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  1. Billio, Monica [Editor]; Varotto, Simone [Editor]

    A new world post COVID-19 : lessons for business, the finance industry and policy makers - [1st edition]

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    Venezia: Edizioni Ca'Foscari, Digital Publishing, 2020

    Published in: Innovation in business, economics & finance ; 1

  2. Ahelegbey, Daniel Felix [Author] ; Billio, Monica [Other]; Casarin, Roberto [Other]

    Bayesian Graphical Models for Structural Vector Autoregressive Processes

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    [S.l.]: SSRN, [2014]

    Published in: University Ca' Foscari of Venice, Dept. of Economics Research Paper Series ; No. 36/WP/2012

  3. Billio, Monica [Author] ; Busetto, Filippo [Other]; Dufour, Alfonso [Other]; Varotto, Simone [Other]

    Bond Supply Expectations and the Term Structure of Interest Rates

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    [S.l.]: SSRN, [2020]

  4. Billio, Monica [Author] ; Costola, Michele [Other]; Pelizzon, Loriana [Other]; Riedel, Max [Other]

    Buildings’ Energy Efficiency and the Probability of Mortgage Default : The Dutch Case

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    [S.l.]: SSRN, [2020]

    Published in: University Ca' Foscari of Venice, Dept. of Economics Research Paper Series ; No. 06/WP/2020

  5. Billio, Monica [Author] ; Costola, Michele [Other]; Hristova, Iva [Other]; Latino, Carmelo [Other]; Pelizzon, Loriana [Other]

    Inside the ESG Ratings : (Dis)Agreement and Performance

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    [S.l.]: SSRN, [2020]

    Published in: SAFE Working Paper ; No. 284

  6. Billio, Monica [Author] ; Varotto, Simone [Other]

    A New World Post COVID-19 : Lessons for Business, the Finance Industry and Policy Makers

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    [S.l.]: SSRN, [2020]

    Published in: Venezia Edizioni Ca’ Foscari - Digital Publishing, 2020

  7. Billio, Monica [Author] ; Casarin, Roberto [Other]; Iacopini, Matteo [Other]

    Bayesian Markov Switching Tensor Regression For Time-Varying Networks

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    [S.l.]: SSRN, [2018]

    Published in: University Ca' Foscari of Venice, Dept. of Economics Research Paper Series ; No. 14/WP/2018

  8. Billio, Monica [Author] ; Petronevich, Anna [Other]

    Dynamical Interaction between Financial and Business Cycles

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    [S.l.]: SSRN, [2017]

    Published in: University Ca' Foscari of Venice, Dept. of Economics Research Paper Series ; No. 24/WP/2014

  9. Billio, Monica [Author] ; Caporin, Massimiliano [Other]; Panzica, Roberto [Other]; Pelizzon, Loriana [Other]

    The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification

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    [S.l.]: SSRN, [2017]

    Published in: SAFE Working Paper ; No. 166

  10. Billio, Monica [Author] ; Frattarolo, Lorenzo [Other]; Gatfaoui, Hayette [Other]; de Peretti, Philippe [Other]

    Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone

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    [S.l.]: SSRN, [2016]

    Published in: CES Working Paper 2016.46

  11. Billio, Monica [Author] ; Frattarolo, Lorenzo [Other]; Pelizzon, Loriana [Other]

    Hedge Fund Tail Risk : An Investigation in Stressed Markets, Extended Version with Appendix

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    [S.l.]: SSRN, [2016]

    Published in: University Ca' Foscari of Venice, Dept. of Economics Research Paper Series ; No. 01/WP/2016

  12. Billio, Monica [Author] ; Caporin, Massimiliano [Other]; Frattarolo, Lorenzo [Other]; Pelizzon, Loriana [Other]

    Networks in Risk Spillovers : A Multivariate GARCH Perspective

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    [S.l.]: SSRN, [2016]

    Published in: University Ca' Foscari of Venice, Dept. of Economics Research Paper Series ; No. No. 03/WP/ 2016

  13. Billio, Monica [Author] ; Casarin, Roberto [Other]; Costola, Michele [Other]; Pasqualini, Andrea [Other]

    An Entropy-Based Early Warning Indicator for Systemic Risk

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    [S.l.]: SSRN, [2015]

    Published in: University Ca' Foscari of Venice, Dept. of Economics Research Paper Series ; No. 09/WP/2015

  14. Billio, Monica [Author] ; Casarin, Roberto [Other]; Ravazzolo, Francesco [Other]; van Dijk, H. K. [Other]

    Interconnections between Eurozone and US Booms and Busts Using a Bayesian Panel Markov-Switching VAR Mode

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    [S.l.]: SSRN, [2015]

    Published in: Tinbergen Institute Discussion Paper 15-111/III

  15. Billio, Monica [Author] ; Casarin, Roberto [Other]; Osuntuyi, Ayokunle Anthony [Other]

    Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets

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    [S.l.]: SSRN, [2015]

    Published in: University Ca' Foscari of Venice, Dept. of Economics Research Paper Series ; No. 07/WP/2014

  16. Billio, Monica [Author] ; Paradiso, Antonio [Other]; Donadelli, Michael [Other]; Riedel, Max [Other]

    Measuring Financial Integration : Lessons from the Correlation

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    [S.l.]: SSRN, [2015]

    Published in: University Ca' Foscari of Venice, Dept. of Economics Working Paper Series ; No. 23/WP/2015