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SSRN eLibrary Statistics: Papers & Authors: Abstracts: 484,056 Full Text Papers: 393,459 Authors: 226,593 Papers Received in   Last 12 months: 68,998 Paper Downloads: To date: 65,863,139 Last 12 months: 11,179,664 Last 30 days: 1,087,336 CiteReader:  What's this? Papers with   Resolved   References: 238,027 Total References: 8,463,775 Papers with Cites: 230,038 Total Citation   Links: 5,708,794 Papers with   Resolved   Footnotes: 77,375 Total Footnotes: 8,499,290

About Carefin News and Workshops Working Papers Faculty Research projects under way Researchers Only

Date Posted: July 27, 2012
Last Revised: October 31, 2012
Working Paper Series
179 downloads

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 21, MIT Sloan Research Paper No. 4774-10, AFA 2011 Denver Meetings Paper, CAREFIN Research Paper No. 12/2010
Monica Billio , Andrew W. Lo , Mila Getmansky and Loriana Pelizzon
Ca Foscari University of Venice - Department of Economics , Massachusetts Institute of Technology (MIT) - Sloan School of Management , University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management and Ca Foscari University of Venice - Department of Economics
Date Posted: November 23, 2011
Last Revised: April 25, 2012
Working Paper Series
3244 downloads

Corporate Governance and Pension Fund Performance
CAREFIN Research Paper No. 26/2010
Oskar Kowalewski
Warsaw School of Economics - World Economy Research Institute
Date Posted: April 07, 2011
Working Paper Series
131 downloads

In- and Out-of-Court Debt Restructuring in the Presence of Credit Default Swaps
CAREFIN Research Paper No. 24/2010
Mascia Bedendo , Lara Cathcart and Lina El-Jahel
Bocconi University - Department of Finance , Imperial College Business School and Imperial College Business School
Date Posted: April 07, 2011
Working Paper Series
65 downloads

Are Sanctions Effective in Improving Bank Performance? A Study on Supervision and Administrative Sanctions Upon Italian Banks During the 1998-2009 Period
CAREFIN Research Paper No. 23/2010
Valerio Pesic and Pina Mure
University of Rome I and affiliation not provided to SSRN
Date Posted: April 06, 2011
Working Paper Series
58 downloads

CEO Remuneration and Bank Default Risk: Evidence from the US and Europe
CAREFIN Research Paper No. 15/2010
Francesco Vallascas and Jens Hagendorff
University of Leeds and University of Edinburgh - Business School
Date Posted: April 06, 2011
Working Paper Series
229 downloads

Systemic Risk and Network Formation in the Interbank Market
CAREFIN Research Paper No. 25/2010
Ethan Cohen-Cole , Eleonora Patacchini and Yves Zenou
University of Maryland - College Park , Università di Roma "La Sapienza" and Stockholm University
Date Posted: April 06, 2011
Working Paper Series
231 downloads

Macroeconomic Uncertainty, Difference in Beliefs, and Bond Risk Premia
CAREFIN Research Paper No. 27/2010
Andrea Buraschi and Paul Whelan
The University of Chicago and Imperial College Business School
Date Posted: April 05, 2011
Working Paper Series

On Regulation, Supervision, (De)Leveraging and Banking Competition: Harder, Better, Faster, Stronger?
CAREFIN Research Paper No. 13/2010
Olivier De Jonghe and Özde Öztekin
Tilburg University - Department of Finance and Florida International University
Date Posted: April 05, 2011
Working Paper Series
90 downloads

Regulations and Insurance Consumption
CAREFIN Research Paper No. 22/2010
Chrysovalantis Gaganis , Iftekhar Hasan and Fotios Pasiouras
University of Crete - Faculty of Social Sciences - Department of Economics , Fordham University and University of Surrey - Surrey Business School
Date Posted: April 05, 2011
Working Paper Series
81 downloads

The Basel Committee Proposals for Capital Adequacy Reform: A Critical Analysis
CAREFIN Research Paper No. 16/2010
Andrea Sironi
Bocconi University - Department of Finance
Date Posted: April 05, 2011
Working Paper Series
193 downloads

