| Nome |
# |
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Le discipline economiche e aziendali nei 150 anni di storia di Ca’ Foscari, file e4239ddc-e0e3-7180-e053-3705fe0a3322
|
1.401
|
|
A New World Post COVID-19, file e4239dde-09f8-7180-e053-3705fe0a3322
|
964
|
|
Modeling Systemic Risk with Markov Switching Graphical SUR Models, file e4239ddc-922a-7180-e053-3705fe0a3322
|
693
|
|
Markov Switching GARCH Models: Filtering, Approximations and Duality, file e4239ddc-8fe8-7180-e053-3705fe0a3322
|
651
|
|
Inside the ESG Ratings: (Dis)agreement and performance, file e4239dde-4ef8-7180-e053-3705fe0a3322
|
646
|
|
Markov switching GARCH models for Bayesian hedging on energy futures markets, file e4239ddc-614d-7180-e053-3705fe0a3322
|
491
|
|
Bayesian dynamic tensor regression, file e4239ddc-aadb-7180-e053-3705fe0a3322
|
455
|
|
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors, file e4239ddb-4cf1-7180-e053-3705fe0a3322
|
430
|
|
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study, file e4239ddd-2fae-7180-e053-3705fe0a3322
|
403
|
|
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets, file e4239ddb-5bfe-7180-e053-3705fe0a3322
|
391
|
|
Backard/forward optimal combination of performance measures for equity screening, file e4239ddb-4752-7180-e053-3705fe0a3322
|
286
|
|
The European Repo Market, ECB Intervention and the COVID-19 Crisis, file e4239ddd-ef11-7180-e053-3705fe0a3322
|
264
|
|
Bayesian Markov switching tensor regression for time-varying networks, file e4239ddc-aadd-7180-e053-3705fe0a3322
|
258
|
|
CDS Industrial Sector Indices, credit and liquidity risk, file e4239ddb-46d1-7180-e053-3705fe0a3322
|
248
|
|
Combination Schemes for Turning Point Predictions, file e4239ddb-41b0-7180-e053-3705fe0a3322
|
246
|
|
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone, file e4239ddc-3532-7180-e053-3705fe0a3322
|
241
|
|
A Cross-Sectional Performance Measure for Portfolio Management, file e4239ddb-4a3a-7180-e053-3705fe0a3322
|
222
|
|
COVID-19 spreading in financial networks: A semiparametric matrix regression model, file e4239dde-8e99-7180-e053-3705fe0a3322
|
222
|
|
Cross-Sectional Analysis through Rank-based Dynamic Portfolios, file e4239ddb-4a39-7180-e053-3705fe0a3322
|
216
|
|
Combining predictive densities using Bayesian filtering with applications to US economics data, file e4239ddb-47cd-7180-e053-3705fe0a3322
|
209
|
|
Combining predictive densities using Bayesian filtering with applications to US economics data, file e4239ddb-45dd-7180-e053-3705fe0a3322
|
205
|
|
Entropy and systemic risk measures, file e4239ddb-b18f-7180-e053-3705fe0a3322
|
201
|
|
COVID-19 spreading in financial networks: A semiparametric matrix regression model, file e4239dde-0ce0-7180-e053-3705fe0a3322
|
196
|
|
Networks in risk spillovers: a multivariate GARCH perspective, file e4239ddc-370c-7180-e053-3705fe0a3322
|
189
|
|
The Effects of Seasonal Adjustment on Turning-Point Detection, file e4239ddd-2fad-7180-e053-3705fe0a3322
|
183
|
|
Combination schemes for turning point prediction, file e4239ddb-47cc-7180-e053-3705fe0a3322
|
181
|
|
Opinion Dynamics and Disagreements on Financial Networks, file e4239ddd-72d2-7180-e053-3705fe0a3322
|
179
|
|
Bayesian Dynamic Tensor Regression, file e4239dde-8c0b-7180-e053-3705fe0a3322
|
179
|
|
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach, file e4239dde-051e-7180-e053-3705fe0a3322
|
166
|
|
Bayesian inference in dynamic models with latent factors, file e4239ddb-45de-7180-e053-3705fe0a3322
|
154
|
|
Sparse BGVAR models for Systemic Risk Analysis, file e4239ddb-b18d-7180-e053-3705fe0a3322
|
151
|
|
Markov Switching Panel with Endogenous Synchronization Effects, file e4239dde-2349-7180-e053-3705fe0a3322
|
148
|
|
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index, file e4239ddb-45dc-7180-e053-3705fe0a3322
|
145
|
|
