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Laura Parisi
Laura Parisi
Post-Doc Research Fellow, Universitą di Pavia & European Central Bank
Verified email at universitadipavia.it
Title
Cited by
Cited by
Year
Completing the Banking Union with a European deposit insurance scheme: who is afraid of cross-subsidization?
J Carmassi, S Dobkowitz, J Evrard, L Parisi, AF Silva, M Wedow
Economic Policy 35 (101), 41-95, 2020
762020
Behind the scenes of the beauty contest: window dressing and the G-SIB framework
M Behn, G Mangiante, L Parisi, M Wedow
Available at SSRN 3428291, 2019
292019
Corisk: Credit risk contagion with correlation network models
P Giudici, L Parisi
Risks 6 (3), 95, 2018
292018
Sovereign risk in the Euro area: a multivariate stochastic process approach
P Giudici, L Parisi
Quantitative Finance 17 (12), 1995-2008, 2017
172017
CoRisk: measuring systemic risk through default probability contagion
P Giudici, L Parisi
Paris December 2016 Finance Meeting EUROFIDAI-AFFI, 2016
122016
“Disciplining” and “engendering” the World Bank: a comment
L Parisi
Feminist Economics and the World Bank, 217-224, 2006
82006
i Wedow, M.(2018) Completing the Banking Union with a European Deposit Insurance Scheme: Who is Afraid of Cross-subsidisation
J Carmassi, S Dobkowitz, J Evrard, L Parisi, A Silva
European Central Bank, 0
7
Liquidity in resolution: estimating possible liquidity gaps for specific banks in resolution and in a systemic crisis
L Parisi, DE Chalamandaris, R Amamou, P Torstensson
ECB Occasional Paper, 2020
52020
Does the G-SIB framework incentivise window-dressing behaviour? Evidence of G-SIBs and reporting banks
M Behn, L Parisi, M Wedow, G Mangiante
Macroprudential Bulletin 6, 2018
52018
Bail-in or bail-out? Correlation networks to measure the systemic implications of bank resolution
P Giudici, L Parisi
Risks 7 (1), 3, 2019
42019
Refocusing the debate on risk-sharin g under a European deposit insurance
J Carmassi, J Evrard, L Parisi, M Wedow
VoxEU. org 9, 2018
42018
Is taxpayers’ money better protected now? An assessment of banking regulatory reforms ten years after the global financial crisis
J Carmassi, R Corrias, L Parisi
Macroprudential Bulletin 7, 2019
32019
Bail in or Bail out? The Atlante example from a systemic risk perspective
P Giudici, L Parisi
DEM Working Papers Series, 2016
32016
Bail-in versus bail-out: The Atlante example from a systemic risk perspective
G Paolo, L PARIS
VoxEU. org.[online].[2016-08-01]. Available from: http://voxeu. org/article …, 2016
22016
Correlation networks to measure the systemic implications of banks resolution
P Giudici, L Parisi
Available at SSRN 3018034, 2017
12017
Predicting bank interests when monetary rates are close to zero
L Parisi, I Gianfrancesco, C Giliberto, P Giudici
Applied Mathematics 7 (1), 1-12, 2016
12016
CoRisk: Measuring Contagion Risk with Correlation Network Models
P Giudici, L Parisi
Preprints, 2018
2018
Dynamic hierarchical models for monetary transmission
L Parisi
Statistical Analysis and Data Mining: The ASA Data Science Journal 10 (1), 54-71, 2017
2017
Dynamic hierarchical models for monetary transmission
P Giudici, L Parisi
DEM Working Papers Series, 2015
2015
Modeling Systemic Risk with Correlated Stochastic Processes
P Giudici, L Parisi
DEM Working Papers Series, 2015
2015
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