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Loriana Pelizzon

Personal Details

First Name:Loriana
Middle Name:
Last Name:Pelizzon
Suffix:
RePEc Short-ID:ppe207
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

Affiliation

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

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. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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".
  7. Bellia, Mario & Christensen, Kim & Kolokolov, Aleksey & Pelizzon, Loriana & Renò, Roberto, 2020. "High-frequency trading during flash crashes: Walk of fame or hall of shame?," SAFE Working Paper Series 270, Leibniz Institute for Financial Research SAFE.
  8. Bertrand Maillet & Monica Billio & Loriana Pelizzon, 2020. "A Meta-Measure of Performance related to Charactersitics of both Investors and Investments," Post-Print hal-02933252, HAL.
  9. Krahnen, Jan Pieter & Pelizzon, Loriana, 2020. "Priorities for the CMU agenda," SAFE Policy Letters 85, Leibniz Institute for Financial Research SAFE.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon & Marti G. Subrahmanyam, 2020. "The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy," CSEF Working Papers 566, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 20 Jul 2020.
  18. 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.
  19. 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.
  20. Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019. "Risk Pooling, Leverage, and the Business Cycle," CESifo Working Paper Series 7772, CESifo.
  21. 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.
  22. Kubitza, Christian & Pelizzon, Loriana & Getmansky Sherman, Mila, 2019. "Pitfalls of central clearing in the presence of systematic risk," SAFE Working Paper Series 235, Leibniz Institute for Financial Research SAFE.
  23. de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019. "OTC discount," Discussion Papers 42/2019, Deutsche Bundesbank.
  24. Bellia, Mario & Girardi, Giulio & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas, 2019. "The demand for central clearing: To clear or not to clear, that is the question," SAFE Working Paper Series 193, Leibniz Institute for Financial Research SAFE.
  25. 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 SS," SAFE White Paper Series 65, Leibniz Institute for Financial Research SAFE.
  26. Billio, Monica & Costola, Michele & Pelizzon, Loriana & Riedel, Max, 2019. "Buildings' energy efficiency and the probability of mortgage default: The Dutch case," SAFE Working Paper Series 261, Leibniz Institute for Financial Research SAFE.
  27. Gündüz, Yalin & Ottonello, Giorgio & Pelizzon, Loriana & Schneider, Michael & Subrahmanyam, Marti G., 2018. "Lighting up the dark: Liquidity in the German corporate bond market," SAFE Working Paper Series 230, Leibniz Institute for Financial Research SAFE.
  28. 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.
  29. 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.
  30. 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.
  31. Pelizzon, Loriana & Sottocornola, Matteo, 2018. "The impact of monetary policy iInterventions on the insurance industry," SAFE Working Paper Series 204, Leibniz Institute for Financial Research SAFE.
  32. Girardi, Giulio & Hanley, Kathleen Weiss & Nikolova, Stanislava & Pelizzon, Loriana & Getmansky, Mila, 2018. "Portfolio similarity and asset liquidation in the insurance industry," SAFE Working Paper Series 224, Leibniz Institute for Financial Research SAFE.
  33. 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.
  34. 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.
  35. 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.
  36. Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti & Uno, Jun & Yuferova, Darya, 2017. "Coming early to the party," SAFE Working Paper Series 182, Leibniz Institute for Financial Research SAFE.
    • 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".
  37. Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti G. & Uno, Jun & Yuferova, Darya, 2017. "Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periods," SAFE Working Paper Series 144, Leibniz Institute for Financial Research SAFE.
  38. 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.
  39. 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.
  40. 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".
  41. 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".
  42. de Roure, Calebe & Pelizzon, Loriana & Tasca, Paolo, 2016. "How does P2P lending fit into the consumer credit market?," Discussion Papers 30/2016, Deutsche Bundesbank.
  43. 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.
  44. 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.
  45. 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".
  46. 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".
  47. 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.
  48. 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".
  49. Castiglionesi, Fabio & Feriozzi, Fabio & Lóránth, Gyöngyi & Pelizzon, Loriana, 2012. "Liquidity Coinsurance and Bank Capital," CEPR Discussion Papers 9162, C.E.P.R. Discussion Papers.
  50. Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon, 2012. "Measuring sovereign contagion in Europe," Working Paper 2012/05, Norges Bank.
  51. 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".
  52. 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".
  53. 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.
  54. Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008. "Crisis and Hedge Fund Risk," Working Papers 2008_10, Department of Economics, University of Venice "Ca' Foscari".
  55. 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".
  56. Loriana Pelizzon & Roberto Casarin & Andrea Piva, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers 2008_12, Department of Economics, University of Venice "Ca' Foscari".
  57. 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".
  58. 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".
  59. 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".
  60. Loriana Pelizzon & Guglielmo Weber, 2006. "Are Household Portfolios Efficient? An Analysis Conditional on Housing," "Marco Fanno" Working Papers 0021, Dipartimento di Scienze Economiche "Marco Fanno".
  61. 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".
  62. Bruno Parigi & Loriana Pelizzon, 2005. "Diversification and ownership concentration," "Marco Fanno" Working Papers 0005, Dipartimento di Scienze Economiche "Marco Fanno".
  63. Loriana Pelizzon & Stephen Schaefer, 2005. "Pillar 1 vs. Pillar 2 Under Risk Management," NBER Working Papers 11666, National Bureau of Economic Research, Inc.
  64. Antonio Nicolo' & Loriana Pelizzon, 2005. "Credit Derivatives: Capital Requirements and Strategic Contracting," "Marco Fanno" Working Papers 0006, Dipartimento di Scienze Economiche "Marco Fanno".

