Research SAFE.
  16. Heider, Florian & Krahnen, Jan Pieter & Pelizzon, Loriana & Schlegel, Jonas & Tröger, Tobias, 2023. "European lessons from Silicon Valley Bank resolution: A plea for a comprehensive demand deposit protection scheme (CDDPS)," SAFE Policy Letters 98, Leibniz Institute for Financial Research SAFE.
  17. Latino, Carmelo & Pelizzon, Loriana & Riedel, Max, 2023. "How to green the European Auto ABS market? A literature survey," SAFE Working Paper Series 391, Leibniz Institute for Financial Research SAFE.
  18. Badenhoop, Nikolai & Hackmann, Angelina & Mücke, Christian & Pelizzon, Loriana, 2023. "Quo vadis sustainable funds? Sustainability and taxonomy-aligned disclosure in Germany under the SFDR," SAFE White Paper Series 94, Leibniz Institute for Financial Research SAFE.
  19. Jappelli, Ruggero & Pelizzon, Loriana & Subrahmanyam, Marti G., 2023. "Quantitative easing, the repo market, and the term structure of interest rates," SAFE Working Paper Series 395, Leibniz Institute for Financial Research SAFE.
  20. Farina, Tatiana & Krahnen, Jan Pieter & Mecatti, Irene & Pelizzon, Loriana & Schlegel, Jonas & Tröger, Tobias, 2022. "Is there a "retail challenge" to banks' resolvability? What do we know about the holders of bail-inable securities in the Banking Union?," SAFE White Paper Series 92, Leibniz Institute for Financial Research SAFE.
  21. Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2022. "Sustainable finance: A journey toward ESG and climate risk," SAFE Working Paper Series 349, Leibniz Institute for Financial Research SAFE.
  22. Jappelli, Ruggero & Lucke, Konrad & Pelizzon, Loriana, 2022. "Price and liquidity discovery in European sovereign bonds and futures," SAFE Working Paper Series 350, Leibniz Institute for Financial Research SAFE.
  23. Billio, Monica & Costola, Michele & Pelizzon, Loriana & Riedel, Max, 2022. "Creditworthiness and buildings' energy efficiency in the Italian mortgage market," SAFE Working Paper Series 352, Leibniz Institute for Financial Research SAFE.
  24. Bellia, Mario & Christensen, Kim & Kolokolov, Aleksey & Pelizzon, Loriana & Renò, Roberto, 2022. "Do designated market makers provide liquidity during a flash crash?," SAFE Working Paper Series 270, Leibniz Institute for Financial Research SAFE, revised 2022.
  25. Beck, Thorsten & Cecchetti, Stephen G. & Grothe, Magdalena & Kemp, Malcolm & Pelizzon, Loriana & Sánchez Serrano, Antonio, 2022. "Will video kill the radio star? Digitalisation and the future of banking," Report of the Advisory Scientific Committee 12, European Systemic Risk Board.
  26. Angeloni, Ignazio & Daase, Christopher & Deitelhoff, Nicole & Goldmann, Matthias & Krahnen, Jan Pieter & Kroll, Stefan & Luft, Carl-Georg Christoph & Nölke, Andreas & Peez, Anton & Pelizzon, Loriana, 2022. "Designing a rational sanctioning strategy," SAFE Policy Letters 95, Leibniz Institute for Financial Research SAFE.
  27. de Roure, Calebe & Pelizzon, Loriana & Thakor, Anjan V., 2021. "P2P lenders versus banks: Cream skimming or bottom fishing?," SAFE Working Paper Series 206, Leibniz Institute for Financial Research SAFE, revised 2021.
  28. Kasinger, Johannes & Krahnen, Jan Pieter & Ongena, Steven & Pelizzon, Loriana & Schmeling, Maik & Wahrenburg, Mark, 2021. "Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises," SAFE White Paper Series 84, Leibniz Institute for Financial Research SAFE.
  29. Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2021. "A meta-measure of performance related to both investors and investments characteristics," Post-Print hal-02933252, HAL.
  30. Billio, Monica & Lo, Andrew W. & Pelizzon, Loriana & Getmansky, Mila & Zareei, Abalfazl, 2021. "Global realignment in financial market dynamics: Evidence from ETF networks," SAFE Working Paper Series 304, Leibniz Institute for Financial Research SAFE.
  31. Ruggero Jappelli & Loriana Pelizzon & Alberto Plazzi, 2021. "The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times," Swiss Finance Institute Research Paper Series 21-30, Swiss Finance Institute.
  32. Gündüz, Yalin & Pelizzon, Loriana & Schneider, Michael & Subrahmanyam, Marti G., 2021. "Lighting up the dark: Liquidity in the German corporate bond market," Discussion Papers 21/2021, Deutsche Bundesbank.
