PELIZZON, Loriana
 Distribuzione geografica
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Continente #
NA - Nord America 14.351
AS - Asia 10.453
EU - Europa 9.218
SA - Sud America 641
AF - Africa 479
OC - Oceania 184
Continente sconosciuto - Info sul continente non disponibili 28
Totale 35.354
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Nazione #
US - Stati Uniti d'America 13.946
CN - Cina 3.901
IT - Italia 2.517
SG - Singapore 2.136
PL - Polonia 1.695
VN - Vietnam 1.125
DE - Germania 938
GB - Regno Unito 918
IN - India 657
UA - Ucraina 542
HK - Hong Kong 516
BR - Brasile 511
IE - Irlanda 466
SE - Svezia 428
FI - Finlandia 382
CA - Canada 319
FR - Francia 315
JP - Giappone 296
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 118
NL - Olanda 117
CH - Svizzera 98
BD - Bangladesh 87
MA - Marocco 72
BE - Belgio 64
EG - Egitto 58
PH - Filippine 52
IR - Iran 49
PT - Portogallo 46
TH - Thailandia 46
IQ - Iraq 44
TN - Tunisia 44
ES - Italia 42
MX - Messico 42
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
NP - Nepal 26
SA - Arabia Saudita 26
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
TT - Trinidad e Tobago 14
AZ - Azerbaigian 13
ET - Etiopia 13
JO - Giordania 13
LB - Libano 13
RS - Serbia 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
NI - Nicaragua 5
SN - Senegal 5
TZ - Tanzania 5
BG - Bulgaria 4
BO - Bolivia 4
CI - Costa d'Avorio 4
KH - Cambogia 4
MD - Moldavia 4
PY - Paraguay 4
Totale 35.290
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Città #
Warsaw 1.661
Ashburn 1.527
Woodbridge 1.479
Singapore 1.134
Fairfield 1.124
Chandler 911
Jacksonville 899
Council Bluffs 654
Houston 631
Ann Arbor 590
San Jose 585
Seattle 553
Dublin 447
Hong Kong 409
Wilmington 397
Cambridge 374
Mestre 368
Ho Chi Minh City 354
Hangzhou 342
Dallas 339
Nanjing 320
Jinan 311
Beijing 302
Hanoi 292
Shenyang 240
Guangzhou 236
New York 235
Boardman 217
Venezia 199
Seoul 196
Vienna 193
Los Angeles 191
Toronto 189
Hefei 182
Dearborn 178
Milan 177
Tianjin 176
Venice 175
Tokyo 170
Bengaluru 165
Hebei 157
Rome 142
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
Columbus 77
Jiaxing 77
Chicago 76
Ningbo 75
San Mateo 75
Haikou 74
Santa Clara 72
Helsinki 70
Des Moines 64
Munich 64
Buffalo 60
Durban 60
Redwood City 57
Padua 56
Sydney 56
Padova 54
Pune 52
Fuzhou 51
Ottawa 50
Berlin 48
Bremen 48
Chennai 48
Moscow 48
Taipei 48
San Diego 47
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
Phoenix 33
Frankfurt Am Main 32
Totale 23.158
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Nome #
Sustainable Finance: A Journey Toward ESG and Climate Risk 4.348
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study 565
CDS Industrial Sector Indices, credit and liquidity risk 551
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 549
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 534
Deciphering the libor and euribor spreads during the subprime crisis 524
Inside the ESG Ratings: (Dis)agreement and performance 513
Health status and portfolio choice: is their relationship economically relevant? 505
Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect. 502
Networks in risk spillovers: a multivariate GARCH perspective 470
Measuring sovereign contagion in Europe 447
Proximity-structured multivariate volatility models for systemic risk 432
A time varying performance evaluation of hedge fund strategies through aggregation 407
Health Status and Portfolio Choice: Does Feeling Better Affect your Attitude Towards Risk? 401
Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? 400
Hedge fund tail risk: An investigation in stressed markets 399
Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods 397
Systemic Risk Tomography 394
Banking Beyond Banks and Money. A Guide to Banking Services in the Twenty-First Century 376
Classification of crowdfunding in the financial system 370
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification 370
Risk Pooling, Leverage, and the Business Cycle 368
The Pitfalls of Central Clearing in the Presence of Systematic Risk 354
Value-at-Risk: a multivariate switching regime approach 349
Central Bank-Driven Mispricing 340
Contagion and Interdependence in Stock Markets: Have they been misdiagnosed? 338
Are Household Portfolios Efficient? an Analysis Conditional on Housing. 338
The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question 338
A Switching Volatility Approach to Estimate Value-at-Risk 323
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 320
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 312
Are Household Portfolios Efficient? An Analysis Conditional on Housing 311
Deciphering the Libor and Euribor Spreads during the Subprime crisis 311
