Monica Billio
Personal Details
First Name: | Monica |
Middle Name: | |
Last Name: | Billio |
Suffix: | |
RePEc Short-ID: | pbi55 |
[This author has chosen not to make the email address public] | |
http://www.unive.it/persone/billio | |
Twitter: | @mbillio |
Terminal Degree: | 1998 Centre de Recherches en Mathématiques de la Décision (CEREMADE); Université Paris-Dauphine (Paris IX) (from RePEc Genealogy) |
Affiliation
Dipartimento di Economia
Università Ca' Foscari Venezia
Venezia, Italyhttp://www.unive.it/dip.economia
RePEc:edi:dsvenit (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Monica Billio & Massimo Guidolin & Francesco Rocciolo, 2024. "Responsible Investing under Climate Change Uncertainty," Working Papers 2024: 15, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Fitzpatrick, Aoife Claire & Latino, Carmelo & Pelizzon, Loriana, 2024. "Unpacking the ESG ratings: Does one size fit all?," SAFE Working Paper Series 415, Leibniz Institute for Financial Research SAFE.
- Billio, Monica & Casarin, Roberto & Costola, Michele & Veggente, Veronica, 2023.
"Learning from experts: Energy efficiency in residential buildings,"
SAFE Working Paper Series
403, Leibniz Institute for Financial Research SAFE.
- Billio, Monica & Casarin, Roberto & Costola, Michele & Veggente, Veronica, 2024. "Learning from experts: Energy efficiency in residential buildings," Energy Economics, Elsevier, vol. 136(C).
- Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2022. "Sustainable finance: A journey toward ESG and climate risk," SAFE Working Paper Series 349, Leibniz Institute for Financial Research SAFE.
- Billio, Monica & Costola, Michele & Pelizzon, Loriana & Riedel, Max, 2022. "Creditworthiness and buildings' energy efficiency in the Italian mortgage market," SAFE Working Paper Series 352, Leibniz Institute for Financial Research SAFE.
- Monica Billio & Lorenzo Frattarolo & Dominique Guégan, 2022.
"High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-04085236, HAL.
- Monica Billio & Lorenzo Frattarolo & Dominique Guégan, 2022. "High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization," Post-Print hal-04085236, HAL.
- Komla M. Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo, 2021.
"Markov Switching Panel with Endogenous Synchronization Effects,"
BEMPS - Bozen Economics & Management Paper Series
BEMPS82, Faculty of Economics and Management at the Free University of Bozen.
- Agudze, Komla M. & Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco, 2022. "Markov switching panel with endogenous synchronization effects," Journal of Econometrics, Elsevier, vol. 230(2), pages 281-298.
- Billio, Monica & Lo, Andrew W. & Pelizzon, Loriana & Getmansky, Mila & Zareei, Abalfazl, 2021. "Global realignment in financial market dynamics: Evidence from ETF networks," SAFE Working Paper Series 304, Leibniz Institute for Financial Research SAFE.
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2021.
"A meta-measure of performance related to both investors and investments characteristics,"
Post-Print
hal-02933252, HAL.
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2022. "A meta-measure of performance related to both investors and investments characteristics," Annals of Operations Research, Springer, vol. 313(2), pages 1405-1447, June.
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2021. "A meta-measure of performance related to both investors and investments characteristics," Post-Print hal-03543398, HAL.
- Billio Monica & Casarin Roberto & Costola Michele & Iacopini Matteo, 2021.
"COVID-19 spreading in financial networks: A semiparametric matrix regression model,"
Papers
2101.00422, arXiv.org.
- Billio, Monica & Casarin, Roberto & Costola, Michele & Iacopini, Matteo, 2024. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Econometrics and Statistics, Elsevier, vol. 29(C), pages 113-131.
- Monica Billio & Roberto Casarin & Michele Costola & Matteo Iacopini, 2021. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Working Papers 2021:05, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Michele Costola & Iva Histova & Carmelo Latino & Loriana Pelizzon, 2020.
"Inside the ESG Ratings: (Dis)agreement and performance,"
Working Papers
2020:17, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon, 2021. "Inside the ESG ratings: (Dis)agreement and performance," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1426-1445, September.
- Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2020. "Inside the ESG ratings: (Dis)agreement and performance," SAFE Working Paper Series 284, Leibniz Institute for Financial Research SAFE.
- Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020.
"The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach,"
Papers
2012.14693, arXiv.org.
- Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2021. "The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Working Papers 2021:03, Department of Economics, University of Venice "Ca' Foscari".
- Irene Monasterolo & Monica Billio & Stefano Battiston, 2020. "The importance of compound risk in the nexus of COVID-19, climate change and finance," Working Papers 2020:15, Department of Economics, University of Venice "Ca' Foscari".
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020.
"Modeling Turning Points In Global Equity Market,"
DEM Working Papers Series
195, University of Pavia, Department of Economics and Management.
- Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024. "Modeling Turning Points in the Global Equity Market," Econometrics and Statistics, Elsevier, vol. 30(C), pages 60-75.
- Monica Billio & Michele Costola & Loriana Pelizzon & Max Riedel, 2020.
"Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case,"
Working Papers
2020:06, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Michele Costola & Loriana Pelizzon & Max Riedel, 2022. "Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case," The Journal of Real Estate Finance and Economics, Springer, vol. 65(3), pages 419-450, October.
- Billio, Monica & Costola, Michele & Pelizzon, Loriana & Riedel, Max, 2019. "Buildings' energy efficiency and the probability of mortgage default: The Dutch case," SAFE Working Paper Series 261, Leibniz Institute for Financial Research SAFE.
- Bedin, Andrea & Billio, Monica & Costola, Michele & Pelizzon, Loriana, 2019.
"Credit scoring in SME asset-backed securities: An Italian case study,"
SAFE Working Paper Series
262, Leibniz Institute for Financial Research SAFE.
- Andrea Bedin & Monica Billio & Michele Costola & Loriana Pelizzon, 2019. "Credit Scoring in SME Asset-Backed Securities: An Italian Case Study," JRFM, MDPI, vol. 12(2), pages 1-28, May.
