U07, Piano: P04, Stanza: 4125
Via Bicocca degli Arcimboldi, 8 - 20126 MILANO
Via Bicocca degli Arcimboldi, 8 - 20126 MILANO
PEDERZOLI CHIARA
Ruolo:
Ricercatore
Settore scientifico disciplinare:
METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE (SECS-S/06)
E-mail:
Telefono:
0264483184
Stanza:
Didattica
A.A.: 2020/2021
A.A.: 2019/2020
A.A.: 2018/2019
A.A.: 2017/2018
A.A.: 2016/2017
Pubblicazioni
- Pederzoli, C., & Torricelli, C. (In corso di stampa). An assessment of the Fundamental Review of the Trading Book: the capital requirement impact on a stylised financial portfolio. INTERNATIONAL JOURNAL OF BANKING, ACCOUNTING AND FINANCE. Dettaglio
- Pederzoli, C., & Torricelli, C. (2019). The impact of the fundamental review of the trading book: a preliminary assessment on a stylized portfolio [Working paper]. Dettaglio
- Clemente, G., Grassi, R., & Pederzoli, C. (2019). Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis. JOURNAL OF ECONOMIC INTERACTION AND COORDINATION, 15(1), 159-181. Dettaglio
- Pederzoli, C., & Torricelli, C. (2017). Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise. ANNALS OF FINANCE, 13(3), 237-251. Dettaglio
- Pederzoli, C., & Torricelli, C. (2013). Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis. APPLIED FINANCIAL ECONOMICS, 23(24), 1853-1863. Dettaglio
