BONACCOLTO, GIOVANNI
BONACCOLTO, GIOVANNI
Dipartimento di Scienze Economiche e Giuridiche
Asset allocation strategies based on penalized quantile regression
2018-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
Breakup and default risks in the great lockdown
2021-01-01 Bonaccolto, Giovanni; Borri, Nicola; Consiglio, Andrea
Conditional Quantile-Located VaR
2018-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
Conditional Quantile-Located VaR
2018-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
Decomposing and backtesting a flexible specification for CoVaR
2019-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
Developing new portfolio strategies by aggregation
2019-01-01 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
2022-01-01 Bax, Karoline; Bonaccolto, Giovanni; Paterlini, Sandra
Dynamic large financial networks via conditional expected shortfalls
2021-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Maillet, Bertrand B.
Estimation and model-based combination of causality networks among large US banks and insurance companies
2019-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Panzica, Roberto
Evaluacion y gestion del riesgo extremo en los mercados financieros
2018-01-01 Aiello, F.; Bonaccolto, G.
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment
2024-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Iacopini, Matteo
Gender wage inequality: new evidence from penalized expectile regression
2023-01-01 Bonaccolto-Töpfer, Marina; Bonaccolto, Giovanni
Gender wage inequality: new evidence from penalized expectile regression
2023-01-01 Toepfer, M; Bonaccolto, G
Green finance: Evidence from large portfolios and networks during financial crises and recessions
2023-01-01 Argentiero, Amedeo; Bonaccolto, Giovanni; Pedrini, Giulio
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
2020-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano; Zambon, Nancy
On the Ordering of Dynamic Principal Components and the Implications for Portfolio Analysis
2024-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano
Quantile– based portfolios: post– model– selection estimation with alternative specifications
2021-01-01 Bonaccolto, Giovanni
Spillovers in Europe: The role of ESG
2024-01-01 Bax, Karoline; Bonaccolto, Giovanni; Paterlini, Sandra
Systemic events and diffusion of jumps
2018-01-01 Bonaccolto, Giovanni; Zambon, Nancy; Caporin, Massimiliano
The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective
2016-01-01 Bonaccolto, Giovanni; Caporin, Massimiliano