- Monica Billio & Roberto Casarin & Sylvia Kaufmann & Matteo Iacopini, 2018.
"Bayesian Dynamic Tensor Regression,"
Working Papers
2018:13, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Matteo Iacopini & Sylvia Kaufmann, 2023. "Bayesian Dynamic Tensor Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 429-439, April.
- Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin, 2018.
"Modeling Systemic Risk with Markov Switching Graphical SUR Models,"
Working Papers
626, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Bianchi, Daniele & Billio, Monica & Casarin, Roberto & Guidolin, Massimo, 2019. "Modeling systemic risk with Markov Switching Graphical SUR models," Journal of Econometrics, Elsevier, vol. 210(1), pages 58-74.
- Monica Billio & Roberto Casarin & Matteo Iacopini, 2018.
"Bayesian Markov Switching Tensor Regression for Time-varying Networks,"
Working Papers
2018:14, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Matteo Iacopini, 2024. "Bayesian Markov-Switching Tensor Regression for Time-Varying Networks," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 119(545), pages 109-121, January.
- Komla Mawulom Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo, 2018. "Markov Switching Panel with Network Interaction Effects," Working Papers No 1/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Monica Billio & Lorenzo Frattarolo & Dominique Guegan, 2017.
"Multivariate Reflection Symmetry of Copula Functions,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01592147, HAL.
- Monica Billio & Lorenzo Frattarolo & Dominique Guegan, 2017. "Multivariate Reflection Symmetry of Copula Functions," Post-Print halshs-01592147, HAL.
- Monica Billio & Lorenzo Frattarolo & Dominique Guegan, 2017. "Multivariate Reflection Symmetry of Copula Functions," Documents de travail du Centre d'Economie de la Sorbonne 17033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017.
"The impact of network connectivity on factor exposures, asset pricing and portfolio diversification,"
SAFE Working Paper Series
166, Leibniz Institute for Financial Research SAFE.
- Billio, Monica & Caporin, Massimiliano & Panzica, Roberto & Pelizzon, Loriana, 2023. "The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 196-223.
- Monica Billio & Anna Petronevich, 2017.
"Dynamical Interaction between Financial and Business Cycles,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01692239, HAL.
- Monica Billio & Anna Petronevich, 2017. "Dynamical Interaction Between Financial and Business Cycles," Working Papers 2017:24, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Anna Petronevich, 2017. "Dynamical Interaction between Financial and Business Cycles," Post-Print hal-01692239, HAL.
- Monica Billio & Roberto Casarin & Luca Rossini, 2016.
"Bayesian nonparametric sparse VAR models,"
Papers
1608.02740, arXiv.org, revised Oct 2018.
- Billio, Monica & Casarin, Roberto & Rossini, Luca, 2019. "Bayesian nonparametric sparse VAR models," Journal of Econometrics, Elsevier, vol. 212(1), pages 97-115.
- Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016.
"Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01339826, HAL.
- Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016. "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Post-Print halshs-01339826, HAL.
- Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016. "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Documents de travail du Centre d'Economie de la Sorbonne 16046, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016. "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Documents de travail du Centre d'Economie de la Sorbonne 16046r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2016.
- Monica Billio & Roberto Casarin & Luca Rossini, 2016. "Bayesian nonparametric sparse seemingly unrelated regression model (SUR)," Working Papers 2016:20, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016.
"Networks in risk spillovers: a multivariate GARCH perspective,"
Working Papers
2016:03, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2023. "Networks in risk spillovers: A multivariate GARCH perspective," Econometrics and Statistics, Elsevier, vol. 28(C), pages 1-29.
- Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2018. "Networks in risk spillovers: A multivariate GARCH perspective," SAFE Working Paper Series 225, Leibniz Institute for Financial Research SAFE.
- Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2020. "Networks in risk spillovers: A multivariate GARCH perspective," Working Papers 2020:16, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Lorenzo Frattarolo & Loriana Pelizzon, 2016. "Hedge Fund Tail Risk: An investigation in stressed markets, extended version with appendix," Working Papers 2016:01, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2016.
"Which market integration measure?,"
SAFE Working Paper Series
159, Leibniz Institute for Financial Research SAFE.
- Billio, M. & Donadelli, M. & Paradiso, A. & Riedel, M., 2017. "Which market integration measure?," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 150-174.
- Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini, 2015.
"An entropy-based early warning indicator for systemic risk,"
Working Papers
2015:09, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Casarin, Roberto & Costola, Michele & Pasqualini, Andrea, 2016. "An entropy-based early warning indicator for systemic risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 42-59.
- Monica Billio & Michael Donadelli & Antonio Paradiso & Max Riedel, 2015. "Measuring Financial Integration: Lessons from the Correlation," Working Papers 2015:23, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015.
"Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode,"
Tinbergen Institute Discussion Papers
15-111/III, Tinbergen Institute.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016. "Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1352-1370, November.
- Dominique Guegan & Monica Billio & Ludovic Calès, 2015.
"A Rank-based Approach to Cross-Sectional Analysis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00646073, HAL.
- Dominique Guegan & Monica Billio & Ludovic Calès, 2015. "A Rank-based Approach to Cross-Sectional Analysis," Post-Print halshs-00646073, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014.
"The univariate MT-STAR model and a new linearity and unit root test procedure,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01310518, HAL.
- Addo, Peter Martey & Billio, Monica & Guégan, Dominique, 2014. "The univariate MT-STAR model and a new linearity and unit root test procedure," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 4-19.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "The univariate MT-STAR model and a new linearity and unit root test procedure," PSE-Ecole d'économie de Paris (Postprint) hal-01310518, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "The univariate MT-STAR model and a new linearity and unit root test procedure," Post-Print hal-01310518, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014.
"Turning point chronology for the euro area: A distance plot approach,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01310533, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guégan, 2014. "Turning point chronology for the euro area: A distance plot approach," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2014(1), pages 1-14.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Turning point chronology for the euro area: A distance plot approach," PSE-Ecole d'économie de Paris (Postprint) hal-01310533, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Turning point chronology for the euro area: A distance plot approach," Post-Print hal-01310533, HAL.
- Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin, 2014. "Growth-cycle phases in China�s provinces: A panel Markov-switching approach," Working Papers 2014:19, Department of Economics, University of Venice "Ca' Foscari".
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014.
"Nonlinear Dynamics and Wavelets for Business Cycle Analysis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01310513, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guégan, 2014. "Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Dynamic Modeling and Econometrics in Economics and Finance, in: Marco Gallegati & Willi Semmler (ed.), Wavelet Applications in Economics and Finance, edition 127, pages 73-100, Springer.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Nonlinear Dynamics and Wavelets for Business Cycle Analysis," PSE-Ecole d'économie de Paris (Postprint) hal-01310513, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Post-Print hal-01310513, HAL.
- Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014.
"Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets,"
Working Papers
2014:07, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2018. "Markov switching GARCH models for Bayesian hedging on energy futures markets," Energy Economics, Elsevier, vol. 70(C), pages 545-562.
- Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014.
"Sparse Graphical Vector Autoregression: A Bayesian Approach,"
Working Papers
2014:29, Department of Economics, University of Venice "Ca' Foscari".
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model,"
Working Paper
2013/20, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model," Tinbergen Institute Discussion Papers 13-142/III, Tinbergen Institute, revised 01 Nov 2014.
- Monica Billio & Gregory Jannin & Bertrand Maillet & Loriana Pelizzon, 2013. "Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure," Working Papers 2013:22, Department of Economics, University of Venice "Ca' Foscari".
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013.
"Nonlinear dynamics and recurrence plots for detecting financial crisis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00964975, HAL.
- Addo, Peter Martey & Billio, Monica & Guégan, Dominique, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 416-435.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," PSE-Ecole d'économie de Paris (Postprint) hal-00964975, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Documents de travail du Centre d'Economie de la Sorbonne 13024, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00803450, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Post-Print halshs-00803450, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," Post-Print hal-00964975, HAL.
- Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2013.
"Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00965005, HAL.
- Monica Billio & Laurent Ferrara & Dominique Guégan & Gian Luigi Mazzi, 2013. "Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(7), pages 577-586, November.
- Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2013. "Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area," Post-Print hal-00965005, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013.
"Understanding Exchange Rates Dynamics,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00803447, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Understanding Exchange Rates Dynamics," Post-Print halshs-00803447, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Understanding Exchange Rates Dynamics," Documents de travail du Centre d'Economie de la Sorbonne 13023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013.
"Turning point chronology for the Euro-Zone: A Distance Plot Approach,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00803457, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Post-Print halshs-00803457, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Documents de travail du Centre d'Economie de la Sorbonne 13025r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2013.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Documents de travail du Centre d'Economie de la Sorbonne 13025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Monica Billio & Maddalena Cavicchioli, 2013. "�Markov Switching Models for Volatility: Filtering, Approximation and Duality�," Working Papers 2013:24, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
"Time-varying Combinations of Predictive Densities using Nonlinear Filtering,"
Tinbergen Institute Discussion Papers
12-118/III, Tinbergen Institute.
- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013. "Time-varying combinations of predictive densities using nonlinear filtering," Journal of Econometrics, Elsevier, vol. 177(2), pages 213-232.
- Monica Billio & Roberto Casarin & Anthony Osuntuyi, 2012.
"Efficient Gibbs Sampling for Markov Switching GARCH Models,"
Working Papers
2012:35, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2016. "Efficient Gibbs sampling for Markov switching GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 37-57.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2012.
"Cross-Sectional Analysis through Rank-based Dynamic Portfolios,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00707430, HAL.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2012. "Cross-Sectional Analysis through Rank-based Dynamic Portfolios," Post-Print halshs-00707430, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012. "Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Documents de travail du Centre d'Economie de la Sorbonne 12023r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2013.
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2012.
"Bayesian Graphical Models for Structural Vector Autoregressive Processes,"
Working Papers
2012:36, Department of Economics, University of Venice "Ca' Foscari".
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016. "Bayesian Graphical Models for STructural Vector Autoregressive Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(2), pages 357-386, March.
- Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Hierarchical Graphical Models, With Application To Systemic Risk," DEM Working Papers Series 063, University of Pavia, Department of Economics and Management.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012.
"Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00694420, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012. "Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach," Documents de travail du Centre d'Economie de la Sorbonne 12023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012. "Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach," Post-Print halshs-00694420, HAL.
- Monica Billio & Massimiliano Caporin & Michele Costola, 2012.
"Backward/forward optimal combination of performance measures for equity screening,"
Working Papers
2012_13, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Caporin, Massimiliano & Costola, Michele, 2015. "Backward/forward optimal combination of performance measures for equity screening," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 63-83.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2012. "Cross-Sectional Analysis through Rank-based Dynamic," Documents de travail du Centre d'Economie de la Sorbonne 12036, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Monica Billio & Massimiliano Caporin & Loriana Pelizzon & Domenico Sartore, 2012. "CDS Industrial Sector Indices, credit and liquidity risk," Working Papers 2012_09, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
"Combination schemes for turning point predictions,"
Working Paper
2012/04, Norges Bank.
- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012. "Combination schemes for turning point predictions," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Papers 2012_15, Department of Economics, University of Venice "Ca' Foscari".
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2011. "A New Modelling Test: The Univariate MT-STAR Model," Documents de travail du Centre d'Economie de la Sorbonne 11083r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Aug 2013.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-172/4, Tinbergen Institute.
- Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2011.
"Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors,"
Working Papers
2011_21, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Getmansky, Mila & Lo, Andrew W. & Pelizzon, Loriana, 2012. "Econometric measures of connectedness and systemic risk in the finance and insurance sectors," Journal of Financial Economics, Elsevier, vol. 104(3), pages 535-559.
- Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010. "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Dominique Guegan & Ludovic Calès & Monica Billio, 2011.
"A Cross-Sectional Score for the Relative Performance of an Allocation,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00646070, HAL.
