Mario Anolli
Personal Details
First Name: | Mario |
Middle Name: | |
Last Name: | Anolli |
Suffix: | |
RePEc Short-ID: | pan199 |
[This author has chosen not to make the email address public] | |
Dipartimento di Scienze dell'Economia e della Gestione Aziendale via Necchi, 5 20123 Milano, Italy | |
+390272342465 |
Affiliation
(in no particular order)
Dipartimento di Scienze dell'Economia e della Gestione Aziendale (Department of Economics and Business Administration)
Università Cattolica del Sacro Cuore (Catholic University of the Sacred Heart)
Milano, Italyhttp://dipartimenti.unicatt.it/segesta
RePEc:edi:dgcatit (more details at EDIRC)
Dipartimenti e Istituti di Scienze Economiche (Departments and Institutes of Economics)
Università Cattolica del Sacro Cuore (Catholic University of the Sacred Heart)
Milano/Piacenza, Italyhttp://www3.unicatt.it/unicatt/seed/consultazione.mostra_pagina?id_pagina=32
RePEc:edi:dscatit (more details at EDIRC)
Facoltà di Scienze Bancarie, Finanziarie e Assicurative (School of Banking, Finance, and Insurance)
Università Cattolica del Sacro Cuore (Catholic University of the Sacred Heart)
Milano, Italyhttp://www.unicatt.it/scienzebancarie/
RePEc:edi:fbcatit (more details at EDIRC)
Research output
Jump to: Working papers Articles BooksWorking papers
- Beccalli, Elena & Anolli, Mario & Borello, Giuliana, 2015.
"Are European banks too big? evidence on economies of scale,"
LSE Research Online Documents on Economics
62936, London School of Economics and Political Science, LSE Library.
- Beccalli, Elena & Anolli, Mario & Borello, Giuliana, 2015. "Are European banks too big? Evidence on economies of scale," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 232-246.
- Anolli, Mario & Del Giudice, Alfonso, 2008. "Italian Open End Mutual Fund Costs," MPRA Paper 8111, University Library of Munich, Germany.
- Anolli, Mario & Petrella, Giovanni, 2007. "A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality," MPRA Paper 7931, University Library of Munich, Germany.
Articles
- Beccalli, Elena & Anolli, Mario & Borello, Giuliana, 2015.
"Are European banks too big? Evidence on economies of scale,"
Journal of Banking & Finance, Elsevier, vol. 58(C), pages 232-246.
- Beccalli, Elena & Anolli, Mario & Borello, Giuliana, 2015. "Are European banks too big? evidence on economies of scale," LSE Research Online Documents on Economics 62936, London School of Economics and Political Science, LSE Library.
- Anolli, Mario & Beccalli, Elena & Molyneux, Philip, 2014. "Bank earnings forecasts, risk and the crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 309-335.
- Mario Anolli & Giovanni Petrella, 2008. "Qualità della negoziazione e tutela dell'investitore," Rivista di Politica Economica, SIPI Spa, vol. 98(1), pages 295-353, January-F.
- Mario Anolli & Giovanni Petrella, 2005. "La sospensione della negoziazione di azioni. Evidenze empiriche dal mercato italiano," Banca Impresa Società, Società editrice il Mulino, issue 3, pages 319-350.
- Mario Anolli & Rossella Locatelli, 1998. "Obiettivi e vincoli nella gestione dell'attivo delle fondazioni bancarie," Banca Impresa Società, Società editrice il Mulino, issue 3, pages 453-486.
Books
- Mario Anolli & Elena Beccalli & Tommaso Giordani (ed.), 2013. "Retail Credit Risk Management," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-1-137-00676-9.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Beccalli, Elena & Anolli, Mario & Borello, Giuliana, 2015.
"Are European banks too big? evidence on economies of scale,"
LSE Research Online Documents on Economics
62936, London School of Economics and Political Science, LSE Library.
