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CAREFIN: Centre for Applied Research in Finance Research Paper Series

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Viewing: 1 - 50 of 64 papers

1.

The Role of Basel II in the Subprime Financial Crisis: Guilty or Not Guilty?

CAREFIN Research Paper No. 3/09
Number of pages: 24 Posted: 21 Jan 2009
Working Paper Series
Bank of Italy and European Banking Authority
Downloads 7,579
2.

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
Number of pages: 57 Posted: 23 Nov 2011 Last Revised: 25 Apr 2012
Working Paper Series
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
Downloads 4,566
3.

Ownership Structure, Risk and Performance in the European Banking Industry

Journal of Banking and Finance, Vol. 31, pp. 2127-2149, 2007
Number of pages: 25 Posted: 10 Oct 2007
Accepted Paper Series
Audencia Business School, Università Cattolica and Bocconi University - Department of Finance
Downloads 1,321
4.

Estimating Economic Capital on a Credit Portfolio: A Survey of Some New Methodologies

CAREFIN Research Paper No. 1/08
Number of pages: 60 Posted: 06 Apr 2015 Last Revised: 06 Apr 2015
Working Paper Series
Bocconi University - Department of Finance
Downloads 1,218
5.

Stabilizing Large Financial Institutions with Contingent Capital Certificates

CAREFIN Research Paper No. 04/2010
Number of pages: 33 Posted: 30 Mar 2011
Working Paper Series
University of Florida - Department of Finance, Insurance and Real Estate

Multiple version iconThere are 2 versions of this paper

Downloads 609
6.

A Survey on Risk Management and Usage of Derivatives by Non-Financial Italian Firms

CAREFIN Research Paper No. 7/08
Number of pages: 58 Posted: 21 Nov 2008 Last Revised: 06 Apr 2015
Working Paper Series
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS), University of Siena - Department of Business and Social Studies, SDA Bocconi and University of St. Thomas - Opus College of Business
Downloads 596
7.

Financial Crisis, Internal Controls and the Role of Supervisors

CAREFIN Research Paper No. 5/09
Number of pages: 20 Posted: 27 Feb 2009
Working Paper Series
CONSOB (Commissione Nazionale per le Società e la Borsa)
Downloads 496
8.

Systemic Risk and Network Formation in the Interbank Market

CAREFIN Research Paper No. 25/2010
Number of pages: 48 Posted: 06 Apr 2011
Working Paper Series
Econ One Research, Università di Roma "La Sapienza" and Stockholm University

Multiple version iconThere are 2 versions of this paper

Downloads 490
9.

The Dualistic Governance of Banks and Insurance Companies

CAREFIN Research Paper No. 3/08
Number of pages: 77 Posted: 05 Nov 2008
Working Paper Series
University of Rome I - Dipartimento Banche Assicurazioni Mercati
Downloads 459
10.

CEO Remuneration and Bank Default Risk: Evidence from the US and Europe

CAREFIN Research Paper No. 15/2010
Number of pages: 47 Posted: 06 Apr 2011
Working Paper Series
University of Leeds - Division of Accounting and Finance and University of Edinburgh - Business School

Multiple version iconThere are 2 versions of this paper

Downloads 431
11.

Fair Value Measurement for Private Equities: A Plus or a Minus for Stakeholders?

CAREFIN Research Paper No. 01/2012
Number of pages: 35 Posted: 27 Jul 2012 Last Revised: 06 Apr 2015
Working Paper Series
University of Turin and affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

Downloads 392
12.

Bank Capital Under Basel 3: Open Issues and Foreseeable Effects

CAREFIN Research Paper No. 21/2010
Number of pages: 82 Posted: 02 Apr 2011
Working Paper Series
Bocconi University - Department of Finance and Università Cattolica
Downloads 366
13.

Project Finance Collateralised Debt Obligations: An Empirical Analysis on Spreads Determinants

CAREFIN Research Paper No. 19/09
Number of pages: 29 Posted: 08 May 2010
Working Paper Series
affiliation not provided to SSRN, Bocconi University - Department of Finance, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 356
14.

Towards a New Framework for Liquidity Risk

CAREFIN Research Paper No. 08/2010
Number of pages: 31 Posted: 30 Mar 2011
Working Paper Series
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 336
15.

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
Number of pages: 30 Posted: 30 Mar 2011
Working Paper Series
SDA Bocconi, SDA Bocconi and University of Bergamo

Multiple version iconThere are 2 versions of this paper

Downloads 330
16.

Variable Annuities: Risk Identification and Risk Assessment

CAREFIN Research Paper No. 14/2010
Number of pages: 48 Posted: 05 Apr 2011
Working Paper Series
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
Downloads 286
17.

Beyond Macroeconomic Risk: The Role of Contagion in the Italian Corporate Default Correlation

CAREFIN Research Paper No. 12/09
Number of pages: 37 Posted: 08 May 2010
Working Paper Series
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 267
18.

