.
Di Cesare, Antonio's
Scholarly Papers
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Aggregate Statistics
Total 1,384
Total Citations 33
1.
Di Cesare, Antonio Bank of Italy
Guazzarotti, Giovanni Bank of Italy
391(35,053)
6
Credit Default Swaps, Bond Spreads, Credit Risk, Merton Model
2.
Panetta, Fabio Bank of Italy
Angelini, Paolo Bank of Italy
Albertazzi, Ugo Bank of Italy
Columba, Francesco International Monetary Fund (IMF)
Cornacchia, Wanda Bank of Italy
Di Cesare, Antonio Bank of Italy
Pilati, Andrea Bank of Italy
Salleo, Carmelo Bank of Italy
Santini, Giovanni Bank of Italy
Posted:
29 Sep 09
Last Revised:
21 May 11
356(39,309)
19
pro-cyclicality, financial accelerator, capital requirements, leverage, accounting standards, incentives
3.
Do Market-Based Indicators Anticipate Rating Agencies? Evidence for International Banks
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Di Cesare, Antonio Bank of Italy
Posted:
19 May 06
Last Revised:
06 Dec 06
316(45,391)
6
Di Cesare, Antonio Bank of Italy
295
6
Credit derivatives, credit default swaps, option-adjusted spreads, credit ratings
Di Cesare, Antonio Bank of Italy
21
6
4.
Risk Measures for Autocorrelated Hedge Fund Returns
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Di Cesare, Antonio Bank of Italy
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
02 May 11
Last Revised:
20 Feb 12
255(57,959)
Di Cesare, Antonio Bank of Italy
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
143
hedge funds, serial correlation, systemic risk, VaR, Pareto distribution
Di Cesare, Antonio Bank of Italy
Stork, Philip A. VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
112
Hedge funds, Serial correlation,Systemic risk, VaR, Pareto distribution
5.
Di Cesare, Antonio Bank of Italy
Grande, Giuseppe Banca d'Italia
Manna, Michele Bank of Italy
Taboga, Marco Bank of Italy
66(174,988)
2
interest rates, government yield spreads, sovereign risk premia, government debt, financial crisis, sovereign debt crisis, financial contagion, euro break up, convertibility risk
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