COSTOLA, Michele
COSTOLA, Michele
Dipartimento di Economia
A Matrix-Variate t Model for Networks
2021-01-01 Billio, M.; Casarin, R.; Costola, M.; Iacopini, M.
An entropy-based early warning indicator for systemic risk
2016-01-01 Billio, Monica; Casarin, Roberto; Costola, Michele; Pasqualini, Andrea
Asymmetric information in loan contracts: New evidence from Italian big data
2023-01-01 Benvenuti, Francesco; Billio, Monica; Costola, Michele; LI CALZI, Marco
Asymmetry and leverage in GARCH models: A News Impact Curve perspective
2019-01-01 Caporin, Massimiliano; Costola, Michele
Backard/forward optimal combination of performance measures for equity screening
2012-01-01 Billio, Monica; Caporin, Massimiliano; Costola, M.
Backward/forward optimal combination of performance measures for equity screening
2015-01-01 Billio, Monica; Caporin, Massimiliano; Costola, Michele
Bayesian SAR Model with Stochastic Volatility and Multiple Time-Varying Weights
2024-01-01 Costola, Michele; Iacopini, Matteo; Wichers, Casper
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case
2020-01-01 Billio, Monica; Costola, Michele; Pelizzon, Loriana; Riedel, Max
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case
2021-01-01 Billio, M.; Costola, M.; Pelizzon, L.; Riedel, M.
Contagion Dynamics on Financial Networks
2019-01-01 Billio, M.; Casarin, R.; Costola, M.; Frattarolo, L
COVID-19 spreading in financial networks: A semiparametric matrix regression model
2024-01-01 Billio, M.; Casarin, R.; Costola, M.; Iacopini, M.
COVID-19 spreading in financial networks: A semiparametric matrix regression model
2021-01-01 Billio, M.; Casarin, R.; Costola, M.; Iacopini, M.
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study
2019-01-01 Bedin, Andrea; Billio, M.; Costola, M.; Pelizzon, L.
Creditworthiness and Buildings’ Energy Efficiency in the Mortgage Market
2022-01-01 Billio, Monica; Costola, Michele; Pelizzon, Loriana; Portioli, Francesco; Riedel, Max; Vergari, Daniele
Disagreement in Signed Financial Networks
2018-01-01 Billio, Monica; Casarin, Roberto; Costola, Michele; Frattarolo, Lorenzo
Do we need a stochastic trend in cay estimation? Yes.
2016-01-01 Costola, Michele; Frattarolo, Lorenzo; Lucchetta, Marcella; Paradiso, Antonio
Entropy and systemic risk measures
2015-01-01 Billio, Monica; Casarin, Roberto; Costola, Michele; Pasqualini, Andrea
Essentials of Financial Economics: A Hands-On Approach
2025-01-01 Donadelli, Michael; Costola, Michele; Gufler, Ivan
Exploring Secular Wheat Price Dynamics Across Italian Cities Using R2 Connectedness
2024-01-01 Costantini, Mauro; Costola, Michele; Ferranna, Licia; Paradiso, Antonio
Global risks, the macroeconomy, and asset prices
2022-01-01 Costola, M.; Donadelli, M.; Gerotto, L.; Gufler, I.