The Basel Committee Proposals for Capital Adequacy Reform: A Critical Analysis

CAREFIN Research Paper No. 16/2010
Number of pages: 25 Posted: 05 Apr 2011
Working Paper Series
Bocconi University - Department of Finance
Downloads 258
19.

Corporate Governance and Pension Fund Performance

CAREFIN Research Paper No. 26/2010
Number of pages: 52 Posted: 07 Apr 2011
Working Paper Series
IÉSEG School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 252
20.

Ownership Structure, Board Composition and Investors’ Protection: Evidence from S&P 500 Firms

CAREFIN Research Paper No. 07/2010
Number of pages: 26 Posted: 30 Mar 2011
Working Paper Series
Università Cattolica, University of Bocconi - Strategic and Entrepreneurial Management and Bocconi University - School of Management
Downloads 246
21.

'Too-Big-To-Fail' and its Impact on Safety Net Subsidies and Systemic Risk

CAREFIN Research Paper No. 09/2010
Number of pages: 39 Posted: 30 Mar 2011
Working Paper Series
University of Bristol, Sunderland Business School and Bangor Business School

Multiple version iconThere are 2 versions of this paper

Downloads 243
22.

Weather Derivatives in the Wine Industry

CAREFIN Research Paper No. 5/08
Number of pages: 34 Posted: 16 Nov 2008
Working Paper Series
SDA Bocconi

Multiple version iconThere are 2 versions of this paper

Downloads 242
23.

Three Make a Smile – Dynamic Volatility, Skewness and Term Structure Components in Option Valutation

CAREFIN Research Paper No. 02/2010
Number of pages: 44 Posted: 30 Mar 2011
Working Paper Series
University of Lugano - Institute of Finance, Bocconi University, IGIER and CAREFIN and University of Geneva
Downloads 237
24.

Operational Risk Modeling: An Evaluation of Competing Strategies

CAREFIN Research Paper No. 06/2010
Number of pages: 50 Posted: 30 Mar 2011
Working Paper Series
EBS Universität für Wirtschaft und Recht, University of Kiel - Institute of Statistics & Econometrics and Ludwig Maximilians University of Munich
Downloads 235
25.

Market Discipline in the Banking Industry: Evidence from Spread Dispersion

CAREFIN Research Paper No. 6/08
Number of pages: 30 Posted: 16 Nov 2007
Working Paper Series
Università Cattolica
Downloads 209
26.

External Debt to the Private Sector and the Price of Bank Loans

CAREFIN Research Paper No. 8/09
Number of pages: 29 Posted: 25 May 2009
Working Paper Series
European Commission Joint Research Center

Multiple version iconThere are 2 versions of this paper

Downloads 203
27.

Hedge Fund Systemic Risk Signals

CAREFIN Research Paper No. 19/2010
Number of pages: 47 Posted: 02 Apr 2011
Working Paper Series
University of Brescia
Downloads 200
28.

Regular(Ized) Hedge Fund Clones

CAREFIN Research Paper No. 1/09
Number of pages: 34 Posted: 08 May 2010
Working Paper Series
Bank of America - Bank of America Merrill Lynch and EBS Universität für Wirtschaft und Recht

Multiple version iconThere are 2 versions of this paper

Downloads 182
29.

Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing the Systematic Risk

CAREFIN Research Paper
Number of pages: 49 Posted: 24 Oct 2008 Last Revised: 06 Apr 2015
Working Paper Series
European Central Bank (ECB) and University of Brescia
Downloads 168
30.

Why Larger Lenders Obtain Higher Returns: Evidence from Sovereign Syndicated Loans

CAREFIN Research Paper No. 4/09
Number of pages: 30 Posted: 01 Mar 2009
Working Paper Series
European Commission Joint Research Center and University of Victoria - Economics
Downloads 162
31.

The Impact of Government Ownership on Banks' Ratings: Evidence from the European Banking Industry

CAREFIN Research Paper No. 10/08
Number of pages: 25 Posted: 01 Mar 2009
Working Paper Series
Università Cattolica, Audencia Business School and Bocconi University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 155
32.

Regulations and Soundness of Insurance Firms: International Evidence

CAREFIN Research Paper No. 18/09
Number of pages: 39 Posted: 08 May 2010
Working Paper Series
University of Crete - Faculty of Social Sciences - Department of Economics and Technical University of Crete
Downloads 153
33.

Multidimensional Distance to Collapse Point and Sovereign Default Prediction

CAREFIN Research Paper No. 12/08
Number of pages: 44 Posted: 29 Nov 2008
Working Paper Series
University of Brescia and University of Brescia
Downloads 145
34.

