REGISTER
SIGN IN
Email
This field is required
Password
This field is required
Sign in
Remember me
Forgot ID or Password?
Register now
- Your Account
- User Home
- Personal Info
- Affiliations
- Subscriptions
- My Papers
- My Briefcase
- Sign out
|
|
||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||
|
SSRN eLibrary Statistics:
|
||||||||||||||||||||||||||||||||
SSRN eLibrary Search Results
CAREFIN - Centre for Applied Research in Finance Research Paper Series
23,173 Total downloads
Estimating Economic Capital on a Credit Portfolio: A Survey of Some New MethodologiesCAREFIN Research Paper No. 1/08 Andrea Resti Bocconi University - Department of Finance Date Posted: April 06, 2015 Working Paper Series 1212 downloads
Fair Value Measurement for Private Equities: A Plus or a Minus for Stakeholders?CAREFIN Research Paper No. 01/2012 Vera Palea and Renato Maino University of Turin and affiliation not provided to SSRN Date Posted: July 27, 2012 Last Revised: April 06, 2015 Working Paper Series 390 downloads
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance SectorsUniversity 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 - Dipartimento di Economia, Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance and Goethe University Frankfurt - Faculty of Economics and Business Administration Date Posted: November 23, 2011 Last Revised: April 25, 2012 Working Paper Series 4535 downloads
In- and Out-of-Court Debt Restructuring in the Presence of Credit Default SwapsCAREFIN Research Paper No. 24/2010 Mascia Bedendo, Lara Cathcart and Lina El-Jahel Audencia Nantes School of Management, Imperial College Business School and University of Auckland - Business School Date Posted: April 07, 2011 Working Paper Series 141 downloads
Corporate Governance and Pension Fund PerformanceCAREFIN Research Paper No. 26/2010 Oskar Kowalewski IÉSEG School of Management Date Posted: April 07, 2011 Working Paper Series 249 downloads
Systemic Risk and Network Formation in the Interbank MarketCAREFIN Research Paper No. 25/2010 Ethan Cohen-Cole, Eleonora Patacchini and Yves Zenou Econ One Research, Università di Roma "La Sapienza" and Stockholm University Date Posted: April 06, 2011 Working Paper Series 485 downloads
CEO Remuneration and Bank Default Risk: Evidence from the US and EuropeCAREFIN Research Paper No. 15/2010 Francesco Vallascas and Jens Hagendorff University of Leeds - Division of Accounting and Finance and Cardiff University - Cardiff Business School Date Posted: April 06, 2011 Working Paper Series 429 downloads
Are Sanctions Effective in Improving Bank Performance? A Study on Supervision and Administrative Sanctions Upon Italian Banks During the 1998-2009 PeriodCAREFIN Research Paper No. 23/2010 Valerio Pesic and Pina Mure University of Rome I - Department of Management and affiliation not provided to SSRN Date Posted: April 06, 2011 Working Paper Series 110 downloads
Variable Annuities: Risk Identification and Risk AssessmentCAREFIN 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 - Dipartimento 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 286 downloads
The Basel Committee Proposals for Capital Adequacy Reform: A Critical AnalysisCAREFIN Research Paper No. 16/2010 Andrea Sironi Bocconi University - Department of Finance Date Posted: April 05, 2011 Working Paper Series 258 downloads
Regulations and Insurance ConsumptionCAREFIN Research Paper No. 22/2010 Chrysovalantis Gaganis, Iftekhar Hasan and Fotios Pasiouras University of Crete - Faculty of Social Sciences - Department of Economics, Gabelli School of Business, Fordham University and Technical University of Crete Date Posted: April 05, 2011 Working Paper Series 105 downloads
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 (FIU) Date Posted: April 05, 2011 Working Paper Series 113 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 Copenhagen Business School Date Posted: April 05, 2011 Working Paper Series
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 University of Zurich - Department of Banking and Finance Date Posted: April 02, 2011 Working Paper Series 62 downloads
Hedge Fund Systemic Risk SignalsCAREFIN Research Paper No. 19/2010 Roberto Savona University of Brescia Date Posted: April 02, 2011 Working Paper Series 199 downloads
Bank Capital Under Basel 3: Open Issues and Foreseeable EffectsCAREFIN 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 365 downloads
Shareholder Rights and Syndicate StructureCAREFIN Research Paper No. 20/2010 Sandeep Dahiya and Issam Hallak Georgetown University - Department of Finance and European Commission Joint Research Center Date Posted: April 01, 2011 Working Paper Series 52 downloads
The Voting Premium in the Banking Industry: A Cross-Country AnalysisCAREFIN 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 73 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 47 downloads
