Loriana Pelizzon

Loriana Pelizzon

Università Ca' Foscari di Venezia - Venezia / Italy
Economics & Econometrics / Banking and Insurance
AD Scientific Index ID: 1796576
Ca' Foscari University of Venice
person_outline Loriana Pelizzon's MOST POPULAR ARTICLES
1-) Econometric measures of connectedness and systemic risk in the finance and insurance sectorsM Billio, M Getmansky, AW Lo, L PelizzonJournal of financial economics 104 (3), 535-559, 201223572012
2-) Inside the ESG ratings:(Dis) agreement and performanceM Billio, M Costola, I Hristova, C Latino, L PelizzonCorporate Social Responsibility and Environmental Management 28 (5), 1426-1445, 20213342021
3-) Measuring sovereign contagion in EuropeM Caporin, L Pelizzon, F Ravazzolo, R RigobonJournal of Financial Stability 34, 150-181, 20183312018
4-) Value-at-risk: a multivariate switching regime approachM Billio, L PelizzonJournal of Empirical Finance 7 (5), 531-554, 20002812000
5-) P2P lenders versus banks: Cream skimming or bottom fishing?C De Roure, L Pelizzon, A ThakorThe Review of Corporate Finance Studies 11 (2), 213-262, 20222362022