NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Loriana Pelizzon

SAFE/Goethe University Frankfurt
House of Finance
Grüneburgplatz 1
60323 Frankfurt am Main
Germany

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org

NBER Working Papers and Publications

December 2017Stock Price Crashes: Role of Capital Constrained Traders
with Mila Getmansky, Ravi Jagannathan, Ernst Schaumburg, Darya Yuferova: w24098
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

Published: Econometric Measures of Systemic Risk in the Finance and Insurance Sectors, Monica Billio, Mila Getmansky, Andrew W. Lo, Loriana Pelizzon. in Market Institutions and Financial Market Risk, Carey, Kashyap, Rajan, and Stulz. 2012

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

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.

 
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