Towards a New Framework for Liquidity RiskCAREFIN 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 333 downloads
Three Make a Smile – Dynamic Volatility, Skewness and Term Structure Components in Option ValutationCAREFIN Research Paper No. 02/2010 Peter H. Gruber, Claudio Tebaldi and Fabio Trojani University of Lugano - Institute of Finance, Bocconi University, IGIER and CAREFIN and University of Geneva Date Posted: March 30, 2011 Working Paper Series 236 downloads
Stabilizing Large Financial Institutions with Contingent Capital CertificatesCAREFIN 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 600 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 120 downloads
Ownership Structure, Board Composition and Investors’ Protection: Evidence from S&P 500 FirmsCAREFIN 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 245 downloads
On the Role of Behavioral Finance in the Pricing of Financial Derivatives: The Case of the S&P 500CAREFIN 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 326 downloads
'Too-Big-To-Fail' and its Impact on Safety Net Subsidies and Systemic RiskCAREFIN Research Paper No. 09/2010 Klaus Schaeck, Tim Mi Zhou and Philip Molyneux University of Bristol, Sunderland Business School and Bangor Business School Date Posted: March 30, 2011 Working Paper Series 243 downloads
Operational Risk Modeling: An Evaluation of Competing StrategiesCAREFIN 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 235 downloads 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 - School of Finance and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences Date Posted: May 08, 2010 Working Paper Series
Stochastic Mortality: The Impact on Target CapitalCAREFIN Research Paper No. 15/08 Annamaria Olivieri and Ermanno Pitacco University of Parma - Dipartimento 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 126 downloads
Revisiting Corporate Growth Options in the Presence of State-Dependent Cashflow RiskCAREFIN 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 53 downloads
Regulations and Soundness of Insurance Firms: International EvidenceCAREFIN Research Paper No. 18/09 Chrysovalantis Gaganis and Fotios Pasiouras University of Crete - Faculty of Social Sciences - Department of Economics and Technical University of Crete Date Posted: May 08, 2010 Working Paper Series 151 downloads
Regular(Ized) Hedge Fund ClonesCAREFIN Research Paper No. 1/09 Daniel Giamouridis and Sandra Paterlini Bank of America - Bank of America Merrill Lynch and EBS Universität für Wirtschaft und Recht Date Posted: May 08, 2010 Working Paper Series 178 downloads
Project Finance Collateralised Debt Obligations: An Empirical Analysis on Spreads DeterminantsCAREFIN 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 353 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
Loads and Investment DecisionsCAREFIN 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 85 downloads 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 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 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 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
Beyond Macroeconomic Risk: The Role of Contagion in the Italian Corporate Default CorrelationCAREFIN 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 264 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 - School of Finance and Universitat Pompeu Fabra 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 IÉSEG School of Management 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 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
External Debt to the Private Sector and the Price of Bank LoansCAREFIN Research Paper No. 8/09 Issam Hallak European Commission Joint Research Center Date Posted: May 25, 2009 Working Paper Series 203 downloads A Framework for Assessing the Systemic Risk of Major Financial Institutions CAREFIN Research Paper No. 11/08 Xin Huang, Hao Zhou and Haibin Zhu Board of Governors of the Federal Reserve System, Tsinghua University - PBC School of Finance and Bank for International Settlements (BIS) Date Posted: March 22, 2009 Last Revised: January 17, 2016 Working Paper Series
Why Larger Lenders Obtain Higher Returns: Evidence from Sovereign Syndicated LoansCAREFIN Research Paper No. 4/09 Issam Hallak and Paul Schure European Commission Joint Research Center and University of Victoria - Economics Date Posted: March 01, 2009 Working Paper Series 162 downloads
The Impact of Government Ownership on Banks' Ratings: Evidence from the European Banking IndustryCAREFIN Research Paper No. 10/08 Giuliano Iannotta, Giacomo Nocera and Andrea Sironi Università Cattolica, Audencia Business School and Bocconi University - Department of Finance Date Posted: March 01, 2009 Working Paper Series 155 downloads |