- Beccalli, Elena & Anolli, Mario & Borello, Giuliana, 2015. "Are European banks too big? Evidence on economies of scale," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 232-246.
Cited by:
- Bossone, Biagio, 2021. "Commercial bank seigniorage and the macroeconomy," International Review of Financial Analysis, Elsevier, vol. 76(C).
- Sapci, Ayse & Miles, Bradley, 2017.
"Bank Size, Returns to Scale and Cost Efficiency,"
Working Papers
2017-02, Department of Economics, Colgate University, revised 10 Mar 2017.
- Sapci, Ayse & Miles, Bradley, 2019. "Bank size, returns to scale, and cost efficiency," Journal of Economics and Business, Elsevier, vol. 105(C).
- Kevork, Ilias S. & Pange, Jenny & Tzeremes, Panayiotis & Tzeremes, Nickolaos G., 2017. "Estimating Malmquist productivity indexes using probabilistic directional distances: An application to the European banking sector," European Journal of Operational Research, Elsevier, vol. 261(3), pages 1125-1140.
- Monacelli, Tommas & Jamilov, Rustam, 2020. "Bewley Banks," CEPR Discussion Papers 15428, C.E.P.R. Discussion Papers.
- Joseph Hughes & Julapa Jagtiani & Loretta Mester & Choon-Geol Moon, 2018.
"Does Scale Matter In Community Bank Performance? Evidence Obtained By Applying Several New Measures Of Performance,"
Departmental Working Papers
201803, Rutgers University, Department of Economics.
- Joseph P. Hughes & Julapa Jagtiani & Loretta J. Mester & Choon-Geol Moon, 2018. "Does Scale Matter in Community Bank Performance? Evidence Obtained by Applying Several New Measures of Performance," Working Papers 18-11, Federal Reserve Bank of Philadelphia.
- Joseph P. Hughes & Julapa Jagtiani & Loretta J. Mester & Choon-Geol Moon, 2019. "Does Scale Matter in Community Bank Performance? Evidence Obtained by Applying Several New Measures of Performance," Departmental Working Papers 201901, Rutgers University, Department of Economics.
- Hughes, Joseph P. & Jagtiani, Julapa & Mester, Loretta J. & Moon, Choon-Geol, 2019. "Does scale matter in community bank performance? Evidence obtained by applying several new measures of performance," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 471-499.
- Joseph P. Hughes & Loretta J. Mester, 2016.
"The Future of Large, Internationally Active Banks: Does Scale Define the Winners?,"
World Scientific Book Chapters, in: Asli Demirgüç-Kunt & Douglas D Evanoff & George G Kaufman (ed.), The Future of Large, Internationally Active Banks, chapter 6, pages 77-96,
World Scientific Publishing Co. Pte. Ltd..
- Joseph P. Hughes & Loretta J. Mester, 2015. "The Future of Large, Internationally Active Banks: Does Scale Define the Winners?," Departmental Working Papers 201524, Rutgers University, Department of Economics.
- Sarmiento Paipilla, N.M. & Galán, Jorge E., 2015.
"The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia,"
Other publications TiSEM
f7a73cdb-55a2-40d3-936f-7, Tilburg University, School of Economics and Management.
- Miguel Sarmiento & Jorge E. Galán, 2015. "The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia," Borradores de Economia 13254, Banco de la Republica.
- Miguel Sarmiento & Jorge E. Galán, 2015. "The influence of risk-taking on bank efficiency: evidence from Colombia," Working Papers 1537, Banco de España.
- Miguel Sarmiento & Jorge E. Galán, 2015. "The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia," Borradores de Economia 894, Banco de la Republica de Colombia.
- Sarmiento Paipilla, N.M. & Galán, Jorge E., 2015. "The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia," Discussion Paper 2015-036, Tilburg University, Center for Economic Research.
