Concepedia
Statistics
Publications
67
Citations
4.3K
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, business, and statistics.
Top concepts
FinanceBusinessEconomicsStatisticsEngineeringManagementFinancial CrisisEconometricsAsset PricingMacroeconomics
Publications per year
1998–2024
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 · 640 citations · Full text
Economics, Financial Economics, Financial Risk Management +12
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 · 510 citations · Full text
Asset Allocation, Portfolio Management, Performance Measurement +16
Bayesian Graphical Models for STructural Vector Autoregressive Processes
Daniel Felix Ahelegbey, Monica Billio, Roberto Casarin · Journal of Applied Econometrics · 2015 · 204 citations
Macroeconomic Forecasting, Economic Fluctuation, Bayesian Econometrics +20
Value-at-Risk: a multivariate switching regime approach
Monica Billio, Loriana Pelizzon · Journal of Empirical Finance · 2000 · 182 citations
Economics, Financial Risk Management, Risk Management +5
Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation
Monica Billio, Massimiliano Caporin, Michele Gobbo · Applied Financial Economics Letters · 2006 · 169 citations
Economics, Portfolio Optimization, Financial Economics +14
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