In- and Out-of-Court Debt Restructuring in the Presence of Credit Default Swaps

CAREFIN Research Paper No. 24/2010
Number of pages: 36 Posted: 07 Apr 2011
Working Paper Series
Audencia Nantes School of Management, Imperial College Business School and University of Auckland - Business School

Multiple version iconThere are 2 versions of this paper

Downloads 142
35.

Hedge Funds: Ability Persistence and Style Bias

CAREFIN Research Paper No. 8/08
Number of pages: 28 Posted: 21 Nov 2008 Last Revised: 06 Apr 2015
Working Paper Series
Finance Discipline Group - UTS Business School and Schroders Italy SIM
Downloads 133
36.

Stochastic Mortality: The Impact on Target Capital

CAREFIN Research Paper No. 15/08
Number of pages: 26 Posted: 08 May 2010
Working Paper Series
University of Parma - Dipartimento di Economia and University of Trieste - Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche B. de Finetti

Multiple version iconThere are 2 versions of this paper

Downloads 126
37.

Performance in Private Equity: Why are General Partnerships’ Owners Important?

CAREFIN Research Paper No. 05/2010
Number of pages: 35 Posted: 30 Mar 2011
Working Paper Series
Bocconi University - Department of Finance, Bocconi University - Department of Finance and Università degli Studi di Genova
Downloads 121
38.

On Regulation, Supervision, (De)Leveraging and Banking Competition: Harder, Better, Faster, Stronger?

CAREFIN Research Paper No. 13/2010
Number of pages: 39 Posted: 05 Apr 2011
Working Paper Series
Tilburg University - Department of Finance and Florida International University (FIU)
Downloads 113
39.

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
Number of pages: 48 Posted: 06 Apr 2011
Working Paper Series
University of Rome I - Department of Management and affiliation not provided to SSRN
Downloads 111
40.

Regulations and Insurance Consumption

CAREFIN Research Paper No. 22/2010
Number of pages: 53 Posted: 05 Apr 2011
Working Paper Series
University of Crete - Faculty of Social Sciences - Department of Economics, Gabelli School of Business, Fordham University and Technical University of Crete
Downloads 106
41.

Loads and Investment Decisions

CAREFIN Research Paper No. 2/09
Number of pages: 37 Posted: 08 May 2010
Working Paper Series
Finance Discipline Group - UTS Business School and San Jose State University
Downloads 86
42.

The Voting Premium in the Banking Industry: A Cross-Country Analysis

CAREFIN Research Paper No. 10/2010
Number of pages: 38 Posted: 31 Mar 2011
Working Paper Series
Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 75
43.

Hundred Years of British Firm - Bank Relationships: Why the Transition to Multiple Banking?

CAREFIN Research Paper No. 18/2010
Number of pages: 38 Posted: 02 Apr 2011
Working Paper Series
Tilburg University - Center and Faculty of Economics and Business Administration and University of Zurich - Department of Banking and Finance
Downloads 62
44.

Revisiting Corporate Growth Options in the Presence of State-Dependent Cashflow Risk

CAREFIN Research Paper No. 13/09
Number of pages: 22 Posted: 08 May 2010
Working Paper Series
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics and affiliation not provided to SSRN
Downloads 53
45.

Shareholder Rights and Syndicate Structure

CAREFIN Research Paper No. 20/2010
Number of pages: 36 Posted: 01 Apr 2011
Working Paper Series
Georgetown University - Department of Finance and European Commission Joint Research Center

Multiple version iconThere are 3 versions of this paper

Downloads 53
46.

Reaching Nirvana with a Defaultable Asset?

CAREFIN Research Paper No. 11/2010
Number of pages: 36 Posted: 31 Mar 2011
Working Paper Series
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics and Bocconi University - Department of Finance
Downloads 48
47.

Precautionary Investments and Vertical Externalities: The Role of Private Insurers in Intergovernmental Relations

CAREFIN Research Paper No. 4/08
Number of pages: 19 Posted: 06 Nov 2008
Working Paper Series
Polytechnic University of Turin and Catholic University of the Sacred Heart of Milan - Catholic University of the Sacred Heart in Rome
Downloads 38
48.

A Framework for Assessing the Systemic Risk of Major Financial Institutions

CAREFIN Research Paper No. 11/08
Posted: 22 Mar 2009 Last Revised: 17 Jan 2016
Working Paper Series
Board of Governors of the Federal Reserve System, Tsinghua University - PBC School of Finance and Bank for International Settlements (BIS)

Multiple version iconThere are 3 versions of this paper

49.

Borrowing in Buyouts

CAREFIN Research Paper No. 14/09
Posted: 08 May 2010
Working Paper Series
Bocconi University - Department of Finance, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Bocconi University - Department of Finance
50.

Crashes and Bank Opaqueness

CAREFIN Research Paper No. 20/09
Posted: 08 May 2010
Working Paper Series
Università Cattolica and Finance Discipline Group - UTS Business School