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1

Econometric measures of connectedness and systemic risk in the finance and insurance sectors

Monica Billio, Mila Getmansky, Andrew W. Lo, Loriana Pelizzon

Journal:

Journal of Financial Economics

Année:

2012

Langue:

english

Fichier:

PDF, 2.25 MB

english, 2012

2

Systemic Risk Tomography || Systemic Risk and Financial Interconnectedness: Network Measures and the Impact of the Indirect Effect

Année:

2017

Langue:

english

Fichier:

PDF, 3.87 MB

english, 2017

3

Nonlinear dynamics and recurrence plots for detecting financial crisis

Addo, Peter Martey, Billio, Monica, Guégan, Dominique

Journal:

The North American Journal of Economics and Finance

Année:

2013

Langue:

english

Fichier:

PDF, 3.51 MB

english, 2013

4

Contagion and interdependence in stock markets: Have they been misdiagnosed?

Monica Billio, Loriana Pelizzon

Journal:

Journal of Economics and Business

Année:

2003

Langue:

english

Fichier:

PDF, 196 KB

english, 2003

5

Hedge Fund Tail Risk: An Investigation in Stressed Markets

Billio, Monica, Frattarolo, Lorenzo, Pelizzon, Loriana

Journal:

The Journal of Alternative Investments

Année:

2016

Langue:

english

Fichier:

PDF, 7.05 MB

english, 2016

6

An entropy-based early warning indicator for systemic risk

Billio, Monica, Casarin, Roberto, Costola, Michele, Pasqualini, Andrea

Journal:

Journal of International Financial Markets, Institutions and Money

Année:

2016

Langue:

english

Fichier:

PDF, 2.99 MB

english, 2016

7

Bayesian estimation of switching ARMA models

M. Billio, A. Monfort, C.P. Robert

Journal:

Journal of Econometrics

Année:

1999

Langue:

english

Fichier:

PDF, 1.16 MB

english, 1999

8

Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area

Billio, Monica, Ferrara, Laurent, Guégan, Dominique, Mazzi, Gian Luigi

Journal:

Journal of Forecasting

Année:

2013

Langue:

english

Fichier:

PDF, 1.09 MB

english, 2013

9

Efficient Gibbs sampling for Markov switching GARCH models

Billio, Monica, Casarin, Roberto, Osuntuyi, Anthony

Journal:

Computational Statistics & Data Analysis

Année:

2014

Langue:

english

Fichier:

PDF, 642 KB

english, 2014

10

Which market integration measure?

Billio, M., Donadelli, M., Paradiso, A., Riedel, M.

Journal:

Journal of Banking & Finance

Année:

2017

Langue:

english

Fichier:

PDF, 1.33 MB

english, 2017

11

A generalized Dynamic Conditional Correlation model for portfolio risk evaluation

Monica Billio, Massimiliano Caporin

Journal:

Mathematics and Computers in Simulation

Année:

2009

Langue:

english

Fichier:

PDF, 518 KB

english, 2009

12

A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA

JACQUES ANAS, MONICA BILLIO, LAURENT FERRARA, GIAN LUIGI MAZZI

Journal:

The Manchester School

Année:

2008

Langue:

english

Fichier:

PDF, 281 KB

english, 2008

13

Backward/forward optimal combination of performance measures for equity screening

Billio, Monica, Caporin, Massimiliano, Costola, Michele

Journal:

The North American Journal of Economics and Finance

Année:

2015

Langue:

english

Fichier:

PDF, 1.00 MB

english, 2015

14

Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model

Billio, Monica, Casarin, Roberto, Ravazzolo, Francesco, Van Dijk, Herman K.

Journal:

Journal of Applied Econometrics

Année:

2016

Langue:

english

Fichier:

PDF, 730 KB

english, 2016

15

Measuring Financial Integration: Lessons from the Correlation

Billio, Monica, Paradiso, Antonio, Donadelli, Michael, Riedel, Max

Journal:

SSRN Electronic Journal

Année:

2015

Langue:

english

Fichier:

PDF, 2.88 MB

english, 2015

16

Modeling systemic risk with Markov Switching Graphical SUR models

Bianchi, Daniele, Billio, Monica, Casarin, Roberto, Guidolin, Massimo

Journal:

Journal of Econometrics

Année:

2018

Langue:

english

Fichier:

PDF, 816 KB

english, 2018

17

Combination Schemes for Turning Point Predictions

Billio, Monica, Casarin, Roberto, Ravazzolo, Francesco, van Dijk, H. K.