- Sarmiento, Miguel & Galán, Jorge E., 2017. "The influence of risk-taking on bank efficiency: Evidence from Colombia," Emerging Markets Review, Elsevier, vol. 32(C), pages 52-73.
- Sarmiento Paipilla, N.M. & Galán, Jorge E., 2015. "The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia," Other publications TiSEM 7ed3f335-b5ee-4312-bc83-7, Tilburg University, School of Economics and Management.
- Li, Shaofang & Marinč, Matej, 2018. "Economies of scale and scope in financial market infrastructures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 17-49.
- Miguel Mello & Jorge Ponce, 2022.
"Structure and Competition in the Uruguayan Banking Sector,"
International Journal of the Economics of Business, Taylor & Francis Journals, vol. 29(3), pages 271-300, September.
- Miguel Mello & Jorge Ponce, 2019. "Structure and Competition in the Uruguayan Banking Sector," Documentos de trabajo 2019006, Banco Central del Uruguay.
- Githaiga Peter Nderitu, 2020. "Revenue diversification and quality of loan portfolio," Journal of Economics and Management, Sciendo, vol. 42(4), pages 5-19, December.
- Farina, Tatiana & Krahnen, Jan Pieter & Pelizzon, Loriana & Wahrenburg, Mark, 2019. "What are the main factors for the subdued profitability of significant banks in the Banking Union, and is the ECB's supervisory response conclusive and exhaustive? A critical assessment of the 2018 SS," SAFE White Paper Series 65, Leibniz Institute for Financial Research SAFE.
- Ibrahim, Mansor H. & Rizvi, Syed Aun R., 2017. "Do we need bigger Islamic banks? An assessment of bank stability," Journal of Multinational Financial Management, Elsevier, vol. 40(C), pages 77-91.
- David Andolfatto, 2017. "Bank Panics with Scale Economies," 2017 Meeting Papers 265, Society for Economic Dynamics.
- Spierdijka, Laura & Zaourasa, Michalis, 2018. "Measuring banks’ market power in the presence of economies of scale: A scale-corrected Lerner index," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 40-48.
- Besstremyannaya, Galina, 2017. "Heterogeneous effect of the global financial crisis and the Great East Japan Earthquake on costs of Japanese banks," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 66-89.
- Elena Beccalli & Ludovico Rossi, 2020. "Economies or diseconomies of scope in the EU banking industry?," European Financial Management, European Financial Management Association, vol. 26(5), pages 1261-1293, November.
- Biagio Bossone, 2021. "Bank Seigniorage in a Monetary Production Economy," Working Papers PKWP2111, Post Keynesian Economics Society (PKES).
- Payam Hanafizadeh & Seyedali Marjaie, 2020. "Trends and turning points of banking: a timespan view," Review of Managerial Science, Springer, vol. 14(6), pages 1183-1219, December.
- Foglia, Matteo & Addi, Abdelhamid & Angelini, Eliana, 2022. "The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness," Global Finance Journal, Elsevier, vol. 51(C).
- Alves, Carlos Francisco & Citterio, Alberto & Marques, Bernardo P., 2023. "Bank-specific capital requirements: Short and long-run determinants," Finance Research Letters, Elsevier, vol. 52(C).
- Biagio Bossone, 2021. "Bank Money Creation and the Payments System," Working Papers PKWP2117, Post Keynesian Economics Society (PKES).
- Gonzalo Escobar Elexpuru & Ivan Valdes De la Fuente, 2021. "Economies of Scale in the Payment Card Market in Chile," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 67-81.
- Ze Song, 2019. "Long Term Health Efect of Earned Income Tax Credit," Departmental Working Papers 201902, Rutgers University, Department of Economics.
- Ben Bouheni, Faten & Hasnaoui, Amir, 2017. "Cyclical behavior of the financial stability of eurozone commercial banks," Economic Modelling, Elsevier, vol. 67(C), pages 392-408.
