PELIZZON, Loriana
 Distribuzione geografica
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Continente #
NA - Nord America 13.328
AS - Asia 10.403
EU - Europa 9.165
SA - Sud America 641
AF - Africa 478
OC - Oceania 184
Continente sconosciuto - Info sul continente non disponibili 28
Totale 34.227
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Nazione #
US - Stati Uniti d'America 12.943
CN - Cina 3.887
IT - Italia 2.470
SG - Singapore 2.120
PL - Polonia 1.692
VN - Vietnam 1.125
DE - Germania 936
GB - Regno Unito 918
IN - India 657
UA - Ucraina 542
HK - Hong Kong 514
BR - Brasile 511
IE - Irlanda 466
SE - Svezia 428
FI - Finlandia 382
FR - Francia 315
CA - Canada 306
JP - Giappone 295
KR - Corea 268
PK - Pakistan 241
ID - Indonesia 231
AT - Austria 229
TR - Turchia 213
TW - Taiwan 213
RU - Federazione Russa 192
AU - Australia 160
ZA - Sudafrica 127
MY - Malesia 117
NL - Olanda 116
CH - Svizzera 98
BD - Bangladesh 72
MA - Marocco 72
BE - Belgio 64
EG - Egitto 57
PH - Filippine 52
IR - Iran 49
PT - Portogallo 46
TH - Thailandia 46
IQ - Iraq 44
TN - Tunisia 44
ES - Italia 42
MX - Messico 41
DK - Danimarca 40
KE - Kenya 37
GR - Grecia 36
AE - Emirati Arabi Uniti 35
AR - Argentina 35
HU - Ungheria 34
LK - Sri Lanka 33
EU - Europa 27
SA - Arabia Saudita 26
NP - Nepal 25
GH - Ghana 24
NZ - Nuova Zelanda 24
VE - Venezuela 21
CO - Colombia 20
OM - Oman 20
UZ - Uzbekistan 20
EC - Ecuador 19
NG - Nigeria 17
NO - Norvegia 17
RO - Romania 16
CZ - Repubblica Ceca 15
CL - Cile 14
AZ - Azerbaigian 13
ET - Etiopia 13
JO - Giordania 13
LB - Libano 13
RS - Serbia 13
TT - Trinidad e Tobago 13
DZ - Algeria 12
PE - Perù 11
UG - Uganda 11
ZW - Zimbabwe 10
BJ - Benin 9
IL - Israele 8
LT - Lituania 8
MO - Macao, regione amministrativa speciale della Cina 8
AL - Albania 7
BH - Bahrain 7
CY - Cipro 7
SI - Slovenia 7
EE - Estonia 6
HR - Croazia 6
MU - Mauritius 6
PA - Panama 6
ZM - Zambia 6
CM - Camerun 5
HN - Honduras 5
KG - Kirghizistan 5
LV - Lettonia 5
SN - Senegal 5
TZ - Tanzania 5
BG - Bulgaria 4
BO - Bolivia 4
CI - Costa d'Avorio 4
KH - Cambogia 4
MD - Moldavia 4
NI - Nicaragua 4
PY - Paraguay 4
Totale 34.167
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Città #
Warsaw 1.660
Woodbridge 1.478
Ashburn 1.393
Singapore 1.132
Fairfield 1.123
Chandler 911
Jacksonville 898
Houston 631
Ann Arbor 590
Seattle 547
San Jose 487
Dublin 447
Hong Kong 407
Wilmington 397
Cambridge 371
Mestre 368
Ho Chi Minh City 354
Hangzhou 342
Dallas 329
Nanjing 320
Jinan 311
Beijing 297
Hanoi 292
Shenyang 240
Guangzhou 236
New York 231
Boardman 207
Venezia 199
Seoul 196
Vienna 193
Toronto 186
Council Bluffs 184
Los Angeles 184
Hefei 182
Dearborn 178
Venice 175
Tianjin 174
Milan 172
Tokyo 169
Bengaluru 165
Hebei 157
Rome 137
Boston 131
Frankfurt am Main 129
Izmir 126
Changsha 113
The Dalles 113
Mülheim 104
Nanchang 100
Princeton 100
Andover 97
Taiyuan 92
Lauterbourg 90
Zhengzhou 90
Jakarta 88
London 85
Taizhou 80
Jiaxing 77
Chicago 75
Ningbo 75
San Mateo 75
Haikou 74
Helsinki 70
Des Moines 63
Munich 62
Durban 60
Redwood City 57
Sydney 56
Buffalo 55
Padova 54
Pune 52
Fuzhou 51
Santa Clara 50
Ottawa 49
Berlin 48
Bremen 48
Chennai 48
Moscow 48
Taipei 48
Padua 46
San Diego 46
São Paulo 46
Karachi 45
New Delhi 45
Da Nang 44
Amsterdam 41
Haiphong 41
Kuala Lumpur 41
Lahore 39
Brussels 38
Melbourne 38
Paris 38
Johannesburg 35
New Taipei City 35
Casablanca 34
Istanbul 34
Bologna 33
Frankfurt Am Main 32
Islamabad 32
Mumbai 32
Totale 22.298
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Nome #
Sustainable Finance: A Journey Toward ESG and Climate Risk 4.332
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study 561
CDS Industrial Sector Indices, credit and liquidity risk 549
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 524
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 522
Deciphering the libor and euribor spreads during the subprime crisis 512
Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect. 494
Health status and portfolio choice: is their relationship economically relevant? 494
Inside the ESG Ratings: (Dis)agreement and performance 492
Networks in risk spillovers: a multivariate GARCH perspective 465
Measuring sovereign contagion in Europe 440
Proximity-structured multivariate volatility models for systemic risk 427
A time varying performance evaluation of hedge fund strategies through aggregation 398
Hedge fund tail risk: An investigation in stressed markets 396
Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods 392
Health Status and Portfolio Choice: Does Feeling Better Affect your Attitude Towards Risk? 389
Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? 389
Systemic Risk Tomography 387
Banking Beyond Banks and Money. A Guide to Banking Services in the Twenty-First Century 369
Classification of crowdfunding in the financial system 367
Risk Pooling, Leverage, and the Business Cycle 356
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification 353
The Pitfalls of Central Clearing in the Presence of Systematic Risk 344
Value-at-Risk: a multivariate switching regime approach 343
Contagion and Interdependence in Stock Markets: Have they been misdiagnosed? 333
Central Bank-Driven Mispricing 328
The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question 326
