Giovanni Pagliardi

BI Norwegian Business School

Associate Professor

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

3

DOWNLOADS

325

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Ideas:
“  Political Economy of Finance, International Finance, Asset Pricing  ”

Scholarly Papers (3)

1.

International Politics and Policy Risk Factors

Number of pages: 57 Posted: 13 Sep 2018 Last Revised: 15 Aug 2019
Vito Gala, Giovanni Pagliardi and Stavros A. Zenios
The Wharton School, University of Pennsylvania, BI Norwegian Business School and University of Cyprus
Downloads 189 (162,578)
Citation 2

Abstract:

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political uncertainty, policy uncertainty, international stock markets

2.

Tail Relation between Return and Volume in the US Stock Market: An Analysis Based on Extreme Value Theory

Number of pages: 18 Posted: 08 Jul 2016
Fran├žois Longin and Giovanni Pagliardi
ESSEC Business School and BI Norwegian Business School
Downloads 78 (314,778)

Abstract:

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extreme value theory, peaks-over-threshold method, return-volume dependence, stock market volatility, extreme correlation

3.

International Stock Market Co-Movements and Politics-Related Risks

Number of pages: 72 Posted: 25 Mar 2019
Giovanni Pagliardi and Patrice Poncet
BI Norwegian Business School and ESSEC Business School
Downloads 58 (368,726)

Abstract:

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international stock markets, political risk, economic policy risk, pairs trading, predictive regressions, CDS spreads, abnormal returns