URGA, Giovanni Statistiche

URGA, Giovanni  

Dipartimento di Scienze Aziendali  

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Data di pubblicazione Titolo Autore/i Tipologia Documento allegato
1-gen-2022 A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets Boffelli, Simona; Novotny, Jan; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
16-mag-2022 Combining p-values for Multivariate Predictive Ability Testing Spreng, Lars; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2022 Multilevel and Tail Risk Management Khalaf, Lynda; Leccadito, Arturo; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2022 Systemic risk in the Chinese financial system: A panel Granger causality analysis Cincinelli, Peter; Pellini, Elisabetta; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2022 The contribution of (shadow) banks and real estate to systemic risk in China Bellavite Pellegrini, Carlo; Cincinelli, Peter; Meoli, Michele; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2022 The Role of Shadow Banking in Systemic Risk in the European Financial System Bellavite Pellegrini, Carlo; Cincinelli, Peter; Meoli, Michele; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2021 Heterogeneity and Cross-Sectional Dependence in Panels: Heterogeneous vs. Homogeneous Estimators Akgun, Oguzhan; Pirotte, Alain; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2021 Leverage and systemic risk pro-cyclicality in the Chinese financial system Cincinelli, Peter; Pellini, Elisabetta; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2020 Forecasting Using Heterogeneous Panels with Cross-Sectional Dependence Akgun, Oghuzan; Pirotte, Alain; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2020 The Contribution of Shadow Insurance to Systemic Risk Leong Heng, Soon; Bellavite Pellegrini, Carlo; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 Asymmetric Jump Beta Estimation with Implications for Portfolio Risk Management Alexeev, Vitali; Urga, Giovanni; Yao, Wenying 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 Combining p-values to Test for Multiple Structural Breaks in Cointegrated Regressions Bergamelli, Michele; Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 Consistent Estimation of Time-Varying Loadings in High-Dimensional Factor Models Mikkelsen, Jakob Guldbæk; Hillebrand, Eric; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 Measuring and assessing the evolution of liquidity in forward natural gas markets: The case of the UK national balancing point De Menezes, Lilian M.; Russo, Marianna; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States Mogliani, Matteo; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 Systemic risk determinants in the European banking industry during financial crises, 2006-2012 Pellegrini, Carlo Bellavite; Meoli, Michele; Pellegrini, Laura; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 Testing for Co-Jumps in Financial Markets Novony, Jan; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 Testing for instability in covariance structures Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2017 Money market funds, shadow banking and systemic risk in United Kingdom Bellavite Pellegrini, Carlo; Meoli, Michele; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2016 Financial Econometrics Using Stata Boffelli, Simona; Urga, Giovanni 1.3 Libri - Books::1.3.01 Monografie o trattati scientifici - Books