Pelizzon, Loriana.
Pelizzon, Loriana, 19..-....
Loriana Pelizzon
VIAF ID: 20816451 (Personal)
Permalink: http://viaf.org/viaf/20816451
Preferred Forms
- 100 0 _ ‡a Loriana Pelizzon
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- 100 1 _ ‡a Pelizzon, Loriana
- 100 1 _ ‡a Pelizzon, Loriana
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- 100 1 _ ‡a Pelizzon, Loriana
- 100 1 _ ‡a Pelizzon, Loriana, ‡d 19..-....
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4xx's: Alternate Name Forms (3)
5xx's: Related Names (15)
- 510 2 _ ‡a Alfred P. Sloan School of Management ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Center for Economic and Policy Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Goethe-Universität Frankfurt am Main ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Leibniz-Institut für Finanzmarktforschung SAFE ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a London Business School
- 510 2 _ ‡a London Business School ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a National Bureau of Economic Research
- 510 2 _ ‡a Research Center SAFE
- 510 2 _ ‡a Research Center SAFE ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Università degli studi di Padova ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Università degli studi di Venezia ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University of London
- 510 2 _ ‡a Università Ca' Foscari Venezia / Dipartimento di Economia
- 510 2 _ ‡a Università degli Studi di Padova
- 510 2 _ ‡a Università degli Studi di Venezia
Works
Title | Sources |
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Are household portfolios efficient? : an analysis conditional on housing | |
Banking Beyond Banks and Money : A Guide to Banking Services in the Twenty-First Century | |
carrot and the stick: bank bailouts and the disciplining role of board appointments | |
Central bank-driven mispricing | |
Collateral eligibility of corporate debt in the Eurosystem | |
core, the periphery, and the disaster: corporate-sovereign nexus in COVID-19 times | |
Corona and banking - A financial crisis in slow motion? An evaluation of the policy options | |
Corona and Financial Stability 2.0: Act jointly now, but also think about tomorrow | |
Corona and financial stability 3.0: try equity - risk sharing for companies, large and small | |
Corona and financial stability 4.0: implementing a european pandemic equity fund | |
Credit scoring in SME asset-backed securities : an italian case study | |
Creditworthiness and buildings' energy efficiency in the Italian mortgage market | |
demand for central clearing: to clear or not to clear, that is the question! | |
Designing a rational sanctioning strategy | |
Diversification and ownership concentration | |
European lessons from Silicon Valley Bank resolution: a plea for a comprehensive demand deposit protection scheme (CDDPS) | |
Global realignment in financial market dynamics: evidence from ETF networks | |
High-frequency trading during flash crashes: Walk of fame or hall of shame? | |
How does P2P lending fit into the consumer credit market? : Calebe de Roure, Loriana Pelizzon, Paolo Tasca. | |
impact of network connectivity on factor exposures, asset pricing and portfolio diversification | |
Impact of public news sentiment on stock market index return and volatility | |
Inside the ESG ratings: (dis)agreement and performance | |
Internet appendix for "coming early to the party" | |
Is there a 'retail challenge' to banks' resolvability? What do we know about the holders of bail-inable securities in the Banking Union? | |
Lighting up the dark liquidity in the German corporate bond market | |
Liquidity coinsurance and bank capital | |
Loss sharing in central clearinghouses: winners and losers | |
Low-latency trading and price discovery: evidence from the Tokyo stock exchange in the pre-opening and opening periods | |
Machine learning sentiment analysis, COVID-19 news and stock market reactions | |
Measuring sovereign contagion in Europe | |
A modern take on market efficiency: the impact of Trump’s tweets on financial markets | |
Networks in risk spillovers: A Multivariate GARCH Perspective | |
Non-performing loans - new risks and policies? : NPL resolution after COVID-19: main differences to previous crises | |
OTC discount | |
P2P lenders versus banks: cream skimming or bottom fishing? | |
Paying for market liquidity : competition and incentives | |
Pillar one vs. pillar two under risk management | |
pitfalls of central clearing in the presence of systematic risk | |
Price and liquidity discovery in european sovereign bonds and futures | |
Quantitative easing, the repo market, and the term structure of interest rates | |
Quo vadis sustainable funds? Sustainability and taxonomy-aligned disclosure in Germany under the SFDR | |
Recovery from fast crashes: role of mutual funds | |
Resiliency: cross-venue dynamics with Hawkes processes | |
salience of ESG ratings for stock pricing: evidence from (potentially) confused investors | |
Stock market returns, corporate governance and capital market equilibrium | |
Stock price crashes: role of slow-moving capital | |
Sustainable finance: a journey toward ESG and climate risk | |
Systemic risk tomography : signals, measurement and transmission channels | |
Unpacking the ESG ratings: does one size fit all? | |
Vehicle identifiers: the key to jump-starting the European Green Auto ABS market? | |
What are the main factors for the subdued profitability of significant banks in the Banking Union, and is the ECB’s supervisory response conclusive and exhaustive? : A critical assessment of the 2018 SSM report on bank profitability and business models |