- Małgorzata Zaleska & Edyta Cegielska & Emil Ślązak, 2020. "Employment in the banking sector in Poland – determinants and perception," Bank i Kredyt, Narodowy Bank Polski, vol. 51(6), pages 661-686.
- Bita Shabgard, 2021. "Single euro payment area (SEPA) and banking industry: discriminatory pricing vs. non-discriminatory pricing," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 48(3), pages 355-383, September.
- Édouard Fernandez-Bollo & Desislava Andreeva & Maciej Grodzicki & Lise Handal & Rose Portier, 2021. "Euro area bank profitability and consolidation," Revista de Estabilidad Financiera, Banco de España, issue Primavera.
- Emilia Bonaccorsi di Patti & Federica Ciocchetta, 2020. "Economies of scale revisited: evidence from Italian banks," Questioni di Economia e Finanza (Occasional Papers) 568, Bank of Italy, Economic Research and International Relations Area.
- Ivan Huljak & Reiner Martin & Diego Moccero, 2022. "The productivity growth of euro area banks," Journal of Productivity Analysis, Springer, vol. 58(1), pages 15-33, August.
- Robert McKeown, 2017. "Costs, Size And Returns To Scale Among Canadian And U.s. Commercial Banks," Working Paper 1382, Economics Department, Queen's University.
- Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Truger, Achim & Wieland, Volker, 2019. "Den Strukturwandel meistern. Jahresgutachten 2019/20 [Dealing with Structural Change. Annual Report 2019/20]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201920.
- Édouard Fernandez-Bollo & Desislava Andreeva & Maciej Grodzicki & Lise Handal & Rose Portier, 2021. "Euro area bank profitability and consolidation," Financial Stability Review, Banco de España, issue Spring.
- Marc Blatter & Andreas Fuster, 2021.
"Scale Effects on Efficiency and Profitability in the Swiss Banking Sector,"
Swiss Finance Institute Research Paper Series
21-61, Swiss Finance Institute.
- Dr. Marc Blatter & Dr. Andreas Fuster, 2021. "Scale effects on efficiency and profitability in the Swiss banking sector," Working Papers 2021-15, Swiss National Bank.
- Marc Blatter & Andreas Fuster, 2022. "Scale effects on efficiency and profitability in the Swiss banking sector," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-24, December.
- Curi, Claudia & Lozano-Vivas, Ana, 2020. "Managerial ability as a tool for prudential regulation," Journal of Economic Behavior & Organization, Elsevier, vol. 174(C), pages 87-107.
- Harimaya, Kozo & Ozaki, Yasufumi, 2021. "Effects of diversification on bank efficiency: Evidence from Shinkin banks in Japan," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 700-717.
- Le, Minh & Hoang, Vincent & Wilson, Clevo & Managi, Shunsuke, 2019.
"Net stable funding ratio and profit efficiency of commercial banks in the US,"
MPRA Paper
107179, University Library of Munich, Germany, revised 16 May 2020.
- Le, Minh & Hoang, Viet-Ngu & Wilson, Clevo & Managi, Shunsuke, 2020. "Net stable funding ratio and profit efficiency of commercial banks in the US," Economic Analysis and Policy, Elsevier, vol. 67(C), pages 55-66.
- Andrei Dubovik & Natasha Kalara, 2018. "Can we measure banking sector competition robustly?," CPB Discussion Paper 386, CPB Netherlands Bureau for Economic Policy Analysis.
- Javid Iqbal, 2019. "Managerial Self-Attribution Bias and Banks’ Future Performance: Evidence from Emerging Economies," JRFM, MDPI, vol. 12(2), pages 1-32, April.
- Tsionas, Mike G. & Mamatzakis, Emmanuel & Ongena, Steven, 2020. "Does risk aversion affect bank output loss? The case of the Eurozone," European Journal of Operational Research, Elsevier, vol. 282(3), pages 1127-1145.
