Browsing All of EconStor by Author Panzica, Roberto Calogero
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2017 | The impact of network connectivity on factor exposures, asset pricing and portfolio diversification | Billio, Monica; Caporin, Massimiliano; Panzica, Roberto Calogero; Pelizzon, Loriana |
2017 | Estimation and model-based combination of causality networks | Bonaccolto, Giovanni; Caporin, Massimiliano; Panzica, Roberto Calogero |
2018 | Idiosyncratic volatility puzzle: The role of assets' interconnections | Panzica, Roberto Calogero |
2020 | Green bonds as a tool against climate change? | Fatica, Serena; Panzica, Roberto Calogero |
2021 | When do investors go green? Evidence from a time-varying asset-pricing model | Alessi, Lucia; Ossola, Elisa; Panzica, Roberto Calogero |
2021 | Sustainable investing in times of crisis: Evidence from bond holdings and the COVID-19 pandemic | Fatica, Serena; Panzica, Roberto Calogero |
2022 | The demand for central clearing: To clear or not to clear, that is the question | Bellia, Mario; Girardi, Giulio; Panzica, Roberto Calogero; Pelizzon, Loriana; Peltonen, Tuomo |