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Loriana Pelizzon

Wirtschaftswissenschaftlerin

Name	Loriana Pelizzon
Time	2003- (Wirkungsdaten)
Place	Italien
Gender	weiblich
Academic degree	Prof. Dr.
Profession	Wirtschaftswissenschaftlerin (characteristic profession)
Variant	L. Pelizzon
Related	Leibniz-Institut für Finanzmarktforschung SAFE Università degli studi di Venezia Alfred P. Sloan School of Management Center for Economic and Policy Research Research Center SAFE Università degli studi di Venezia London Business School Università degli studi di Padova Goethe-Universität Frankfurt am Main
Topic	Personen zu Wirtschaftswissenschaften
Source	LCAuth
Record type	Person
GND-Identifier	131426249
Record ID	131426249
Involved in show all SAFE Finance Blog 16.04.2024 SAFE Finance Blog 16.04.2024 Can Banking Union foster market integration, and what lessons does that hold for capital markets union? Collateral eligibility of corporate debt in the Eurosystem The demand for central clearing: to clear or not to clear, that is the question! Unpacking the ESG ratings: does one size fit all? Vehicle identifiers: the key to jump-starting the European Green Auto ABS market? Impact of public news sentiment on stock market index return and volatility European lessons from Silicon Valley Bank resolution: a plea for a comprehensive demand deposit protection scheme (CDDPS) How to green the European Auto ABS market? : A literature survey Loss sharing in central clearinghouses: winners and losers Machine learning sentiment analysis, COVID-19 news and stock market reactions Quantitative easing, the repo market, and the term structure of interest rates Quo vadis sustainable funds? Sustainability and taxonomy-aligned disclosure in Germany under the SFDR SAFE Finance Blog 18.10.2022 SAFE Finance Blog 18.10.2022 Creditworthiness and buildings' energy efficiency in the Italian mortgage market Designing a rational sanctioning strategy Is there a 'retail challenge' to banks' resolvability? What do we know about the holders of bail-inable securities in the Banking Union? Price and liquidity discovery in european sovereign bonds and futures Sustainable finance: a journey toward ESG and climate risk Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case A modern take on market efficiency: the impact of Trump’s tweets on financial markets Corona and banking - A financial crisis in slow motion? An evaluation of the policy options Global realignment in financial market dynamics: evidence from ETF networks Impact of public news sentiment on stock market index return and volatility Inside the ESG ratings: (Dis)agreement and performance Lighting up the dark : liquidity in the German corporate bond market Non-performing loans - new risks and policies? : NPL resolution after COVID-19: main differences to previous crises Recovery from fast crashes: role of mutual funds The carrot and the stick: bank bailouts and the disciplining role of board appointments The core, the periphery, and the disaster: corporate-sovereign nexus in COVID-19 times The salience of ESG ratings for stock pricing: evidence from (potentially) confused investors Collateral eligibility of corporate debt in the eurosystem Collateral eligibility of corporate debt in the Eurosystem Corona and Financial Stability 2.0: Act jointly now, but also think about tomorrow Corona and financial stability 3.0: try equity - risk sharing for companies, large and small Corona and financial stability 4.0: implementing a european pandemic equity fund Does monetary policy impact international market co-movements? High-frequency trading during flash crashes: Walk of fame or hall of shame? Inside the ESG ratings: (dis)agreement and performance Machine learning sentiment analysis, COVID-19 news and stock market reactions OTC discount Priorities for the CMU agenda Resiliency: cross-venue dynamics with Hawkes processes Risk pooling, leverage, and the business cycle The coronavirus and financial stability The COVID-19 shock and equity shortfall: firm-level evidence from Italy What are the wider supervisory implications of the Wirecard case? Buildings' energy efficiency and the probability of mortgage default : the Dutch case Credit scoring in SME asset-backed securities : an italian case study Credit scoring in SME asset-backed securities : an Italian case study OTC discount Paying for market liquidity : competition and incentives The anatomy of the Euro area interest rate swap market What are the main factors for the subdued profitability of significant banks in the Banking Union, and is the ECB’s supervisory response conclusive and exhaustive? : A critical assessment of the 2018 SSM report on bank profitability and business models Central bank-driven mispricing Financial stability in the EU: a case for micro data transparency Lighting up the dark : liquidity in the German corporate bond market Networks in risk spillovers: A Multivariate GARCH Perspective

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Loriana Pelizzon

SAFE Finance Blog

SAFE Finance Blog

Can Banking Union foster market integration, and what lessons does that hold for capital markets union?

