| Stability of rating transitions P Nickell, W Perraudin, S Varotto Journal of Banking & Finance 24 (1-2), 203-227, 2000 | 917 | 2000 |
| Systemic risk and bank size S Varotto, L Zhao Journal of International Money and Finance 82, 45-70, 2018 | 134 | 2018 |
| Liquidity risk, credit risk, market risk and bank capital S Varotto International Journal of Managerial Finance 7 (2), 134-152, 2011 | 124 | 2011 |
| The differential impact of leverage on the default risk of small and large firms L Cathcart, A Dufour, L Rossi, S Varotto Journal of Corporate Finance 60, 101541, 2020 | 107 | 2020 |
| Credit and liquidity components of corporate CDS spreads F Corò, A Dufour, S Varotto Journal of Banking & Finance 37 (12), 5511-5525, 2013 | 101 | 2013 |
| Credit and liquidity components of corporate CDS spreads F Corò, A Dufour, S Varotto Journal of Banking & Finance 37 (12), 5511-5525, 2013 | 95 | 2013 |
| Ratings versus equity-based credit risk modelling: an empirical analysis P Nickell, W Perraudin, S Varotto Bank of England, 2001 | 83* | 2001 |
| Stress testing credit risk: The Great Depression scenario S Varotto Journal of Banking & Finance 36 (12), 3133-3149, 2012 | 44 | 2012 |
| Timeliness of spread implied ratings J Kou, S Varotto European Financial Management 14 (3), 503-527, 2008 | 44* | 2008 |
| Timeliness of spread implied ratings J Kou, S Varotto European Financial Management 14 (3), 503-527, 2008 | 39 | 2008 |
| Corporate governance, bank mergers and executive compensation Y Liu, C Padgett, S Varotto International Journal of Finance & Economics 22 (1), 12-29, 2017 | 37 | 2017 |
| Price discovery of credit spreads in tranquil and crisis periods D Avino, E Lazar, S Varotto International Review of Financial Analysis 30, 242-253, 2013 | 26 | 2013 |
| Price discovery of credit spreads in tranquil and crisis periods D Avino, E Lazar, S Varotto International Review of Financial Analysis 30, 242-253, 2013 | 26 | 2013 |
| Time varying price discovery D Avino, E Lazar, S Varotto Economics Letters 126, 18-21, 2015 | 25 | 2015 |
| Ratings-based credit risk modelling: An empirical analysis P Nickell, W Perraudin, S Varotto International Review of Financial Analysis 16 (5), 434-451, 2007 | 24 | 2007 |
| Value at risk and precommitment: approaches to market risk regulation A Daripa, S Varotto Economic Policy Review 4 (3), 1998 | 21 | 1998 |
| A New World Post COVID-19: Lessons for Business, the Finance Industry and Policy Makers M Billio, S Varotto http://doi.org/10.30687/978-88-6969-442-4 1, 375, 2020 | 17 | 2020 |
| Credit risk diversification: evidence from the eurobond market S Varotto Bank of England, 2003 | 17 | 2003 |
| The equity-like behaviour of sovereign bonds A Dufour, A Stancu, S Varotto Journal of International Financial Markets, Institutions and Money 48, 25-46, 2017 | 15 | 2017 |
| Agency incentives and reputational distortions: a comparison of the effectiveness of Value-at-Risk and Pre-commitment in regulating market risk A Daripa, S Varotto Bank of England Working Paper, 1997 | 14 | 1997 |
Davide E. AvinoManagement School, University of LiverpoolVerified email at liverpool.ac.uk
