| Econometric measures of connectedness and systemic risk in the finance and insurance sectors M Billio, M Getmansky, AW Lo, L Pelizzon Journal of financial economics 104 (3), 535-559, 2012 | 2903 | 2012 |
| Inside the ESG ratings:(Dis) agreement and performance M Billio, M Costola, I Hristova, C Latino, L Pelizzon Corporate Social Responsibility and Environmental Management 28 (5), 1426-1445, 2021 | 496 | 2021 |
| Value-at-risk: a multivariate switching regime approach M Billio, L Pelizzon Journal of Empirical Finance 7 (5), 531-554, 2000 | 279 | 2000 |
| Flexible dynamic conditional correlation multivariate garch models for asset allocation M Billio, M Caporin, M Gobbo Applied Financial Economics Letters 2 (02), 123-130, 2006 | 243 | 2006 |
| Bayesian graphical models for structural vector autoregressive processes DF Ahelegbey, M Billio, R Casarin Journal of Applied Econometrics 31 (2), 357-386, 2016 | 231 | 2016 |
| Contagion and interdependence in stock markets: Have they been misdiagnosed? M Billio, L Pelizzon Journal of economics and business 55 (5-6), 405-426, 2003 | 186 | 2003 |
| Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion M Billio, M Caporin Computational statistics & data analysis 54 (11), 2443-2458, 2010 | 166 | 2010 |
| Measuring systemic risk in the finance and insurance sectors M Billio, M Getmansky, AW Lo, L Pelizzon Manuscript, MIT 8, 16, 2010 | 166 | 2010 |
| Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis M Billio, M Caporin Statistical methods and applications 14 (2), 145-161, 2005 | 162 | 2005 |
| Time-varying combinations of predictive densities using nonlinear filtering M Billio, R Casarin, F Ravazzolo, HK Van Dijk Journal of Econometrics 177 (2), 213-232, 2013 | 158 | 2013 |
| Volatility and shocks spillover before and after EMU in European stock markets M Billio, L Pelizzon Journal of Multinational Financial Management 13 (4-5), 323-340, 2003 | 152 | 2003 |
| Dynamic risk exposures in hedge funds M Billio, M Getmansky, L Pelizzon Computational Statistics & Data Analysis 56 (11), 3517-3532, 2012 | 142 | 2012 |
| Crises and hedge fund risk M Billio, M Getmansky Sherman, L Pelizzon UMASS-Amherst Working Paper, Yale ICF Working Paper, 10-08, 2010 | 117 | 2010 |
| A generalized dynamic conditional correlation model for portfolio risk evaluation M Billio, M Caporin Mathematics and Computers in Simulation 79 (8), 2566-2578, 2009 | 116 | 2009 |
| Which market integration measure? M Billio, M Donadelli, A Paradiso, M Riedel Journal of Banking & Finance 76, 150-174, 2017 | 103 | 2017 |
| Bayesian estimation of switching ARMA models M Billio, A Monfort, CP Robert Journal of econometrics 93 (2), 229-255, 1999 | 95 | 1999 |
| An entropy-based early warning indicator for systemic risk M Billio, R Casarin, M Costola, A Pasqualini Journal of International Financial Markets, Institutions and Money 45, 42-59, 2016 | 93 | 2016 |
| Nonlinear dynamics and recurrence plots for detecting financial crisis PM Addo, M Billio, D Guegan The North American Journal of Economics and Finance 26, 416-435, 2013 | 89 | 2013 |
| A system for dating and detecting turning points in the euro area J Anas, M Billio, L Ferrara, GL Mazzi The Manchester School 76 (5), 549-577, 2008 | 86 | 2008 |
| Interconnections between eurozone and US booms and busts using a Bayesian panel Markov‐switching VAR model M Billio, R Casarin, F Ravazzolo, HK Van Dijk Journal of Applied Econometrics 31 (7), 1352-1370, 2016 | 85 | 2016 |
Loriana PelizzonSAFE Goethe University Frankfurt and Ca' Foscari University of Venice在 unive.it 的电子邮件经过验证
