Loriana Pelizzon

Leibniz Institute for Financial Research SAFE

House of Finance

Theodor-W.-Adorno-Platz 3

Frankfurt, 60323

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

583

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Sustainable Finance: A Journey Toward ESG and Climate Risk

SAFE Working Paper No. 349
Number of pages: 61 Posted: 27 Apr 2022
University of Venice - Department of EconomicsCa Foscari University of Venice - Dipartimento di Economia, Ca' Foscari University of Venice, Ca' Foscari University of Venice, Leibniz Institute for Financial Research SAFE and Leibniz Institute for Financial Research SAFE
Downloads 321 (134,651)

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Environmental, social, and governance factors (ESG); credit risk; debt cost; equity cost; sovereign bonds; portfolio management

2.

Will Video Kill the Radio Star? Digitalisation and the Future of Banking

ESRB: Advisory Scientific Committee Reports 2022/12
Number of pages: 64 Posted: 19 Jan 2022
Florence School of Banking and Finance, National Bureau of Economic Research (NBER)Brandeis International Business School, European Central Bank (ECB), Nematrian Limited, Leibniz Institute for Financial Research SAFE and European Systemic Risk Board
Downloads 120 (322,260)

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3.

Price and Liquidity Discovery in European Sovereign Bonds and Futures

SAFE Working Paper No. 350
Number of pages: 39 Posted: 13 May 2022 Last Revised: 18 Jul 2022
Ruggero Jappelli, Konrad Lucke and Loriana Pelizzon
Goethe University, Frankfurt, Leibniz Institute for Financial Research SAFE and Leibniz Institute for Financial Research SAFE
Downloads 85 (404,131)

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Fixed Income, Limits to Arbitrage, Market Liquidity

4.

Creditworthiness and buildings’ energy efficiency in the Italian mortgage market

SAFE Working Paper No. 352
Number of pages: 26 Posted: 29 Jun 2022
University of Venice - Department of EconomicsCa Foscari University of Venice - Dipartimento di Economia, Ca' Foscari University of Venice, Leibniz Institute for Financial Research SAFE and Leibniz Institute for Financial Research SAFE
Downloads 31 (624,053)

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5.

Does Monetary Policy Impact Sovereign Credit Risk Comovement?

Number of pages: 49 Posted: 20 Dec 2021
Loriana Pelizzon, Massimiliano Caporin and Alberto Plazzi
Leibniz Institute for Financial Research SAFE, University of Padua - Department of Statistical Sciences and Universita' della Svizzera italiana
Downloads 26 (657,288)

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Sovereign credit risk, Monetary Policy, Quantitative easing, Mundellian trilemma, Comovement