Browsing All of EconStor by Author Billio, Monica

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Showing results 1 to 15 of 15
Year of PublicationTitleAuthor(s)
2010 Combining Predictive Densities Using Bayesian Filtering with Applications to Us Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011 Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange IndexBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011 Combining Predictive Densities using Bayesian Filtering with Applications to US Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011 Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011 Combination Schemes for Turning Point PredictionsBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2012 Time-varying Combinations of Predictive Densities using Nonlinear FilteringBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2012 Combination Schemes for Turning Point PredictionsBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2013 Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR ModelBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2013 Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR ModelBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2015 Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR ModeBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2016 Which market integration measure?Billio, Monica; Donadelli, Michael; Paradiso, Antonio; Riedel, Max
2017 The impact of network connectivity on factor exposures, asset pricing and portfolio diversificationBillio, Monica; Caporin, Massimiliano; Panzica, Roberto Calogero; Pelizzon, Loriana
2018 Networks in risk spillovers: A multivariate GARCH perspectiveBillio, Monica; Caporin, Massimiliano; Frattarolo, Lorenzo; Pelizzon, Loriana
2019 Buildings' energy efficiency and the probability of mortgage default: The Dutch caseBillio, Monica; Costola, Michele; Pelizzon, Loriana; Riedel, Max
2019 Credit scoring in SME asset-backed securities: An Italian case studyBedin, Andrea; Billio, Monica; Costola, Michele; Pelizzon, Loriana