| Fitting and forecasting sovereign defaults using multiple risk signals R Savona, M Vezzoli Oxford Bulletin of Economics and Statistics 77 (1), 66-92, 2015 | 97 | 2015 |
| Danger zones for banking crises in emerging markets P Manasse, R Savona, M Vezzoli International Journal of Finance & Economics 21 (4), 360-381, 2016 | 31* | 2016 |
| Corporate default prediction model averaging: A normative linear pooling approach S Figini, R Savona, M Vezzoli Intelligent Systems in Accounting, Finance and Management 23 (1-2), 6-20, 2016 | 29 | 2016 |
| Multidimensional distance‐to‐collapse point and sovereign default prediction R Savona, M Vezzoli Intelligent Systems in Accounting, Finance and Management 19 (4), 205-228, 2012 | 21* | 2012 |
| Hedge fund systemic risk signals R Savona European Journal of Operational Research 236 (1), 282-291, 2014 | 20 | 2014 |
| Sovereign risk zones in Europe during and after the debt crisis V Arakelian, P Dellaportas, R Savona, M Vezzoli Quantitative Finance 19 (6), 961-980, 2019 | 18* | 2019 |
| Machine learning for financial stability L Alessi, R Savona Data Science for Economics and Finance: Methodologies and Applications, 65-87, 2021 | 17 | 2021 |
| Risk and beta anatomy in the hedge fund industry R Savona The European Journal of Finance 20 (1), 1-32, 2014 | 16 | 2014 |
| Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19 D Bazzana, M Colturato, R Savona Fondazione Eni Enrico Mattei (FEEM), 2021 | 13 | 2021 |
| Anatomy of a sovereign debt crisis: machine learning, real-time macro fundamentals, and CDS spreads P Balduzzi, R Savona, L Alessi Journal of Financial Econometrics 21 (5), 1728-1758, 2023 | 12* | 2023 |
| Financial Symmetry and Moods in the Market R Savona, M Soumare, J Vitting Andersen accepted for publication on PLoS ONE - Available at SSRN 2439273, 2014 | 12 | 2014 |
| Tax‐induced dissimilarities between domestic and foreign mutual funds in Italy R Savona Economic Notes 35 (2), 173-202, 2006 | 12 | 2006 |
| Imperfect predictability and mutual fund dynamics: how managers use predictors in changing systematic risk G Amisano, R Savona ECB Working Paper, 2008 | 9 | 2008 |
| Fusioni e acquisizioni bancarie in Italia, 1989-1997: analisi empirica sulla reattivitą dei prezzi azionari R Savona Bancaria 1, 31-52, 2002 | 9 | 2002 |
| Systemic Risk Tomography H Gatfaoui, I Nagot, P De Peretti, M Billio, L Pelizzon, R Savona Elsevier, 2017 | 5 | 2017 |
| Systemic risk tomography: signals, measurement and transmission channels M Billio, L Pelizzon, R Savona Elsevier, 2016 | 5 | 2016 |
| Sovereign and Hedge Fund Systemic Risks R Savona, E Ciavolino The Journal of Alternative Investments 18 (4), 98, 2016 | 5 | 2016 |
| Do mutual funds styles reflect a country-specific investment philosophy? The Italian case R Savona Applied financial economics 16 (4), 303-318, 2006 | 5 | 2006 |
| Emerging issues and new patterns of criminal legislation EU Savona, A Manna, G Forte Crime and criminal justice in Europe, ***-***, 2000 | 5 | 2000 |
| Oil price shocks, financial frictions and TFP dynamics M Lucchetta, A Paradiso, R Savona SYRTO working paper series, 2015 | 4 | 2015 |