Variable Annuities: Risk Identification and Risk Assessment
CAREFIN Research Paper No. 14/2010
Anna Rita Bacinello , Annamaria Olivieri , Ermanno Pitacco and Pietro Millossovich
University of Trieste - Dipartimento di Matematica Applicata , University of Parma - Facoltà di Economia , University of Trieste - Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche B. de Finetti and City University London - Sir John Cass Business School
Date Posted: April 05, 2011
Working Paper Series
172 downloads

Bank Capital Under Basel 3: Open Issues and Foreseeable Effects
CAREFIN Research Paper No. 21/2010
Andrea Resti and Giuliano Iannotta
Bocconi University - Department of Finance and Università Cattolica
Date Posted: April 02, 2011
Working Paper Series
309 downloads

Hedge Fund Systemic Risk Signals
CAREFIN Research Paper No. 19/2010
Roberto Savona
University of Brescia
Date Posted: April 02, 2011
Working Paper Series
142 downloads

Hundred Years of British Firm - Bank Relationships: Why the Transition to Multiple Banking?
CAREFIN Research Paper No. 18/2010
Fabio Braggion and Steven Ongena
Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - CentER, European Banking Center (EBC)
Date Posted: April 02, 2011
Working Paper Series
47 downloads

Shareholder Rights and Syndicate Structure
CAREFIN Research Paper No. 20/2010
Sandeep Dahiya and Issam Hallak
Georgetown University - Department of Finance and Vlerick Business School
Date Posted: April 01, 2011
Working Paper Series
41 downloads

Reaching Nirvana with a Defaultable Asset?
CAREFIN Research Paper No. 11/2010
Alessandro Sbuelz and Anna Battauz
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics and Bocconi University - Department of Finance
Date Posted: March 31, 2011
Working Paper Series
26 downloads

The Voting Premium in the Banking Industry: A Cross-Country Analysis
CAREFIN Research Paper No. 10/2010
Gianfranco Gianfrate and Laura Zanetti
Bocconi University - Department of Finance and Bocconi University - Department of Finance
Date Posted: March 31, 2011
Working Paper Series
39 downloads

'Too-Big-To-Fail' and its Impact on Safety Net Subsidies and Systemic Risk
CAREFIN Research Paper No. 09/2010
Klaus Schaeck , Tim Mi Zhou and Philip Molyneux
University of Wales - Bangor Business School , Sunderland Business School and Bangor University, Bangor Business School
Date Posted: March 30, 2011
Working Paper Series
138 downloads

On the Role of Behavioral Finance in the Pricing of Financial Derivatives: The Case of the S&P 500
CAREFIN Research Paper No. 03/2010
Alonso Pena , Barbara Alemanni and Giovanna Zanotti
SDA Bocconi , SDA Bocconi and University of Bergamo
Date Posted: March 30, 2011
Working Paper Series
166 downloads

Operational Risk Modeling: An Evaluation of Competing Strategies
CAREFIN Research Paper No. 06/2010
Sandra Paterlini , Stefan Mittnik and Tina Yener
EBS Universität für Wirtschaft und Recht , University of Kiel - Institute of Statistics & Econometrics and Ludwig Maximilians University of Munich
Date Posted: March 30, 2011
Working Paper Series
188 downloads

Ownership Structure, Board Composition and Investors’ Protection: Evidence from S&P 500 Firms
CAREFIN Research Paper No. 07/2010
Giuliano Iannotta , Alessandro Zattoni and Alessandro Minichilli
Università Cattolica , University of Bocconi - Strategic and Entrepreneurial Management and Bocconi University - School of Management
Date Posted: March 30, 2011
Working Paper Series
159 downloads

Performance in Private Equity: Why are General Partnerships’ Owners Important?
CAREFIN Research Paper No. 05/2010
Stefano Caselli , Stefano Gatti and Francesca Querci
Bocconi University - Department of Finance , Bocconi University - Department of Finance and Università degli Studi di Genova
Date Posted: March 30, 2011
Working Paper Series
87 downloads

