Antonella Foglia
2012
A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Who trusts Antonella Foglia overall
Papers from Antonella Foglia's perspective
Ordered by how strongly the researchers Antonella Foglia trusts endorse each paper. Same corpus, a different order for every researcher.
- Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression
- Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing
- The cyclical behaviour of European bank capital buffers
- Bank Regulation and Supervision: What Works Best?
- Sample selection bias as a specification error
- Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
- Comparing financial systems.
- The intersection of market and credit risk
- INTERBANK EXPOSURES: AN EMPIRICAL EXAMINATION OF SYSTEMIC RISK IN THE
- Extreme Correlation of International Equity Markets
Their papers
- Stress Testing Credit Risk: A Survey of Authorities' Approaches (2012) — 195 citations