Browsing All of EconStor by Author Pelizzon, Loriana

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Year of PublicationTitleAuthor(s)
2005Diversification and ownership concentrationParigi, Bruno Maria; Pelizzon, Loriana
2012Measuring Sovereign Contagion in EuropeCaporin, Massimiliano; Pelizzon, Loriana; Ravazzolo, Francesco; Rigobon, Roberto
2013Stock Market Returns, Corporate Governance and Capital Market EquilibriumParigi, Bruno Maria; Pelizzon, Loriana; von Thadden, Ernst-Ludwig
2014Mutual excitation in eurozone sovereign CDSAït-Sahalia, Yacine; Laeven, Roger J. A.; Pelizzon, Loriana
2015Measuring sovereign contagion in EuropeCaporin, Massimiliano; Pelizzon, Loriana; Ravazzolo, Francesco; Rigobon, Roberto
2015Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina?Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun
2016How has sovereign bond market liquidity changed? An illiquidity spillover analysisSchneider, Michael; Lillo, Fabrizio; Pelizzon, Loriana
2016"Predatory" margins and the regulation and supervision of central counterparty clearing houses (CCPs)Krahnen, Jan Pieter; Pelizzon, Loriana
2016How does P2P lending fit into the consumer credit market?de Roure, Calebe; Pelizzon, Loriana; Tasca, Paolo
2017The demand for central clearing: to clear or not to clear, that is the questionBellia, Mario; Panzica, Roberto; Pelizzon, Loriana; Peltonen, Tuomas A.
2017The impact of network connectivity on factor exposures, asset pricing and portfolio diversificationBillio, Monica; Caporin, Massimiliano; Panzica, Roberto Calogero; Pelizzon, Loriana
2017Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periodsBellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; Uno, Jun; Yuferova, Darya
2017Coming early to the partyBellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti; Uno, Jun; Yuferova, Darya
2018The impact of monetary policy iInterventions on the insurance industryPelizzon, Loriana; Sottocornola, Matteo
2018Portfolio similarity and asset liquidation in the insurance industryGirardi, Giulio; Hanley, Kathleen Weiss; Nikolova, Stanislava; Pelizzon, Loriana; Getmansky, Mila
2018Networks in risk spillovers: A multivariate GARCH perspectiveBillio, Monica; Caporin, Massimiliano; Frattarolo, Lorenzo; Pelizzon, Loriana
2018Lighting up the dark: Liquidity in the German corporate bond marketGündüz, Yalin; Ottonello, Giorgio; Pelizzon, Loriana; Schneider, Michael; Subrahmanyam, Marti G.
2018Central bank-driven mispricingPelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun
2018The pitfalls of central clearing in the presence of systematic riskKubitza, Christian; Pelizzon, Loriana; Getmansky, Mila
2018Financial stability in the EU: A case for micro data transparencyKasinger, Johannes; Pelizzon, Loriana