- Dominique Guegan & Ludovic Calès & Monica Billio, 2011. "A Cross-Sectional Score for the Relative Performance of an Allocation," PSE-Ecole d'économie de Paris (Postprint) halshs-00646070, HAL.
- Dominique Guegan & Ludovic Calès & Monica Billio, 2011. "A Cross-Sectional Score for the Relative Performance of an Allocation," Post-Print halshs-00646070, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2011.
"A test for a new modelling : The Univariate MT-STAR Model,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00659158, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2011. "A test for a new modelling: The Univariate MT-STAR Model," Documents de travail du Centre d'Economie de la Sorbonne 11083, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2011. "A test for a new modelling : The Univariate MT-STAR Model," Post-Print halshs-00659158, HAL.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index," Tinbergen Institute Discussion Papers 11-082/4, Tinbergen Institute.
- Monica Billio & Roberto Casarin, 2010. "Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis," Working Papers 1002, University of Brescia, Department of Economics.
- Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010. "Econometric Measures of Systemic Risk in the Finance and Insurance Sectors," NBER Working Papers 16223, National Bureau of Economic Research, Inc.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010.
"Combining predictive densities using Bayesian filtering with applications to US economics data,"
Working Paper
2010/29, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combining predictive densities using Bayesian filtering with applications to US economic data," Working Papers 2012_16, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-003/4, Tinbergen Institute.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2010.
"A Cross-Sectional Performance Measure for Portfolio Management,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00523466, HAL.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A Cross-Sectional Performance Measure for Portfolio Management," Post-Print halshs-00523466, HAL.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A Cross-Sectional Performance Measure for Portfolio Management," Documents de travail du Centre d'Economie de la Sorbonne 10070, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2010.
"A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00476038, HAL.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A performance measure of Zero-dollar Long/Short equally weighted portfolios," Documents de travail du Centre d'Economie de la Sorbonne 10030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios," Post-Print halshs-00476038, HAL.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2009.
"Portfolio Symmetry and Momentum,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00363383, HAL.
- Billio, Monica & Calès, Ludovic & Guégan, Dominique, 2011. "Portfolio symmetry and momentum," European Journal of Operational Research, Elsevier, vol. 214(3), pages 759-767, November.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2011. "Portfolio Symmetry and Momentum," PSE-Ecole d'économie de Paris (Postprint) halshs-00645814, HAL.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2011. "Portfolio Symmetry and Momentum," Post-Print halshs-00645814, HAL.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2009. "Portfolio Symmetry and Momentum," Documents de travail du Centre d'Economie de la Sorbonne 09003, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2011. "Portfolio Symmetry and Momentum," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00645814, HAL.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2009. "Portfolio Symmetry and Momentum," Post-Print halshs-00363383, HAL.
- Monica Billio & Ludovic Cal�s & Dominique Gu�gan, 2009. "Portfolio Symmetry and Momentum," Working Papers 2009_05, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009.
"Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00423890, HAL.
- Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009. "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area," Post-Print halshs-00423890, HAL.
- Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009. "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro," Documents de travail du Centre d'Economie de la Sorbonne 09053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008.
"Crisis and Hedge Fund Risk,"
Working Papers
2008_10, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Mila Getmansky & Loriana Pelizzon, 2008. "Crises and Hedge Fund Risk," Yale School of Management Working Papers amz2561, Yale School of Management, revised 01 Oct 2009.
- Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008. "Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data," Working Papers 2008_11, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin, 2008. "Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods," Working Papers 0815, University of Brescia, Department of Economics.
- Monica Billio & Massimiliano Caporin, 2007.
"Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion,"
Working Papers
2007_18, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Caporin, Massimiliano, 2010. "Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2443-2458, November.
- Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007. "A turning point chronology for the Euro-zone," Working Papers 2007_33, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007. "Business Cycle Analysis with Multivariate Markov Switching Models," Working Papers 2007_32, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Mila Getmansky & Loriana Pelizzon, 2007.
"Dynamic Risk Exposure in Hedge Funds,"
Working Papers
2007_17, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Getmansky, Mila & Pelizzon, Loriana, 2012. "Dynamic risk exposures in hedge funds," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3517-3532.
- Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2007.
"Dating EU15 Monthly Business Cycle Jointly Using GDP and IPI,"
Working Papers
2007_19, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2008. "Dating EU15 monthly business cycle jointly using GDP and IPI," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2007(3), pages 333-366.
- Monica Billio & Roberto Casarin & Domenico Sartore, 2007. "Bayesian Inference on Dynamic Models with Latent Factors," Working Papers 2007_34, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Mila Getmansky & Loriana Pelizzon, 2006. "Phase-Locking and Switching Volatility in Hedge Funds," Working Papers 2006_54, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Massimiliano Caporin, 2006.
"A generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation,"
Working Papers
2006_53, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Caporin, Massimiliano, 2009. "A generalized Dynamic Conditional Correlation model for portfolio risk evaluation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2566-2578.
- Monica Billio & Silvestro Di Sanzo, 2006.
"Granger-causality in Markov Switching Models,"
Working Papers
2006_20, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Silvio Di Sanzo, 2015. "Granger-causality in Markov switching models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(5), pages 956-966, May.
- Roberto Casarin & Monica Billio, 2006.
"Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints,"
Working Papers
ubs0618, University of Brescia, Department of Economics.
- Roberto Casarin & Monica Billio, 2007. "Stochastic optimization for allocation problems with shortfall risk constraints," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 23(3), pages 247-271, May.
- Monica Billio & Alain Monfort, 1999. "Functional Indirect Inference," Working Papers 99-01, Center for Research in Economics and Statistics.
- Monica Billio & Alain Monfort & Christian P, Robert, 1998. "The Simulated Likelihood Ratio (SLR) Method," Working Papers 98-21, Center for Research in Economics and Statistics.
Articles
- Billio, Monica & Casarin, Roberto & Costola, Michele & Iacopini, Matteo, 2024.