  33. Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Getmansky Sherman, Mila & Yuferova, Darya, 2021. "Recovery from fast crashes: Role of mutual funds," SAFE Working Paper Series 227, Leibniz Institute for Financial Research SAFE, revised 2021.
  34. Boot, Arnoud W. A. & Carletti, Elena & Kotz, Hans-Helmut & Krahnen, Jan Pieter & Pelizzon, Loriana & Subrahmanyam, Marti G., 2021. "Corona and banking: A financial crisis in slow motion? An evaluation of the policy options," SAFE White Paper Series 79, Leibniz Institute for Financial Research SAFE.
  35. Anese, Gianluca & Corazza, Marco & Costola, Michele & Pelizzon, Loriana, 2021. "Impact of public news sentiment on stock market index return and volatility," SAFE Working Paper Series 322, Leibniz Institute for Financial Research SAFE.
  36. Christian Kubitza & Loriana Pelizzon & Mila Getmansky Sherman, 2021. "Loss Sharing in Central Clearinghouses: Winners and Losers," ECONtribute Discussion Papers Series 066, University of Bonn and University of Cologne, Germany.
  37. Abdi, Farshid & Kormanyos, Emily & Pelizzon, Loriana & Getmansky, Mila & Simon, Zorka, 2021. "Market impact of government communication: The case of presidential tweets," SAFE Working Paper Series 314, Leibniz Institute for Financial Research SAFE, revised 2021.
  38. Rzeznik, Aleksandra & Weiss-Hanley, Kathleen, 2021. "The Salience of ESG Ratings for Stock Pricing: Evidence From (Potentially) Confused Investors," CEPR Discussion Papers 16334, C.E.P.R. Discussion Papers.
  39. Costola, Michele & Nofer, Michael & Hinz, Oliver & Pelizzon, Loriana, 2020. "Machine learning sentiment analysis, Covid-19 news and stock market reactions," SAFE Working Paper Series 288, Leibniz Institute for Financial Research SAFE.
  40. Pelizzon, Loriana & Sagade, Satchit & Vozian, Katia, 2020. "Resiliency: Cross-venue dynamics with Hawkes processes," SAFE Working Paper Series 291, Leibniz Institute for Financial Research SAFE.
  41. Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Jun Uno & Darya Yuferova, 2020. "Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods," Working Papers 2020:09, Department of Economics, University of Venice "Ca' Foscari".
  42. Monica Billio & Michele Costola & Iva Histova & Carmelo Latino & Loriana Pelizzon, 2020. "Inside the ESG Ratings: (Dis)agreement and performance," Working Papers 2020:17, Department of Economics, University of Venice "Ca' Foscari".
  43. Krahnen, Jan Pieter & Pelizzon, Loriana, 2020. "Priorities for the CMU agenda," SAFE Policy Letters 85, Leibniz Institute for Financial Research SAFE.
  44. Pagano, Marco & Carletti, Elena & Oliviero, Tommaso & Pelizzon, Loriana & Subrahmanyam, Marti, 2020. "The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy," CEPR Discussion Papers 14831, C.E.P.R. Discussion Papers.
  45. Langenbucher, Katja & Leuz, Christian & Krahnen, Jan Pieter & Pelizzon, Loriana, 2020. "What are the wider supervisory implications of the Wirecard case?," SAFE White Paper Series 74, Leibniz Institute for Financial Research SAFE.
  46. Boot, Arnoud W. A. & Carletti, Elena & Kotz, Hans-Helmut & Krahnen, Jan Pieter & Pelizzon, Loriana & Subrahmanyam, Marti G., 2020. "Corona and financial stability 3.0: Try equity - risk sharing for companies, large and small," SAFE Policy Letters 81, Leibniz Institute for Financial Research SAFE.
  47. Boot, Arnoud W. A. & Carletti, Elena & Kotz, Hans-Helmut & Krahnen, Jan Pieter & Pelizzon, Loriana & Subrahmanyam, Marti G., 2020. "Corona and financial stability 2.0: Act jointly now, but also think about tomorrow," SAFE Policy Letters 79, Leibniz Institute for Financial Research SAFE.
  48. Boot, Arnoud W. A. & Carletti, Elena & Kotz, Hans-Helmut & Krahnen, Jan Pieter & Pelizzon, Loriana & Subrahmanyam, Marti G., 2020. "Corona and financial stability 4.0: Implementing a european pandemic equity fund," SAFE Policy Letters 84, Leibniz Institute for Financial Research SAFE.
  49. Monica Billio & Michele Costola & Loriana Pelizzon & Max Riedel, 2020. "Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case," Working Papers 2020:06, Department of Economics, University of Venice "Ca' Foscari".
  50. Giulio Girardi & Kathleen W. Hanley & Stanislava Nikolova & Loriana Pelizzon & Mila Getmansky Sherman, 2020. "Portfolio Similarity and Asset Liquidation in the Insurance Industry," Working Papers 2020:13, Department of Economics, University of Venice "Ca' Foscari".