The Impact of Monetary Policy Interventions on the Insurance Industry 310
Coming Early to the Party 309
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 305
Contagion Detection with Switching Regime Models: a Short and Long Run Analysis 300
Paying for Market Liquidity: Competition and Incentives 300
Dynamic derivative use and accounting information 299
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 299
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market 299
Low-Latency Trading and Price Discovery without Trading: Evidence from the Tokyo Stock Exchange in the Pre-Opening Period and the Opening Batch Auction 298
Calculating VaR for Hedge Funds 295
Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds 295
null 292
Pillar 1 vs Pillar 2 under risk management 285
Bank Credit to Medium-Sized Enterprises in Italy: The Trends Before and During the Crisis 280
How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis 280
Operational Risk based on Complementary Loss Evaluations 279
Are Italian Household Portfolios Efficient? A Mean-Variance Analysis Conditional on Housing 278
Portfolio Similarity and Asset Liquidation in the Insurance Industry 277
P2P Lenders versus Banks: Cream Skimming or Bottom Fishing? 276
La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati 271
How to green the European auto ABS market? A literature survey 269
Efficienza, interconnessione e rischio sistemico 268
Scarcity and Spotlight Effects on Liquidity: Quantitative Easing in Japan 266
La style Analysis nel mercato Azionario Italiano 265
Mutual excitation in Eurozone sovereign CDS 265
Phase-Locking and Switching Volatility in Hedge Funds 262
Italian Equity Funds: Efficiency and Performance Persistence 261
Credit Derivatives: Capital Requirements and Opaque OTC Markets 260
Credit Derivatives: Capital requirements and the Opaque OTC Markets 253
Italian Equity Funds: Efficiency and Performance Persistence 253
Contagion and interdependence measures: some words of caution 248
Credit Derivatives: Capital requirements and Strategic Contracting 247
Asymetric Information and Opacity in Credit Derivatives Markets 247
Stock Price Crashes: Role of Slow-Moving Capital 246
Efficient Portfolios when Housing Needs Change over the Life-Cycle 245
Coronavirus and Financial Stability 3.0: Try equity – risk sharing for companies, large and small 241
Pricing Options with Switching Volatility 240
Italian Equity Funds: Efficiency and Performance Persistence 235
Requisiti patrimoniali: modello standard e modello interno a confronto 234
Derivati: le scelte di convenienza 229
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data 229
Pillar 1 vs Pillar 2 under risk management 228
Diversification and Ownership Concentration 227
Italian Equity Funds: Efficiency and Performance Persistence 227
Volatility and shocks spillover before and after EMU in Europe stock markets 223
Dynamic Risk Exposure in Hedge Funds 219
Liquidity Coinsurance and Bank Capital 218
The Italian Term Structure and the Currency Devaluation of September 1992: a FACTOR-ARCH Analysis 212
Efficient Portfolios when Housing Needs Change over the Life-Cycle 210
Market volatility, optimal portfolios and naive asset allocations 209
Do Bank Risk Management and Regulatory Policy Reduce Risk in Banking 207
Crises and Fund of Hedge Funds Tail Risk 204
Signaling and Rinegotiation in the Credit Derivatives Market 202
Dyamic Risk Exposure in Hedge Funds 196
The COVID-19 shock and equity shortfall: Firm-level evidence from italy 194
LE OPZIONI 193
Creditworthiness and Buildings’ Energy Efficiency in the Mortgage Market 192
Stock Market Returns and CorporateGovernance in Capital MarketEquilibrium 189
Retail Mortgage Backed Securities, Commercial Asset Backed Securities and Corporate Bonds: a Credit Spread Comparison 185
The Covid-19 Shock and equity shortfall: Firm-level evidence from Italy 185
Nonstandard Errors 183
Diversification and Ownership Structure 183
On a New Approach for Analyzing and Managing Macrofinancial Risks 183
Diversification and Ownership Structure 178
Risk pooling, intermediation efficiency, and the business cycle 177
Collateral eligibility of corporate debt in the Eurosystem 176
Impact of public news sentiment on stock market index return and volatility 174
Totale 33.720
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Categoria #
all - tutte 93.270
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 93.270
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021345 0 0 0 0 0 0 0 0 0 0 0 345
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
2025/20269.365 835 736 806 858 1.047 717 1.005 506 1.098 770 346 641
Totale 35.860