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1

Econometric measures of connectedness and systemic risk in the finance and insurance sectors

Monica Billio, Mila Getmansky, Andrew W. Lo, Loriana Pelizzon

Journal:

Journal of Financial Economics

Year:

2012

Language:

english

File:

PDF, 2.25 MB

english, 2012

2

[New Economic Windows] Banking Beyond Banks and Money || Blockchains and the Boundaries of Self-Organized Economies: Predictions for the Future of Banking

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 209 KB

english, 2016

3

[New Economic Windows] Banking Beyond Banks and Money || How Peer to Peer Lending and Crowdfunding Drive the FinTech Revolution in the UK

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 253 KB

english, 2016

4

[New Economic Windows] Banking Beyond Banks and Money || Decentralized Banking: Monetary Technocracy in the Digital Age

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 135 KB

english, 2016

5

[New Economic Windows] Banking Beyond Banks and Money || FinTech in China: From Shadow Banking to P2P Lending

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 579 KB

english, 2016

6

[New Economic Windows] Banking Beyond Banks and Money || Blockchain 2.0 and Beyond: Adhocracies

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 99 KB

english, 2016

7

[New Economic Windows] Banking Beyond Banks and Money ||

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 4.36 MB

english, 2016

8

[New Economic Windows] Banking Beyond Banks and Money || Reinventing Money and Lending for the Digital Age

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 785 KB

english, 2016

9

[New Economic Windows] Banking Beyond Banks and Money || Understanding Modern Banking Ledgers Through Blockchain Technologies: Future of Transaction Processing and Smart Contracts on the Internet of Money

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 356 KB

english, 2016

10

Diversification and ownership concentration

Bruno M. Parigi, Loriana Pelizzon

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 195 KB

english, 2008

11

How Does P2P Lending Fit into the Consumer Credit Market?

de Roure, Calebe, Pelizzon, Loriana, Tasca, Paolo

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 339 KB

english, 2016

12

Contagion and interdependence in stock markets: Have they been misdiagnosed?

Monica Billio, Loriana Pelizzon

Journal:

Journal of Economics and Business

Year:

2003

Language:

english

File:

PDF, 196 KB

english, 2003

13

Hedge Fund Tail Risk: An Investigation in Stressed Markets

Billio, Monica, Frattarolo, Lorenzo, Pelizzon, Loriana

Journal:

The Journal of Alternative Investments

Year:

2016

Language:

english

File:

PDF, 7.05 MB

english, 2016

14

P2P Lenders versus Banks: Cream Skimming or Bottom Fishing?

de Roure, Calebe, Pelizzon, Loriana, Thakor, Anjan V.

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 633 KB

english, 2018

15

Are Household Portfolios Efficient? an Analysis Conditional on Housing

Pelizzon, Loriana, Weber, Guglielmo

Journal:

Journal of Financial and Quantitative Analysis

Year:

2008

Language:

english

File:

PDF, 724 KB

english, 2008

16

Efficient portfolios when housing needs change over the life cycle

Loriana Pelizzon, Guglielmo Weber

Journal:

Journal of Banking & Finance

Year:

2009

Language:

english

File:

PDF, 249 KB

english, 2009

17

[New Economic Windows] Banking Beyond Banks and Money || Features or Bugs: The Seven Sins of Current Bitcoin

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 347 KB

english, 2016

18

[New Economic Windows] Banking Beyond Banks and Money || How Non-banks are Boosting Financial Inclusion and Remittance

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 160 KB

english, 2016

19

[New Economic Windows] Banking Beyond Banks and Money || Introduction

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 53 KB

english, 2016

20

The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy

Carletti, Elena, Oliviero, Tommaso, Pagano, Marco, Pelizzon, Loriana, Subrahmanyam, Marti G

Journal:

Review of Corporate Finance Studies

Year:

2020

File:

PDF, 542 KB

2020

21

Deciphering the Libor and Euribor Spreads during the subprime crisis

Pelizzon, Loriana, Sartore, Domenico

Journal:

The North American Journal of Economics and Finance

Year:

2013

Language:

english

File:

PDF, 1.70 MB

english, 2013

22

Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?

Pelizzon, Loriana, Subrahmanyam, Marti G., Tomio, Davide, Uno, Jun

Journal:

Journal of Financial Economics

Year:

2016

Language:

english

File:

PDF, 6.15 MB

english, 2016

23

[New Economic Windows] Banking Beyond Banks and Money || Classification of Crowdfunding in the Financial System

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 152 KB

english, 2016

24

[New Economic Windows] Banking Beyond Banks and Money || Crowdfunding and Bank Stress

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 471 KB

english, 2016

25

[New Economic Windows] Banking Beyond Banks and Money || Are Transaction Costs Drivers of Financial Institutions? Contracts Made in Heaven, Hell, and the Cloud in Between

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 246 KB

english, 2016

26

[New Economic Windows] Banking Beyond Banks and Money || Trustless Computing—The What Not the How

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 178 KB

english, 2016

27

[New Economic Windows] Banking Beyond Banks and Money || Scalability and Egalitarianism in Peer-to-Peer Networks

Tasca, Paolo, Aste, Tomaso, Pelizzon, Loriana, Perony, Nicolas

Year:

2016

Language:

english

File:

