Giovanni Urga
City University
H-index: 30
Asia-Lebanon
Top articles of Giovanni Urga
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Asset Price Bubbles and Systemic Risk: Evidence from Money Market Funds | Available at SSRN 4723137 | Matteo Aquilina Peter Cincinelli Giovanni Urga | 2024/2/12 |
Is There an Optimal Level of Leverage? The Case of Banks and Non-Bank Institutions in Europe | The Case of Banks and Non-Bank Institutions in Europe | Peter Cincinelli Elisabetta Pellini Giovanni Urga | 2024/1/22 |
Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts | International Journal of Forecasting | Oguzhan Akgun Alain Pirotte Giovanni Urga Zhenlin Yang | 2024/1/1 |
A practical multivariate approach to testing volatility spillover | Journal of Economic Dynamics and Control | Soon Heng Leong Giovanni Urga | 2023/8/1 |
Combining p-values for Multivariate Predictive Ability Testing | Journal of Business & Economic Statistics | Lars Spreng Giovanni Urga | 2023/7/3 |
Price Bubbles in Private Real Estate | Available at SSRN 4368354 | Peter Cincinelli Sotiris Tsolacos Giovanni Urga | 2023/7 |
Market and Portfolio Liquidity Risk Indicators | Available at SSRN 4294466 | Anna Coppola Giovanni Urga Alessandro Varaldo | 2023 |
Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time‐varying factor loadings | Journal of Applied Econometrics | Eric Hillebrand Jakob Guldbæk Mikkelsen Lars Spreng Giovanni Urga | 2023/5/12 |
A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets | Journal of Financial Econometrics | Simona Boffelli Jan Novotny Giovanni Urga | 2022/9/1 |
Systemic risk in the Chinese financial system: A panel Granger causality analysis | International Review of Financial Analysis | Peter Cincinelli Elisabetta Pellini Giovanni Urga | 2022/7/1 |
The contribution of (shadow) banks and real estate to systemic risk in China | Journal of Financial Stability | Carlo Bellavite Pellegrini Peter Cincinelli Michele Meoli Giovanni Urga | 2022/6/1 |
Estimation and inference for high dimensional factor model with regime switching | arXiv preprint arXiv:2205.12126 | Giovanni Urga Fa Wang | 2022/5/24 |
Multilevel and tail risk management | Journal of Financial Econometrics | Lynda Khalaf Arturo Leccadito Giovanni Urga | 2022/10/1 |
The role of shadow banking in systemic risk in the European financial system | Journal of Banking & Finance | Carlo Bellavite Pellegrini Peter Cincinelli Michele Meoli Giovanni Urga | 2022/5/1 |
Leverage and systemic risk pro-cyclicality in the Chinese financial system | International Review of Financial Analysis | Peter Cincinelli Elisabetta Pellini Giovanni Urga | 2021/11/1 |
Heterogeneity and cross-sectional dependence in panels: Heterogeneous vs. homogeneous estimators | Revue d'économie politique | Oguzhan Akgun Alain Pirotte Giovanni Urga | 2021 |
The contribution of shadow insurance to systemic risk | Journal of Financial Stability | Soon Heng Leong Carlo Bellavite Pellegrini Giovanni Urga | 2020/12/1 |
Equal predictive ability tests for panel data with an application to oecd and imf forecasts | Unpublished Manuscript | Oguzhan Akgun Alain Pirotte Giovanni Urga Zhenlin Yang | 2020/3 |