Are Household Portfolios Efficient? an Analysis Conditional on Housing. 322
A Switching Volatility Approach to Estimate Value-at-Risk 313
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 312
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 304
Deciphering the Libor and Euribor Spreads during the Subprime crisis 303
The Impact of Monetary Policy Interventions on the Insurance Industry 302
Coming Early to the Party 301
Are Household Portfolios Efficient? An Analysis Conditional on Housing 298
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 296
Contagion Detection with Switching Regime Models: a Short and Long Run Analysis 292
null 292
Dynamic derivative use and accounting information 290
Paying for Market Liquidity: Competition and Incentives 290
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market 288
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 287
Calculating VaR for Hedge Funds 286
Low-Latency Trading and Price Discovery without Trading: Evidence from the Tokyo Stock Exchange in the Pre-Opening Period and the Opening Batch Auction 284
Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds 282
Pillar 1 vs Pillar 2 under risk management 277
Portfolio Similarity and Asset Liquidation in the Insurance Industry 271
How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis 271
P2P Lenders versus Banks: Cream Skimming or Bottom Fishing? 271
Operational Risk based on Complementary Loss Evaluations 269
La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati 265
Bank Credit to Medium-Sized Enterprises in Italy: The Trends Before and During the Crisis 264
Are Italian Household Portfolios Efficient? A Mean-Variance Analysis Conditional on Housing 262
Scarcity and Spotlight Effects on Liquidity: Quantitative Easing in Japan 260
Efficienza, interconnessione e rischio sistemico 260
La style Analysis nel mercato Azionario Italiano 256
How to green the European auto ABS market? A literature survey 255
Italian Equity Funds: Efficiency and Performance Persistence 255
Phase-Locking and Switching Volatility in Hedge Funds 252
Mutual excitation in Eurozone sovereign CDS 250
Credit Derivatives: Capital Requirements and Opaque OTC Markets 249
Credit Derivatives: Capital requirements and the Opaque OTC Markets 244
Italian Equity Funds: Efficiency and Performance Persistence 244
Credit Derivatives: Capital requirements and Strategic Contracting 242
Stock Price Crashes: Role of Slow-Moving Capital 239
Asymetric Information and Opacity in Credit Derivatives Markets 238
Contagion and interdependence measures: some words of caution 236
Coronavirus and Financial Stability 3.0: Try equity – risk sharing for companies, large and small 235
Efficient Portfolios when Housing Needs Change over the Life-Cycle 233
Pricing Options with Switching Volatility 230
Italian Equity Funds: Efficiency and Performance Persistence 228
Requisiti patrimoniali: modello standard e modello interno a confronto 226
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data 225
Derivati: le scelte di convenienza 223
Pillar 1 vs Pillar 2 under risk management 223
Diversification and Ownership Concentration 217
Italian Equity Funds: Efficiency and Performance Persistence 217
Volatility and shocks spillover before and after EMU in Europe stock markets 214
Dynamic Risk Exposure in Hedge Funds 210
Liquidity Coinsurance and Bank Capital 209
The Italian Term Structure and the Currency Devaluation of September 1992: a FACTOR-ARCH Analysis 205
Efficient Portfolios when Housing Needs Change over the Life-Cycle 203
Do Bank Risk Management and Regulatory Policy Reduce Risk in Banking 202
Market volatility, optimal portfolios and naive asset allocations 201
Signaling and Rinegotiation in the Credit Derivatives Market 194
Crises and Fund of Hedge Funds Tail Risk 194
Dyamic Risk Exposure in Hedge Funds 187
LE OPZIONI 184
The COVID-19 shock and equity shortfall: Firm-level evidence from italy 184
Creditworthiness and Buildings’ Energy Efficiency in the Mortgage Market 182
Stock Market Returns and CorporateGovernance in Capital MarketEquilibrium 179
Nonstandard Errors 178
On a New Approach for Analyzing and Managing Macrofinancial Risks 178
The Covid-19 Shock and equity shortfall: Firm-level evidence from Italy 177
Retail Mortgage Backed Securities, Commercial Asset Backed Securities and Corporate Bonds: a Credit Spread Comparison 176
Diversification and Ownership Structure 174
Collateral eligibility of corporate debt in the Eurosystem 172
Risk pooling, intermediation efficiency, and the business cycle 166
Diversification and Ownership Structure 166
Impact of public news sentiment on stock market index return and volatility 156
Totale 32.802
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Categoria #
all - tutte 89.153
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 89.153
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/20211.210 0 0 0 0 0 0 0 0 0 402 463 345
2021/20223.147 304 318 299 476 236 39 110 224 71 250 453 367
2022/20232.636 207 218 43 272 342 709 82 180 278 23 221 61
2023/20241.340 91 79 50 46 143 272 52 94 122 44 166 181
2024/20255.570 36 141 250 869 555 476 548 523 566 553 653 400
2025/20268.238 835 736 806 858 1.047 717 1.005 506 1.098 630 0 0
Totale 34.733