Journal:

SSRN Electronic Journal

Année:

2011

Langue:

english

Fichier:

PDF, 230 KB

english, 2011

18

Modeling Contagion and Systemic Risk

Bianchi, Daniele, Billio, Monica, Casarin, Roberto

Journal:

SSRN Electronic Journal

Année:

2014

Langue:

english

Fichier:

PDF, 578 KB

english, 2014

19

On the role of domestic and international financial cyclical factors in driving economic growth

Billio, M., Donadelli, M., Livieri, G., Paradiso, A.

Journal:

Applied Economics

Année:

2019

Langue:

english

Fichier:

PDF, 2.61 MB

english, 2019

20

Thrombotic Thrombocytopenic Purpura and Relapes: Why do case series differ?

Camillo Porta, Riccardo Centurioni, Luigi Gugliotta, Enrico Bobbio-Phllavicini, Atto Billio

Journal:

American Journal of Hematology

Année:

1996

Langue:

english

Fichier:

PDF, 192 KB

english, 1996

21

Treatment of Kasabach-Merritt syndrome by embolisation of a giant liver hemangioma

A. Billio, N. Pescosta, C. Rosanelli, G.F. Zanon, P.G. Gamba, S. Savastano, P. Coser

Journal:

American Journal of Hematology

Année:

2001

Langue:

english

Fichier:

PDF, 35 KB

english, 2001

22

A case of relapsed meningeal Burkitt's leukemia/lymphoma treated with intraventricular rituximab combined with high-dose cytarabine

A. Billio, M. Svaldi, E. Morello, B. Amato, P. Coser

Journal:

American Journal of Hematology

Année:

2006

Langue:

english

Fichier:

PDF, 63 KB

english, 2006

23

Stochastic optimization for allocation problems with shortfall risk constraints

Roberto Casarin, Monica Billio

Journal:

Applied Stochastic Models in Business and Industry

Année:

2007

Langue:

english

Fichier:

PDF, 481 KB

english, 2007

24

Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area

Monica Billio, Roberto Casarin

Journal:

Journal of Forecasting

Année:

2010

Langue:

english

Fichier:

PDF, 604 KB

english, 2010

25

Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion

Monica Billio, Massimiliano Caporin

Journal:

Computational Statistics & Data Analysis

Année:

2010

Langue:

english

Fichier:

PDF, 4.89 MB

english, 2010

26

Portfolio symmetry and momentum

Monica Billio, Ludovic Calès, Dominique Guégan

Journal:

European Journal of Operational Research

Année:

2011

Langue:

english

Fichier:

PDF, 823 KB

english, 2011

27

Expression of the human concentrative nucleotide transporter 1 (hCNT1) gene correlates with clinical response in patients affected by Waldenström's Macroglobulinemia (WM) and small lymphocytic lymphoma (SLL) undergoing a combination treatment with 2-chloro-2′-deoxyadenosine (2-CdA) and Rituximab

C. Rabascio, D. Laszlo, G. Andreola, L. Saronni, D. Radice, L. Rigacci, A. Fabbri, F. Frigeri, L. Calabrese, A. Billio, F. Bertolini, G. Martinelli

Journal:

Leukemia Research

Année:

2010

Langue:

english

Fichier:

PDF, 212 KB

english, 2010

28

Clinical management of myelodysplastic syndromes: update of SIE, SIES, GITMO practice guidelines

V. Santini, P.E. Alessandrino, E. Angelucci, G. Barosi, A. Billio, M. Di Maio, C. Finelli, F. Locatelli, M. Marchetti, E. Morra, P. Musto, G. Visani, S. Tura

Journal:

Leukemia Research

Année:

2010

Langue:

english

Fichier:

PDF, 243 KB

english, 2010

29

Switching state-space models Likelihood function, filtering and smoothing

Monica Billio, Alain Monfort

Journal:

