Loriana Pelizzon

Names

Identifer

Contact

Affiliations

• Leibniz-Institut für Finanzmarktforschung SAFE (Sustainable Architecture for Finance in Europe) (weight: 90%)
  • EDIRC entry
  • location:
• Università Ca' Foscari Venezia / Dipartimento di Economia (weight: 10%)
  • EDIRC entry
  • location:

Research profile

author of:

• The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments (repec:aea:aejpol:v:16:y:2024:i:4:p:415-62)
  by Christian Mücke & Loriana Pelizzon & Vincenzo Pezone & Anjan Thakor
• Loss Sharing in Central Clearinghouses: Winners and Losers (repec:ajk:ajkdps:066)
  by Christian Kubitza & Loriana Pelizzon & Mila Getmansky Sherman
• Do designated market makers provide liquidity during downward extreme price movements? (repec:arx:papers:2602.01817)
  by Mario Bellia & Kim Christensen & Aleksey Kolokolov & Loriana Pelizzon & Roberto Ren`o
• Bank credit to medium-sized enterprises in Italy: the trends before and during the crisis (repec:ban:bancar:v:02:y:2011:m:february:p:20-32)
  by Ivan Lorenzon & Marcella Lucchetta & Loriana Pelizzon
• Interconnectedness and systemic risk: hedge funds, banks, insurance companies (repec:ban:bancar:v:06:y:2014:m:june:p:81-91)
  by Monica Billio & Loriana Pelizzon
• Nonstandard Errors (repec:bla:jfinan:v:79:y:2024:i:3:p:2339-2390)
  by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy
• Measuring sovereign contagion in Europe (repec:bno:worpap:2012_05)
  by Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon
• Measuring Sovereign Contagion in Europe (repec:bny:wpaper:0009)
  by Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon
• Short Selling – On Ethics, Politics, and Culture (repec:bpj:zfbrbw:v:33:y:2021:i:5:p:301-312:n:2)
  by Langenbucher Katja & Pelizzon Loriana
• Diversification and Ownership Concentration (repec:ces:ceswps:_1590)
  by Bruno Maria Parigi & Loriana Pelizzon
• Stock Market Returns, Corporate Governance and Capital Market Equilibrium (repec:ces:ceswps:_4496)
  by Bruno Maria Parigi & Loriana Pelizzon & Ernst-Ludwig von Thadden
• Risk Pooling, Leverage, and the Business Cycle (repec:ces:ceswps:_7772)
  by Pietro Dindo & Andrea Modena & Loriana Pelizzon
• Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets (repec:chf:rpseri:rp1747)
  by Massimiliano Caporin & Loriana Pelizzon & Alberto Plazzi
• The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times (repec:chf:rpseri:rp2130)
  by Ruggero Jappelli & Loriana Pelizzon & Alberto Plazzi
• Stock Market Returns, Corporate Governance and Capital Market Equilibrium (repec:cpr:ceprdp:10392)
  by von Thadden, Ernst-Ludwig & Parigi, Bruno
• The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy (repec:cpr:ceprdp:14831)
  by Pagano, Marco & Carletti, Elena & Oliviero, Tommaso & Pelizzon, Loriana & Subrahmanyam, Marti
• The Salience of ESG Ratings for Stock Pricing: Evidence From (Potentially) Confused Investors (repec:cpr:ceprdp:16334)
  by Rzeznik, Aleksandra & Weiss-Hanley, Kathleen
• Are Household Portfolios Efficient? An Analysis Conditional on Housing (repec:cpr:ceprdp:3890)
  by Weber, Guglielmo
• Liquidity Coinsurance and Bank Capital (repec:cpr:ceprdp:9162)
  by Lóránth, Gyöngyi & Castiglionesi, Fabio & Feriozzi, Fabio
• Coronavirus and financial stability 3.0: Try equity – risk sharing for companies, large and small (repec:cpr:ebchap:p328-05)
  by Arnoud Boot & Elena Carletti & Hans-Helmut Kotz & Jan Pieter Krahnen & Loriana Pelizzon & Marti Subrahmanyam
• Corona and Financial Stability 4.0: Implementing a European Pandemic Equity Fund (repec:cpr:ebchap:p328-06)
  by Arnoud Boot & Elena Carletti & Hans-Helmut Kotz & Jan Pieter Krahnen & Loriana Pelizzon & Marti Subrahmanyam
• Are Household Portfolios Efficient? an Analysis Conditional on Housing (repec:cup:jfinqa:v:43:y:2008:i:02:p:401-431_00)
