Elisa Ossola

European Commission, Joint Research Centre

Belgium

SCHOLARLY PAPERS

2

DOWNLOADS

126

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Estimation of Large Dimensional Conditional Factor Models in Finance

Swiss Finance Institute Research Paper No. 19-46
Number of pages: 76 Posted: 28 Aug 2019 Last Revised: 14 Sep 2019
Patrick Gagliardini, Elisa Ossola and O. Scaillet
USI Università della Svizzera italiana, European Commission, Joint Research Centre and University of Geneva GSEM and GFRI
Downloads 75 (324,052)

Abstract:

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large panel, factor model, conditional information, risk premium, asset pricing, emerging markets

2.

The Greenium Matters: Evidence on the Pricing of Climate Risk

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 418
Number of pages: 26 Posted: 13 Sep 2019 Last Revised: 23 Sep 2019
Alessi Lucia, Elisa Ossola and Roberto Panzica
European Union - European Commission, Joint Research Centre, European Commission, Joint Research Centre and European Union - European Commission, Joint Research Centre
Downloads 51 (387,673)

Abstract:

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Climate risk, ESG disclosure, factor models, asset pricing, stress test