Roberto Savona
TitoloCitata daAnno
Fitting and forecasting sovereign defaults using multiple risk signals
R Savona, M Vezzoli
Oxford Bulletin of Economics and Statistics 77 (1), 66-92, 2015
Multidimensional distance‐to‐collapse point and sovereign default prediction
R Savona, M Vezzoli
Intelligent Systems in Accounting, Finance and Management 19 (4), 205-228, 2012
Danger zones for banking crises in emerging markets
P Manasse, R Savona, M Vezzoli
International Journal of Finance & Economics 21 (4), 360-381, 2016
Benchmark e performance dei portafogli azionari e obbligazionari
I Basile
Bancaria Editrice, 2002
Hedge fund systemic risk signals
R Savona
European Journal of Operational Research 236 (1), 282-291, 2014
Corporate default prediction model averaging: a normative linear pooling approach
S Figini, R Savona, M Vezzoli
Intelligent Systems in Accounting, Finance and Management 23 (1-2), 6-20, 2016
Risk and beta anatomy in the hedge fund industry
R Savona
The European Journal of Finance 20 (1), 1-32, 2014
Tax‐induced Dissimilarities Between Domestic and Foreign Mutual Funds in Italy
R Savona
Economic Notes 35 (2), 173-202, 2006
Fusioni e acquisizioni bancarie in Italia, 1989-1997: un’analisi empirica sulla reattività dei prezzi azionari
R Savona
Bancaria 1, 31-52, 2002
Financial Symmetry and Moods in the Market
R Savona, M Soumare, J Vitting Andersen
accepted for publication on PLoS ONE - Available at SSRN 2439273, 2014
Imperfect predictability and mutual fund dynamics: how managers use predictors in changing systematic risk
G Amisano, R Savona
ECB Working Paper, 2008
Gli hedge fund: rendimento, rischio e valutazione delle performance
I Basile, R Savona
Bancaria Editrice, 2007
Do mutual funds styles reflect a country-specific investment philosophy? The Italian case
R Savona
Applied Financial Economics 16 (4), 303-318, 2006
Sovereign and Hedge Fund Systemic Risks
R Savona, E Ciavolino
The Journal of Alternative Investments 18 (4), 98-108, 2016
Sovereign risk zones in Europe during and after the debt crisis
V Arakelian, P Dellaportas, R Savona, M Vezzoli
Quantitative Finance 19 (6), 961-980, 2019
A data-driven explanation of country risk: emerging markets vs. eurozone debt crises
R Savona, M Vezzoli, E Ciavolino
Syrto Working Paper Series, 3, 2015
Management styles of Italian equity mutual funds
I Basile, N Doninelli, R Savona
Università degli studi, 2001
European sovereign systemic risk zones
V Arakelian, P Dellaportas, R Savona, M Vezzoli
Available at SSRN 2748481, 2016
Model-based Business Cycle and Financial Cycle Decomposition for Europe and the US, Chapter 6
SJ Koopman, R Lit, A Lucas, M Billio, L Pelizzon, R Savona
Systemic Risk Tomography: Signals, Measurement and Transmission Channels, 2016
Oil Price Shocks, Financial Frictions and TFP Dynamics
M Lucchetta, A Paradiso, R Savona
SYRTO working paper series, 2015
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20