  by Pelizzon, Loriana & Weber, Guglielmo
• Die Notwendigkeit einer Absicherung aller Sichteinlagen: der Fall der Silicon Valley Bank und Lehren für Europa (repec:diw:diwvjh:92-3-5)
  by Florian Heider & Jan Pieter Krahnen & Loriana Pelizzon & Jonas Schlegel & Tobias H. Tröger
• The anatomy of the euro area interest rate swap market (repec:ecb:ecbwps:20192242)
  by Dalla Fontana, Silvia & Holz auf der Heide, Marco & Pelizzon, Loriana & Scheicher, Martin
• Loss sharing in central clearinghouses: winners and losers (repec:ecb:ecbwps:20232873)
  by Kubitza, Christian & Pelizzon, Loriana & Sherman, Mila Getmansky
• Dynamic risk exposures in hedge funds (repec:eee:csdana:v:56:y:2012:i:11:p:3517-3532)
  by Billio, Monica & Getmansky, Mila & Pelizzon, Loriana
• Risk pooling, intermediation efficiency, and the business cycle (repec:eee:dyncon:v:144:y:2022:i:c:s0165188922002044)
  by Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana
• Deciphering the Libor and Euribor Spreads during the subprime crisis (repec:eee:ecofin:v:26:y:2013:i:c:p:565-585)
  by Pelizzon, Loriana & Sartore, Domenico
• Dissecting the ESG ratings: Does one size fit all? (repec:eee:ecolet:v:256:y:2025:i:c:s0165176525004434)
  by Billio, Monica & Fitzpatrick, Aoife Claire & Latino, Carmelo & Pelizzon, Loriana
• Mutual excitation in Eurozone sovereign CDS (repec:eee:econom:v:183:y:2014:i:2:p:151-167)
  by Aït-Sahalia, Yacine & Laeven, Roger J.A. & Pelizzon, Loriana
• Networks in risk spillovers: A multivariate GARCH perspective (repec:eee:ecosta:v:28:y:2023:i:c:p:1-29)
  by Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana
• Value-at-Risk: a multivariate switching regime approach (repec:eee:empfin:v:7:y:2000:i:5:p:531-554)
  by Billio, Monica & Pelizzon, Loriana
• Recovery from fast crashes: Role of mutual funds (repec:eee:finmar:v:59:y:2022:i:pb:s1386418121000288)
  by Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Sherman, Mila Getmansky & Yuferova, Darya
• Do designated market makers provide liquidity during downward extreme price movements? (repec:eee:finmar:v:76:y:2025:i:c:s138641812500028x)
  by Bellia, Mario & Christensen, Kim & Kolokolov, Aleksey & Pelizzon, Loriana & Renò, Roberto
• Measuring sovereign contagion in Europe (repec:eee:finsta:v:34:y:2018:i:c:p:150-181)
  by Caporin, Massimiliano & Pelizzon, Loriana & Ravazzolo, Francesco & Rigobon, Roberto
• The demand for central clearing: To clear or not to clear, that is the question! (repec:eee:finsta:v:72:y:2024:i:c:s1572308924000329)
  by Bellia, Mario & Girardi, Giulio & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas
• Diversification and ownership concentration (repec:eee:jbfina:v:32:y:2008:i:9:p:1743-1753)
  by Parigi, Bruno M. & Pelizzon, Loriana
• Efficient portfolios when housing needs change over the life cycle (repec:eee:jbfina:v:33:y:2009:i:11:p:2110-2121)
  by Pelizzon, Loriana & Weber, Guglielmo
• Contagion and interdependence in stock markets: Have they been misdiagnosed? (repec:eee:jebusi:v:55:y:2003:i:5-6:p:405-426)
  by Billio, Monica & Pelizzon, Loriana
• Econometric measures of connectedness and systemic risk in the finance and insurance sectors (repec:eee:jfinec:v:104:y:2012:i:3:p:535-559)
  by Billio, Monica & Getmansky, Mila & Lo, Andrew W. & Pelizzon, Loriana
• Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? (repec:eee:jfinec:v:122:y:2016:i:1:p:86-115)
  by Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun
• Portfolio similarity and asset liquidation in the insurance industry (repec:eee:jfinec:v:142:y:2021:i:1:p:69-96)
  by Girardi, Giulio & Hanley, Kathleen W. & Nikolova, Stanislava & Pelizzon, Loriana & Sherman, Mila Getmansky
• Collateral eligibility of corporate debt in the Eurosystem (repec:eee:jfinec:v:153:y:2024:i:c:s0304405x23002179)
  by Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G.