"COVID-19 spreading in financial networks: A semiparametric matrix regression model,"
Econometrics and Statistics, Elsevier, vol. 29(C), pages 113-131.
- Monica Billio & Roberto Casarin & Michele Costola & Matteo Iacopini, 2021. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Working Papers 2021:05, Department of Economics, University of Venice "Ca' Foscari".
- Billio Monica & Casarin Roberto & Costola Michele & Iacopini Matteo, 2021. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Papers 2101.00422, arXiv.org.
- Monica Billio & Roberto Casarin & Matteo Iacopini, 2024.
"Bayesian Markov-Switching Tensor Regression for Time-Varying Networks,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 119(545), pages 109-121, January.
- Monica Billio & Roberto Casarin & Matteo Iacopini, 2018. "Bayesian Markov Switching Tensor Regression for Time-varying Networks," Working Papers 2018:14, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Dufour, Alfonso & Segato, Samuele & Varotto, Simone, 2024. "Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993]," Journal of Banking & Finance, Elsevier, vol. 166(C).
- Billio, Monica & Casarin, Roberto & Costola, Michele & Veggente, Veronica, 2024.
"Learning from experts: Energy efficiency in residential buildings,"
Energy Economics, Elsevier, vol. 136(C).
- Billio, Monica & Casarin, Roberto & Costola, Michele & Veggente, Veronica, 2023. "Learning from experts: Energy efficiency in residential buildings," SAFE Working Paper Series 403, Leibniz Institute for Financial Research SAFE.
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2024. "Correction to: A meta-measure of performance related to both investors and investments characteristics," Annals of Operations Research, Springer, vol. 332(1), pages 1271-1271, January.
- Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024.
"Modeling Turning Points in the Global Equity Market,"
Econometrics and Statistics, Elsevier, vol. 30(C), pages 60-75.
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020. "Modeling Turning Points In Global Equity Market," DEM Working Papers Series 195, University of Pavia, Department of Economics and Management.
- Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2023.
"Networks in risk spillovers: A multivariate GARCH perspective,"
Econometrics and Statistics, Elsevier, vol. 28(C), pages 1-29.
- Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016. "Networks in risk spillovers: a multivariate GARCH perspective," Working Papers 2016:03, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2018. "Networks in risk spillovers: A multivariate GARCH perspective," SAFE Working Paper Series 225, Leibniz Institute for Financial Research SAFE.
- Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2020. "Networks in risk spillovers: A multivariate GARCH perspective," Working Papers 2020:16, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Dufour, Alfonso & Segato, Samuele & Varotto, Simone, 2023. "Complexity and the default risk of mortgage-backed securities," Journal of Banking & Finance, Elsevier, vol. 155(C).
- Billio, Monica & Caporin, Massimiliano & Panzica, Roberto & Pelizzon, Loriana, 2023.
"The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification,"
International Review of Economics & Finance, Elsevier, vol. 84(C), pages 196-223.
- Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017. "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification," SAFE Working Paper Series 166, Leibniz Institute for Financial Research SAFE.
- Monica Billio & Roberto Casarin & Matteo Iacopini & Sylvia Kaufmann, 2023.
"Bayesian Dynamic Tensor Regression,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 429-439, April.
- Monica Billio & Roberto Casarin & Sylvia Kaufmann & Matteo Iacopini, 2018. "Bayesian Dynamic Tensor Regression," Working Papers 2018:13, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2022.
"A meta-measure of performance related to both investors and investments characteristics,"
Annals of Operations Research, Springer, vol. 313(2), pages 1405-1447, June.
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2021. "A meta-measure of performance related to both investors and investments characteristics," Post-Print hal-03543398, HAL.
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2021. "A meta-measure of performance related to both investors and investments characteristics," Post-Print hal-02933252, HAL.
- Agudze, Komla M. & Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco, 2022.
"Markov switching panel with endogenous synchronization effects,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 281-298.
- Komla M. Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo, 2021. "Markov Switching Panel with Endogenous Synchronization Effects," BEMPS - Bozen Economics & Management Paper Series BEMPS82, Faculty of Economics and Management at the Free University of Bozen.
- Monica Billio & Michele Costola & Loriana Pelizzon & Max Riedel, 2022.
"Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case,"
The Journal of Real Estate Finance and Economics, Springer, vol. 65(3), pages 419-450, October.
- Billio, Monica & Costola, Michele & Pelizzon, Loriana & Riedel, Max, 2019. "Buildings' energy efficiency and the probability of mortgage default: The Dutch case," SAFE Working Paper Series 261, Leibniz Institute for Financial Research SAFE.
- Monica Billio & Michele Costola & Loriana Pelizzon & Max Riedel, 2020. "Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case," Working Papers 2020:06, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon, 2021.
"Inside the ESG ratings: (Dis)agreement and performance,"
Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1426-1445, September.
- Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2020. "Inside the ESG ratings: (Dis)agreement and performance," SAFE Working Paper Series 284, Leibniz Institute for Financial Research SAFE.
- Monica Billio & Michele Costola & Iva Histova & Carmelo Latino & Loriana Pelizzon, 2020. "Inside the ESG Ratings: (Dis)agreement and performance," Working Papers 2020:17, Department of Economics, University of Venice "Ca' Foscari".
- Billio Monica & Frattarolo Lorenzo & Guégan Dominique, 2021. "Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case," Dependence Modeling, De Gruyter, vol. 9(1), pages 43-61, January.
- M. Billio & M. Donadelli & G. Livieri & A. Paradiso, 2020. "On the role of domestic and international financial cyclical factors in driving economic growth," Applied Economics, Taylor & Francis Journals, vol. 52(11), pages 1272-1297, March.
- Monica Billio & Roberto Casarin & Michele Costola & Lorenzo Frattarolo, 2019. "Opinion Dynamics and Disagreements on Financial Networks," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(4), pages 24-51, December.
- Bianchi, Daniele & Billio, Monica & Casarin, Roberto & Guidolin, Massimo, 2019.
"Modeling systemic risk with Markov Switching Graphical SUR models,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 58-74.
- Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin, 2018. "Modeling Systemic Risk with Markov Switching Graphical SUR Models," Working Papers 626, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Billio, Monica & Casarin, Roberto & Rossini, Luca, 2019.
"Bayesian nonparametric sparse VAR models,"
Journal of Econometrics, Elsevier, vol. 212(1), pages 97-115.
- Monica Billio & Roberto Casarin & Luca Rossini, 2016. "Bayesian nonparametric sparse VAR models," Papers 1608.02740, arXiv.org, revised Oct 2018.
- Andrea Bedin & Monica Billio & Michele Costola & Loriana Pelizzon, 2019.
"Credit Scoring in SME Asset-Backed Securities: An Italian Case Study,"
JRFM, MDPI, vol. 12(2), pages 1-28, May.
- Bedin, Andrea & Billio, Monica & Costola, Michele & Pelizzon, Loriana, 2019. "Credit scoring in SME asset-backed securities: An Italian case study," SAFE Working Paper Series 262, Leibniz Institute for Financial Research SAFE.
- Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2018.
"Markov switching GARCH models for Bayesian hedging on energy futures markets,"
Energy Economics, Elsevier, vol. 70(C), pages 545-562.
- Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014. "Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets," Working Papers 2014:07, Department of Economics, University of Venice "Ca' Foscari".
- Billio, M. & Donadelli, M. & Paradiso, A. & Riedel, M., 2017.
"Which market integration measure?,"
Journal of Banking & Finance, Elsevier, vol. 76(C), pages 150-174.
- Billio, Monica & Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2016. "Which market integration measure?," SAFE Working Paper Series 159, Leibniz Institute for Financial Research SAFE.
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016.
"Sparse Graphical Vector Autoregression: A Bayesian Approach,"
Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361.
- Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers 2014:29, Department of Economics, University of Venice "Ca' Foscari".
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016.
"Bayesian Graphical Models for STructural Vector Autoregressive Processes,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(2), pages 357-386, March.
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2012. "Bayesian Graphical Models for Structural Vector Autoregressive Processes," Working Papers 2012:36, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016.
"Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1352-1370, November.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers 15-111/III, Tinbergen Institute.
- Billio, Monica & Casarin, Roberto & Costola, Michele & Pasqualini, Andrea, 2016.
"An entropy-based early warning indicator for systemic risk,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 42-59.
- Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini, 2015. "An entropy-based early warning indicator for systemic risk," Working Papers 2015:09, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2016.
"Efficient Gibbs sampling for Markov switching GARCH models,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 37-57.
- Monica Billio & Roberto Casarin & Anthony Osuntuyi, 2012. "Efficient Gibbs Sampling for Markov Switching GARCH Models," Working Papers 2012:35, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Caporin, Massimiliano & Costola, Michele, 2015.
"Backward/forward optimal combination of performance measures for equity screening,"
The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 63-83.
- Monica Billio & Massimiliano Caporin & Michele Costola, 2012. "Backward/forward optimal combination of performance measures for equity screening," Working Papers 2012_13, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Silvio Di Sanzo, 2015.
"Granger-causality in Markov switching models,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(5), pages 956-966, May.
- Monica Billio & Silvestro Di Sanzo, 2006. "Granger-causality in Markov Switching Models," Working Papers 2006_20, Department of Economics, University of Venice "Ca' Foscari".
- Peter Martey Addo & Monica Billio & Dominique Guégan, 2014.
"Turning point chronology for the euro area: A distance plot approach,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2014(1), pages 1-14.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Turning point chronology for the euro area: A distance plot approach," PSE-Ecole d'économie de Paris (Postprint) hal-01310533, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Turning point chronology for the euro area: A distance plot approach," Post-Print hal-01310533, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Turning point chronology for the euro area: A distance plot approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01310533, HAL.
- Monica Billio & Loriana Pelizzon, 2014. "Interconnectedness and systemic risk: hedge funds, banks, insurance companies," BANCARIA, Bancaria Editrice, vol. 6, pages 81-91, June.
- Addo, Peter Martey & Billio, Monica & Guégan, Dominique, 2014.
"The univariate MT-STAR model and a new linearity and unit root test procedure,"
Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 4-19.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "The univariate MT-STAR model and a new linearity and unit root test procedure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01310518, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "The univariate MT-STAR model and a new linearity and unit root test procedure," PSE-Ecole d'économie de Paris (Postprint) hal-01310518, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "The univariate MT-STAR model and a new linearity and unit root test procedure," Post-Print hal-01310518, HAL.
- Monica Billio & Maddalena Cavicchioli, 2014. "Business Cycle and Markov Switching Models with Distributed Lags: A Comparison between US and Euro Area," Rivista italiana degli economisti, Società editrice il Mulino, issue 2, pages 253-276.
- Monica Billio & Lorenzon Frattarolo & Lauriana Pelizzon, 2014. "A Time-Varying Performance Evaluation of Hedge Fund Strategies through Aggregation," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 40-58, March-Apr.
- Robert C. Merton & Monica Billio & Mila Getmansky & Dale Gray & Andrew W. Lo & Loriana Pelizzon, 2013. "On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected)," Financial Analysts Journal, Taylor & Francis Journals, vol. 69(2), pages 22-33, March.
- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013.
"Time-varying combinations of predictive densities using nonlinear filtering,"
Journal of Econometrics, Elsevier, vol. 177(2), pages 213-232.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Time-varying Combinations of Predictive Densities using Nonlinear Filtering," Tinbergen Institute Discussion Papers 12-118/III, Tinbergen Institute.
- Addo, Peter Martey & Billio, Monica & Guégan, Dominique, 2013.
"Nonlinear dynamics and recurrence plots for detecting financial crisis,"
The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 416-435.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," PSE-Ecole d'économie de Paris (Postprint) hal-00964975, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Documents de travail du Centre d'Economie de la Sorbonne 13024, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00803450, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Post-Print halshs-00803450, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00964975, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," Post-Print hal-00964975, HAL.
- Monica Billio & Laurent Ferrara & Dominique Guégan & Gian Luigi Mazzi, 2013.
"Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(7), pages 577-586, November.
- Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2013. "Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area," Post-Print hal-00965005, HAL.
- Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2013. "Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00965005, HAL.
- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012.
"Combination schemes for turning point predictions,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Papers 2012_15, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper 2012/04, Norges Bank.
- Billio, Monica & Getmansky, Mila & Lo, Andrew W. & Pelizzon, Loriana, 2012.
"Econometric measures of connectedness and systemic risk in the finance and insurance sectors,"
Journal of Financial Economics, Elsevier, vol. 104(3), pages 535-559.
- Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010. "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2011. "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors," Working Papers 2011_21, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Getmansky, Mila & Pelizzon, Loriana, 2012.
"Dynamic risk exposures in hedge funds,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3517-3532.
- Monica Billio & Mila Getmansky & Loriana Pelizzon, 2007. "Dynamic Risk Exposure in Hedge Funds," Working Papers 2007_17, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Calès, Ludovic & Guégan, Dominique, 2011.
"Portfolio symmetry and momentum,"
European Journal of Operational Research, Elsevier, vol. 214(3), pages 759-767, November.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2009. "Portfolio Symmetry and Momentum," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00363383, HAL.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2011. "Portfolio Symmetry and Momentum," PSE-Ecole d'économie de Paris (Postprint) halshs-00645814, HAL.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2011. "Portfolio Symmetry and Momentum," Post-Print halshs-00645814, HAL.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2009. "Portfolio Symmetry and Momentum," Documents de travail du Centre d'Economie de la Sorbonne 09003, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2011. "Portfolio Symmetry and Momentum," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00645814, HAL.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2009. "Portfolio Symmetry and Momentum," Post-Print halshs-00363383, HAL.
- Monica Billio & Ludovic Cal�s & Dominique Gu�gan, 2009. "Portfolio Symmetry and Momentum," Working Papers 2009_05, Department of Economics, University of Venice "Ca' Foscari".
- Billio Monica & Casarin Roberto, 2011. "Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-32, September.
- Billio, Monica & Caporin, Massimiliano, 2010.
"Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2443-2458, November.
- Monica Billio & Massimiliano Caporin, 2007. "Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion," Working Papers 2007_18, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin, 2010. "Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 145-167.
- Billio, Monica & Caporin, Massimiliano, 2009.
"A generalized Dynamic Conditional Correlation model for portfolio risk evaluation,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2566-2578.
- Monica Billio & Massimiliano Caporin, 2006. "A generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation," Working Papers 2006_53, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2008.
"Dating EU15 monthly business cycle jointly using GDP and IPI,"
Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2007(3), pages 333-366.
- Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2007. "Dating EU15 Monthly Business Cycle Jointly Using GDP and IPI," Working Papers 2007_19, Department of Economics, University of Venice "Ca' Foscari".
- Jacques Anas & Monica Billio & Laurent Ferrara & Gian Luigi Mazzi, 2008. "A System For Dating And Detecting Turning Points In The Euro Area," Manchester School, University of Manchester, vol. 76(5), pages 549-577, September.
- Roberto Casarin & Monica Billio, 2007.
"Stochastic optimization for allocation problems with shortfall risk constraints,"
Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 23(3), pages 247-271, May.
- Roberto Casarin & Monica Billio, 2006. "Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints," Working Papers ubs0618, University of Brescia, Department of Economics.
- Monica Billio & Massimiliano Caporin, 2005. "Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 14(2), pages 145-161, November.
- Monica Billio & Alain Monfort, 2003. "Kernel-Based Indirect Inference," Journal of Financial Econometrics, Oxford University Press, vol. 1(3), pages 297-326.
- Billio, Monica & Pelizzon, Loriana, 2003. "Contagion and interdependence in stock markets: Have they been misdiagnosed?," Journal of Economics and Business, Elsevier, vol. 55(5-6), pages 405-426.
- Billio, Monica & Pelizzon, Loriana, 2003. "Volatility and shocks spillover before and after EMU in European stock markets," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 323-340, December.
- Billio, Monica & Pelizzon, Loriana, 2000. "Value-at-Risk: a multivariate switching regime approach," Journal of Empirical Finance, Elsevier, vol. 7(5), pages 531-554, December.
- Monica Billio & Domenico Sartore & Carlo Toffano, 2000. "Combining forecasts: some results on exchange and interest rates," The European Journal of Finance, Taylor & Francis Journals, vol. 6(2), pages 126-145.
- Billio, M. & Monfort, A. & Robert, C. P., 1999.
"Bayesian estimation of switching ARMA models,"
Journal of Econometrics, Elsevier, vol. 93(2), pages 229-255, December.
RePEc:taf:apfelt:v:2:y:2006:i:2:p:123-130 is not listed on IDEAS
Chapters
- Monica Billio & Roberto Casarin & Fausto Corradin, 2022. "Understanding Economic Instability during the Pandemic: A Factor Model Approach," Contributions to Economic Analysis, in: The Economics of COVID-19, volume 127, pages 1-55, Emerald Group Publishing Limited.
- Peter Martey Addo & Monica Billio & Dominique Guégan, 2014.
"Nonlinear Dynamics and Wavelets for Business Cycle Analysis,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Marco Gallegati & Willi Semmler (ed.), Wavelet Applications in Economics and Finance, edition 127, pages 73-100,
Springer.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Nonlinear Dynamics and Wavelets for Business Cycle Analysis," PSE-Ecole d'économie de Paris (Postprint) hal-01310513, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01310513, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Post-Print hal-01310513, HAL.
- Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010.
"Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors,"
NBER Chapters, in: Market Institutions and Financial Market Risk,
National Bureau of Economic Research, Inc.
- Billio, Monica & Getmansky, Mila & Lo, Andrew W. & Pelizzon, Loriana, 2012. "Econometric measures of connectedness and systemic risk in the finance and insurance sectors," Journal of Financial Economics, Elsevier, vol. 104(3), pages 535-559.
- Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2011. "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors," Working Papers 2011_21, Department of Economics, University of Venice "Ca' Foscari".
