Browsing All of EconStor by Author Billio, Monica


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Year of PublicationTitleAuthor(s)
2010Combining Predictive Densities Using Bayesian Filtering with Applications to Us Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange IndexBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011Combination Schemes for Turning Point PredictionsBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011Combining Predictive Densities using Bayesian Filtering with Applications to US Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2012Combination Schemes for Turning Point PredictionsBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2012Time-varying Combinations of Predictive Densities using Nonlinear FilteringBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2013Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR ModelBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2013Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR ModelBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2015Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR ModeBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2016Which market integration measure?Billio, Monica; Donadelli, Michael; Paradiso, Antonio; Riedel, Max
2017The impact of network connectivity on factor exposures, asset pricing and portfolio diversificationBillio, Monica; Caporin, Massimiliano; Panzica, Roberto Calogero; Pelizzon, Loriana
2018Networks in risk spillovers: A multivariate GARCH perspectiveBillio, Monica; Caporin, Massimiliano; Frattarolo, Lorenzo; Pelizzon, Loriana
2019Credit scoring in SME asset-backed securities: An Italian case studyBedin, Andrea; Billio, Monica; Costola, Michele; Pelizzon, Loriana
2019Buildings' energy efficiency and the probability of mortgage default: The Dutch caseBillio, Monica; Costola, Michele; Pelizzon, Loriana; Riedel, Max
2019Credit scoring in SME asset-backed securities: An Italian case studyBedin, Andrea; Billio, Monica; Costola, Michele; Pelizzon, Loriana
2020Inside the ESG ratings: (Dis)agreement and performanceBillio, Monica; Costola, Michele; Hristova, Iva; Latino, Carmelo; Pelizzon, Loriana
2021Global realignment in financial market dynamics: Evidence from ETF networksBillio, Monica; Lo, Andrew W.; Pelizzon, Loriana; Getmansky, Mila; Zareei, Abalfazl
2022Sustainable finance: A journey toward ESG and climate riskBillio, Monica; Costola, Michele; Hristova, Iva; Latino, Carmelo; Pelizzon, Loriana
2022Creditworthiness and buildings' energy efficiency in the Italian mortgage marketBillio, Monica; Costola, Michele; Pelizzon, Loriana; Riedel, Max