Position Researcher
Website (personal record)
Office Department of Economics
Sito web struttura:
Where: San Giobbe

Publications by year

  • Bedin A., M. Billio, M. Costola, L. Pelizzon Credit Scoring in SME Asset-Backed Securities: An Italian Case Study in JOURNAL OF RISK AND FINANCIAL MANAGEMENT, vol. 12, pp. 89 (ISSN 1911-8074) (Articolo su rivista)
    Link al documento: 10278/3715456
  • Massimiliano Caporin; Luca Corazzini; Michele Costola Measuring the Behavioural Component of the S&P 500 and its Relationship to Financial Stress and Aggregated Earnings Surprises in BRITISH JOURNAL OF MANAGEMENT, vol. 30, pp. 712-729 (ISSN 1467-8551) (Articolo su rivista)
    Link DOIURL correlato Link al documento: 10278/3704203
  • Billio M., R. Casarin, M. Costola, L. Frattarolo Opinion Dynamics and Disagreements on Financial Networks in ADVANCES IN DECISION SCIENCES, vol. 23/4 (ISSN 2090-3367) (Articolo su rivista)
    URL correlato Link al documento: 10278/3721761
  • Billio, M.; Casarin, R.; Costola, M.; Pasqualini, A. An entropy-based early warning indicator for systemic risk in JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS & MONEY, vol. 45, pp. 42-59 (ISSN 1042-4431) (Articolo su rivista)
    Link DOI Link al documento: 10278/3676332
  • Costola, Michele; Frattarolo, Lorenzo; Lucchetta, Marcella; Paradiso, Antonio Do we need a stochastic trend in cay estimation? Yes. , WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, Venice, Department of Economics Ca’ Foscari University of Venice, vol. No. 24/WP/2016, pp. 1-15 (ISBN 1827-3580) (ISSN 1827-3580) (Articolo su libro)
    Link al documento: 10278/3680914
  • Billio, Monica; Costola, Michele; Panzica, Roberto; Pelizzon, Loriana Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect. in Billio M. ,Pelizzon L., Savona R., SYSTEMIC RISK TOMOGRAPHY SIGNALS, MEASUREMENTS AND TRANSMISSION CHANNELS, ISTE - Elsevier (ISBN 9781785480850) (Articolo su libro)
    Link DOI Link al documento: 10278/3678257
  • Billio, Monica; Caporin, Massimiliano; Costola, Michele Backward/forward optimal combination of performance measures for equity screening in THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, Elsevier Inc., vol. 34, pp. 63-83 (ISSN 1062-9408) (Articolo su rivista)
    Link DOIURL correlato Link al documento: 10278/3663332
  • Billio. Monica; Casarin, Roberto; Costola, Michele; Pasqualini, Andrea Entropy and systemic risk measures in Monica Billio, Roberto Casarin, Michele Costola, Andrea Pasqualini, Statistics and Demography: the Legacy of Corrado Gini, CLEUP, Convegno: SIS 2015 Statistical Conference (ISBN 9788867874521) (Articolo in Atti di convegno)
    Link al documento: 10278/3662252