MEM and SEM in the GME framework: Modelling Perception and Satisfaction - Carpita, Ciavolino. December, 10 2013
Discussion of “Systemic and Systematic risk” by Billio et al. and “CDS based indicators for systemic risk of Euro area sovereigns and for Euro area financial firms” by Lucas
Bank Interconnectedness What determines the links? - Puriya Abbassi, Christian Brownlees, Christina Hans, Natalia Podlich. July, 2 2014
Detecting Financial Danger Zones with Machine Learning - Marika Vezzoli. December, 15 2014
Measuring the behavioral component of financial fluctuaction. An analysis based on the S&P 500 - Caporin M., Corazzini L., Costola M. - November 8, 2013.
Measuring credit risk in a large banking system: econometric modeling and empirics - Andre Lucas, Bernd Schwaab, Xin Zhang. June, 7 2013
On the (ab)use of Omega? - Caporin M., Costola M., Jannin G., Maillet B. December 15, 2013.
A GARCH analysis of dark-pool trades - Philippe de Peretti, Oren J. Tapiero .December, 15 2013
Sovereign credit risk, liquidity, and the ecb intervention: deus ex machina? - Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno. June, 5 2014