Stabilizing Large Financial Institutions with Contingent Capital Certificates
CAREFIN Research Paper No. 04/2010
Mark J. Flannery
University of Florida - Department of Finance, Insurance and Real Estate
Date Posted: March 30, 2011
Working Paper Series
301 downloads

Three Make a Smile – Dynamic Volatility, Skewness and Term Structure Components in Option Valutation
CAREFIN Research Paper No. 02/2010
Peter H. Gruber , Claudio Tebaldi and Fabio Trojani
University of Lugano - Institute of Finance , Bocconi University - Department of Finance and Swiss Finance Institute
Date Posted: March 30, 2011
Working Paper Series
113 downloads

Towards a New Framework for Liquidity Risk
CAREFIN Research Paper No. 08/2010
Pasquale La Ganga and Gianluca Trevisan
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: March 30, 2011
Working Paper Series
227 downloads

Beyond Macroeconomic Risk: The Role of Contagion in the Italian Corporate Default Correlation
CAREFIN Research Paper No. 12/09
Antonella Foglia , Roberta Fiori and simonetta iannotti
Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: May 08, 2010
Working Paper Series
169 downloads

Borrowing in Buyouts
CAREFIN Research Paper No. 14/09
Paolo Colla , Filippo Ippolito and Hannes F. Wagner
Bocconi University - Department of Finance , Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Bocconi University - Department of Finance
Date Posted: May 08, 2010
Working Paper Series

Crashes and Bank Opaqueness
CAREFIN Research Paper No. 20/09
Giuliano Iannotta and Marco A. Navone
Università Cattolica and Finance Discipline Group - UTS Business School
Date Posted: May 08, 2010
Working Paper Series

Explaining Returns in Private Equity Investments
CAREFIN Research Paper No. 15/09
Stefano Caselli , Emilia Garcia-Appendini and Filippo Ippolito
Bocconi University - Department of Finance , University of St. Gallen and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: May 08, 2010
Working Paper Series

Informed Intermediation of Longevity Exposures
CAREFIN Research Paper No. 17/09
David P. Blake and Enrico Biffis
City University London - Cass Business School - The Pensions Institute and Imperial College Business School
Date Posted: May 08, 2010
Working Paper Series

Investors’ Distraction and Strategic Re-Pricing Decisions
CAREFIN Research Paper No. 21/09
Marco A. Navone
Finance Discipline Group - UTS Business School
Date Posted: May 08, 2010
Working Paper Series

Loads and Investment Decisions
CAREFIN Research Paper No. 2/09
Marco A. Navone and Marco Pagani
Finance Discipline Group - UTS Business School and San Jose State University
Date Posted: May 08, 2010
Working Paper Series
70 downloads

Optimal Time of Annuitization in the Decumulation Phase of a Defined Contribution Pension Scheme
CAREFIN Research Paper No. 01/10
Marina Di Giacinto , Bjarne Hojgaard and Elena Vigna
University of Cassino - Faculty of Economics , Aalborg University and University of Turin - Faculty of Economics
Date Posted: May 08, 2010
Working Paper Series

Project Finance Collateralised Debt Obligations: An Empirical Analysis on Spreads Determinants
CAREFIN Research Paper No. 19/09
Valerio Buscaino , Francesco Corielli , Stefano Caselli and Stefano Gatti
affiliation not provided to SSRN , Bocconi University - Department of Finance , Bocconi University - Department of Finance and Bocconi University - Department of Finance
Date Posted: May 08, 2010
Working Paper Series
190 downloads

Regular(Ized) Hedge Fund Clones
CAREFIN Research Paper No. 1/09
Daniel Giamouridis and Sandra Paterlini
Athens University of Economics and Business and EBS Universität für Wirtschaft und Recht
Date Posted: May 08, 2010
Working Paper Series
95 downloads