  51. Boot, Arnoud W. A. & Carletti, Elena & Haselmann, Rainer & Kotz, Hans-Helmut & Krahnen, Jan Pieter & Pelizzon, Loriana & Schaefer, Stephen M. & Subrahmanyam, Marti G., 2020. "The Coronavirus and financial stability," SAFE Policy Letters 78, Leibniz Institute for Financial Research SAFE.
  52. Caporin, Massimiliano & Pelizzon, Loriana & Plazzi, Alberto, 2020. "Does monetary policy impact international market co-movements?," SAFE Working Paper Series 276, Leibniz Institute for Financial Research SAFE.
  53. Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G., 2020. "Collateral eligibility of corporate debt in the Eurosystem," SAFE Working Paper Series 275, Leibniz Institute for Financial Research SAFE.
  54. Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti G. & Yuferova, Darya, 2020. "Designated Market Makers: Competition and Incentives," SAFE Working Paper Series 247, Leibniz Institute for Financial Research SAFE, revised 2020.
  55. Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Jun Uno & Darya Yuferova, 2020. "Coming early to the party," Working Papers 2020:11, Department of Economics, University of Venice "Ca' Foscari".
  56. Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019. "Risk Pooling, Leverage, and the Business Cycle," CESifo Working Paper Series 7772, CESifo.
  57. Bedin, Andrea & Billio, Monica & Costola, Michele & Pelizzon, Loriana, 2019. "Credit scoring in SME asset-backed securities: An Italian case study," SAFE Working Paper Series 262, Leibniz Institute for Financial Research SAFE.
  58. Farina, Tatiana & Krahnen, Jan Pieter & Pelizzon, Loriana & Wahrenburg, Mark, 2019. "What are the main factors for the subdued profitability of significant banks in the Banking Union, and is the ECB's supervisory response conclusive and exhaustive? A critical assessment of the 2018 SSM report on bank profitability and business models," SAFE White Paper Series 65, Leibniz Institute for Financial Research SAFE.
  59. Dalla Fontana, Silvia & Holz auf der Heide, Marco & Pelizzon, Loriana & Scheicher, Martin, 2019. "The anatomy of the euro area interest rate swap market," Working Paper Series 2242, European Central Bank.
  60. de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019. "OTC discount," Discussion Papers 42/2019, Deutsche Bundesbank.
    • de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021. "OTC discount," SAFE Working Paper Series 298, Leibniz Institute for Financial Research SAFE, revised 2021.
  61. Loriana Pelizzon & Marti G. Subrahmanyam & Reiko Tobe & Jun Uno, 2018. "Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan," IMES Discussion Paper Series 18-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
  62. Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2018. "Central bank-driven mispricing," SAFE Working Paper Series 226, Leibniz Institute for Financial Research SAFE, revised 2018.
  63. Kubitza, Christian & Pelizzon, Loriana & Getmansky, Mila, 2018. "The pitfalls of central clearing in the presence of systematic risk," ICIR Working Paper Series 31/18, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  64. Kasinger, Johannes & Pelizzon, Loriana, 2018. "Financial stability in the EU: A case for micro data transparency," SAFE Policy Letters 67, Leibniz Institute for Financial Research SAFE.
  65. Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017. "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification," SAFE Working Paper Series 166, Leibniz Institute for Financial Research SAFE.
  66. Massimiliano Caporin & Loriana Pelizzon & Alberto Plazzi, 2017. "Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets," Swiss Finance Institute Research Paper Series 17-47, Swiss Finance Institute.
  67. Bellia, Mario & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas A., 2017. "The demand for central clearing: to clear or not to clear, that is the question," ESRB Working Paper Series 62, European Systemic Risk Board.
  68. Mila Getmansky & Ravi Jagannathan & Loriana Pelizzon & Ernst Schaumburg & Darya Yuferova, 2017. "Stock Price Crashes: Role of Slow-Moving Capital," NBER Working Papers 24098, National Bureau of Economic Research, Inc.
  69. Monica Billio & Lorenzo Frattarolo & Loriana Pelizzon, 2016. "Hedge Fund Tail Risk: An investigation in stressed markets, extended version with appendix," Working Papers 2016:01, Department of Economics, University of Venice "Ca' Foscari".
  70. Schneider, Michael & Lillo, Fabrizio & Pelizzon, Loriana, 2016. "How has sovereign bond market liquidity changed? An illiquidity spillover analysis," SAFE Working Paper Series 151, Leibniz Institute for Financial Research SAFE.
  71. Krahnen, Jan Pieter & Pelizzon, Loriana, 2016. ""Predatory" margins and the regulation and supervision of central counterparty clearing houses (CCPs)," SAFE White Paper Series 41, Leibniz Institute for Financial Research SAFE.
