Search Results - Giovanni Calice

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  1. 1
    The subprime asset-backed securities market and the equity prices of large complex financial institutions

    The subprime asset-backed securities market and the equity prices of large complex financial institutions by Giovanni Calice

    Published 2011
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  2. 2
    CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008-2009 financial crisis

    CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008-2009 financial crisis by Giovanni Calice

    Published 2014
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  3. 3
    The term structure of sovereign credit default swap and the cross‐section of exchange rate predictability

    The term structure of sovereign credit default swap and the cross‐section of exchange rate predictability by Giovanni Calice, Ming Zeng

    Published 2019
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  4. 4
    The effects of supervisory stress testing on bank lending: examining large UK banks

    The effects of supervisory stress testing on bank lending: examining large UK banks by Kasim Ahmed, Giovanni Calice

    Published 2022
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  5. 5
    An empirical analysis of the impact of the credit default swap index market on large complex financial institutions

    An empirical analysis of the impact of the credit default swap index market on large complex financial institutions by Giovanni Calice, Christos Ioannidis

    Published 2012
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  6. 6
    Exploring risk premium factors for country equity returns

    Exploring risk premium factors for country equity returns by Giovanni Calice, Ming-Tsung Lin

    Published 2021
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  7. 7
    US national banks and local economic fragility

    US national banks and local economic fragility by Giovanni Calice, Yong Kyu Gam

    Published 2022
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  8. 8
    Sovereign credit default swaps and the currency forward bias

    Sovereign credit default swaps and the currency forward bias by Giovanni Calice, Ming-Tsung Lin

    Published 2023
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  9. 9
    Understanding US firm efficiency and its asset pricing implications

    Understanding US firm efficiency and its asset pricing implications by Giovanni Calice, Levent Kutlu, Ming Zeng

    Published 2019
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  10. 10
    Forecasting options prices using discrete time volatility models estimated at mixed timescales

    Forecasting options prices using discrete time volatility models estimated at mixed timescales by Giovanni Calice, Jing Chen, Julian Williams

    Published 2020
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  11. 11
    How does mutual fund flow respond to oil market volatility?

    How does mutual fund flow respond to oil market volatility? by Bader Alsubaiei, Giovanni Calice, Andrew Vivian

    Published 2020
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  12. 12
    Sovereign CDS and mutual funds: global evidence

    Sovereign CDS and mutual funds: global evidence by Bader Alsubaiei, Giovanni Calice, Andrew Vivian

    Published 2021
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  13. 13
    How does oil market volatility impact mutual fund performance?

    How does oil market volatility impact mutual fund performance? by Bader Jawid Alsubaiei, Giovanni Calice, Andrew Vivian

    Published 2023
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  14. 14
    A Markov switching unobserved component analysis of the CDX index term premium

    A Markov switching unobserved component analysis of the CDX index term premium by Giovanni Calice, Christos Ioannidis, RongHui Miao

    Published 2016
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  15. 15
    Liquidity spillovers in sovereign bond and CDS markets: an analysis of the Eurozone sovereign debt crisis

    Liquidity spillovers in sovereign bond and CDS markets: an analysis of the Eurozone sovereign debt crisis by Giovanni Calice, Jing Chen, Julian M. Williams

    Published 2013
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  16. 16
    Credit derivatives and the default risk of large complex financial institutions

    Credit derivatives and the default risk of large complex financial institutions by Giovanni Calice, Christos Ioannidis, Julian M. Williams

    Published 2012
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  17. 17
    Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage

    Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage by Giovanni Calice, Jing Chen, Julian M. Williams

    Published 2013
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  18. 18
    Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for European credit default swaps

    Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for European credit default swaps by Giovanni Calice, RongHui Miao, Filip Sterba, Borek Vasicek

    Published 2015
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