Browsing All of EconStor by Author Del Vecchio, Leonardo
Showing results 1 to 2 of 2
Year of Publication | Title | Author(s) |
2021 | Shock amplification in an interconnected financial system of banks and investment funds | Sydow, Matthias; Schilte, Aurore; Covi, Giovanni; Deipenbrock, Marija; Del Vecchio, Leonardo; Fiedor, Pawe±; Fukker, Gábor; Gehrend, Max; Gourdel, Régis; Grassi, Alberto; Hilberg, Björn; Kaijser, Michiel; Kaoudis, Georgios; Mingarelli, Luca; Montagna, Mattia; Piquard, Thibaut; Salakhova, Dilyara; Tente, Natalia |
2022 | A sensitivities based CoVaR approach to asset commonality and its application to SSM banks | Del Vecchio, Leonardo; Giglio, Carla; Shaw, Frances; Spanò, Guido; Cappelletti, Giuseppe |