COSTOLA Michele

Qualifica Ricercatore
Telefono 041 234 6686
E-mail michele.costola@unive.it
SSD POLITICA ECONOMICA [SECS-P/02]
Sito web www.unive.it/persone/michele.costola (scheda personale)
Struttura Dipartimento di Economia
Sito web struttura: https://www.unive.it/dip.economia
Sede: San Giobbe
Struttura Centro Interdipartimentale "Scuola Interdipartimentale in Economia, Lingue e Imprenditorialità per gli Scambi Internazionali"
Sito web struttura: https://www.unive.it/selisi
Sede: Treviso - Palazzo San Paolo

Pubblicazioni per anno

In corso di stampa
  • Michele Costola; Carlo R.M.A Santagiustina; Matteo Iacopini; Google search volumes and the financial markets during the COVID-19 outbreak in FINANCE RESEARCH LETTERS, vol. 101884 (ISSN 1544-6123) (Articolo su rivista)
    Link al documento: 10278/3739812
2021
  • Billio M.; Costola M.; Pelizzon L.; Riedel M. Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case in JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, vol. online, pp. 1-32 (ISSN 0895-5638) (Articolo su rivista)
    Link DOI Link al documento: 10278/3742609
  • Monica Billio, Michele Costola, Iva Hristova, Carmelo Latino, Loriana Pelizzon Inside the ESG Ratings: (Dis)agreement and performance in CORPORATE SOCIAL-RESPONSIBILITY AND ENVIRONMENTAL MANAGEMENT, vol. online (ISSN 1535-3966) (Articolo su rivista)
    Link DOIURL correlato Link al documento: 10278/3728891
  • Michele Costola, Matteo Iacopini, Carlo R. M. A. Santagiustina On the" mementum" of Meme Stocks in ECONOMICS LETTERS, vol. 207 (ISSN 0165-1765) (Articolo su rivista)
    Link DOIURL correlato Link al documento: 10278/3742103
  • Billio M., Casarin R., Costola M., Iacopini M. COVID-19 spreading in financial networks: A semiparametric matrix regression model in Billio M., Casarin R., Costola M., Iacopini M., Working Paper Series - Department of Economics of the Ca’ Foscari University of Venice (ISSN 1827-3580), Department of Economics, University of Venice "Ca' Foscari, vol. 2021/05, pp. 1-34 (Articolo su libro)
    Link al documento: 10278/3735307
2020
  • Ahmed Khalifa, Massimiliano Caporin, Michele Costola, Shawkat Hammoudeh, Systemic Risk for Financial Institutions in the Major Petroleum-based Economies: The Role of Oil in THE ENERGY JOURNAL, vol. 42, pp. 245-272 (ISSN 0195-6574) (Articolo su rivista)
    Link DOI Link al documento: 10278/3732751
  • Monica Billio, Michele Costola, Loriana Pelizzon, Max Riedel Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case , WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, CÀ FOSCARI UNIVERSITY OF VENICE (Articolo su libro)
    Link al documento: 10278/3728892
  • Monica Billio, Michela Costola, Francesco Mazzari, Loriana Pelizzon The European Repo Market, ECB Intervention and the COVID-19 Crisis , A new world post COVID-19: lessons from business, the finance industry and policy makers, Edizioni Ca' Foscari, vol. 1, pp. 57-67 (ISBN 978-88-6969-442-4) (Articolo su libro)
    Link DOIURL correlato Link al documento: 10278/3728893
  • Bernardi M.; Bonaccolto G.; Caporin M.; Costola M. Volatility Forecasting in a Data Rich Environment , Macroeconomic Forecasting in the Era of Big Data, Springer, vol. 52, pp. 127-160 (ISBN 978-3-030-31149-0; 978-3-030-31150-6) (Articolo su libro)
    Link DOI Link al documento: 10278/3727277
2019
  • Massimiliano Caporin; Michele Costola Asymmetry and leverage in GARCH models: A News Impact Curve perspective in APPLIED ECONOMICS, vol. 51, pp. 3345-3364 (ISSN 0003-6846) (Articolo su rivista)
    Link DOIURL correlato Link al documento: 10278/3729674
  • 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 DOI 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
  • Casarin R.; Costola M. Structural changes in large economic datasets: A nonparametric homogeneity test in ECONOMICS LETTERS, vol. 176, pp. 55-59 (ISSN 0165-1765) (Articolo su rivista)
    Link DOIURL correlato Link al documento: 10278/3722904
  • Billio, M.;Casarin, R.;Costola, M.;Frattarolo, L Contagion Dynamics on Financial Networks , International Financial Markets, Routledge, vol. 1, pp. 63-98 (ISBN 1138060925) (Articolo su libro)
    Link al documento: 10278/3722916
  • Mauro Bernardi;Michele Costola Sparse Networks Through Regularised Regressions , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer (ISBN 978-3-319-89823-0; 978-3-319-89824-7) (Articolo su libro)
    Link DOI Link al documento: 10278/3727281
2018
  • Caporin M.; Costola M.; Jannin G.; Maillet B. “On the (Ab)use of Omega?” in JOURNAL OF EMPIRICAL FINANCE, vol. 46, pp. 11-33 (ISSN 0927-5398) (Articolo su rivista)
    Link DOI Link al documento: 10278/3727271
  • Monica Billio, Roberto Casarin, Michele Costola, Lorenzo Frattarolo Disagreement in Signed Financial Networks , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer Verlag, pp. 139-142 (ISBN 978-3-319-89824-7) (Articolo su libro)
    Link DOI Link al documento: 10278/3704081
2016
  • 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
2015
  • 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
2012
  • M. Billio; M. Caporin; M. Costola Backard/forward optimal combination of performance measures for equity screening , 1312, Venezia, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 1312, pp. 1-25 (ISSN 1827-3580) (Articolo su libro)
    Link al documento: 10278/33458