Luca Trapin

Catholic University of Milan

Largo gemelli 1

Milan, MI Milano 20123

Italy

  • Catholic University of Milan

SCHOLARLY PAPERS

2

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280

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (2)

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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 234 (150,556)
Citation 8

Abstract:

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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: 37 Posted: 24 Oct 2018 Last Revised: 02 Sep 2019
Giuseppe Buccheri, Davide Pirino and Luca Trapin
University of Rome Tor Vergata, Department of Economics and Finance, University of Rome "Tor Vergata" and Catholic University of Milan
Downloads 46 (457,590)

Abstract:

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Portfolio Liquidity, Investments, Price Staleness, HAR