- Michael Adusei, 2015. "The impact of bank size and funding risk on bank stability," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1111489-111, December.
- Anolli, Mario & Del Giudice, Alfonso, 2008.
"Italian Open End Mutual Fund Costs,"
MPRA Paper
8111, University Library of Munich, Germany.
Cited by:
- Zagaglia, Paolo, 2014.
"International portfolio allocation with European fixed-income funds: What scope for Italian funds?,"
MPRA Paper
57878, University Library of Munich, Germany.
- Paolo Zagaglia, 2014. "International portfolio allocation with European fixed-income funds: What scope for Italian funds?," Working Paper series 18_14, Rimini Centre for Economic Analysis.
- Zagaglia, Paolo, 2014.
"International portfolio allocation with European fixed-income funds: What scope for Italian funds?,"
MPRA Paper
57878, University Library of Munich, Germany.
- Anolli, Mario & Petrella, Giovanni, 2007.
"A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality,"
MPRA Paper
7931, University Library of Munich, Germany.
Cited by:
- Imtiaz Mohammad Sifat & Azhar Mohamad, 2019. "Circuit breakers as market stability levers: A survey of research, praxis, and challenges," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(3), pages 1130-1169, July.
Articles
- Beccalli, Elena & Anolli, Mario & Borello, Giuliana, 2015.
"Are European banks too big? Evidence on economies of scale,"
Journal of Banking & Finance, Elsevier, vol. 58(C), pages 232-246.
See citations under working paper version above.
- Beccalli, Elena & Anolli, Mario & Borello, Giuliana, 2015. "Are European banks too big? evidence on economies of scale," LSE Research Online Documents on Economics 62936, London School of Economics and Political Science, LSE Library.
- Anolli, Mario & Beccalli, Elena & Molyneux, Philip, 2014.
"Bank earnings forecasts, risk and the crisis,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 309-335.
Cited by:
- Fosu, Samuel & Ntim, Collins G. & Coffie, William & Murinde, Victor, 2017. "Bank opacity and risk-taking: Evidence from analysts’ forecasts," Journal of Financial Stability, Elsevier, vol. 33(C), pages 81-95.
- Ion Lapteacru, 2016.
"On the consistency of the Z-score to measure the bank risk,"
Working Papers
hal-01301846, HAL.
- Ion Lapteacru, 2016. "On the consistency of the Z-score to measure the bank risk," Larefi Working Papers 1604, Larefi, Université Bordeaux 4.
- Brogi, Marina & Lagasio, Valentina, 2022. "Better safe than sorry. Bank corporate governance, risk-taking, and performance," Finance Research Letters, Elsevier, vol. 44(C).
- Marco Belloni & Maciej Grodzicki & Mariusz Jarmuzek, 2022.
"Why European Banks Adjust their Dividend Payouts?,"
IMF Working Papers
2022/194, International Monetary Fund.
- Marco Belloni & Maciej Grodzicki & Mariusz Jarmuzek, 2024. "Why European banks adjust their dividend payouts?," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(3), pages 284-304, September.
- Belloni, Marco & Grodzicki, Maciej & Jarmuzek, Mariusz, 2023. "Why European banks adjust their dividend payouts?," Working Paper Series 2765, European Central Bank.
- Melchisedek Joslem Ngambou Djatche, 2018.
"Re-Exploring the Nexus between Monetary Policy and Banks' Risk-Taking,"
GREDEG Working Papers
2018-12, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Ngambou Djatche, Melchisédek Joslem, 2019. "Re-exploring the nexus between monetary policy and banks' risk-taking," Economic Modelling, Elsevier, vol. 82(C), pages 294-307.
- Melchisedek Joslem Ngambou Djatche, 2018. "Re-exploring the nexus between monetary policy and banks' risk-taking," Post-Print halshs-03419117, HAL.
