Concepedia

Monica Billio

MB

Statistics

Publications

68

Citations

4.4K

H-Index

33

Active since

1998

Affiliations

Ca' Foscari University of Venice(Current)

Venice International University

Goethe University Frankfurt

Leibniz Institute for Financial Research SAFE

University of Padua

Monica Billio is an author at Ca' Foscari University of Venice specializing in finance, economics, and financial economics.

ORCID

Publications per year

1998–2024

68

Publications

68

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

Monica Billio, Andrew W. Lo, Mila Getmansky Sherman et al. · SSRN Electronic Journal · 2011 · 641 citations · Full text

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Inside the <scp>ESG</scp> ratings: (Dis)agreement and performance

Monica Billio, Michele Costola, Iva Hristova et al. · Corporate Social Responsibility and Environmental Management · 2021 · 559 citations · Full text

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Bayesian Graphical Models for STructural Vector Autoregressive Processes

Daniel Felix Ahelegbey, Monica Billio, Roberto Casarin · Journal of Applied Econometrics · 2015 · 205 citations

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Value-at-Risk: a multivariate switching regime approach

Monica Billio, Loriana Pelizzon · Journal of Empirical Finance · 2000 · 182 citations

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Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation

Monica Billio, Massimiliano Caporin, Michele Gobbo · Applied Financial Economics Letters · 2006 · 170 citations

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