RePEc:eme:cea111:s0573-855520220000296003 is not listed on IDEAS
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 77 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-ECM: Econometrics (26) 2008-02-09 2008-02-09 2008-02-09 2008-10-13 2009-10-24 2009-10-31 2010-02-13 2011-01-16 2012-01-25 2012-05-02 2013-03-23 2013-03-23 2013-04-06 2013-09-06 2013-11-16 2014-06-22 2015-04-02 2016-08-14 2018-06-25 2018-06-25 2018-08-20 2018-09-24 2020-12-21 2021-01-11 2021-03-22 2023-05-22. Author is listed
- NEP-ORE: Operations Research (23) 2008-10-13 2010-02-13 2011-01-16 2012-10-13 2013-03-23 2013-04-06 2013-09-06 2013-11-16 2014-06-22 2015-01-03 2015-04-02 2015-05-16 2015-09-26 2016-07-09 2016-09-04 2016-09-18 2016-12-18 2017-02-19 2018-06-25 2020-07-27 2020-12-21 2021-01-11 2021-03-22. Author is listed
- NEP-ETS: Econometric Time Series (22) 2008-02-09 2008-10-13 2009-10-24 2009-10-31 2010-02-13 2011-01-16 2011-02-26 2012-01-18 2012-01-25 2012-04-17 2012-05-02 2012-05-15 2012-10-13 2012-12-06 2013-03-23 2013-04-06 2013-11-16 2014-09-29 2015-04-02 2015-04-25 2015-09-26 2020-07-27. Author is listed
- NEP-RMG: Risk Management (21) 2008-02-09 2008-05-24 2008-05-24 2010-10-30 2012-07-23 2013-11-02 2014-06-22 2015-05-16 2016-02-04 2016-03-23 2016-07-09 2016-09-18 2016-12-18 2017-02-19 2018-08-20 2019-10-21 2019-11-04 2020-05-25 2020-07-13 2020-07-27 2021-01-11. Author is listed
- NEP-MAC: Macroeconomics (17) 2008-02-09 2008-02-09 2008-02-09 2008-10-13 2009-10-24 2009-10-31 2010-02-13 2013-08-31 2013-11-22 2014-10-03 2015-01-03 2015-04-02 2015-04-25 2015-09-26 2016-09-04 2017-10-22 2021-01-25. Author is listed
- NEP-EEC: European Economics (16) 2009-10-24 2011-09-05 2013-03-23 2013-04-06 2013-08-31 2013-09-06 2013-11-22 2014-10-03 2015-05-16 2015-09-26 2016-03-23 2016-09-18 2016-12-18 2021-01-25 2021-02-01 2023-11-06. Author is listed
- NEP-NET: Network Economics (9) 2016-03-23 2016-07-09 2016-09-18 2016-09-25 2020-07-27 2021-01-11 2021-01-25 2021-03-15 2021-03-22. Author is listed
- NEP-FOR: Forecasting (8) 2008-10-13 2011-01-16 2011-02-26 2011-09-05 2012-04-17 2012-10-13 2012-12-06 2015-05-16. Author is listed
- NEP-ENE: Energy Economics (6) 2014-06-22 2019-10-21 2020-05-25 2022-05-23 2022-08-15 2023-11-06. Author is listed
- NEP-BAN: Banking (5) 2011-12-13 2012-07-23 2015-05-16 2019-11-04 2022-05-23. Author is listed
- NEP-CBA: Central Banking (5) 2008-02-09 2009-10-24 2010-02-13 2011-02-26 2011-09-05. Author is listed
- NEP-ENV: Environmental Economics (5) 2021-01-25 2021-02-01 2022-05-23 2022-08-15 2024-04-01. Author is listed
- NEP-EUR: Microeconomic European Issues (5) 2019-10-21 2019-11-04 2020-05-25 2022-08-15 2024-04-01. Author is listed
- NEP-FMK: Financial Markets (5) 2008-02-09 2008-05-24 2008-05-24 2019-11-04 2020-12-21. Author is listed
- NEP-BEC: Business Economics (4) 2009-10-31 2012-04-17 2012-05-02 2012-05-15
- NEP-CWA: Central and Western Asia (4) 2013-04-06 2021-01-25 2021-02-01 2021-03-15
- NEP-CFN: Corporate Finance (3) 2008-05-24 2015-05-16 2022-05-23
- NEP-EFF: Efficiency and Productivity (3) 2008-05-24 2010-10-16 2023-11-06
- NEP-FDG: Financial Development and Growth (3) 2021-01-25 2021-02-01 2021-03-15
- NEP-CMP: Computational Economics (2) 2014-09-29 2023-11-06
- NEP-CNA: China (2) 2015-01-03 2021-03-15
- NEP-GER: German Papers (2) 2014-09-29 2014-09-29
- NEP-MST: Market Microstructure (2) 2008-05-24 2008-05-24
- NEP-UPT: Utility Models and Prospect Theory (2) 2013-11-02 2014-06-22
- NEP-URE: Urban and Real Estate Economics (2) 2022-08-15 2023-11-06
- NEP-AGR: Agricultural Economics (1) 2022-05-23
- NEP-BIG: Big Data (1) 2023-11-06
- NEP-CSE: Economics of Strategic Management (1) 2010-10-30
- NEP-CTA: Contract Theory and Applications (1) 2017-10-22
- NEP-DCM: Discrete Choice Models (1) 2018-06-25
- NEP-ENT: Entrepreneurship (1) 2019-11-04
- NEP-HRM: Human Capital and Human Resource Management (1) 2013-11-02
- NEP-IAS: Insurance Economics (1) 2011-12-13
- NEP-IFN: International Finance (1) 2021-03-15
- NEP-MON: Monetary Economics (1) 2014-09-29
- NEP-REG: Regulation (1) 2019-10-21
- NEP-SEA: South East Asia (1) 2008-02-09
- NEP-SOG: Sociology of Economics (1) 2016-09-18
- NEP-TRA: Transition Economics (1) 2015-01-03
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