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case, file e4239dde-4d38-7180-e053-3705fe0a3322
|
142
|
|
Bayesian nonparametric sparse VAR models, file e4239ddd-097f-7180-e053-3705fe0a3322
|
140
|
|
A test for a new modelling: The Univariate MT-STAR Model, file e4239ddb-4a37-7180-e053-3705fe0a3322
|
130
|
|
Validating markov switching VAR through spectral representations, file e4239ddb-f7c7-7180-e053-3705fe0a3322
|
129
|
|
Efficienza, interconnessione e rischio sistemico, file e4239ddb-43fb-7180-e053-3705fe0a3322
|
125
|
|
Markov Switching Models for Volatility: Filtering, Approximation and Duality, file e4239ddb-6b6b-7180-e053-3705fe0a3322
|
124
|
|
Extreme Returns in a Shortfall Risk Framework, file e4239ddb-2f3f-7180-e053-3705fe0a3322
|
122
|
|
A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios, file e4239ddb-46ce-7180-e053-3705fe0a3322
|
118
|
|
Combination schemes for turning point prediction, file e4239ddb-45da-7180-e053-3705fe0a3322
|
111
|
|
Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach, file e4239ddb-4a36-7180-e053-3705fe0a3322
|
111
|
|
Market Linkages, Variance Spillover and Correlation Stability: Empirical Evidences of Financial Contagion, file e4239ddb-50c1-7180-e053-3705fe0a3322
|
103
|
|
Understanding Exchange Rates Dynamics, file e4239ddb-3cec-7180-e053-3705fe0a3322
|
96
|
|
A Matrix-Variate t Model for Networks, file e4239dde-88de-7180-e053-3705fe0a3322
|
76
|
|
Bayesian Markov-Switching Tensor Regression for Time-Varying Networks, file d7df5a5f-b532-405d-b75f-45a84a64c135
|
74
|
|
Proximity-structured multivariate volatility models for systemic risk, file e4239ddb-6b5c-7180-e053-3705fe0a3322
|
71
|
|
Sustainable Finance: A Journey Toward ESG and Climate Risk, file 39a1c965-09fe-4c6a-b9d1-ab88158c189f
|
46
|
|
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure, file e4239ddb-6b6c-7180-e053-3705fe0a3322
|
46
|
|
Cyclical Composite Indicators Detecting Turning Points, file e4239ddc-922b-7180-e053-3705fe0a3322
|
33
|
|
Asymmetric information in loan contracts: New evidence from Italian big data, file 663d009a-648d-44b6-9393-f8106b40c2e9
|
18
|
|
Option pricing via Regime Switching models and MultiLayer Perceptrons: a comparative approach, file e4239dde-9297-7180-e053-3705fe0a3322
|
16
|
|
On a New Approach for Analyzing and Managing Macrofinancial Risks, file e4239ddb-4024-7180-e053-3705fe0a3322
|
10
|
|
Complexity and the default risk of mortgage-backed securities, file 1ed4a36a-4518-4515-90b8-e6eab958f452
|
5
|
|
On the role of domestic and international financial cyclical factors in driving economic growth, file e4239dde-0ce9-7180-e053-3705fe0a3322
|
3
|
|
Creditworthiness and Buildings’ Energy Efficiency in the Mortgage Market, file 0db34c11-384d-40a3-87a0-608eb6658fd2
|
2
|
|
Time-varying Combinations of Predictive Densities using Nonlinear Filtering, file e4239ddb-3e41-7180-e053-3705fe0a3322
|
2
|
|
Bayesian Graphical Models for STructural Vector Autoregressive Processes, file e4239ddb-6cce-7180-e053-3705fe0a3322
|
2
|
|
Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect., file e4239ddb-ee32-7180-e053-3705fe0a3322
|
2
|
|
Disagreement in Signed Financial Networks, file e4239ddc-cb6d-7180-e053-3705fe0a3322
|
2
|
|
Legalità ed economia, file e4239ddd-2b7a-7180-e053-3705fe0a3322
|
2
|
|
Portfolio Symmetry and Momentum, file e4239ddb-4cc2-7180-e053-3705fe0a3322
|
1
|
|
A time varying performance evaluation of hedge fund strategies through aggregation, file e4239ddb-6cd1-7180-e053-3705fe0a3322
|
1
|
|
An entropy-based early warning indicator for systemic risk, file e4239ddb-f31c-7180-e053-3705fe0a3322
|
1
|
|
Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds, file e4239ddb-f798-7180-e053-3705fe0a3322
|
1
|
|
Bayesian nonparametric sparse Vector Autoregressive models, file e4239ddc-6ccd-7180-e053-3705fe0a3322
|
1
|
| Totale |
13.080 |