  72. Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016. "Networks in risk spillovers: a multivariate GARCH perspective," Working Papers 2016:03, Department of Economics, University of Venice "Ca' Foscari".
  73. de Roure, Calebe & Pelizzon, Loriana & Tasca, Paolo, 2016. "How does P2P lending fit into the consumer credit market?," Discussion Papers 30/2016, Deutsche Bundesbank.
  74. Loriana Pelizzon & Matteo Sottocornola, 2016. "The Impact of the Monetary Policy Interventions on the Insurance Industry," EIOPA Financial Stability Report - Thematic Articles 8, EIOPA, Risks and Financial Stability Department.
  75. Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2015. "Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina?," SAFE Working Paper Series 95, Leibniz Institute for Financial Research SAFE.
  76. Aït-Sahalia, Yacine & Laeven, Roger J. A. & Pelizzon, Loriana, 2014. "Mutual excitation in eurozone sovereign CDS," SAFE Working Paper Series 51, Leibniz Institute for Financial Research SAFE.
  77. Monica Billio & Gregory Jannin & Bertrand Maillet & Loriana Pelizzon, 2013. "Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure," Working Papers 2013:22, Department of Economics, University of Venice "Ca' Foscari".
  78. Bruno Maria Parigi & Loriana Pelizzon & Ernst-Ludwig von Thadden, 2013. "Stock Market Returns, Corporate Governance and Capital Market Equilibrium," CESifo Working Paper Series 4496, CESifo.
  79. Loriana Pelizzon & Domenico Sartore, 2013. "Deciphering the Libor and Euribor Spreads during the subprime crisis," Working Papers 2013: 14, Department of Economics, University of Venice "Ca' Foscari".
  80. Lóránth, Gyöngyi & Castiglionesi, Fabio & Feriozzi, Fabio, 2012. "Liquidity Coinsurance and Bank Capital," CEPR Discussion Papers 9162, C.E.P.R. Discussion Papers.
  81. Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon, 2012. "Measuring sovereign contagion in Europe," Working Paper 2012/05, Norges Bank.
  82. Loriana Pelizzon & Massimiliano Caporin, 2012. "Market volatility, optimal portfolios and naive asset allocations," Working Papers 2012_08, Department of Economics, University of Venice "Ca' Foscari".
  83. Monica Billio & Massimiliano Caporin & Loriana Pelizzon & Domenico Sartore, 2012. "CDS Industrial Sector Indices, credit and liquidity risk," Working Papers 2012_09, Department of Economics, University of Venice "Ca' Foscari".
  84. Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2011. "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors," Working Papers 2011_21, Department of Economics, University of Venice "Ca' Foscari".
  85. Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010. "Econometric Measures of Systemic Risk in the Finance and Insurance Sectors," NBER Working Papers 16223, National Bureau of Economic Research, Inc.
  86. Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008. "Crisis and Hedge Fund Risk," Working Papers 2008_10, Department of Economics, University of Venice "Ca' Foscari".
  87. Roberto Casarin & Loriana Pelizzon & Andrea Piva, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers 0817, University of Brescia, Department of Economics.
  88. Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008. "Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data," Working Papers 2008_11, Department of Economics, University of Venice "Ca' Foscari".
  89. Monica Billio & Mila Getmansky & Loriana Pelizzon, 2007. "Dynamic Risk Exposure in Hedge Funds," Working Papers 2007_17, Department of Economics, University of Venice "Ca' Foscari".
  90. Loriana Pelizzon & Guglielmo Weber, 2007. "Efficient Portfolios when Housing Needs Change over the Life-Cycle," "Marco Fanno" Working Papers 0037, Dipartimento di Scienze Economiche "Marco Fanno".
  91. Antonio Nicolo� & Loriana Pelizzon, 2006. "Credit Derivatives, Capital Requirements and Opaque OTC Markets," Working Papers 2006_58, Department of Economics, University of Venice "Ca' Foscari".
  92. Monica Billio & Mila Getmansky & Loriana Pelizzon, 2006. "Phase-Locking and Switching Volatility in Hedge Funds," Working Papers 2006_54, Department of Economics, University of Venice "Ca' Foscari".
  93. Loriana Pelizzon & Stephen Schaefer, 2005. "Pillar 1 vs. Pillar 2 Under Risk Management," NBER Working Papers 11666, National Bureau of Economic Research, Inc.
  94. Bruno Maria Parigi & Loriana Pelizzon, 2005. "Diversification and Ownership Concentration," CESifo Working Paper Series 1590, CESifo.
  95. Antonio Nicolo' & Loriana Pelizzon, 2005. "Credit Derivatives: Capital Requirements and Strategic Contracting," "Marco Fanno" Working Papers 0006, Dipartimento di Scienze Economiche "Marco Fanno".
  96. Weber, Guglielmo, 2003. "Are Household Portfolios Efficient? An Analysis Conditional on Housing," CEPR Discussion Papers 3890, C.E.P.R. Discussion Papers.

