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Roberto Savona
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Year
Fitting and forecasting sovereign defaults using multiple risk signals
R Savona, M Vezzoli
Oxford Bulletin of Economics and Statistics 77 (1), 66-92, 2015
842015
Danger zones for banking crises in emerging markets
P Manasse, R Savona, M Vezzoli
International Journal of Finance & Economics 21 (4), 360-381, 2016
29*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
262016
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
192014
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
16*2019
Risk and beta anatomy in the hedge fund industry
R Savona
The European Journal of Finance 20 (1), 1-32, 2014
162014
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
13*2023
Machine learning for financial stability
L Alessi, R Savona
Data Science for Economics and Finance: Methodologies and Applications, 65-87, 2021
122021
Tax‐induced dissimilarities between domestic and foreign mutual funds in Italy
R Savona
Economic Notes 35 (2), 173-202, 2006
122006
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
102021
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
102014
Fusioni e acquisizioni bancarie in Italia, 1989-1997: analisi empirica sulla reattivitą dei prezzi azionari
R Savona
Bancaria 1, 31-52, 2002
102002
Imperfect predictability and mutual fund dynamics: how managers use predictors in changing systematic risk
G Amisano, R Savona
ECB Working Paper, 2008
82008
Sovereign and Hedge Fund Systemic Risks
R Savona, E Ciavolino
The Journal of Alternative Investments 18 (4), 98, 2016
62016
Gli hedge fund–Rendimento, rischio e valutazione della performance
IG Basile, R Savona
Bancaria Editrice, 2007
52007
Do mutual funds styles reflect a country-specific investment philosophy? The Italian case
R Savona
Applied Financial Economics 16 (4), 303-318, 2006
52006
Emerging issues and new patterns of criminal legislation
EU Savona, A Manna, G Forte
Crime and criminal justice in Europe, ***-***, 2000
52000
Systemic Risk Tomography: Signals, Measurement and Transmission Channels
M Billio, L Pelizzon, R Savona
Elsevier, 2016
42016
Oil price shocks, financial frictions and TFP dynamics
M Lucchetta, A Paradiso, R Savona
SYRTO working paper series, 2015
42015
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Articles 1–20