PDF, 383 KB

english, 2016

28

Stock Market Returns, Corporate Governance and Capital Market Equilibrium

Parigi, Bruno Maria, Pelizzon, Loriana, von Thadden, Ernst-Ludwig

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 357 KB

english, 2013

29

Italian Equity Funds: Efficiency and Performance Persistence

Casarin, Roberto, Pelizzon, Loriana, Piva, Andrea

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 369 KB

english, 2008

30

Dynamic risk exposures in hedge funds

Monica Billio, Mila Getmansky, Loriana Pelizzon

Journal:

Computational Statistics & Data Analysis

Year:

2012

Language:

english

File:

PDF, 1.22 MB

english, 2012

31

Credit derivatives, capital requirements and opaque OTC markets

Antonio Nicolò, Loriana Pelizzon

Journal:

Journal of Financial Intermediation

Year:

2008

Language:

english

File:

PDF, 261 KB

english, 2008

32

Volatility and shocks spillover before and after EMU in European stock markets

Monica Billio, Loriana Pelizzon

Journal:

Journal of Multinational Financial Management

Year:

2003

Language:

english

File:

PDF, 274 KB

english, 2003

33

Value-at-Risk: a multivariate switching regime approach

Monica Billio, Loriana Pelizzon

Journal:

Journal of Empirical Finance

Year:

2000

Language:

english

File:

PDF, 490 KB

english, 2000

34

Health status and portfolio choice: Is their relationship economically relevant?

Bressan, Silvia, Pace, Noemi, Pelizzon, Loriana

Journal:

International Review of Financial Analysis

Year:

2014

Language:

english

File:

PDF, 754 KB

english, 2014

35

Liquidity Coinsurance and Bank Capital

CASTIGLIONESI, FABIO, FERIOZZI, FABIO, LÓRÁNTH, GYÖNGYI, PELIZZON, LORIANA

Journal:

Journal of Money, Credit and Banking

Year:

2014

Language:

english

File:

PDF, 300 KB

english, 2014

36

Relative benchmark rating and persistence analysis: Evidence from Italian equity funds

Casarin, Roberto, Lazzarin, Marco, Pelizzon, Loriana, Sartore, Domenico

Journal:

European Journal of Finance

Year:

2005

Language:

english

File:

PDF, 219 KB

english, 2005

37

Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data

Billio, Monica, Getmansky, Mila, Pelizzon, Loriana

Journal:

The Journal of Alternative Investments

Year:

2009

Language:

english

File:

PDF, 2.10 MB

english, 2009

38

Measuring Sovereign Contagion in Europe

Caporin, Massimiliano, Pelizzon, Loriana, Ravazzolo, Francesco, Rigobon, Roberto

Journal:

Journal of Financial Stability

Year:

2017

Language:

english

File:

PDF, 1.22 MB

english, 2017

39

On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected)

Merton, Robert C., Billio, Monica, Getmansky, Mila, Gray, Dale, Lo, Andrew W., Pelizzon, Loriana

Journal:

Financial Analysts Journal

Year:

2013

Language:

english

File:

PDF, 1.92 MB

english, 2013

40

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

Billio, Monica, Lo, Andrew W., Getmansky, Mila, Pelizzon, Loriana

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 1.48 MB

english, 2011

41

The Impact of Monetary Policy Interventions on the Insurance Industry

Pelizzon, Loriana, Sottocornola, Matteo

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 861 KB

english, 2018

42

Efficient Portfolios When Housing Needs Change Over the Life-Cycle

Weber, Guglielmo, Pelizzon, Loriana

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 773 KB

english, 2007

43

Are Household Portfolios Efficient? An Analysis Conditional on Housing

Pelizzon, Loriana, Weber, Guglielmo

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 430 KB

english, 2003

44

Lighting up the Dark: Liquidity in the German Corporate Bond Market

Gündüz, Yalin, Ottonello, Giorgio, Pelizzon, Loriana, Schneider, Michael, Subrahmanyam, Marti G.

Journal:

SSRN Electronic Journal

Year:

2018

File:

PDF, 634 KB

2018

45

Measuring Sovereign Contagion in Europe

Pelizzon, Loriana, Caporin, Massimiliano, Rigobon, Roberto, Ravazzolo, Francesco

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 3.36 MB

english, 2012

46

Credit Derivatives, Capital Requirements and Opaque OTC Markets

Nicolo, Antonio, Pelizzon, Loriana

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 348 KB

english, 2008

47

Sovereign, Bank and Insurance Credit Spreads: Connectedness and System Networks

Billio, Monica, Getmansky, Mila, Gray, Dale F. F., Lo, Andrew W., Merton, Robert C., Pelizzon, Loriana

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 3.95 MB

english, 2012

48

Franchise Value, Capital Requirements and Closure Rules in a Dynamic Model of Bank Portfolio Management

Pelizzon, Loriana

Journal:

SSRN Electronic Journal

Year:

2001

Language:

english

File:

PDF, 349 KB

english, 2001

49

Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data

Billio, Monica, Getmansky, Mila, Pelizzon, Loriana

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 800 KB

english, 2009

50

Mutual Excitation in Eurozone Sovereign CDS

Ait-Sahalia, Yacine, Laeven, Roger J. A., Pelizzon, Loriana

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 2.05 MB

english, 2014