Journal of Statistical Planning and Inference

Année:

1998

Langue:

english

Fichier:

PDF, 2.06 MB

english, 1998

30

Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis

Monica Billio, Massimiliano Caporin

Journal:

Statistical Methods & Applications

Année:

2005

Langue:

english

Fichier:

PDF, 204 KB

english, 2005

31

Addition of aerosolized deoxycholate amphotericin B to systemic prophylaxis to prevent airways invasive fungal infections in allogeneic hematopoietic SCT: a single-center retrospective study

Morello, E, Pagani, L, Coser, P, Cavattoni, I, Cortelazzo, S, Casini, M, Billio, A, Rossi, G

Journal:

Bone Marrow Transplantation

Année:

2010

Langue:

english

Fichier:

PDF, 257 KB

english, 2010

32

SIE, SIES, GITMO evidence-based guidelines on novel agents (thalidomide, bortezomib, and lenalidomide) in the treatment of multiple myeloma

Giovanni Barosi, Giampaolo Merlini, Atto Billio, Mario Boccadoro, Paolo Corradini, Monia Marchetti, Massimo Massaia, Patrizia Tosi, Antonio Palumbo, Michele Cavo, Sante Tura

Journal:

Annals of Hematology

Année:

2012

Langue:

english

Fichier:

PDF, 223 KB

english, 2012

33

Dynamic risk exposures in hedge funds

Monica Billio, Mila Getmansky, Loriana Pelizzon

Journal:

Computational Statistics & Data Analysis

Année:

2012

Langue:

english

Fichier:

PDF, 1.22 MB

english, 2012

34

The Annals of Computational and Financial Econometrics, first issue

D.A. Belsley, E.J. Kontoghiorghes, H.K. Van Dijk, Luc Bauwens, David A. Belsley, Erricos John Kontoghiorghes, Siem Jan Koopman, Michael McAleer, Herman K. van Dijk, Alessandra Amendola, Monica Billio,

Journal:

Computational Statistics & Data Analysis

Année:

2012

Langue:

english

Fichier:

PDF, 154 KB

english, 2012

35

SIE, SIES, GITMO updated clinical recommendations for the management of chronic lymphocytic leukemia

Francesca Romana Mauro, Giuseppe Bandini, Giovanni Barosi, Atto Billio, Maura Brugiatelli, Antonio Cuneo, Francesco Lauria, Vincenzo Liso, Monia Marchetti, Giovanna Meloni, Marco Montillo, Pierluigi Z

Journal:

Leukemia Research

Année:

2012

Langue:

english

Fichier:

PDF, 273 KB

english, 2012

36

Volatility and shocks spillover before and after EMU in European stock markets

Monica Billio, Loriana Pelizzon

Journal:

Journal of Multinational Financial Management

Année:

2003

Langue:

english

Fichier:

PDF, 274 KB

english, 2003

37

Vincristine sulfate for the treatment of thrombotic thrombocytopenic purpura refractory to plasma-exchange

E. Bobbio-Pallavicini, C. Porta, R. Centurioni, L. Gugliotta, N. Vianelli, F. Tacconi, A. Billio, E. Ascari

Journal:

European Journal of Haematology

Année:

1994

Langue:

english

Fichier:

PDF, 506 KB

english, 1994

38

Primary high-grade B-cell lymphoma of the choroid plexus

Paolo C. Cecchi, Atto Billio, Vito Colombetti, Paolo Rizzo, Umberto M. Ricci, Andreas Schwarz

Journal:

Clinical Neurology and Neurosurgery

Année:

2008

Langue:

english

Fichier:

PDF, 664 KB

english, 2008

39

Value-at-Risk: a multivariate switching regime approach

Monica Billio, Loriana Pelizzon

Journal:

Journal of Empirical Finance

Année:

2000

Langue:

english

Fichier:

PDF, 490 KB

english, 2000

40

SIE, SIES, GITMO revised guidelines for the management of follicular lymphoma

Zinzani, Pier Luigi, Marchetti, Monia, Billio, Atto, Barosi, Giovanni, Carella, Angelo Michele, Lazzarino, Mario, Martelli, Maurizio, Rambaldi, Alessandro, Rigacci, Luigi, Tarella, Corrado, Vitolo, Um

Journal:

American Journal of Hematology

Année:

2013

Langue:

english

Fichier:

PDF, 556 KB

english, 2013

41

Combination schemes for turning point predictions

Monica Billio, Roberto Casarin, Francesco Ravazzolo, Herman K. van Dijk

Journal:

The Quarterly Review of Economics and Finance

Année:

2012

Langue:

english

Fichier:

PDF, 577 KB

english, 2012

42

A313 R2CdA in Waldenström (WM): Do Polymorphism and Gene Expression Have Predictive Roles in Response?

