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Items where Author is "Varotto, Professor Simone"

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Article

Billio, M., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Segato, S. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2023) Complexity and the default risk of mortgage-backed securities. Journal of Banking & Finance, 155. 106993. ISSN 1034-3040 doi: https://doi.org/10.1016/j.jbankfin.2023.106993

Liu, C. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2021) Is small beautiful? The resilience of small banks during the European debt crisis. International Review of Financial Analysis, 76. 101793. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2021.101793

Cathcart, L., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Rossi, L. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2020) Differential impact of leverage on the default risk of small and large firms. Journal of Corporate Finance, 60. 101541. ISSN 0929-1199 doi: https://doi.org/10.1016/j.jcorpfin.2019.101541

Aftab, Z. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2019) Liquidity and shadow banking. Journal of International Money and Finance, 99. 102080. ISSN 0261-5606 doi: https://doi.org/10.1016/j.jimonfin.2019.102080

Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 and Zhao, L. (2018) Systemic risk and bank size. Journal of International Money and Finance, 82. pp. 45-70. ISSN 0261-5606 doi: https://doi.org/10.1016/j.jimonfin.2017.12.002

Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Stancu, A. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2017) The equity-like behaviour of sovereign bonds. Journal of International Financial Markets, Institutions and Money, 48. pp. 25-46. ISSN 1042-4431 doi: https://doi.org/10.1016/j.intfin.2016.11.014

Liu, Y., Padgett, C. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2017) Corporate governance, bank mergers and executive compensation. International Journal of Finance & Economics, 22 (1). pp. 12-29. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.1565

Avino, D., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2015) Time varying price discovery. Economics Letters, 126. pp. 18-21. ISSN 0165-1765 doi: https://doi.org/10.1016/j.econlet.2014.09.030

Coro, F., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2013) Credit and liquidity components of corporate CDS spreads. Journal of Banking & Finance, 37 (12). pp. 5511-5525. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2013.07.010

Avino, D., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2013) Price discovery of credit spreads in tranquil and crisis periods. International Review of Financial Analysis, 30. pp. 242-253. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2013.08.002

Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2012) Stress testing credit risk: the Great Depression scenario. Journal of Banking and Finance, 36 (12). pp. 3133-3149. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2011.10.001

Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2011) Liquidity risk, credit risk, market risk and bank capital. International Journal of Managerial Finance, 7 (2). pp. 134-152. ISSN 1743-9132 doi: https://doi.org/10.1108/17439131111122139

Drage, S. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2010) Country bias detection in postgraduate student admissions. International Journal of Management Education, 8 (3). pp. 95-106. ISSN 1472-8117 doi: https://doi.org/10.3794/ijme.83.260

Kou, J. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2008) Timeliness of spread implied ratings. European Financial Management, 14 (3). pp. 503-527. ISSN 1468-036X doi: https://doi.org/10.1111/j.1468-036X.2007.00362.x

Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2008) An assessment of the internal rating based approach in Basel II. The Journal of Risk Model Validation, 2 (2). ISSN 1753-9579

Nickell, P., Perraudin, W. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2007) Ratings-based credit risk modelling: an empirical analysis. International Review of Financial Analysis, 16 (5). pp. 434-451. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2007.06.003

Book or Report Section

Busetto, F., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2020) COVID-19 and fiscal policy in the euro area. In: Billio, M. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (eds.) A New World Post COVID-19 Lessons for Business, the Finance Industry and Policy Makers. Innovation in Business, Economics & Finance (1). Edizioni Ca' Foscari, Venice, Italy, pp. 69-81. ISBN 9788869694424 doi: https://doi.org/10.30687/978-88-6969-442-4/005

Daripa, A. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2010) Ex ante versus ex post regulation of bank capital. In: Blenman, L. P., Black, H. A. and Kane, E. J. (eds.) Banking and capital markets: new international perspectives. World scientific publishing company, Singapore, pp. 29-58. ISBN 9789814273602

Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2008) Tests on the accuracy of Basel II. In: Wagner, N. (ed.) Credit risk: models, derivatives, and management. Financial Mathematics Series (6). Chapman & Hall/CRC. ISBN 9781584889946

Book

Billio, M. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327, eds. (2020) A New World Post COVID-19: Lessons for Business, the Finance Industry and Policy Makers. Innovation in Business, Economics & Finance, 1. Edizioni Ca' Foscari, Venice, Italy, pp375. ISBN 9788869694424 doi: https://doi.org/10.30687/978-88-6969-442-4

This list was generated on Mon Mar 18 07:10:56 2024 UTC.

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