    repec:grz:wpsses:2021-08 is not listed on IDEAS
    repec:hal:journl:hal-03543398 is not listed on IDEAS

Articles

  1. Billio, Monica & Fitzpatrick, Aoife Claire & Latino, Carmelo & Pelizzon, Loriana, 2025. "Dissecting the ESG ratings: Does one size fit all?," Economics Letters, Elsevier, vol. 256(C).
  2. Bellia, Mario & Christensen, Kim & Kolokolov, Aleksey & Pelizzon, Loriana & Renò, Roberto, 2025. "Do designated market makers provide liquidity during downward extreme price movements?," Journal of Financial Markets, Elsevier, vol. 76(C).
  3. Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Darya Yuferova, 2025. "Market Liquidity and Competition Among Designated Market Makers," Management Science, INFORMS, vol. 71(1), pages 184-201, January.
  4. Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide, 2025. "Central Bank–Driven Mispricing," Journal of Financial Economics, Elsevier, vol. 166(C).
  5. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Gerardo Ferrara & Simon Jurkatis, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-05077550, HAL.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-05077550, HAL.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  6. Christian Kubitza & Loriana Pelizzon & Mila Getmansky Sherman, 2024. "Loss Sharing in Central Clearinghouses: Winners and Losers," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 237-273.
  7. Christian Mücke & Loriana Pelizzon & Vincenzo Pezone & Anjan Thakor, 2024. "The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments," American Economic Journal: Economic Policy, American Economic Association, vol. 16(4), pages 415-462, November.
  8. Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon, 2024. "Sustainable Finance: A Journey Toward ESG and Climate Risk," International Review of Environmental and Resource Economics, now publishers, vol. 18(1-2), pages 1-75, January.
  9. Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G., 2024. "Collateral eligibility of corporate debt in the Eurosystem," Journal of Financial Economics, Elsevier, vol. 153(C).
  10. Bellia, Mario & Girardi, Giulio & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas, 2024. "The demand for central clearing: To clear or not to clear, that is the question!," Journal of Financial Stability, Elsevier, vol. 72(C).
  11. Costola, Michele & Hinz, Oliver & Nofer, Michael & Pelizzon, Loriana, 2023. "Machine learning sentiment analysis, COVID-19 news and stock market reactions," Research in International Business and Finance, Elsevier, vol. 64(C).
  12. Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2023. "Networks in risk spillovers: A multivariate GARCH perspective," Econometrics and Statistics, Elsevier, vol. 28(C), pages 1-29.
  13. Billio, Monica & Caporin, Massimiliano & Panzica, Roberto & Pelizzon, Loriana, 2023. "The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 196-223.
  14. Gianluca Anese & Marco Corazza & Michele Costola & Loriana Pelizzon, 2023. "Impact of public news sentiment on stock market index return and volatility," Computational Management Science, Springer, vol. 20(1), pages 1-36, December.
  15. Florian Heider & Jan Pieter Krahnen & Loriana Pelizzon & Jonas Schlegel & Tobias H. Tröger, 2023. "Die Notwendigkeit einer Absicherung aller Sichteinlagen: der Fall der Silicon Valley Bank und Lehren für Europa," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 92(3), pages 51-60.
  16. Calebe de Roure & Loriana Pelizzon & Anjan Thakor, 2022. "P2P Lenders versus Banks: Cream Skimming or Bottom Fishing? [Loan officer incentives, internal rating models and default rates]," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 11(2), pages 213-262.
  17. Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Sherman, Mila Getmansky & Yuferova, Darya, 2022. "Recovery from fast crashes: Role of mutual funds," Journal of Financial Markets, Elsevier, vol. 59(PB).
  18. Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana, 2022. "Risk pooling, intermediation efficiency, and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
  19. Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2022. "A meta-measure of performance related to both investors and investments characteristics," Annals of Operations Research, Springer, vol. 313(2), pages 1405-1447, June.
  20. Monica Billio & Michele Costola & Loriana Pelizzon & Max Riedel, 2022. "Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case," The Journal of Real Estate Finance and Economics, Springer, vol. 65(3), pages 419-450, October.
  21. Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon, 2021. "Inside the ESG ratings: (Dis)agreement and performance," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1426-1445, September.
  22. Langenbucher Katja & Pelizzon Loriana, 2021. "Short Selling – On Ethics, Politics, and Culture," Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB), RWS Verlag, vol. 33(5), pages 301-312, October.
  23. Girardi, Giulio & Hanley, Kathleen W. & Nikolova, Stanislava & Pelizzon, Loriana & Sherman, Mila Getmansky, 2021. "Portfolio similarity and asset liquidation in the insurance industry," Journal of Financial Economics, Elsevier, vol. 142(1), pages 69-96.
