BONACCOLTO, GIOVANNI

BONACCOLTO, GIOVANNI  

Dipartimento di Scienze Economiche e Giuridiche  

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Titolo Data di pubblicazione Autore(i) File
Asset allocation strategies based on penalized quantile regression 1-gen-2018 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
Breakup and default risks in the great lockdown 1-gen-2021 Bonaccolto, Giovanni; Borri, Nicola; Consiglio, Andrea
Conditional Quantile-Located VaR 1-gen-2018 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
Conditional Quantile-Located VaR 1-gen-2018 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
Decomposing and backtesting a flexible specification for CoVaR 1-gen-2019 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
Developing new portfolio strategies by aggregation 1-gen-2019 Bonaccolto, Giovanni; Paterlini, Sandra
Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? Empirical evidence from Europe and the United States 1-gen-2022 Bax, Karoline; Bonaccolto, Giovanni; Paterlini, Sandra
Dynamic large financial networks via conditional expected shortfalls 1-gen-2021 Bonaccolto, Giovanni; Caporin, Massimiliano; Maillet, Bertrand B.
Estimation and model-based combination of causality networks among large US banks and insurance companies 1-gen-2019 Bonaccolto, Giovanni; Caporin, Massimiliano; Panzica, Roberto
Evaluacion y gestion del riesgo extremo en los mercados financieros 1-gen-2018 Aiello, F.; Bonaccolto, G.
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment 1-gen-2024 Bonaccolto, Giovanni; Caporin, Massimiliano; Iacopini, Matteo
Gender wage inequality: new evidence from penalized expectile regression 1-gen-2023 Bonaccolto-Töpfer, Marina; Bonaccolto, Giovanni
Gender wage inequality: new evidence from penalized expectile regression 1-gen-2023 Toepfer, M; Bonaccolto, G
Green finance: Evidence from large portfolios and networks during financial crises and recessions 1-gen-2023 Argentiero, Amedeo; Bonaccolto, Giovanni; Pedrini, Giulio
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements 1-gen-2020 Bonaccolto, Giovanni; Caporin, Massimiliano; Zambon, Nancy
Quantile– based portfolios: post– model– selection estimation with alternative specifications 1-gen-2021 Bonaccolto, Giovanni
Spillovers in Europe: The role of ESG 1-gen-2024 Bax, Karoline; Bonaccolto, Giovanni; Paterlini, Sandra
Systemic events and diffusion of jumps 1-gen-2018 Bonaccolto, Giovanni; Zambon, Nancy; Caporin, Massimiliano
The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective 1-gen-2016 Bonaccolto, Giovanni; Caporin, Massimiliano
The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk 1-gen-2018 Bonaccolto, Giovanni; Caporin, Massimiliano; Gupta, Rangan