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Dott. GIOVANNI CALICE

Contributo in Rivista

• Sovereign momentum currency returns, CALICE, GIOVANNI, , 9999Link identifier #identifier_person_78967-1 Dettaglio
• How Does Oil Market Volatility Impact Mutual Fund Performance?”, CALICE, GIOVANNI, , 2024Link identifier #identifier_person_92748-2 Dettaglio
• The Effects of Stress Testing on Banks’ Off-Balance Sheet Activities, CALICE, GIOVANNI, , 2024Link identifier #identifier_person_183901-3 Dettaglio
• The Effects of the EBA's Stress Testing Framework on Banks' Lending, CALICE, GIOVANNI, , 2024Link identifier #identifier_person_48656-4 Dettaglio
• Contingent Convertible Bonds in Financial Networks, CALICE, GIOVANNI, , 2023Link identifier #identifier_person_79935-5 Dettaglio
• Sovereign Credit Default Swaps and the Currency Forward Bias, CALICE, GIOVANNI, , 2023Link identifier #identifier_person_107119-6 Dettaglio
• The effects of supervisory stress testing on bank lending: examining large UK banks, CALICE, GIOVANNI, , 2022Link identifier #identifier_person_6340-7 Dettaglio
• US National Banks and Local Economic Fragility, CALICE, GIOVANNI, , 2022Link identifier #identifier_person_163862-8 Dettaglio
• Exploring risk premium factors for country equity returns, CALICE, GIOVANNI, , 2021Link identifier #identifier_person_56754-9 Dettaglio
• Sovereign CDS and mutual funds: Global evidence, CALICE, GIOVANNI, , 2021Link identifier #identifier_person_188830-10 Dettaglio
• Forecasting option prices using discrete-time volatility models estimated at mixed timescales, CALICE, GIOVANNI, , 2020Link identifier #identifier_person_48235-11 Dettaglio
• How does mutual fund flow respond to oil market volatility?, CALICE, GIOVANNI, , 2020Link identifier #identifier_person_2828-12 Dettaglio
• The term structure of sovereign credit default swap and the cross‐section of exchange rate predictability, CALICE, GIOVANNI, , 2019Link identifier #identifier_person_28537-13 Dettaglio
• Understanding US firm efficiency and its asset pricing implications, CALICE, GIOVANNI, , 2019Link identifier #identifier_person_184601-14 Dettaglio
• A Markov switching unobserved component analysis of the CDX index term premium, CALICE, GIOVANNI, , 2016Link identifier #identifier_person_164317-15 Dettaglio
• Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps, CALICE, GIOVANNI, , 2015Link identifier #identifier_person_180987-16 Dettaglio
• CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008-2009 financial crisis, CALICE, GIOVANNI, , 2014Link identifier #identifier_person_139205-17 Dettaglio
• Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage, CALICE, GIOVANNI, , 2013Link identifier #identifier_person_192821-18 Dettaglio
• Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis, CALICE, GIOVANNI, , 2013Link identifier #identifier_person_5660-19 Dettaglio
• An empirical analysis of the impact of the credit default swap index market on large complex financial institutions, CALICE, GIOVANNI, , 2012Link identifier #identifier_person_114897-20 Dettaglio
• Credit Derivatives and the Default Risk of Large Complex Financial Institutions, CALICE, GIOVANNI, , 2012Link identifier #identifier_person_88879-21 Dettaglio
• The subprime asset-backed securities market and the equity prices of large complex financial institutions, CALICE, GIOVANNI, , 2011Link identifier #identifier_person_115931-22 Dettaglio

Libro

• Link identifier #identifier_person_50439-23Dettaglio

Contributo in volume e atti di convegno

• CALICE, GIOVANNI, Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage, 2016 Link identifier #identifier_person_18747-24Dettaglio
• CALICE, GIOVANNI, Liquidity spillovers in credit markets during the Eurozone crisis, 2013 Link identifier #identifier_person_195164-25Dettaglio