Niccolò Battistini
Finance · 2014
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 17 citations into it
- Economics and Econometrics — 8 citations into it
Whom Niccolò Battistini trusts overall
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Who trusts Niccolò Battistini overall
Papers from Niccolò Battistini's perspective
Ordered by how strongly the researchers Niccolò Battistini trusts endorse each paper. Same corpus, a different order for every researcher.
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering
- Euro Area Sovereign Risk During the Crisis (Social Science Research Network)
- Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe
- Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals? (Social Science Research Network)
- What Explains the Surge in Euro Area Sovereign Spreads during the Financial Crisis of 2007–09? (Social Science Research Network)
- The Flight Home Effect: Evidence from the Syndicated Loan Market During Financial Crises
- Are more data always better for factor analysis
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Determining the Number of Factors in Approximate Factor Models
- Forecasting Using Principal Components From a Large Number of Predictors
Their papers
- Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis (2014) — 189 citations