NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Loriana Pelizzon

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

January 2013Measuring Sovereign Contagion in Europe
with Massimiliano Caporin, Francesco Ravazzolo, Roberto Rigobon: w18741
July 2010Econometric Measures of Systemic Risk in the Finance and Insurance Sectors
with Monica Billio, Mila Getmansky, Andrew W. Lo: w16223
June 2010Econometric Measures of Systemic Risk in the Finance and Insurance Sectors
with Monica Billio, Mila Getmansky, Andrew W. Lo
in Market Institutions and Financial Market Risk, Mark Carey, Anil Kashyap, Raghuram Rajan, and René Stulz, organizers
January 2007Pillar 1 versus Pillar 2 under Risk Management
with Stephen Schaefer
in The Risks of Financial Institutions, Mark Carey and René M. Stulz, editors
October 2005Pillar 1 vs. Pillar 2 Under Risk Management
with Stephen Schaefer: w11666

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us