Rabascio, C, Laszlo, D, Agazzi, A, Poluzzi, C, Calabrese, L, Andreola, G, Bertolini, F, Fabbri, A, Rigacci, L, Frigeri, F, Billio, A, Martinelli, G

Journal:

Clinical Lymphoma & Myeloma

Année:

2009

Langue:

english

Fichier:

PDF, 101 KB

english, 2009

43

Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation

Billio, Monica, Caporin, Massimiliano, Gobbo, Michele

Journal:

Applied Financial Economics Letters

Année:

2006

Langue:

english

Fichier:

PDF, 154 KB

english, 2006

44

Cochrane Database of Systematic Reviews (Reviews) || Serotonin receptor antagonists for highly emetogenic chemotherapy in adults

Année:

1996

Langue:

english

Fichier:

PDF, 842 KB

english, 1996

45

Time-varying combinations of predictive densities using nonlinear filtering

Billio, Monica, Casarin, Roberto, Ravazzolo, Francesco, van Dijk, Herman K.

Journal:

Journal of Econometrics

Année:

2013

Langue:

english

Fichier:

PDF, 1.34 MB

english, 2013

46

The univariate MT-STAR model and a new linearity and unit root test procedure

Addo, Peter Martey, Billio, Monica, Guégan, Dominique

Journal:

Computational Statistics & Data Analysis

Année:

2014

Langue:

english

Fichier:

PDF, 695 KB

english, 2014

47

HELLP syndrome and thrombotic thrombocytopenic purpura: A brief overview of a difficult diagnostic problem

Billio, A., Casini, M., Gentilini, I., Prinoth, O., Coser, P.

Journal:

Transfusion Science

Année:

1992

Langue:

english

Fichier:

PDF, 238 KB

english, 1992

48

Appropriate use of bendamustine in first-line therapy of chronic lymphocytic leukemia. Recommendations from SIE, SIES, GITMO Group

Cuneo, Antonio, Marchetti, Monia, Barosi, Giovanni, Billio, Atto, Brugiatelli, Maura, Ciolli, Stefania, Laurenti, Luca, Mauro, Francesca Romana, Molica, Stefano, Montillo, Marco, Zinzani, Pierluigi, T

Journal:

Leukemia Research

Année:

2014

Langue:

english

Fichier:

PDF, 834 KB

english, 2014

49

Italian Society of Hematology, Italian Society of Experimental Hematology, and Italian Group for Bone Marrow Transplantation Guidelines for the Management of Indolent, Nonfollicular B-Cell Lymphoma (Marginal Zone, Lymphoplasmacytic, and Small Lymphocytic Lymphoma)

Tarella, Corrado, Arcaini, Luca, Baldini, Luca, Barosi, Giovanni, Billio, Atto, Marchetti, Monia, Rambaldi, Alessandro, Vitolo, Umberto, Zinzani, Pier Luigi, Tura, Sante

Journal:

Clinical Lymphoma Myeloma and Leukemia

Année:

2015

Langue:

english

Fichier:

PDF, 350 KB

english, 2015

50

A diachronic-comparative analysis for the identification of the most powerful prognostic index for localized diffuse large B-cell lymphoma

Mian, M., Marcheselli, L., Rossi, A., Visco, C., Chiappella, A., Volpetti, S., Zaja, F., Mondello, P., Fiegl, M., Billio, A., Federico, M., Luminari, S., Rambaldi, A., Cortelazzo, S.

Journal:

Annals of Oncology

Année:

2014

Langue:

english

Fichier:

PDF, 374 KB

english, 2014