Articoli su riviste internazionali
1. "The Effect of new Funding Instruments on Interest Expenditure: the Italian Case" (with M. Maccarinelli), Revue de la Banque, Bruxelles, novembre 1991.
2. “Evaluating the cost-efficiency of the Italian Banking System: what can be learned from the joint Application of parametric and non-parametric Techniques”, Journal of Banking and Finance, 2, 221-250, 1997.
3. “Regulation can foster Mergers, can Mergers foster Eficiency? The Italian Case”, Journal of Economics and Business, 50(2), 1998, 157-170 (download working paper here)
4. "Analytical and empirical Features of internal Ratings: an empirical consistency test based on statistical models", Economic Notes, November, 2001, (with Omacini C.). (download paper here)
5. “The Risk/Return Effects of Loan Portfolio Diversification: an empirical Test based on Italian Banks”, Research in Banking and Finance, Volume 2, 2002 (download paper here)
6. The Link Between Default and Recovery Rates: Theory, Empirical Evidence and Implications, Journal of Business, 78(6), 2005 (with Altman E. I., Brady B. e Sironi A.) (download paper here)
7. “Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence”, Journal of Finance Literature, Volume 1, Winter 2005 (with Altman E. I., e Sironi A.). (download paper here)
8. “Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence” Economic Notes, 2004, Volume 33, Issue 2, 183-208 (with Altman E. I., e Sironi A.).
9. “The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model” Journal of Financial Intermediation, 16(1), 64-90, 2007 (with Sironi A.) (download paper here)
10. “Using differential evolution to improve the accuracy of bank rating systems”, (with Krink T. e Paterlini S.), Computational Statistics and Data Analysis, vol. 52, pp. 68-87.
11. “The optimal structure of PD buckets” (with Krink T. e Paterlini S.), Journal of Banking and Finance, vol. 32, pp. 2255-2266, 2008 (download paper here)
12. “What is Different about Loans? An Analysis of the Risk Structure of Credit Spreads” (with A. Sironi), International Journal of Banking Accounting and Finance, 2(2), 2010, 130-155 (download paper here)
2. “Evaluating the cost-efficiency of the Italian Banking System: what can be learned from the joint Application of parametric and non-parametric Techniques”, Journal of Banking and Finance, 2, 221-250, 1997.
3. “Regulation can foster Mergers, can Mergers foster Eficiency? The Italian Case”, Journal of Economics and Business, 50(2), 1998, 157-170 (download working paper here)
4. "Analytical and empirical Features of internal Ratings: an empirical consistency test based on statistical models", Economic Notes, November, 2001, (with Omacini C.). (download paper here)
5. “The Risk/Return Effects of Loan Portfolio Diversification: an empirical Test based on Italian Banks”, Research in Banking and Finance, Volume 2, 2002 (download paper here)
6. The Link Between Default and Recovery Rates: Theory, Empirical Evidence and Implications, Journal of Business, 78(6), 2005 (with Altman E. I., Brady B. e Sironi A.) (download paper here)
7. “Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence”, Journal of Finance Literature, Volume 1, Winter 2005 (with Altman E. I., e Sironi A.). (download paper here)
8. “Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence” Economic Notes, 2004, Volume 33, Issue 2, 183-208 (with Altman E. I., e Sironi A.).
9. “The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model” Journal of Financial Intermediation, 16(1), 64-90, 2007 (with Sironi A.) (download paper here)
10. “Using differential evolution to improve the accuracy of bank rating systems”, (with Krink T. e Paterlini S.), Computational Statistics and Data Analysis, vol. 52, pp. 68-87.
11. “The optimal structure of PD buckets” (with Krink T. e Paterlini S.), Journal of Banking and Finance, vol. 32, pp. 2255-2266, 2008 (download paper here)
12. “What is Different about Loans? An Analysis of the Risk Structure of Credit Spreads” (with A. Sironi), International Journal of Banking Accounting and Finance, 2(2), 2010, 130-155 (download paper here)
Modificato il 07/07/2010