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

von Calice, Giovanni
Veröffentlicht in Journal of international financial markets, institutions & money (2011)

CDX and iTraxx and their relation to the systemically important financial institutions : evidence from the 2008 - 2009 financial crisis

von Calice, Giovanni
Veröffentlicht in Journal of international financial markets, institutions & money (2014)

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

von Calice, Giovanni
Veröffentlicht in International review of financial analysis (2012)

Sovereign credit default swaps and the currency forward bias

von Calice, Giovanni
Veröffentlicht in Journal of international financial markets, institutions & money (2023)

Exploring risk premium factors for country equity returns

von Calice, Giovanni
Veröffentlicht in Journal of empirical finance (2021)

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

von Calice, Giovanni
Veröffentlicht in Journal of economic behavior & organization (2013)

Credit derivatives and the default risk of large complex financial institutions

von Calice, Giovanni
Veröffentlicht in Journal of financial services research (2012)

Credit derivatives and the default risk of large complex financial institutions

von Calice, Giovanni
Veröffentlicht 2011

A Markov switching unobserved component analysis of the CDX index term premium

von Calice, Giovanni
Veröffentlicht in International review of financial analysis (2016)

Sovereign CDS and mutual funds : Global evidence

von Alsubaiei, Bader J.
Veröffentlicht in Journal of international financial markets, institutions & money (2021)

Are there benefits to being naked? : the returns and diversification impact of capital structure arbitrage

von Calice, Giovanni
Veröffentlicht in The European journal of finance (2013)

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

von Calice, Giovanni
Veröffentlicht in Journal of empirical finance (2015)

A commentary on "measuring systemic risk"

von DeYoung, Robert
Veröffentlicht in Journal of financial services research (2012)