  24. Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon & Marti G Subrahmanyam, 2020. "The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 9(3), pages 534-568.
  25. Andrea Bedin & Monica Billio & Michele Costola & Loriana Pelizzon, 2019. "Credit Scoring in SME Asset-Backed Securities: An Italian Case Study," JRFM, MDPI, vol. 12(2), pages 1-28, May.
  26. M. Schneider & F. Lillo & L. Pelizzon, 2018. "Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market," Quantitative Finance, Taylor & Francis Journals, vol. 18(2), pages 283-293, February.
  27. Caporin, Massimiliano & Pelizzon, Loriana & Ravazzolo, Francesco & Rigobon, Roberto, 2018. "Measuring sovereign contagion in Europe," Journal of Financial Stability, Elsevier, vol. 34(C), pages 150-181.
  28. Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2016. "Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?," Journal of Financial Economics, Elsevier, vol. 122(1), pages 86-115.
  29. Monica Billio & Loriana Pelizzon, 2014. "Interconnectedness and systemic risk: hedge funds, banks, insurance companies," BANCARIA, Bancaria Editrice, vol. 6, pages 81-91, June.
  30. Monica Billio & Lorenzon Frattarolo & Lauriana Pelizzon, 2014. "A Time-Varying Performance Evaluation of Hedge Fund Strategies through Aggregation," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 40-58, March-Apr.
  31. Aït-Sahalia, Yacine & Laeven, Roger J.A. & Pelizzon, Loriana, 2014. "Mutual excitation in Eurozone sovereign CDS," Journal of Econometrics, Elsevier, vol. 183(2), pages 151-167.
  32. Fabio Castiglionesi & Fabio Feriozzi & Gyöngyi Lóránth & Loriana Pelizzon, 2014. "Liquidity Coinsurance and Bank Capital," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 409-443, March.
  33. Robert C. Merton & Monica Billio & Mila Getmansky & Dale Gray & Andrew W. Lo & Loriana Pelizzon, 2013. "On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected)," Financial Analysts Journal, Taylor & Francis Journals, vol. 69(2), pages 22-33, March.
  34. Pelizzon, Loriana & Sartore, Domenico, 2013. "Deciphering the Libor and Euribor Spreads during the subprime crisis," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 565-585.
  35. Billio, Monica & Getmansky, Mila & Lo, Andrew W. & Pelizzon, Loriana, 2012. "Econometric measures of connectedness and systemic risk in the finance and insurance sectors," Journal of Financial Economics, Elsevier, vol. 104(3), pages 535-559.
  36. Billio, Monica & Getmansky, Mila & Pelizzon, Loriana, 2012. "Dynamic risk exposures in hedge funds," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3517-3532.
  37. Ivan Lorenzon & Marcella Lucchetta & Loriana Pelizzon, 2011. "Bank credit to medium-sized enterprises in Italy: the trends before and during the crisis," BANCARIA, Bancaria Editrice, vol. 2, pages 20-32, February.
  38. Pelizzon, Loriana & Weber, Guglielmo, 2009. "Efficient portfolios when housing needs change over the life cycle," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2110-2121, November.
  39. Parigi, Bruno M. & Pelizzon, Loriana, 2008. "Diversification and ownership concentration," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1743-1753, September.
  40. Pelizzon, Loriana & Weber, Guglielmo, 2008. "Are Household Portfolios Efficient? an Analysis Conditional on Housing," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(2), pages 401-431, June.
  41. Nicolò, Antonio & Pelizzon, Loriana, 2008. "Credit derivatives, capital requirements and opaque OTC markets," Journal of Financial Intermediation, Elsevier, vol. 17(4), pages 444-463, October.
  42. Roberto Casarin & Marco Lazzarin & Loriana Pelizzon & Domenico Sartore, 2005. "Relative benchmark rating and persistence analysis: Evidence from Italian equity funds," The European Journal of Finance, Taylor & Francis Journals, vol. 11(4), pages 297-308.
  43. Billio, Monica & Pelizzon, Loriana, 2003. "Contagion and interdependence in stock markets: Have they been misdiagnosed?," Journal of Economics and Business, Elsevier, vol. 55(5-6), pages 405-426.
  44. Billio, Monica & Pelizzon, Loriana, 2003. "Volatility and shocks spillover before and after EMU in European stock markets," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 323-340, December.
  45. Gianluca Bison & Loriana Pellizzon & Domenico Sartore, 2002. "La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati," Moneta e Credito, Economia civile, vol. 55(217), pages 55-75.
  46. Teresa Grava & Loriana Pelizzon & Domenico Sartore, 2000. "La Style Analysis nel mercato azionario italiano," Rivista italiana degli economisti, Società editrice il Mulino, issue 3, pages 387-412.
  47. Billio, Monica & Pelizzon, Loriana, 2000. "Value-at-Risk: a multivariate switching regime approach," Journal of Empirical Finance, Elsevier, vol. 7(5), pages 531-554, December.
