Feedback to SSRN

 
  • Selected
  • Entire List
 

Billio, Monica


 SSRN Author Rank: 2,290 by Downloads
 Professor of Econometrics
 

Ca Foscari University of Venice - Department of Economics


 Cannaregio 873
 Venice, 30121
 Italy
 HOME PAGE: http://venus.unive.it/billio
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Billio, Monica's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,331
Total
Citations
143
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors | Show Abstract | Download |
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
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Posted:
23 Nov 11
Last Revised:
25 Apr 12
3,840
(1,141)
41

2.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Posted:
20 May 08
Last Revised:
25 Apr 12
2,737
(2,108)
23

3.  
A Generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation | Show Abstract | Download |
University Ca' Foscari of Venice Economics Research Paper No. 53/06
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
Posted:
30 Nov 06
382
(44,444)
12

4.  
The European Single Currency and the Volatility of European Stock Markets | Show Abstract | Download |
EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper; GRETA Associati Venezia Working Paper No. 0102
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Posted:
26 Feb 02
296
(60,222)
2

5.  
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data | Show Abstract | Download |
Journal of Alternative Investments (forthcoming)
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Posted:
20 May 08
Last Revised:
25 Apr 12
281
(63,852)
1

6.  
Granger-Causality in Markov Switching Models | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 20/WP/2006
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Di Sanzo, Silvio
University of Alicante
Posted:
28 Nov 06
172
(105,135)
1

7.  
Market Linkages, Variance Spillovers and Correlation Stability: Empirical Evidences of Financial Contagion | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 18-07
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
Posted:
09 Oct 07
168
(107,470)
1

8.  
Bayesian Graphical Models for Structural Vector Autoregressive Processes | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 36/WP/2012
Working Paper Series
Ahelegbey, Daniel Felix
Ca Foscari University of Venice - Department of Economics
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
11 Jan 13
Last Revised:
30 Sep 14
147
(120,872)
 

9.  
CDS Industrial Sector Indices, Credit and Liquidity Risk | Show Abstract | Download |
Ca’ Foscari University of Venice Working Paper No. 09/WP/2012
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Sartore, Domenico
Ca Foscari University of Venice - Department of Economics
Posted:
10 Jul 12
114
(148,210)
1

10.  
Dating EU15 Monthly Business Cycle Jointly Using GDP and IPI | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 19-07
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
Cazzavillan, Guido
Ca Foscari University of Venice - Department of Economics
Posted:
09 Oct 07
104
(158,438)
 

11.  
Bayesian Inference on Dynamic Models with Latent Factors | Show Abstract | Download |
University Ca' Foscari of Venice, Department of Economics Research Paper No. 34/07
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Sartore, Domenico
Ca Foscari University of Venice - Department of Economics
Posted:
28 Jan 08
103
(159,442)
2

12.  
Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering | Show Abstract | Download |
Tinbergen Institute Discussion Paper 12-118/III
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
08 Nov 12
98
(165,064)
2

13.  
Portfolio Symmetry and Momentum | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper No. 05/WP/2009
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Cales, Ludovic
Paris School of Economics - Université Paris-1 Panthéon-La Sorbonne
Guegan, Dominique
Ecole Normale Superieure de Cachan
Posted:
01 Mar 09
Last Revised:
25 Apr 12
97
(166,248)
1

14.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
24 May 11
82
(185,286)
 

15.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Posted:
26 Jul 10
75
(195,422)
49

16.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Cales, Ludovic
Paris School of Economics - Université Paris-1 Panthéon-La Sorbonne
Guegan, Dominique
Universite Paris 1 Pantheon-Sorbonne
Posted:
09 May 12
69
(205,005)
 

17.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
09 Jan 11
67
(208,312)
2

18.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
22 Aug 11
Last Revised:
07 May 13
63
(215,166)
 

