Roberto Casarin

Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models

The Real Effects of Disrupted Credit: Evidence from the Global Financial Crisis

In Search of Distress Risk

Overcoming Adverse Selection: How Public Intervention Can Restore Market Functioning

Dynamic Networks in Large Financial and Economic Systems

20 years of Electronic Commerce Research

Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance

Effects of the geopolitical risks on Bitcoin returns and volatility

The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market

Dynamic prediction pools: An investigation of financial frictions and forecasting performance

Frailty Correlated Default

Twenty-five years of The European Journal of Finance (EJF): a retrospective analysis

The impact of the Russia-Ukraine conflict on the connectedness of financial markets

How to conduct a bibliometric analysis: An overview and guidelines

Business Cycle and Stock Market Volatility: A Particle Filter Approach

Time-varying combinations of predictive densities using nonlinear filtering

Bayesian Graphical Models for STructural Vector Autoregressive Processes

Relative benchmark rating and persistence analysis: Evidence from Italian equity funds

Solution Manual for Selected Problems, Monte Carlo Statistical Methods, 2nd Edition, Christian P. Robert and George Casella

Markov switching GARCH models for Bayesian hedging on energy futures markets

Modeling Systemic Risk with Markov Switching Graphical SUR Models

Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering