Monica Billio

Finance · 2000–2020

A researcher in the Science corpus: 11 papers; trusts 31 researchers and is trusted by 29 researchers here, as inferred from the citation graph.

Subfields

Whom Monica Billio trusts overall

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

  1. Robert F. Engle
  2. Markus K. Brunnermeier
  3. Andrew W. Lo
  4. Tim Bollerslev
  5. Raghuram G. Rajan
  6. V. Acharya
  7. William Fung
  8. Roberto Rigobon
  9. Carlo A. Favero
  10. Alex Edmans

Who trusts Monica Billio overall

  1. Juri Marcucci
  2. Massimiliano Caporin
  3. Lena Tonzer
  4. P. Giot
  5. Gangjin Wang
  6. Pilar Abad
  7. Jui-Cheng Hung
  8. Söhnke M. Bartram
  9. D. Vandijk
  10. Giulio Girardi

Papers from Monica Billio's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Common risk factors in the returns on stocks and bonds
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Market liquidity and funding liquidity
  5. Deciphering the Liquidity and Credit Crunch 2007-08
  6. Market Liquidity and Trading Activity
  7. The Cross‐Section of Expected Stock Returns
  8. Order Imbalance, Liquidity, and Market Returns
  9. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  10. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory

Their papers