• Central Bank–Driven Mispricing (repec:eee:jfinec:v:166:y:2025:i:c:s0304405x25000121)
  by Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide
• Credit derivatives, capital requirements and opaque OTC markets (repec:eee:jfinin:v:17:y:2008:i:4:p:444-463)
  by Nicolò, Antonio & Pelizzon, Loriana
• Volatility and shocks spillover before and after EMU in European stock markets (repec:eee:mulfin:v:13:y:2003:i:4-5:p:323-340)
  by Billio, Monica & Pelizzon, Loriana
• The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification (repec:eee:reveco:v:84:y:2023:i:c:p:196-223)
  by Billio, Monica & Caporin, Massimiliano & Panzica, Roberto & Pelizzon, Loriana
• Machine learning sentiment analysis, COVID-19 news and stock market reactions (repec:eee:riibaf:v:64:y:2023:i:c:s0275531923000077)
  by Costola, Michele & Hinz, Oliver & Nofer, Michael & Pelizzon, Loriana
• Nonstandard errors (repec:ehl:lserod:123002)
  by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac
• The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy (repec:eie:wpaper:2014)
  by Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon & Marti G. Subrahmanyam
• The Impact of the Monetary Policy Interventions on the Insurance Industry (repec:eio:thafsr:8)
  by Loriana Pelizzon & Matteo Sottocornola
• Credit Scoring in SME Asset-Backed Securities: An Italian Case Study (repec:gam:jjrfmx:v:12:y:2019:i:2:p:89-:d:232160)
  by Andrea Bedin & Monica Billio & Michele Costola & Loriana Pelizzon
• Unknown
• Nonstandard Errors (repec:hal:cesptp:hal-05077550)
  by Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai
• A meta-measure of performance related to both investors and investments characteristics (repec:hal:journl:hal-02933252)
  by Monica Billio & Bertrand Maillet & Loriana Pelizzon
• Unknown
• Nonstandard Errors (repec:hal:journl:hal-04676112)
  by Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai
• Nonstandard Errors (repec:hal:journl:hal-05077550)
  by Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai
• Non-Standard Errors (repec:hhs:lunewp:2021_017)
  by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena
• Unknown
• Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan (repec:ime:imedps:18-e-14)
  by Loriana Pelizzon & Marti G. Subrahmanyam & Reiko Tobe & Jun Uno
• Market Liquidity and Competition Among Designated Market Makers (repec:inm:ormnsc:v:71:y:2025:i:1:p:184-201)
  by Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Darya Yuferova
• Non-Standard Errors (repec:inn:wpaper:2021-31)
  by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi
• Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case (repec:kap:jrefec:v:65:y:2022:i:3:d:10.1007_s11146-021-09838-0)
  by Monica Billio & Michele Costola & Loriana Pelizzon & Max Riedel
• The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy (repec:mib:wpaper:450)
  by Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon
• La Style Analysis nel mercato azionario italiano (repec:mul:jqat1f:doi:10.1427/3681:y:2000:i:3:p:387-412)
  by Teresa Grava & Loriana Pelizzon & Domenico Sartore
• Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors (repec:nbr:nberch:13174)
  by Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon
• Pillar 1 versus Pillar 2 under Risk Management (repec:nbr:nberch:9614)
  by Loriana Pelizzon & Stephen Schaefer
• Pillar 1 vs. Pillar 2 Under Risk Management (repec:nbr:nberwo:11666)
  by Loriana Pelizzon & Stephen Schaefer
• Econometric Measures of Systemic Risk in the Finance and Insurance Sectors (repec:nbr:nberwo:16223)
  by Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon
• Measuring Sovereign Contagion in Europe (repec:nbr:nberwo:18741)
  by Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon
• Stock Price Crashes: Role of Slow-Moving Capital (repec:nbr:nberwo:24098)
  by Mila Getmansky & Ravi Jagannathan & Loriana Pelizzon & Ernst Schaumburg & Darya Yuferova
• Sustainable Finance: A Journey Toward ESG and Climate Risk (repec:now:jirere:101.00000156)
  by Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon
• Loss Sharing in Central Clearinghouses: Winners and Losers (repec:oup:rasset:v:14:y:2024:i:2:p:237-273.)
  by Christian Kubitza & Loriana Pelizzon & Mila Getmansky Sherman
• P2P Lenders versus Banks: Cream Skimming or Bottom Fishing?
  [Loan officer incentives, internal rating models and default rates] (repec:oup:rcorpf:v:11:y:2022:i:2:p:213-262.)
  by Calebe de Roure & Loriana Pelizzon & Anjan Thakor
• The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy (repec:oup:rcorpf:v:9:y:2020:i:3:p:534-568.)
  by Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon & Marti G Subrahmanyam
• Diversification and ownership concentration (repec:pad:wpaper:0005)
  by Bruno Parigi & Loriana Pelizzon
• Credit Derivatives: Capital Requirements and Strategic Contracting (repec:pad:wpaper:0006)
  by Antonio Nicolo' & Loriana Pelizzon
• Are Household Portfolios Efficient? An Analysis Conditional on Housing (repec:pad:wpaper:0021)
  by Loriana Pelizzon & Guglielmo Weber
• Efficient Portfolios when Housing Needs Change over the Life-Cycle (repec:pad:wpaper:0037)
  by Loriana Pelizzon & Guglielmo Weber
• La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati (repec:psl:moneta:2002:13)
  by Gianluca Bison & Loriana Pellizzon & Domenico Sartore
• A Time-Varying Performance Evaluation of Hedge Fund Strategies through Aggregation (repec:rbq:journl:i:129:p:40-58)
  by Monica Billio & Lorenzon Frattarolo & Lauriana Pelizzon
• The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy (repec:sef:csefwp:566)
  by Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon & Marti G. Subrahmanyam
• A meta-measure of performance related to both investors and investments characteristics (repec:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-020-03771-w)
  by Monica Billio & Bertrand Maillet & Loriana Pelizzon
• Correction to: A meta-measure of performance related to both investors and investments characteristics (repec:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-021-04246-2)
  by Monica Billio & Bertrand Maillet & Loriana Pelizzon
• Impact of public news sentiment on stock market index return and volatility (repec:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00454-2)
  by Gianluca Anese & Marco Corazza & Michele Costola & Loriana Pelizzon
• Will video kill the radio star? Digitalisation and the future of banking (repec:srk:srkasc:202212)
  by Beck, Thorsten & Cecchetti, Stephen G. & Grothe, Magdalena & Kemp, Malcolm & Pelizzon, Loriana & Sánchez Serrano, Antonio
• The demand for central clearing: to clear or not to clear, that is the question (repec:srk:srkwps:201762)
  by Bellia, Mario & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas A.
• Relative benchmark rating and persistence analysis: Evidence from Italian equity funds (repec:taf:eurjfi:v:11:y:2005:i:4:p:297-308)
  by Roberto Casarin & Marco Lazzarin & Loriana Pelizzon & Domenico Sartore
• Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market (repec:taf:quantf:v:18:y:2018:i:2:p:283-293)
  by M. Schneider & F. Lillo & L. Pelizzon
• On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) (repec:taf:ufajxx:v:69:y:2013:i:2:p:22-33)
  by Robert C. Merton & Monica Billio & Mila Getmansky & Dale Gray & Andrew W. Lo & Loriana Pelizzon
• The carrot and the stick: Bank bailouts and the disciplining role of board appointments (repec:tiu:tiutis:897e27dd-ce07-4fbd-9368-c5e8f83ec13c)
  by Mücke, Christian & Pelizzon, L. & Pezone, Vincenzo & Thakor, A.V.
• Liquidity coinsurance and bank capital (repec:tiu:tiutis:e3d4eb0b-942c-4419-bd6a-07741968eb21)
  by Castiglionesi, F. & Feriozzi, F. & Lóránth, G. & Pelizzon, L.