Articles

  1. Andrea Bedin & Monica Billio & Michele Costola & Loriana Pelizzon, 2019. "Credit Scoring in SME Asset-Backed Securities: An Italian Case Study," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 12(2), pages 1-28, May.
  2. 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.
  3. 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.
  4. 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.
  5. Monica Billio & Loriana Pelizzon, 2014. "Interconnectedness and systemic risk: hedge funds, banks, insurance companies," BANCARIA, Bancaria Editrice, vol. 6, pages 81-91, June.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Billio, Monica & Getmansky, Mila & Pelizzon, Loriana, 2012. "Dynamic risk exposures in hedge funds," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3517-3532.
  12. 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.
  13. 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.
  14. Parigi, Bruno M. & Pelizzon, Loriana, 2008. "Diversification and ownership concentration," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1743-1753, September.
  15. 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.
  16. Roberto Casarin & Andrea Piva & Loriana Pelizzon, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," The IUP Journal of Financial Economics, IUP Publications, vol. 0(1), pages 7-28, March.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon & Marti G Subrahmanyam, 0. "The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy," Review of Corporate Finance Studies, Oxford University Press, vol. 9(3), pages 534-568.

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 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 377-416, National Bureau of Economic Research, Inc.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 74 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-RMG: Risk Management (23) 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. Author is listed
  2. NEP-FMK: Financial Markets (19) 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. Author is listed
  3. NEP-MST: Market Microstructure (15) 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. Author is listed
  4. NEP-MAC: Macroeconomics (14) 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. Author is listed
  5. NEP-CBA: Central Banking (13) 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. Author is listed
  6. NEP-EEC: European Economics (13) 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. Author is listed
  7. NEP-BAN: Banking (10) 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. Author is listed
  8. NEP-CFN: Corporate Finance (9) 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. Author is listed
  9. NEP-MON: Monetary Economics (9) 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. Author is listed
  10. 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
  11. NEP-ENT: Entrepreneurship (5) 2019-11-04 2020-06-15 2020-06-22 2020-08-31 2020-10-12. Author is listed
  12. NEP-URE: Urban & Real Estate Economics (5) 2003-07-13 2006-06-24 2007-02-10 2008-02-09 2018-05-14. Author is listed
  13. NEP-EUR: Microeconomic European Issues (4) 2019-10-21 2019-11-04 2020-05-25 2020-06-15
  14. NEP-SBM: Small Business Management (4) 2020-06-15 2020-06-22 2020-08-31 2020-10-12
  15. NEP-BEC: Business Economics (3) 2019-08-26 2020-08-31 2020-10-12
  16. NEP-EFF: Efficiency & Productivity (3) 2008-05-24 2008-05-24 2008-10-13
  17. NEP-REG: Regulation (3) 2005-10-08 2019-04-08 2019-10-21
  18. NEP-DGE: Dynamic General Equilibrium (2) 2019-07-29 2019-08-26
  19. NEP-ENE: Energy Economics (2) 2019-10-21 2020-05-25
  20. NEP-HRM: Human Capital & Human Resource Management (2) 2013-11-02 2019-04-08
  21. NEP-IFN: International Finance (2) 2012-04-17 2020-05-25
  22. NEP-NET: Network Economics (2) 2016-03-23 2020-07-27
  23. NEP-OPM: Open Economy Macroeconomics (2) 2012-12-22 2015-06-13
  24. NEP-ORE: Operations Research (2) 2017-02-19 2020-07-27
  25. NEP-UPT: Utility Models & Prospect Theory (2) 2013-11-02 2018-03-19
  26. NEP-BIG: Big Data (1) 2020-10-12
  27. NEP-CMP: Computational Economics (1) 2020-10-12
  28. NEP-CTA: Contract Theory & Applications (1) 2019-04-08
  29. NEP-ECM: Econometrics (1) 2018-09-24
  30. NEP-ETS: Econometric Time Series (1) 2020-07-27
  31. NEP-FDG: Financial Development & Growth (1) 2020-04-06
  32. NEP-FOR: Forecasting (1) 2020-10-12
  33. NEP-GEN: Gender (1) 2020-05-11
  34. NEP-HEA: Health Economics (1) 2020-03-30
  35. NEP-LAW: Law & Economics (1) 2015-02-22

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