IRIS
BONACCOLTO, GIOVANNI
 Distribuzione geografica
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Continente #
NA - Nord America 492
EU - Europa 351
AS - Asia 62
Continente sconosciuto - Info sul continente non disponibili 3
OC - Oceania 3
Totale 911
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Nazione #
US - Stati Uniti d'America 475
GB - Regno Unito 76
UA - Ucraina 68
SE - Svezia 50
IE - Irlanda 38
CN - Cina 33
DE - Germania 32
IT - Italia 29
CH - Svizzera 19
CA - Canada 17
FI - Finlandia 15
HK - Hong Kong 15
FR - Francia 9
IN - India 4
EU - Europa 3
IR - Iran 3
RO - Romania 3
RS - Serbia 3
TR - Turchia 3
AU - Australia 2
DK - Danimarca 2
BE - Belgio 1
BG - Bulgaria 1
CZ - Repubblica Ceca 1
GR - Grecia 1
HR - Croazia 1
JP - Giappone 1
KR - Corea 1
ME - Montenegro 1
NL - Olanda 1
NZ - Nuova Zelanda 1
PH - Filippine 1
SG - Singapore 1
Totale 911
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Città #
Jacksonville 104
Chandler 89
London 75
Ashburn 54
Dublin 34
Redmond 22
Zurich 19
Boardman 18
Wilmington 18
Toronto 17
Bremen 16
Princeton 16
Helsinki 15
Beijing 14
Hong Kong 14
Dearborn 9
San Mateo 8
Los Angeles 6
Monmouth Junction 6
Augusta 4
Hefei 4
Houston 4
Milan 4
Nanjing 4
Redwood City 4
Ardabil 3
Belgrade 3
Seattle 3
Aarhus 2
Bologna 2
Cambridge 2
Columbus 2
Des Moines 2
Izmir 2
Jinan 2
Kunming 2
Leawood 2
Padova 2
Siracusa 2
Sydney 2
Ann Arbor 1
Athens 1
Auckland 1
Brussels 1
Changsha 1
Chongqing 1
Edinburgh 1
Frankfurt am Main 1
Genoa 1
Jiaxing 1
Kocaeli 1
Manila 1
New York 1
Norwalk 1
Philadelphia 1
Podgorica 1
Seoul 1
Servigliano 1
Shaoxing 1
Sofia 1
Suzzara 1
Tappahannock 1
Tokyo 1
Tremestieri Etneo 1
Vysoka 1
Washington 1
Zagreb 1
Totale 638
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Nome #
Volatility Forecasting in a Data Rich Environment 91
Evaluacion y gestion del riesgo extremo en los mercados financieros 64
Conditional Quantile-Located VaR 61
Decomposing and backtesting a flexible specification for CoVaR 61
Conditional Quantile-Located VaR 58
Systemic events and diffusion of jumps 58
The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective 57
The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk 56
Developing new portfolio strategies by aggregation 56
The US real GNP is trend-stationary after all 55
Asset allocation strategies based on penalized quantile regression 52
Estimation and model-based combination of causality networks among large US banks and insurance companies 49
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements 42
Quantile– based portfolios: post– model– selection estimation with alternative specifications 41
Dynamic large financial networks via conditional expected shortfalls 38
Breakup and default risks in the great lockdown 34
Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? Empirical evidence from Europe and the United States 26
Green finance: Evidence from large portfolios and networks during financial crises and recessions 13
Gender wage inequality: new evidence from penalized expectile regression 13
Gender wage inequality: new evidence from penalized expectile regression 12
Spillovers in Europe: The role of ESG 9
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment 4
Urban manufacturing and the role of industrial relatedness in sustaining it: the case of the Brussels Capital Region 3
Totale 953
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Categoria #
all - tutte 5.513
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 5.513
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/20195 0 0 0 0 0 0 0 0 0 0 0 5
2019/2020180 0 5 0 5 10 40 35 36 8 10 29 2
2020/2021168 22 0 13 12 4 23 0 20 3 19 30 22
2021/2022122 5 3 6 32 0 0 2 18 1 16 1 38
2022/2023243 32 0 0 34 28 55 6 14 29 9 31 5
2023/2024225 7 25 9 14 23 7 57 59 6 14 4 0
Totale 953