URGA, Giovanni Statistiche
URGA, Giovanni
Dipartimento di Scienze Aziendali
A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets
2022-01-01 Boffelli, Simona; Novotny, Jan; Urga, Giovanni
Combining p-values for Multivariate Predictive Ability Testing
2022-05-16 Spreng, Lars; Urga, Giovanni
Multilevel and Tail Risk Management
2022-01-01 Khalaf, Lynda; Leccadito, Arturo; Urga, Giovanni
Systemic risk in the Chinese financial system: A panel Granger causality analysis
2022-01-01 Cincinelli, Peter; Pellini, Elisabetta; Urga, Giovanni
The contribution of (shadow) banks and real estate to systemic risk in China
2022-01-01 Bellavite Pellegrini, Carlo; Cincinelli, Peter; Meoli, Michele; Urga, Giovanni
The Role of Shadow Banking in Systemic Risk in the European Financial System
2022-01-01 Bellavite Pellegrini, Carlo; Cincinelli, Peter; Meoli, Michele; Urga, Giovanni
Heterogeneity and Cross-Sectional Dependence in Panels: Heterogeneous vs. Homogeneous Estimators
2021-01-01 Akgun, Oguzhan; Pirotte, Alain; Urga, Giovanni
Leverage and systemic risk pro-cyclicality in the Chinese financial system
2021-01-01 Cincinelli, Peter; Pellini, Elisabetta; Urga, Giovanni
Forecasting Using Heterogeneous Panels with Cross-Sectional Dependence
2020-01-01 Akgun, Oghuzan; Pirotte, Alain; Urga, Giovanni
The Contribution of Shadow Insurance to Systemic Risk
2020-01-01 Leong Heng, Soon; Bellavite Pellegrini, Carlo; Urga, Giovanni
Asymmetric Jump Beta Estimation with Implications for Portfolio Risk Management
2019-01-01 Alexeev, Vitali; Urga, Giovanni; Yao, Wenying
Consistent Estimation of Time-Varying Loadings in High-Dimensional Factor Models
2019-01-01 Mikkelsen, Jakob Guldbæk; Hillebrand, Eric; Urga, Giovanni
Measuring and assessing the evolution of liquidity in forward natural gas markets: The case of the UK national balancing point
2019-01-01 De Menezes, Lilian M.; Russo, Marianna; Urga, Giovanni
On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States
2018-01-01 Mogliani, Matteo; Urga, Giovanni
Systemic risk determinants in the European banking industry during financial crises, 2006-2012
2018-01-01 Pellegrini, Carlo Bellavite; Meoli, Michele; Pellegrini, Laura; Urga, Giovanni
Testing for Co-Jumps in Financial Markets
2018-01-01 Novony, Jan; Urga, Giovanni
Testing for instability in covariance structures
2018-01-01 Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni
Money market funds, shadow banking and systemic risk in United Kingdom
2017-01-01 Bellavite Pellegrini, Carlo; Meoli, Michele; Urga, Giovanni
Financial Econometrics Using Stata
2016-01-01 Boffelli, Simona; Urga, Giovanni
High- and low-frequency correlations in European government bond spreads and their macroeconomic drivers
2016-01-01 Boffelli, Simona; Skintzi, Vasiliki D.; Urga, Giovanni
| 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 | 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 | |
| 1-gen-2016 | High- and low-frequency correlations in European government bond spreads and their macroeconomic drivers | Boffelli, Simona; Skintzi, Vasiliki D.; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays |