Number of items: 21.
2024
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
(2024)
Corporate bankruptcy and banking deregulation: the effect of financial leverage.
Journal of Banking and Finance.
107219.
ISSN 1872-6372
doi: https://doi.org/10.1016/j.jbankfin.2024.107219
2023
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
2021
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
2020
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
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
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
2019
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
2018
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
2017
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
2015
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
2013
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
2012
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
2011
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
2010
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
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
2008
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
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
2007
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
This list was generated on Sat Aug 31 23:31:20 2024 UTC.