19.  
Combining Predictive Densities Using Bayesian Filtering with Applications to US Economic Data | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 16/WP/2012
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
28 Jul 12
Last Revised:
03 Oct 12
52
(236,389)
 

20.  
Backward/Forward Optimal Combination of Performance Measures for Equity Screening | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
Costola, Michele
Ca' Foscari University of Venice
Posted:
29 Jul 12
48
(244,998)
 

21.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Cales, Ludovic
Paris School of Economics - Université Paris-1 Panthéon-La Sorbonne
Guegan, Dominique
Universite Paris 1 Pantheon-Sorbonne
Posted:
04 Jun 12
48
(244,998)
 

22.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
Costola, Michele
Ca' Foscari University of Venice
Posted:
12 Jul 12
46
(249,499)
 

23.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Osuntuyi, Ayokunle Anthony
Ca Foscari University of Venice
Posted:
11 Jan 13
45
(251,698)
 

24.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
05 Sep 13
Last Revised:
07 Nov 14
42
(258,746)
 

25.  
Portfolio Performance Measure and a New Generalized Utility-Based N-Moment Measure | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 22
Accepted Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Jannin, Gregory Mathieu
University Paris-1 Panthéon-Sorbonne
Maillet, Bertrand B.
University of Orléans
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Posted:
11 Nov 13
41
(261,184)
 

26.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
05 Dec 11
33
(282,627)
1

27.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Osuntuyi, Ayokunle Anthony
Ca Foscari University of Venice
Posted:
10 Jun 14
29
(295,088)
 

28.  
Markov Switching Models for Volatility: Filtering, Approximation and Duality | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 24
Accepted Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Cavicchioli, Maddalena
Advanced School of Economics in Venice
Posted:
11 Nov 13
29
(295,088)
 

29.  
Bianchi, Daniele
University of Warwick - Finance Group
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
14 Dec 14
17
(347,243)
 

30.  
Growth-Cycle Phases in China's Provinces: A Panel Markov-Switching Approach | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 19/WP/2014
Working Paper Series
Agudze, Komla Mawulom
Ca Foscari University of Venice - Department of Economics
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Girardin, Eric
University Aix-Marseille 2 - GREQAM
Posted:
09 Dec 14
4
(398,403)
 

31.  
A System for Dating and Detecting Turning Points in the Euro Area | Show Abstract | Download |
Manchester School, Vol. 76, Issue 5, pp. 549-577, September 2008
Accepted Paper Series
Anas, Jacques
affiliation not provided to SSRN
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Ferrara, Laurent
Banque de France
Mazzi, Gian Luigi
Eurostat
Posted:
18 Aug 08
2
(408,767)
4

32.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Cavicchioli, Maddalena
Advanced School of Economics in Venice
Posted:
31 Jul 14
 

33.  
Kernel-Based Indirect Inference | Show Abstract |
Journal of Financial Econometrics, Vol. 1, No. 3, pp. 297-326, 2003
Accepted Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Monfort, Alain
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Posted:
29 Feb 08
 

34.  
Investment Styles in the European Equity Market | Show Abstract |
ADVANCES IN QUANTITATIVE ASSET MANAGEMENT, C. Dunis, ed., Kluwer Academic Press, 2000
Accepted Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Mehu, Claire
CDC
Sartore, Domenico
Ca Foscari University of Venice - Department of Economics
Posted:
21 Jan 05
 

35.  
Bayesian Inference in Dynamic Models with Latent Factors | Show Abstract |
Monography of Official Statistics, Forthcoming
Accepted Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Sartore, Domenico
Ca Foscari University of Venice - Department of Economics
Posted:
21 Jan 05
 


Records 1 - 35 of 35 matches
[ 1 ]
. Billio, Monica's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
124
Total
Citations
6
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Lo Duca, Marco
European Central Bank (ECB)
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Posted:
05 Mar 05
124
6


Records 1 - 1 of 1 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo1 in 0.688 seconds