Laura Chiaramonte

Università degli Studi di Verona, Facoltà di Economia, Dipartimento di Economia Aziendale

Via dell'Artigliere, 19

37129 Verona

Italy

Catholic University of the Sacred Heart of Milan - Department of Economics and Business Administration

20123 Milano

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

680

SSRN CITATIONS

5

CROSSREF CITATIONS

6

Scholarly Papers (4)

1.

Are CDS Spreads a Good Proxy of Bank Risk? Evidence from the Financial Crisis

Number of pages: 49 Posted: 28 Aug 2010 Last Revised: 19 Feb 2011
Laura Chiaramonte and Barbara Casu
Università degli Studi di Verona, Facoltà di Economia, Dipartimento di Economia Aziendale and City University London - Sir John Cass Business School
Downloads 680 (45,226)
Citation 8

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: credit default swaps (CDS) spreads, financial crisis, bank risk, balance sheet ratios

2.

How Accurately Can Z‐Score Predict Bank Failure?

Financial Markets, Institutions & Instruments, Vol. 25, Issue 5, pp. 333-360, 2016
Number of pages: 28 Posted: 17 Nov 2016
Laura Chiaramonte, (Frank) Hong Liu, Federica Poli and Mingming Zhou
Università degli Studi di Verona, Facoltà di Economia, Dipartimento di Economia Aziendale, University of Glasgow - Adam Smith Business School, Catholic University of the Sacred Heart of Milan - Department of Economics and Business Administration and University of Colorado, Colorado Springs - College of Business
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Citation 1
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Z‐score, bank failure, financial crisis

3.

Are Cooperative Banks a Lever for Promoting Bank Stability? Evidence from the Recent Financial Crisis in OECD Countries

European Financial Management, Vol. 21, Issue 3, pp. 491-523, 2015
Number of pages: 33 Posted: 02 Jun 2015
Laura Chiaramonte, Federica Poli and Marco Ercole Oriani
Università degli Studi di Verona, Facoltà di Economia, Dipartimento di Economia Aziendale, Catholic University of the Sacred Heart of Milan - Department of Economics and Business Administration and Catholic University of the Sacred Heart of Milan - Department of Economics and Business Administration
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Citation 5
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financial stability, z‐score, cooperative bank, financial crisis

4.

Are CDS Spreads a Good Proxy of Bank Risk? Evidence from the Recent Financial Crisis

Bancaria No. 11/2012
Posted: 05 Jan 2013
Barbara Casu and Laura Chiaramonte
City University London - Sir John Cass Business School and Università degli Studi di Verona, Facoltà di Economia, Dipartimento di Economia Aziendale

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Credit Default Swap, balance sheet index, banks' risk exposure, financial crisis