Collateral eligibility of corporate debt in the Eurosystem

The demand for central clearing: to clear or not to clear, that is the question!

Unpacking the ESG ratings: does one size fit all?

Vehicle identifiers: the key to jump-starting the European Green Auto ABS market?

Impact of public news sentiment on stock market index return and volatility

European lessons from Silicon Valley Bank resolution: a plea for a comprehensive demand deposit protection scheme (CDDPS)

How to green the European Auto ABS market? : A literature survey

Loss sharing in central clearinghouses: winners and losers

Machine learning sentiment analysis, COVID-19 news and stock market reactions

Quantitative easing, the repo market, and the term structure of interest rates

Quo vadis sustainable funds? Sustainability and taxonomy-aligned disclosure in Germany under the SFDR

SAFE Finance Blog

SAFE Finance Blog

Creditworthiness and buildings' energy efficiency in the Italian mortgage market

Designing a rational sanctioning strategy

Is there a 'retail challenge' to banks' resolvability? What do we know about the holders of bail-inable securities in the Banking Union?

Price and liquidity discovery in european sovereign bonds and futures

Sustainable finance: a journey toward ESG and climate risk

Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case

A modern take on market efficiency: the impact of Trump’s tweets on financial markets

Corona and banking - A financial crisis in slow motion? An evaluation of the policy options

Global realignment in financial market dynamics: evidence from ETF networks

Impact of public news sentiment on stock market index return and volatility

Inside the ESG ratings: (Dis)agreement and performance

Lighting up the dark : liquidity in the German corporate bond market

Non-performing loans - new risks and policies? : NPL resolution after COVID-19: main differences to previous crises

Recovery from fast crashes: role of mutual funds

The carrot and the stick: bank bailouts and the disciplining role of board appointments

The core, the periphery, and the disaster: corporate-sovereign nexus in COVID-19 times

The salience of ESG ratings for stock pricing: evidence from (potentially) confused investors

Collateral eligibility of corporate debt in the eurosystem

Collateral eligibility of corporate debt in the Eurosystem

Corona and Financial Stability 2.0: Act jointly now, but also think about tomorrow

Corona and financial stability 3.0: try equity - risk sharing for companies, large and small

Corona and financial stability 4.0: implementing a european pandemic equity fund

Does monetary policy impact international market co-movements?

High-frequency trading during flash crashes: Walk of fame or hall of shame?

Inside the ESG ratings: (dis)agreement and performance

Machine learning sentiment analysis, COVID-19 news and stock market reactions

OTC discount

Priorities for the CMU agenda

Resiliency: cross-venue dynamics with Hawkes processes

Risk pooling, leverage, and the business cycle

The coronavirus and financial stability

The COVID-19 shock and equity shortfall: firm-level evidence from Italy

What are the wider supervisory implications of the Wirecard case?

Buildings' energy efficiency and the probability of mortgage default : the Dutch case

Credit scoring in SME asset-backed securities : an italian case study

Credit scoring in SME asset-backed securities : an Italian case study

OTC discount

Paying for market liquidity : competition and incentives

The anatomy of the Euro area interest rate swap market

What are the main factors for the subdued profitability of significant banks in the Banking Union, and is the ECB’s supervisory response conclusive and exhaustive? : A critical assessment of the 2018 SSM report on bank profitability and business models

Central bank-driven mispricing

Financial stability in the EU: a case for micro data transparency

Lighting up the dark : liquidity in the German corporate bond market

Networks in risk spillovers: A Multivariate GARCH Perspective