Luca Trapin

Catholic University of Milan

Largo gemelli 1

Milan, MI Milano 20123

Italy

  • Catholic University of Milan

SCHOLARLY PAPERS

2

DOWNLOADS

246

CITATIONS

2

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

Measuring the Propagation of Financial Distress with Granger-Causality Tail Risk Networks

Number of pages: 34 Posted: 10 Mar 2015 Last Revised: 02 Mar 2018
Fulvio Corsi, Fabrizio Lillo, Davide Pirino and Luca Trapin
University of Pisa - Department of Economics, Università di Bologna, Department of Economics and Finance, University of Rome "Tor Vergata" and Catholic University of Milan
Downloads 215 (140,100)
Citation 3

Abstract:

Loading...

flight-to-quality, sovereign debt crisis, systemic risk, Granger causality, illiquidity, fire sales, bi-partite networks

2.

Managing Liquidity with Portfolio Staleness

Number of pages: 33 Posted: 24 Oct 2018 Last Revised: 23 Mar 2019
Giuseppe Buccheri, Davide Pirino and Luca Trapin
Scuola Normale Superiore, Department of Economics and Finance, University of Rome "Tor Vergata" and Catholic University of Milan
Downloads 31 (456,817)

Abstract:

Loading...

Portfolio liquidity, Investments, price staleness, HAR