Items where Author is "Bevilacqua, Mattia"

Number of items: 6.
Article
  • Dynamic industry uncertainty networks and the business cycle. (2024) Baruník, Jozef; Bevilacqua, Mattia; Faff, Robert
  • Options-based systemic risk, financial distress, and macroeconomic downturns. (2023) Bevilacqua, Mattia; Tunaru, Radu; Vioto, Davide picture_as_pdf
  • Asymmetric network connectedness of fears. (2022) Baruník, Jozef; Bevilacqua, Mattia; Tunaru, Radu picture_as_pdf
  • The SKEW index:extracting what has been left. Bevilacqua, Mattia; Tunaru, Radu picture_as_pdf
  • Striking the implied volatility of US drone companies. Bevilacqua, Mattia; Morelli, David; Uzan, Paola Sultana Renée
    • Working paper
  • Options-based systemic risk, financial distress, and macroeconomic downturns. Bevilacqua, Mattia; Tunaru, Radu; Vioto, Davide picture_as_pdf