Completing the Banking Union with a European deposit insurance scheme: who is afraid of cross-subsidization? J Carmassi, S Dobkowitz, J Evrard, L Parisi, AF Silva, M Wedow Economic Policy 35 (101), 41-95, 2020 | 76 | 2020 |
Behind the scenes of the beauty contest: window dressing and the G-SIB framework M Behn, G Mangiante, L Parisi, M Wedow Available at SSRN 3428291, 2019 | 32 | 2019 |
Corisk: Credit risk contagion with correlation network models P Giudici, L Parisi Risks 6 (3), 95, 2018 | 29 | 2018 |
Sovereign risk in the Euro area: a multivariate stochastic process approach P Giudici, L Parisi Quantitative Finance 17 (12), 1995-2008, 2017 | 17 | 2017 |
CoRisk: measuring systemic risk through default probability contagion P Giudici, L Parisi Paris December 2016 Finance Meeting EUROFIDAI-AFFI, 2016 | 12 | 2016 |
“Disciplining” and “engendering” the World Bank: a comment L Parisi Feminist Economics and the World Bank, 217-224, 2006 | 8 | 2006 |
i Wedow, M.(2018) Completing the Banking Union with a European Deposit Insurance Scheme: Who is Afraid of Cross-subsidisation J Carmassi, S Dobkowitz, J Evrard, L Parisi, A Silva European Central Bank, 0 | 7 | |
Liquidity in resolution: estimating possible liquidity gaps for specific banks in resolution and in a systemic crisis L Parisi, DE Chalamandaris, R Amamou, P Torstensson ECB Occasional Paper, 2020 | 5 | 2020 |
Does the G-SIB framework incentivise window-dressing behaviour? Evidence of G-SIBs and reporting banks M Behn, L Parisi, M Wedow, G Mangiante Macroprudential Bulletin 6, 2018 | 5 | 2018 |
Bail-in or bail-out? Correlation networks to measure the systemic implications of bank resolution P Giudici, L Parisi Risks 7 (1), 3, 2019 | 4 | 2019 |
Refocusing the debate on risk-sharin g under a European deposit insurance J Carmassi, J Evrard, L Parisi, M Wedow VoxEU. org 9, 2018 | 4 | 2018 |
Is taxpayers’ money better protected now? An assessment of banking regulatory reforms ten years after the global financial crisis J Carmassi, R Corrias, L Parisi Macroprudential Bulletin 7, 2019 | 3 | 2019 |
Bail in or Bail out? The Atlante example from a systemic risk perspective P Giudici, L Parisi DEM Working Papers Series, 2016 | 3 | 2016 |
Bail-in versus bail-out: The Atlante example from a systemic risk perspective G Paolo, L PARIS VoxEU. org.[online].[2016-08-01]. Available from: http://voxeu. org/article …, 2016 | 2 | 2016 |
Correlation networks to measure the systemic implications of banks resolution P Giudici, L Parisi Available at SSRN 3018034, 2017 | 1 | 2017 |
Predicting bank interests when monetary rates are close to zero L Parisi, I Gianfrancesco, C Giliberto, P Giudici Applied Mathematics 7 (1), 1-12, 2016 | 1 | 2016 |
CoRisk: Measuring Contagion Risk with Correlation Network Models P Giudici, L Parisi Preprints, 2018 | | 2018 |
Dynamic hierarchical models for monetary transmission L Parisi Statistical Analysis and Data Mining: The ASA Data Science Journal 10 (1), 54-71, 2017 | | 2017 |
Modeling Systemic Risk with Correlated Stochastic Processes P Giudici, L Parisi DEM Working Papers Series, 2015 | | 2015 |
Dynamic hierarchical models for monetary transmission P Giudici, L Parisi DEM Working Papers Series, 2015 | | 2015 |