Concepedia

Giulio Girardi

GG

6

Publications

854

Citations

6

H-Index

2012

Active since

Affiliations

United States Securities and Exchange Commission(Current)

Goethe University Frankfurt

University of Massachusetts Amherst

Lehigh University

State Street (United States)

Giulio Girardi is an author at United States Securities and Exchange Commission specializing in finance, business, and financial economics.

Top concepts

FinanceBusinessFinancial CrisisFinancial EconomicsFinancial Risk ManagementStatisticsEngineeringEconometricsAsset PricingRisk Management

Publications per year

2012–2024

6

Publications

6

Systemic risk measurement: Multivariate GARCH estimation of CoVaR

Giulio Girardi, A. Tolga Ergün · Journal of Banking & Finance · 2013 · 599 citations

Systemic Risk Measurement, Engineering, Financial Risk Management +8

Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR

Giulio Girardi, A. Tolga Ergün · SSRN Electronic Journal · 2012 · 92 citations · Full text

Systemic Risk Measurement, Engineering, Financial Risk Management +8

Portfolio similarity and asset liquidation in the insurance industry

Giulio Girardi, Kathleen Hanley, Stanislava Nikolova et al. · Journal of Financial Economics · 2021 · 82 citations

Financial Economics, Asset Pricing, Portfolio Similarity +4

Interconnectedness in the CDS Market

Mila Getmansky, Giulio Girardi, Craig M. Lewis · Financial Analysts Journal · 2016 · 35 citations

Economics, Counterparty Risk, Financial Economics +14

Portfolio Similarity and Asset Liquidation in the Insurance Industry

Giulio Girardi, Kathleen Hanley, Stanislava Nikolova et al. · SSRN Electronic Journal · 2018 · 34 citations · Full text

Financial Economics, Asset Pricing, Portfolio Similarity +4

Rows per page

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