Accessibility navigation


Items where Author is "Varotto, Professor Simone"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
[tool] Batch List
Group by: Item Type | No Grouping
Number of items: 20.

Article

Billio, Monica, Dufour, Alfonso ORCID logoORCID: https://orcid.org/0000-0003-0519-648X, Segato, Samuele and Varotto, Simone ORCID logoORCID: 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, Cai and Varotto, Simone ORCID logoORCID: 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, Lara, Dufour, Alfonso, Rossi, Ludovico and Varotto, Simone (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, Zary and Varotto, Simone (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, Simone and Zhao, Lei (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, Alfonso, Stancu, Andrei and Varotto, Simone (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, Yan, Padgett, Carol and Varotto, Simone (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, Davide, Lazar, Emese and Varotto, Simone (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, Filippo, Dufour, Alfonso and Varotto, Simone (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, Davide, Lazar, Emese and Varotto, Simone (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, Simone (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, Simone (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, Samantha and Varotto, Simone (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. (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, Simone (2008) An assessment of the internal rating based approach in Basel II. The Journal of Risk Model Validation, 2 (2). ISSN 1753-9579

Nickell, Pamela, Perraudin, William and Varotto, Simone (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, Alfonso and Varotto, Simone ORCID logoORCID: https://orcid.org/0000-0001-5328-5327 (2020) COVID-19 and fiscal policy in the euro area. In: Billio, Monica and Varotto, Simone ORCID logoORCID: 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, Arup and Varotto, Simone (2010) Ex ante versus ex post regulation of bank capital. In: Blenman, Lloyd P., Black, Harold A. and Kane, Edward J. (eds.) Banking and capital markets: new international perspectives. World scientific publishing company, Singapore, pp. 29-58. ISBN 9789814273602

Varotto, Simone (2008) Tests on the accuracy of Basel II. In: Wagner, Niklas (ed.) Credit risk: models, derivatives, and management. Financial Mathematics Series (6). Chapman & Hall/CRC. ISBN 9781584889946

Book

Billio, Monica and Varotto, Simone ORCID logoORCID: 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 Tue Dec 5 13:01:29 2023 UTC.

Page navigation