- Melchisedek Joslem Ngambou Djatche, 2018. "Re-exploring the nexus between monetary policy and banks' risk-taking," Post-Print halshs-03419139, HAL.
- Melchisedek Joslem Ngambou Djatche, 2019. "Re-exploring the nexus between monetary policy and banks'risk-taking," Post-Print halshs-02144522, HAL.
- Melchisedek Joslem Ngambou Djatche, 2018. "Re-exploring the nexus between monetary policy and banks' risk-taking," Post-Print halshs-03419126, HAL.
- Melchisedek Joslem Ngambou Djatche, 2018. "Re-exploring the nexus between monetary policy and banks'risk-taking," Working Papers halshs-03420213, HAL.
- Svetlana Shchurina V. & Marina Vorobyeva A. & С. Щурина В. & М. Воробьева А., 2018. "Прогнозирование финансовых показателей деятельности банков для обеспечения их стабильного развития // Forecasting the Financial Performanceof Banks to Ensure Their Stable Development," Экономика. Налоги. Право // Economics, taxes & law, ФГОБУ "Финансовый университет при Правительстве Российской Федерации" // Financial University under The Government of Russian Federation, vol. 11(1), pages 70-82.
- Quentin Bro de Comères, 2022. "Predicting European Banks Distress Events: Do Financial Information Producers Matter?," Working Papers hal-03752678, HAL.
- Fosu, Samuel & Danso, Albert & Agyei-Boapeah, Henry & Ntim, Collins G. & Murinde, Victor, 2018. "How does banking market power affect bank opacity? Evidence from analysts' forecasts," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 38-52.
- Haskamp, Ulrich, 2017. "Improving the forecasts of European regional banks' profitability with machine learning algorithms," Ruhr Economic Papers 705, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Mies, Michael, 2024. "Bank opacity, systemic risk and financial stability," Journal of Financial Stability, Elsevier, vol. 70(C).
- Horton, Joanne & Serafeim, George & Wu, Shan, 2017. "Career concerns of banking analysts," Journal of Accounting and Economics, Elsevier, vol. 63(2), pages 231-252.
- Brunella Bruno & Immacolata Marino & Giacomo Nocera, 2023. "Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts," BAFFI CAREFIN Working Papers 23195, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Asteriou, Dimitrios & Pilbeam, Keith & Tomuleasa, Iuliana, 2021. "The impact of corruption, economic freedom, regulation and transparency on bank profitability and bank stability: Evidence from the Eurozone area," Journal of Economic Behavior & Organization, Elsevier, vol. 184(C), pages 150-177.
Books
- Mario Anolli & Elena Beccalli & Tommaso Giordani (ed.), 2013.
"Retail Credit Risk Management,"
Palgrave Macmillan Studies in Banking and Financial Institutions,
Palgrave Macmillan, number 978-1-137-00676-9.
Cited by:
- Božović, Miloš & Ivanović, Jelena, 2017. "Adverse risk interaction: An integrated approach," Economic Modelling, Elsevier, vol. 65(C), pages 67-74.
- Aneta Ptak-Chmielewska & Paweł Kopciuszewski, 2024. "Credit loss modelling using beta distribution in a Bayesian approach," Bank i Kredyt, Narodowy Bank Polski, vol. 55(3), pages 313-332.
- Aneta Ptak-Chmielewska & Paweł Kopciuszewski, 2023. "Application of the Bayesian approach in loss given default modelling," Bank i Kredyt, Narodowy Bank Polski, vol. 54(6), pages 625-650.
- Starosta, Wojciech, 2021. "Loss given default decomposition using mixture distributions of in-default events," European Journal of Operational Research, Elsevier, vol. 292(3), pages 1187-1199.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (1) 2016-11-13
- NEP-CFN: Corporate Finance (1) 2008-04-15
- NEP-EFF: Efficiency and Productivity (1) 2016-11-13
- NEP-MST: Market Microstructure (1) 2008-04-15
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