PEDERZOLI, CHIARA

PEDERZOLI, CHIARA  

Dipartimento di Economia "Marco Biagi"  

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Risultati 1 - 12 di 12 (tempo di esecuzione: 0.002 secondi).
Titolo Data di pubblicazione Autore(i) File
A forward-looking model for time-varying capital requirements and the New Basel Capital Accord 1-gen-2006 Pederzoli, C.; Torricelli, C.
A parsimonious default prediction model for Italian SMEs 1-gen-2010 Pederzoli, C.; Torricelli, C.
Default risk: Poisson mixture and the business cycle 1-gen-2007 Pederzoli, C.
Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis 1-gen-2013 Pederzoli, C.; Torricelli, C.
Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy 1-gen-2008 Castellani, S.; Pederzoli, C.; Torricelli, C.
Model risk and techniques for controlling market parameters 1-gen-2007 Bonollo, M.; Morandi, D.; Pederzoli, C.; Torricelli, C.
Modelling credit risk for innovative firms: the role of innovation measures 1-gen-2011 Pederzoli, C.; Thoma, G.; Torricelli, C.
Rating Systems and Procyclicality: an Evaluation in a General Equilibrium Framework 1-gen-2007 Pederzoli, C.; Torricelli, C.; Tsomocos, D.
Stochastic Volatility and GARCH: A comparison based on UK stock data 1-gen-2003 Pederzoli, C.
Systemic risk measures and macroprudential stress tests An assessment over the 2014 EBA exercise 1-gen-2015 Pederzoli, C.; Torricelli, C.
The impact of the Fundamental Review of the Trading Book: A preliminary assessment on a stylized portfolio 1-gen-2019 Pederzoli, C.; Torricelli, C.
Una rassegna sui metodi di stima del Value at Risk (VaR) 1-gen-1999 Pederzoli, C.; Torricelli, C.