M. Filippo

Finance · 2011

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom M. Filippo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Gary B. Gorton
  2. V. Acharya
  3. Markus K. Brunnermeier
  4. F. Bandi
  5. Kristin J. Forbes

Papers from M. Filippo's perspective

Ordered by how strongly the researchers M. Filippo trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Separating Microstructure Noise from Volatility
  2. Market liquidity and funding liquidity
  3. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  4. Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-Prime Crisis
  5. Slapped in the Face by the Invisible Hand: Banking and the Panic of 2007
  6. An Equilibrium Model of Global Imbalances and Low Interest Rates
  7. MODELING AND FORECASTING REALIZED VOLATILITY
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Financial Crises: Theory and Evidence
  10. Liquidity and Leverage

Their papers