Via Nazionale 91
Rome, 00184
Italy
Bank of Italy
SSRN RANKINGS
in Total Papers Citations
banking crisis, early warning models, liquidity risk, lender of last resort, machine learning
financial crisis, liquidity risk, systemic risk, stress index, multivariate GARCH
asymmetric information, bank credit, bond markets, SME finance
Term structure model, bond risk premium, modern portfolio theory
intermediation, market structure, network reconstruction
government bond yields, investor holdings, panel cointegration
Portfolio Management, Asset Allocation, Portfolio Theory Foundations, Fixed Income, Term Structure Determination and Yield Spreads, Theories of the Term Structure of Interest Rates