Publicaciones en colaboración con investigadores/as de University of Padua (6)

2024

  1. ESG risk exposure: a tale of two tails

    Quantitative Finance, Vol. 24, Núm. 6, pp. 827-849

  2. Early warnings of systemic risk using one-minute high-frequency data

    Expert Systems with Applications, Vol. 252

  3. Measuring Climate Transition Risk Spillovers

    Review of Finance, Vol. 28, Núm. 2, pp. 447-481

2022

  1. Measuring systemic risk during the COVID-19 period: A TALIS3 approach

    Finance Research Letters, Vol. 46

2021

  1. TrAffic LIght system for systemic Stress: TALIS3

    North American Journal of Economics and Finance, Vol. 57

2014

  1. Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises

    Journal of International Financial Markets, Institutions and Money, Vol. 31, Núm. 1, pp. 159-177