Bevilacqua, Mattia

Number of items: 7.
Article
  • Baruník, Jozef, Bevilacqua, Mattia, Faff, Robert (2024). Dynamic industry uncertainty networks and the business cycle. Journal of Economic Dynamics and Control, 159, https://doi.org/10.1016/j.jedc.2023.104793
  • Bevilacqua, Mattia, Tunaru, Radu, Vioto, Davide (2023). Options-based systemic risk, financial distress, and macroeconomic downturns. Journal of Financial Markets, 65, https://doi.org/10.1016/j.finmar.2023.100834 picture_as_pdf
  • Baruník, Jozef, Bevilacqua, Mattia, Tunaru, Radu (2022). Asymmetric network connectedness of fears. Review of Economics and Statistics, 104(6), 1304 - 1316. https://doi.org/10.1162/rest_a_01003 picture_as_pdf
  • Bevilacqua, Mattia, Morelli, David, Uzan, Paola Sultana Renée (2021). Striking the implied volatility of US drone companies. International Review of Financial Analysis, 77, https://doi.org/10.1016/j.irfa.2021.101832
  • Bevilacqua, Mattia, Tunaru, Radu (2021). The SKEW index: extracting what has been left. Journal of Financial Stability, 53, https://doi.org/10.1016/j.jfs.2020.100816 picture_as_pdf
    • Dataset
  • Bevilacqua, Mattia, Barunik, Jozef, Tunaru, Radu (2020). Replication Data for: Asymmetric Network Connectedness of Fears. [Dataset]. Harvard Dataverse. https://doi.org/10.7910/dvn/gsxaww
    • Working paper
  • Bevilacqua, Mattia, Tunaru, Radu, Vioto, Davide (2020). Options-based systemic risk, financial distress, and macroeconomic downturns. (Systemic Risk Centre Discussion Papers 107). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf