CALICE, GIOVANNI
 Distribuzione geografica
Continente #
EU - Europa 581
NA - Nord America 107
AS - Asia 82
SA - Sud America 6
AF - Africa 2
OC - Oceania 1
Totale 779
Nazione #
RU - Federazione Russa 293
IT - Italia 169
US - Stati Uniti d'America 107
GB - Regno Unito 58
SG - Singapore 37
CN - Cina 32
DE - Germania 22
AT - Austria 17
HK - Hong Kong 11
SE - Svezia 9
BR - Brasile 5
NL - Olanda 5
FI - Finlandia 4
FR - Francia 2
GR - Grecia 2
MA - Marocco 2
AU - Australia 1
CO - Colombia 1
IN - India 1
UZ - Uzbekistan 1
Totale 779
Città #
Rome 54
Boardman 46
Ashburn 28
Shanghai 23
Naples 19
Vicenza 19
London 16
Vienna 16
Frankfurt am Main 14
Ancona 11
Hong Kong 11
Singapore 11
Detroit 10
Casalecchio di Reno 8
Bangor 7
Moscow 7
Penarth 7
Seattle 7
Milan 5
Nocera Inferiore 5
Sassuolo 5
Birmingham 4
Formia 4
Harringay 4
Helsinki 4
Manchester 4
Perugia 4
Potenza 4
Verona 4
Blackwood 3
Bologna 3
Yubileyny 3
Amsterdam 2
Casamarciano 2
Falkenstein 2
Kilburn 2
Nuremberg 2
Piraeus 2
Preston 2
Salé 2
Tonypandy 2
Wandsworth 2
Acton 1
Barbacena 1
Barranquilla 1
Bonney Lake 1
Braço do Norte 1
Chiswick 1
Dallas 1
Glasgow 1
Guangzhou 1
Hounslow 1
Jalandhar 1
Karlsruhe 1
Lagoa Santa 1
Mauá 1
Nanyang 1
Nizhniy Novgorod 1
Santa Clara 1
Shenzhen 1
Southwark 1
São Paulo 1
Taiyuan 1
Tashkent 1
The Dalles 1
Turin 1
Zanica 1
Totale 415
Nome #
The effects of supervisory stress testing on bank lending: examining large UK banks 72
How Does Oil Market Volatility Impact Mutual Fund Performance?” 46
Sovereign CDS and mutual funds: Global evidence 43
Exploring risk premium factors for country equity returns 43
The Effects of Stress Testing on Banks’ Off-Balance Sheet Activities 41
How does mutual fund flow respond to oil market volatility? 40
US National Banks and Local Economic Fragility 38
The Effects of the EBA's Stress Testing Framework on Banks' Lending 37
Contingent Convertible Bonds in Financial Networks 33
Forecasting option prices using discrete-time volatility models estimated at mixed timescales 33
Sovereign Credit Default Swaps and the Currency Forward Bias 32
CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008-2009 financial crisis 32
An empirical analysis of the impact of the credit default swap index market on large complex financial institutions 32
Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis 32
Credit Derivatives and the Default Risk of Large Complex Financial Institutions 32
Understanding US firm efficiency and its asset pricing implications 30
Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage 30
A Markov switching unobserved component analysis of the CDX index term premium 29
The subprime asset-backed securities market and the equity prices of large complex financial institutions 29
Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage 28
null 27
Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps 26
The term structure of sovereign credit default swap and the cross‐section of exchange rate predictability 20
Liquidity spillovers in credit markets during the Eurozone crisis 19
Sovereign momentum currency returns 5
Totale 829
Categoria #
all - tutte 5.305
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 5.305


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2022/202380 0 0 0 0 0 0 0 63 13 4 0 0
2023/2024209 2 0 4 8 9 42 13 31 0 8 42 50
2024/2025540 6 18 59 12 18 24 318 70 15 0 0 0
Totale 829