• Italian Equity Funds: Efficiency and Performance Persistence (repec:ubs:wpaper:0817)
  by Roberto Casarin & Loriana Pelizzon & Andrea Piva
• Phase-Locking and Switching Volatility in Hedge Funds (repec:ven:wpaper:2006_54)
  by Monica Billio & Mila Getmansky & Loriana Pelizzon
• Are Household Portfolios Efficient? An Analysis Conditional on Housing (repec:ven:wpaper:2006_55)
  by Loriana Pelizzon & Guglielmo Weber
• Credit Derivatives, Capital Requirements and Opaque OTC Markets (repec:ven:wpaper:2006_58)
  by Antonio Nicolo� & Loriana Pelizzon
• Dynamic Risk Exposure in Hedge Funds (repec:ven:wpaper:2007_17)
  by Monica Billio & Mila Getmansky & Loriana Pelizzon
• Diversification and Ownership Concentration (repec:ven:wpaper:2007_29)
  by Loriana Pelizzon & Bruno Maria Parigi
• Efficient Portfolios when Housing Needs Change over the Life-Cycle (repec:ven:wpaper:2007_31)
  by Loriana Pelizzon & Guglielmo Weber
• Crisis and Hedge Fund Risk (repec:ven:wpaper:2008_10)
  by Loriana Pelizzon & Monica Billio & Mila Getmansky
• Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data (repec:ven:wpaper:2008_11)
  by Loriana Pelizzon & Monica Billio & Mila Getmansky
• Italian Equity Funds: Efficiency and Performance Persistence (repec:ven:wpaper:2008_12)
  by Loriana Pelizzon & Roberto Casarin & Andrea Piva
• Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors (repec:ven:wpaper:2011_21)
  by Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon
• Market volatility, optimal portfolios and naive asset allocations (repec:ven:wpaper:2012_08)
  by Loriana Pelizzon & Massimiliano Caporin
• CDS Industrial Sector Indices, credit and liquidity risk (repec:ven:wpaper:2012_09)
  by Monica Billio & Massimiliano Caporin & Loriana Pelizzon & Domenico Sartore
• Deciphering the Libor and Euribor Spreads during the subprime crisis (repec:ven:wpaper:2013:14)
  by Loriana Pelizzon & Domenico Sartore
• Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure (repec:ven:wpaper:2013:22)
  by Monica Billio & Gregory Jannin & Bertrand Maillet & Loriana Pelizzon
• Hedge Fund Tail Risk: An investigation in stressed markets, extended version with appendix (repec:ven:wpaper:2016:01)
  by Monica Billio & Lorenzo Frattarolo & Loriana Pelizzon
• Networks in risk spillovers: a multivariate GARCH perspective (repec:ven:wpaper:2016:03)
  by Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon
• Risk Pooling, Leverage, and the Business Cycle (repec:ven:wpaper:2019:21)
  by Pietro Dindo & Andrea Modena & Loriana Pelizzon
• Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case (repec:ven:wpaper:2020:06)
  by Monica Billio & Michele Costola & Loriana Pelizzon & Max Riedel
• Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods (repec:ven:wpaper:2020:09)
  by Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Jun Uno & Darya Yuferova
• Coming early to the party (repec:ven:wpaper:2020:11)
  by Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Jun Uno & Darya Yuferova
• Portfolio Similarity and Asset Liquidation in the Insurance Industry (repec:ven:wpaper:2020:13)
  by Giulio Girardi & Kathleen W. Hanley & Stanislava Nikolova & Loriana Pelizzon & Mila Getmansky Sherman
• Networks in risk spillovers: A multivariate GARCH perspective (repec:ven:wpaper:2020:16)
  by Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon
• Inside the ESG Ratings: (Dis)agreement and performance (repec:ven:wpaper:2020:17)
  by Monica Billio & Michele Costola & Iva Histova & Carmelo Latino & Loriana Pelizzon
• Inside the ESG ratings: (Dis)agreement and performance (repec:wly:corsem:v:28:y:2021:i:5:p:1426-1445)
  by Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon
• Liquidity Coinsurance and Bank Capital (repec:wly:jmoncb:v:46:y:2014:i:2-3:p:409-443)
  by Fabio Castiglionesi & Fabio Feriozzi & Gyöngyi Lóránth & Loriana Pelizzon
• Crises and Hedge Fund Risk (repec:ysm:wpaper:amz2561)
  by Monica Billio & Mila Getmansky & Loriana Pelizzon
• Lighting up the dark: Liquidity in the German corporate bond market (repec:zbw:bubdps:212021)
  by Gündüz, Yalin & Pelizzon, Loriana & Schneider, Michael & Subrahmanyam, Marti G.
• How does P2P lending fit into the consumer credit market? (repec:zbw:bubdps:302016)
  by de Roure, Calebe & Pelizzon, Loriana & Tasca, Paolo
• OTC discount (repec:zbw:bubdps:422019)
  by de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael
• The pitfalls of central clearing in the presence of systematic risk (repec:zbw:icirwp:3118)
  by Kubitza, Christian & Pelizzon, Loriana & Getmansky, Mila
• Key challenges for monetary policy (repec:zbw:safepl:310334)
  by Haselmann, Rainer & Heider, Florian & Pelizzon, Loriana & Weber, Michael
• Europäische Finanzintegration: Deutschlands Verantwortung und die Notwendigkeit zu handeln (repec:zbw:safepl:313016)
  by Heider, Florian & Lindner, Vincent & Pelizzon, Loriana & Tröger, Tobias
• Lean macroprudentialism and the centrality of resolution: Why Europe's ex ante framework cannot deliver stability (repec:zbw:safepl:333936)
  by Lindner, Vincent & Pelizzon, Loriana
• Financial stability in the EU: A case for micro data transparency (repec:zbw:safepl:67)
  by Kasinger, Johannes & Pelizzon, Loriana
• The Coronavirus and financial stability (repec:zbw:safepl:78)
  by Boot, Arnoud W. A. & Carletti, Elena & Haselmann, Rainer & Kotz, Hans-Helmut & Krahnen, Jan Pieter & Pelizzon, Loriana & Schaefer, Stephen M. & Subrahmanyam, Marti G.
• Corona and financial stability 2.0: Act jointly now, but also think about tomorrow (repec:zbw:safepl:79)
  by Boot, Arnoud W. A. & Carletti, Elena & Kotz, Hans-Helmut & Krahnen, Jan Pieter & Pelizzon, Loriana & Subrahmanyam, Marti G.
• Corona and financial stability 3.0: Try equity - risk sharing for companies, large and small (repec:zbw:safepl:81)
  by Boot, Arnoud W. A. & Carletti, Elena & Kotz, Hans-Helmut & Krahnen, Jan Pieter & Pelizzon, Loriana & Subrahmanyam, Marti G.
• Corona and financial stability 4.0: Implementing a european pandemic equity fund (repec:zbw:safepl:84)
  by Boot, Arnoud W. A. & Carletti, Elena & Kotz, Hans-Helmut & Krahnen, Jan Pieter & Pelizzon, Loriana & Subrahmanyam, Marti G.
• Priorities for the CMU agenda (repec:zbw:safepl:85)
  by Krahnen, Jan Pieter & Pelizzon, Loriana
• Designing a rational sanctioning strategy (repec:zbw:safepl:95)
  by Angeloni, Ignazio & Daase, Christopher & Deitelhoff, Nicole & Goldmann, Matthias & Krahnen, Jan Pieter & Kroll, Stefan & Luft, Carl-Georg Christoph & Nölke, Andreas & Peez, Anton & Pelizzon, Loriana
• European lessons from Silicon Valley Bank resolution: A plea for a comprehensive demand deposit protection scheme (CDDPS) (repec:zbw:safepl:98)
  by Heider, Florian & Krahnen, Jan Pieter & Pelizzon, Loriana & Schlegel, Jonas & Tröger, Tobias
• Vehicle identifiers: The key to jumpstarting the European Green Auto ABS market? (repec:zbw:safewh:285378)
  by Hackmann, Angelina & Lindner, Vincent & Pelizzon, Loriana & Riedel, Max
• Can Banking Union foster market integration, and what lessons does that hold for capital markets union? (repec:zbw:safewh:304307)
  by Angeloni, Ignazio & Haselmann, Rainer & Heider, Florian & Pelizzon, Loriana & Schlegel, Jonas & Tröger, Tobias
• How have European banks developed along different dimensions of international competitiveness? (repec:zbw:safewh:319625)
  by Heider, Florian & Krahnen, Jan Pieter & Schlegel, Jonas & Pelizzon, Loriana
• Growth of non-bank financial intermediaries, financial stability, and monetary policy: Prepared for the ECB Forum (repec:zbw:safewh:321877)
  by Pelizzon, Loriana & Mattiello, Riccardo & Schlegel, Jonas
• Market transparency and dealer behavior: Lessons from MiFID II/MiFIR transparency requirements (repec:zbw:safewh:339599)
  by Lindner, Vincent & Lucke, Konrad & Pelizzon, Loriana
• "Predatory" margins and the regulation and supervision of central counterparty clearing houses (CCPs) (repec:zbw:safewh:41)
  by Krahnen, Jan Pieter & Pelizzon, Loriana
• 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 SSM report on bank profitability and business models (repec:zbw:safewh:65)
  by Farina, Tatiana & Krahnen, Jan Pieter & Pelizzon, Loriana & Wahrenburg, Mark
• What are the wider supervisory implications of the Wirecard case? (repec:zbw:safewh:74)
  by Langenbucher, Katja & Leuz, Christian & Krahnen, Jan Pieter & Pelizzon, Loriana
• Corona and banking: A financial crisis in slow motion? An evaluation of the policy options (repec:zbw:safewh:79)
  by Boot, Arnoud W. A. & Carletti, Elena & Kotz, Hans-Helmut & Krahnen, Jan Pieter & Pelizzon, Loriana & Subrahmanyam, Marti G.
• Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises (repec:zbw:safewh:84)
  by Kasinger, Johannes & Krahnen, Jan Pieter & Ongena, Steven & Pelizzon, Loriana & Schmeling, Maik & Wahrenburg, Mark
• Is there a "retail challenge" to banks' resolvability? What do we know about the holders of bail-inable securities in the Banking Union? (repec:zbw:safewh:92)
  by Farina, Tatiana & Krahnen, Jan Pieter & Mecatti, Irene & Pelizzon, Loriana & Schlegel, Jonas & Tröger, Tobias
• Quo vadis sustainable funds? Sustainability and taxonomy-aligned disclosure in Germany under the SFDR (repec:zbw:safewh:94)
  by Badenhoop, Nikolai & Hackmann, Angelina & Mücke, Christian & Pelizzon, Loriana
• Measuring sovereign contagion in Europe (repec:zbw:safewp:103)
  by Caporin, Massimiliano & Pelizzon, Loriana & Ravazzolo, Francesco & Rigobon, Roberto
• Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periods (repec:zbw:safewp:144)
  by Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti G. & Uno, Jun & Yuferova, Darya
• How has sovereign bond market liquidity changed? An illiquidity spillover analysis (repec:zbw:safewp:151)
  by Schneider, Michael & Lillo, Fabrizio & Pelizzon, Loriana
• The impact of network connectivity on factor exposures, asset pricing and portfolio diversification (repec:zbw:safewp:166)
  by Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana
• Coming early to the party (repec:zbw:safewp:182)
  by Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti & Uno, Jun & Yuferova, Darya
• The demand for central clearing: To clear or not to clear, that is the question (repec:zbw:safewp:193)
  by Bellia, Mario & Girardi, Giulio & Panzica, Roberto Calogero & Pelizzon, Loriana & Peltonen, Tuomo
• The impact of monetary policy iInterventions on the insurance industry (repec:zbw:safewp:204)
  by Pelizzon, Loriana & Sottocornola, Matteo
• P2P lenders versus banks: Cream skimming or bottom fishing? (repec:zbw:safewp:206)
  by de Roure, Calebe & Pelizzon, Loriana & Thakor, Anjan V.
• Portfolio similarity and asset liquidation in the insurance industry (repec:zbw:safewp:224)
  by Girardi, Giulio & Hanley, Kathleen Weiss & Nikolova, Stanislava & Pelizzon, Loriana & Getmansky, Mila
• Networks in risk spillovers: A multivariate GARCH perspective (repec:zbw:safewp:225)
  by Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana
• Central bank-driven mispricing (repec:zbw:safewp:226)
  by Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun
• Recovery from fast crashes: Role of mutual funds (repec:zbw:safewp:227)
  by Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Getmansky Sherman, Mila & Yuferova, Darya
• Lighting up the dark: Liquidity in the German corporate bond market (repec:zbw:safewp:230)
  by Gündüz, Yalin & Ottonello, Giorgio & Pelizzon, Loriana & Schneider, Michael & Subrahmanyam, Marti G.
• Pitfalls of central clearing in the presence of systematic risk (repec:zbw:safewp:235)
  by Kubitza, Christian & Pelizzon, Loriana & Getmansky Sherman, Mila
• Designated Market Makers: Competition and Incentives (repec:zbw:safewp:247)
  by Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti G. & Yuferova, Darya
• The anatomy of the euro area interest rate swap market (repec:zbw:safewp:255)
  by Fontana, Silvia Dalla & Holz auf der Heide, Marco & Pelizzon, Loriana & Scheicher, Martin
• Buildings' energy efficiency and the probability of mortgage default: The Dutch case (repec:zbw:safewp:261)
  by Billio, Monica & Costola, Michele & Pelizzon, Loriana & Riedel, Max
• Credit scoring in SME asset-backed securities: An Italian case study (repec:zbw:safewp:262)
  by Bedin, Andrea & Billio, Monica & Costola, Michele & Pelizzon, Loriana
• Do designated market makers provide liquidity during a flash crash? (repec:zbw:safewp:270)
  by Bellia, Mario & Christensen, Kim & Kolokolov, Aleksey & Pelizzon, Loriana & Renò, Roberto
• Risk pooling, leverage, and the business cycle (repec:zbw:safewp:271)
  by Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana
• Collateral eligibility of corporate debt in the Eurosystem (repec:zbw:safewp:275)
  by Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G.
