Aldo Nassigh

UniCredit Group

Vice President

Via San Protaso, 3

Milan, 20121

Italy

UniversitĂ  Bocconi

Lecturer

Via Sarfatti, 25

Milan, MI 20136

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

344

CITATIONS

0

Scholarly Papers (3)

1.

Why Was USA Downgraded and Germany Not? A Market Dynamics Analysis

Number of pages: 11 Posted: 01 Jun 2012
Stefano Marmi, Aldo Nassigh and Niccolò Cottini
Scuola Normale Superiore, UniCredit Group and UniCredit Group
Downloads 160 (138,513)

Abstract:

Credit Default Swaps, Credit Rating, sovereign yields, rating agencies

2.

Sovereign Ratings Implied by Coupled CDS-Bond Market Data

Number of pages: 26 Posted: 25 Nov 2014
Stefano Marmi, Aldo Nassigh and Daniele Regoli
Scuola Normale Superiore, UniCredit Group and Scuola Normale Superiore
Downloads 52 (199,484)

Abstract:

credit ratings, market implied ratings, support vector machine, credit default swaps, default risk

3.

Sovereign Debt Ponzi-Schemes and Credit Risk in the EMU

Number of pages: 25 Posted: 15 Jun 2015 Last Revised: 18 Jun 2015
Tommaso Colozza, Stefano Marmi and Aldo Nassigh
University of Florence - Department of Economics and Management, Scuola Normale Superiore and UniCredit Group
Downloads 10 (352,852)

Abstract:

sovereign debt, ponzi schemes, EMU