Análisis cuantitativo de política económica: mercados financieros y efectos distributivos
University of Padua
Padua, ItaliaPublicacions en col·laboració amb investigadors/es de University of Padua (5)
2024
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Early warnings of systemic risk using one-minute high-frequency data
Expert Systems with Applications, Vol. 252
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Measuring Climate Transition Risk Spillovers
Review of Finance, Vol. 28, Núm. 2, pp. 447-481
2022
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Measuring systemic risk during the COVID-19 period: A TALIS3 approach
Finance Research Letters, Vol. 46
2021
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TrAffic LIght system for systemic Stress: TALIS3
North American Journal of Economics and Finance, Vol. 57
2014
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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