CALICE, GIOVANNI
CALICE, GIOVANNI
Dipartimento di Economia Aziendale
A Markov switching unobserved component analysis of the CDX index term premium
2016-01-01 Calice, G; Ioannidis, C; Miao, Rh
An empirical analysis of the impact of the credit default swap index market on large complex financial institutions
2012-01-01 Calice, Giovanni; Ioannidis, Christos
Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage
2013-01-01 Calice, Giovanni; Chen, Jing; Williams, Julian M.
Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage.
2016-01-01 Calice, G; Chen, J; Williams, J
CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008-2009 financial crisis
2014-01-01 Calice, G
Credit Derivatives and the Default Risk of Large Complex Financial Institutions
2012-01-01 Calice, G; Ioannidis, C; Williams, J
Exploring risk premium factors for country equity returns
2021-01-01 Calice, G; Lin, Ms
Forecasting option prices using discrete-time volatility models estimated at mixed timescales
2020-01-01 Calice, G.; Chen, J.; Williams, J.
How does mutual fund flow respond to oil market volatility?
2020-01-01 Jawid Alsubaiei, Bader; Calice, Giovanni; Vivian, Andrew
Liquidity spillovers in credit markets during the Eurozone crisis
2013-01-01 Calice, G; Chen, J; Williams, J
Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis
2013-01-01 Calice, Giovanni; Chen, Jing; Williams, Julian
Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps
2015-01-01 Calice, Giovanni; Mio, Ronghui; ??t??rba, Filip; Va??????ek, Bo??ek
Sovereign CDS and mutual funds: Global evidence
2021-01-01 Alsubaiei, Bj; Calice, G; Vivian, A
The effects of supervisory stress testing on bank lending: examining large UK banks
2022-01-01 Ahmed, Kasim; Calice, Giovanni
The subprime asset-backed securities market and the equity prices of large complex financial institutions
2011-01-01 Calice, G
The term structure of sovereign credit default swap and the cross‐section of exchange rate predictability
2019-01-01 Calice, Giovanni; Zeng, Ming
Understanding US firm efficiency and its asset pricing implications
2019-01-01 Calice, Giovanni; Kutlu, Levent; Zeng, Ming
US National Banks and Local Economic Fragility
2022-01-01 Calice, Giovanni; Kyu Gam, Yong