PEDERZOLI, CHIARA

PEDERZOLI, CHIARA  

DIPARTIMENTO DI STATISTICA E METODI QUANTITATIVI  

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Risultati 1 - 18 di 18 (tempo di esecuzione: 0.025 secondi).
Titolo Tipologia Data di pubblicazione Autori File
Capital requirements and business cycle regimes: forward-looking modelling of default probabilities 01 - Articolo su rivista 2005 PEDERZOLI, CHIARA +
Stochastic volatility and GARCH: A comparison based on UK stock data 01 - Articolo su rivista 2006 PEDERZOLI, CHIARA
Default risk: Poisson mixture and the business cycle 99 - Altro 2006 PEDERZOLI, CHIARA
Forward-looking estimation of default probabilities with Italian data 01 - Articolo su rivista 2006 PEDERZOLI, CHIARA +
Banks' optimal rating system and procyclicality 01 - Articolo su rivista 2007 PEDERZOLI, CHIARA +
Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework 99 - Altro 2008 PEDERZOLI, CHIARA +
Indebtedness, macroeconomic conditions and banks' loan losses: evidence from Italy 99 - Altro 2008 PEDERZOLI, CHIARA +
Indebtedness, macroeconomic conditions and banks' loan losses: evidence from Italy 03 - Contributo in libro 2008 PEDERZOLI, CHIARA +
Rating systems, procyclicality and Basel II: An evaluation in a general equilibrium framework 01 - Articolo su rivista 2010 PEDERZOLI, CHIARA +
A parsimomious default prediction model for Italian SMEs 01 - Articolo su rivista 2010 PEDERZOLI, CHIARA +
The Interaction of Financial Fragility and the Business Cycle in Determining Banks' Loan Losses: An Investigation of the Italian Case 01 - Articolo su rivista 2010 PEDERZOLI, CHIARA +
Modelling credit risk for innovative firms: the role of innovation measures 99 - Altro 2011 PEDERZOLI, CHIARA +
Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis 01 - Articolo su rivista 2013 PEDERZOLI, CHIARA +
Modelling Credit Risk for Innovative SMEs: The Role of Innovation Measures 01 - Articolo su rivista 2013 PEDERZOLI, CHIARA +
Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise 01 - Articolo su rivista 2017 Pederzoli, C +
The impact of the fundamental review of the trading book: a preliminary assessment on a stylized portfolio 99 - Altro 2019 Pederzoli,C +
Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis 01 - Articolo su rivista 2020 Grassi RPederzoli C +
An assessment of the Fundamental Review of the Trading Book: the capital requirement impact on a stylised financial portfolio 01 - Articolo su rivista 2021 Pederzoli, C +