Concepedia

Giovanni Calice

GC

Statistics

Publications

8

Citations

236

H-Index

8

Active since

2011

Affiliations

University of Southampton(Current)

Loughborough University

University of Aberdeen

University of Bath

Swansea University

Giovanni Calice is an author at University of Southampton specializing in economics, business, and financial economics.

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Publications per year

2011–2021

8

Publications

8

Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis

Giovanni Calice, Jing Chen, Julian Williams · Journal of Economic Behavior & Organization · 2011 · 92 citations · Full text

Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps

Giovanni Calice, RongHui Mio, Filip Štěrba et al. · Journal of Empirical Finance · 2015 · 26 citations · Full text

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An empirical analysis of the impact of the credit default swap index market on large complex financial institutions

Giovanni Calice, Christos Ioannidis · International Review of Financial Analysis · 2012 · 26 citations · Full text

Liquidity Spillovers in Sovereign Bond and CDS Markets: An Analysis of The Eurozone Sovereign Debt Crisis

Giovanni Calice, Jing Chen, Julian Williams · SSRN Electronic Journal · 2011 · 23 citations · Full text

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Sovereign CDS and mutual funds: Global evidence

Bader Jawid Alsubaiei, Giovanni Calice, Andrew Vivian · Journal of International Financial Markets Institutions and Money · 2021 · 20 citations

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