Regulations and Soundness of Insurance Firms: International Evidence
CAREFIN Research Paper No. 18/09
Chrysovalantis Gaganis and Fotios Pasiouras
University of Crete - Faculty of Social Sciences - Department of Economics and University of Surrey - Surrey Business School
Date Posted: May 08, 2010
Working Paper Series
113 downloads

Revisiting Corporate Growth Options in the Presence of State-Dependent Cashflow Risk
CAREFIN Research Paper No. 13/09
Alessandro Sbuelz and Marco Caliari
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics and affiliation not provided to SSRN
Date Posted: May 08, 2010
Working Paper Series
45 downloads

Stochastic Mortality: The Impact on Target Capital
CAREFIN Research Paper No. 15/08
Annamaria Olivieri and Ermanno Pitacco
University of Parma - Facoltà di Economia and University of Trieste - Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche B. de Finetti
Date Posted: May 08, 2010
Working Paper Series
76 downloads

Italian Labourers Participation in Private Pension Plans: An Analysis of Closed Funds Targeting Specific Industries
CAREFIN Research Paper No. 22/09
Patrizia Contaldo , Lucia Spotorno and Francesco Vallacqua
affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: May 07, 2010
Working Paper Series

Rating Changes: The European Evidence
CAREFIN Research Paper Series
Stefano Gatti , Paolo Colla and Federico Calderoni
Bocconi University - Department of Finance , Bocconi University - Department of Finance and affiliation not provided to SSRN
Date Posted: May 28, 2009
Working Paper Series

Do Derivatives Enhance or Deter Mutual Fund Risk-Return Profiles? Evidence from Italy
CAREFIN Research Paper No. 7/09
Emilia Garcia-Appendini and Thomas A. Rangel
University of St. Gallen and Universitat Pompeu Fabra
Date Posted: May 25, 2009
Working Paper Series

External Debt to the Private Sector and the Price of Bank Loans
CAREFIN Research Paper No. 8/09
Issam Hallak
Vlerick Business School
Date Posted: May 25, 2009
Working Paper Series
189 downloads

Listed Private Equity Funds: IPO Pricing, J-Curve and Learning Effects
CAREFIN Research Paper No. 10/09
Gianfranco Gianfrate
Bocconi University - Department of Finance
Date Posted: May 25, 2009
Working Paper Series

Pricing Insurance Contracts Following the Cost of Capital Approach: Some Conceptual Issues
CAREFIN Research Paper No. 9/09
Alberto Floreani
Catholic University of the Sacred Heart of Milan - Department of Economics and Business Administration
Date Posted: May 25, 2009
Working Paper Series

Why Do Foreign Banks Withdraw from Other Nations?
CAREFIN Research Paper No. 6/09
Aneta Hryckiewicz and Oskar Kowalewski
Goethe University of Frankfurt and Warsaw School of Economics - World Economy Research Institute
Date Posted: May 25, 2009
Working Paper Series

A Framework for Assessing the Systemic Risk of Major Financial Institutions
CAREFIN Research Paper No. 11/08
Xin Huang , Hao Zhou and Haibin Zhu
University of Oklahoma , PBC School of Finance, Tsinghua University and Bank for International Settlements (BIS)
Date Posted: March 22, 2009
Working Paper Series

The Impact of Government Ownership on Banks' Ratings: Evidence from the European Banking Industry
CAREFIN Research Paper No. 10/08
Giuliano Iannotta , Giacomo Nocera and Andrea Sironi
Università Cattolica , Audencia Nantes School of Management and Bocconi University - Department of Finance
Date Posted: March 01, 2009
Working Paper Series
137 downloads

Why Larger Lenders Obtain Higher Returns: Evidence from Sovereign Syndicated Loans
CAREFIN Research Paper No. 4/09
Issam Hallak and Paul Schure
Vlerick Business School and University of Victoria - Economics
Date Posted: March 01, 2009
Working Paper Series
149 downloads

Financial Crisis, Internal Controls and the Role of Supervisors
CAREFIN Research Paper No. 5/09
Vittorio Conti
CONSOB (Commissione Nazionale per le Società e la Borsa)
Date Posted: February 27, 2009
Working Paper Series
425 downloads