    RePEc:icf:icfjfe:v:06:y:2008:i:1:p:7-28 is not listed on IDEAS

Chapters

  1. Arnoud Boot & Elena Carletti & Hans-Helmut Kotz & Jan Pieter Krahnen & Loriana Pelizzon & Marti Subrahmanyam, 2020. "Coronavirus and financial stability 3.0: Try equity – risk sharing for companies, large and small," Vox eBook Chapters, in: AgneÌ€s BeÌ nassy-QueÌ reÌ & Beatrice Weder di Mauro (ed.), Europe in the Time of Covid-19, edition 1, volume 1, chapter 1, pages 41-47, Centre for Economic Policy Research.
  2. Arnoud Boot & Elena Carletti & Hans-Helmut Kotz & Jan Pieter Krahnen & Loriana Pelizzon & Marti Subrahmanyam, 2020. "Corona and Financial Stability 4.0: Implementing a European Pandemic Equity Fund," Vox eBook Chapters, in: AgneÌ€s BeÌ nassy-QueÌ reÌ & Beatrice Weder di Mauro (ed.), Europe in the Time of Covid-19, edition 1, volume 1, chapter 1, pages 48-56, Centre for Economic Policy Research.
  3. Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010. "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
  4. Loriana Pelizzon & Stephen Schaefer, 2007. "Pillar 1 versus Pillar 2 under Risk Management," NBER Chapters, in: The Risks of Financial Institutions, pages 377-409, National Bureau of Economic Research, Inc.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 109 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-EEC: European Economics (26) 2012-04-17 2012-12-22 2013-02-03 2014-06-14 2015-04-19 2015-06-13 2016-03-23 2016-11-06 2018-02-26 2018-09-24 2019-08-12 2020-05-11 2020-05-25 2021-04-26 2021-08-16 2022-01-10 2022-01-24 2022-06-20 2024-11-11 2025-02-17 2025-04-07 2025-05-26 2025-06-30 2025-07-28 2025-10-27 2025-12-22. Author is listed
  2. NEP-FMK: Financial Markets (25) 2005-10-08 2005-10-29 2006-06-24 2008-02-09 2008-05-24 2008-05-24 2008-05-24 2008-10-13 2018-01-08 2018-09-24 2018-09-24 2018-10-01 2019-08-12 2019-11-04 2019-12-02 2020-06-22 2020-10-12 2021-01-04 2021-01-18 2021-03-29 2021-05-17 2021-08-16 2021-10-25 2022-06-20 2025-05-26. Author is listed
  3. NEP-RMG: Risk Management (25) 2005-10-08 2008-02-09 2008-05-24 2008-05-24 2012-07-23 2012-10-20 2013-11-02 2014-03-30 2016-02-04 2016-03-23 2016-09-25 2017-02-19 2018-09-24 2018-12-10 2019-02-25 2019-08-12 2019-10-21 2019-11-04 2020-03-30 2020-05-25 2020-06-15 2020-07-27 2021-01-04 2021-06-28 2021-10-25. Author is listed
  4. NEP-CBA: Central Banking (20) 2012-04-17 2012-10-20 2012-12-22 2013-02-03 2015-04-19 2015-06-13 2018-05-07 2018-08-27 2018-09-24 2020-03-30 2020-04-20 2020-05-11 2020-05-25 2021-03-29 2022-01-24 2023-06-19 2023-08-21 2025-02-17 2025-07-28 2025-12-22. Author is listed
  5. NEP-MST: Market Microstructure (20) 2008-05-24 2008-05-24 2016-10-02 2017-10-08 2018-01-08 2018-09-24 2018-10-01 2019-04-08 2019-12-02 2020-04-06 2020-06-15 2020-07-13 2020-10-12 2020-11-02 2021-01-18 2021-05-17 2021-08-16 2022-06-20 2026-02-16 2026-04-06. Author is listed
  6. NEP-BAN: Banking (18) 2011-12-13 2012-07-23 2012-10-20 2014-03-30 2016-08-21 2018-05-14 2019-02-25 2019-08-12 2019-11-04 2021-01-25 2021-07-19 2022-01-24 2022-04-04 2022-05-23 2023-01-02 2023-08-21 2024-11-11 2025-02-17. Author is listed
  7. NEP-MAC: Macroeconomics (16) 2012-04-17 2012-12-22 2013-02-03 2015-06-13 2017-07-02 2018-05-07 2018-08-27 2018-10-08 2019-07-29 2019-08-12 2019-08-26 2020-04-06 2020-05-11 2020-05-25 2022-01-24 2025-07-28. Author is listed
  8. NEP-CFN: Corporate Finance (13) 2003-07-13 2008-05-24 2008-05-24 2019-12-02 2020-05-11 2020-06-15 2020-08-31 2020-10-12 2020-10-12 2021-06-28 2021-07-19 2021-08-16 2022-05-23. Author is listed
