SAFE/Goethe University Frankfurt
House of Finance
60323 Frankfurt am Main
Information about this author at RePEc
NBER Working Papers and Publications
|December 2017||Stock Price Crashes: Role of Capital Constrained Traders|
with Mila Getmansky, Ravi Jagannathan, Ernst Schaumburg, Darya Yuferova: w24098
|January 2013||Measuring Sovereign Contagion in Europe|
with Massimiliano Caporin, Francesco Ravazzolo, Roberto Rigobon: w18741
Published: Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon, 2017. "Measuring Sovereign Contagion in Europe," Journal of Financial Stability, .
|July 2010||Econometric Measures of Systemic Risk in the Finance and Insurance Sectors|
with Monica Billio, Mila Getmansky, Andrew W. Lo: w16223
Published: Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2012. "Econometric measures of connectedness and systemic risk in the finance and insurance sectors," Journal of Financial Economics, vol 104(3), pages 535-559.
|June 2010||Econometric 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 2007||Pillar 1 versus Pillar 2 under Risk Management|
with Stephen Schaefer
in The Risks of Financial Institutions, Mark Carey and René M. Stulz, editors
|October 2005||Pillar 1 vs. Pillar 2 Under Risk Management|
with Stephen Schaefer: w11666
Published: Loriana Pelizzon & Stephen Schaefer, 2007. "Pillar 1 versus Pillar 2 under Risk Management," NBER Chapters, in: The Risks of Financial Institutions, pages 377-416 National Bureau of Economic Research, Inc.