• Does monetary policy impact international market co-movements? (repec:zbw:safewp:276)
  by Caporin, Massimiliano & Pelizzon, Loriana & Plazzi, Alberto
• Inside the ESG ratings: (Dis)agreement and performance (repec:zbw:safewp:284)
  by Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana
• Unpacking the ESG ratings: Does one size fit all? (repec:zbw:safewp:284398)
  by Billio, Monica & Fitzpatrick, Aoife Claire & Latino, Carmelo & Pelizzon, Loriana
• The COVID-19 shock and equity shortfall: Firm-level evidence from Italy (repec:zbw:safewp:285)
  by Carletti, Elena & Oliviero, Tommaso & Pagano, Marco & Pelizzon, Loriana & Subrahmanyam, Marti G.
• Machine learning sentiment analysis, Covid-19 news and stock market reactions (repec:zbw:safewp:288)
  by Costola, Michele & Nofer, Michael & Hinz, Oliver & Pelizzon, Loriana
• Resiliency: Cross-venue dynamics with Hawkes processes (repec:zbw:safewp:291)
  by Pelizzon, Loriana & Sagade, Satchit & Vozian, Katia
• OTC discount (repec:zbw:safewp:298)
  by de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael
• Global realignment in financial market dynamics: Evidence from ETF networks (repec:zbw:safewp:304)
  by Billio, Monica & Lo, Andrew W. & Pelizzon, Loriana & Getmansky, Mila & Zareei, Abalfazl
• The salience of ESG ratings for stock pricing: Evidence from (potentially) confused investors (repec:zbw:safewp:310)
  by Rzeźnik, Aleksandra & Hanley, Kathleen Weiss & Pelizzon, Loriana
• Market impact of government communication: The case of presidential tweets (repec:zbw:safewp:314)
  by Abdi, Farshid & Kormanyos, Emily & Pelizzon, Loriana & Getmansky, Mila & Simon, Zorka
• The carrot and the stick: Bank bailouts and the disciplining role of board appointments (repec:zbw:safewp:316)
  by Mücke, Christian & Pelizzon, Loriana & Pezone, Vincenzo & Thakor, Anjan V.
• Mutual funds' appetite for sustainability in European Auto ABS (repec:zbw:safewp:316445)
  by Latino, Carmelo & Pelizzon, Loriana & Riedel, Max & Wang, Yue
• Impact of public news sentiment on stock market index return and volatility (repec:zbw:safewp:322)
  by Anese, Gianluca & Corazza, Marco & Costola, Michele & Pelizzon, Loriana
• Growth of non-bank financial intermediaries, financial stability, and monetary policy (repec:zbw:safewp:330175)
  by Pelizzon, Loriana & Mattiello, Riccardo & Schlegel, Jonas
• The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times (repec:zbw:safewp:331)
  by Jappelli, Ruggero & Pelizzon, Loriana & Plazzi, Alberto
• The double-edged mind: How LLMs expand stock market participation yet strengthen confirmation-seeking (repec:zbw:safewp:340833)
  by Damm, Cara & Bauer, Kevin & Hett, Florian & Pelizzon, Loriana
• Sustainable finance: A journey toward ESG and climate risk (repec:zbw:safewp:349)
  by Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana
• Price and liquidity discovery in European sovereign bonds and futures (repec:zbw:safewp:350)
  by Jappelli, Ruggero & Lucke, Konrad & Pelizzon, Loriana
• Creditworthiness and buildings' energy efficiency in the Italian mortgage market (repec:zbw:safewp:352)
  by Billio, Monica & Costola, Michele & Pelizzon, Loriana & Riedel, Max
• How to green the European Auto ABS market? A literature survey (repec:zbw:safewp:391)
  by Latino, Carmelo & Pelizzon, Loriana & Riedel, Max
• Quantitative easing, the repo market, and the term structure of interest rates (repec:zbw:safewp:395)
  by Jappelli, Ruggero & Pelizzon, Loriana & Subrahmanyam, Marti G.
• Liquidity coinsurance and bank capital (repec:zbw:safewp:45)
  by Castiglionesi, Fabio & Feriozzi, Fabio & Lóránth, Gyöngyi & Loriana Pelizzon
• Mutual excitation in eurozone sovereign CDS (repec:zbw:safewp:51)
  by Aït-Sahalia, Yacine & Laeven, Roger J. A. & Pelizzon, Loriana
• Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina? (repec:zbw:safewp:95)
  by Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun
• The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments (repec:zbw:vfsc22:264057)
  by Mücke, Christian & Pelizzon, Loriana & Pezone, Vincenzo & Thakor, Anjan V.