  9. NEP-MON: Monetary Economics (13) 2013-07-15 2017-07-02 2018-05-07 2018-08-27 2018-09-24 2018-10-08 2019-02-25 2020-05-11 2020-05-25 2023-08-21 2025-02-17 2025-07-28 2025-10-27. Author is listed
  10. NEP-ENV: Environmental Economics (8) 2021-03-29 2022-05-23 2022-08-15 2023-08-21 2023-08-21 2024-04-01 2024-04-08 2025-05-26. Author is listed
  11. NEP-ENE: Energy Economics (7) 2019-10-21 2020-05-25 2022-05-23 2022-08-15 2023-08-21 2024-04-08 2025-05-26. Author is listed
  12. NEP-FDG: Financial Development and Growth (7) 2020-04-06 2021-03-15 2021-07-19 2022-01-24 2024-11-11 2025-06-30 2025-07-28. Author is listed
  13. NEP-IAS: Insurance Economics (7) 2011-12-13 2012-10-20 2014-03-30 2017-07-02 2018-05-07 2018-09-24 2021-01-04. Author is listed
  14. NEP-ENT: Entrepreneurship (6) 2019-11-04 2020-06-15 2020-06-22 2020-08-31 2020-10-12 2021-06-28. Author is listed
  15. NEP-EUR: Microeconomic European Issues (6) 2019-10-21 2019-11-04 2020-05-25 2020-06-15 2022-08-15 2024-04-01. Author is listed
  16. NEP-URE: Urban and Real Estate Economics (6) 2003-07-13 2006-06-24 2007-02-10 2008-02-09 2018-05-14 2022-08-15. Author is listed
  17. NEP-SBM: Small Business Management (5) 2020-06-15 2020-06-22 2020-08-31 2020-10-12 2021-06-28. Author is listed
  18. NEP-CWA: Central and Western Asia (4) 2021-03-15 2021-03-29 2021-03-29 2021-05-17
  19. NEP-REG: Regulation (4) 2005-10-08 2019-04-08 2019-10-21 2022-01-24
  20. NEP-BEC: Business Economics (3) 2019-08-26 2020-08-31 2020-10-12
  21. NEP-BIG: Big Data (3) 2020-10-12 2021-05-17 2021-10-25
  22. NEP-EFF: Efficiency and Productivity (3) 2008-05-24 2008-05-24 2008-10-13
  23. NEP-IFN: International Finance (3) 2012-04-17 2020-05-25 2021-03-15
  24. NEP-NET: Network Economics (3) 2016-03-23 2020-07-27 2021-03-15
  25. NEP-ORE: Operations Research (3) 2017-02-19 2020-07-27 2021-04-26
  26. NEP-CMP: Computational Economics (2) 2020-10-12 2021-10-25
  27. NEP-DGE: Dynamic General Equilibrium (2) 2019-07-29 2019-08-26
  28. NEP-EXP: Experimental Economics (2) 2021-12-06 2026-05-11
  29. NEP-HRM: Human Capital and Human Resource Management (2) 2013-11-02 2019-04-08
  30. NEP-OPM: Open Economy Macroeconomics (2) 2012-12-22 2015-06-13
  31. NEP-UPT: Utility Models and Prospect Theory (2) 2013-11-02 2018-03-19
  32. NEP-AGR: Agricultural Economics (1) 2022-05-23
  33. NEP-AIN: Artificial Intelligence (1) 2026-05-11
  34. NEP-CBE: Cognitive and Behavioural Economics (1) 2026-05-11
  35. NEP-CIS: Confederation of Independent States (1) 2022-04-04
  36. NEP-CNA: China (1) 2021-03-15
  37. NEP-COM: Industrial Competition (1) 2022-01-24
  38. NEP-CTA: Contract Theory and Applications (1) 2019-04-08
  39. NEP-ECM: Econometrics (1) 2018-09-24
  40. NEP-ETS: Econometric Time Series (1) 2020-07-27
  41. NEP-FOR: Forecasting (1) 2020-10-12
  42. NEP-GEN: Gender (1) 2020-05-11
  43. NEP-GER: German Papers (1) 2025-04-07
  44. NEP-HEA: Health Economics (1) 2020-03-30
  45. NEP-ICT: Information and Communication Technologies (1) 2021-05-17
  46. NEP-INT: International Trade (1) 2022-04-04
  47. NEP-ISF: Islamic Finance (1) 2021-08-16
  48. NEP-LAW: Law and Economics (1) 2015-02-22
  49. NEP-PAY: Payment Systems and Financial Technology (1) 2022-01-24
  50. NEP-SEA: South East Asia (1) 2021-12-06
  51. NEP-TRE: Transport Economics (1) 2024-04-08

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