Concepedia

Antonio Di Cesare

AD

45

Publications

2.3K

Citations

27

H-Index

2004

Active since

Affiliations

University of Basilicata(Current)

Fondazione IRCCS Ca' Granda Ospedale Maggiore Policlinico

Bank of Italy

University of Canterbury

Chittagong Medical College

Antonio Di Cesare is an author at University of Basilicata specializing in engineering, structural engineering, and civil engineering.

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Publications per year

2004–2023

45

Publications

45

An Analysis of the Determinants of Credit Default Swap Spread Changes Before and During the Subprime Financial Turmoil

Antonio Di Cesare, Giovanni Guazzarotti · SSRN Electronic Journal · 2010 · 281 citations · Full text

The impact of sovereign credit risk on bank funding conditions

Fabio Panetta, Ricardo Correa, Antonio Di Cesare et al. · Munich Personal RePEc Archive (Ludwig Maximilian University of Munich) · 2011 · 234 citations · Full text

Risk Measures for Autocorrelated Hedge Fund Returns

Antonio Di Cesare, Philip A. Stork, Casper G. de Vries · Journal of Financial Econometrics · 2014 · 196 citations

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Estimating Expectations of Shocks Using Option Prices

Antonio Di Cesare · SSRN Electronic Journal · 2004 · 120 citations · Full text

Recent Estimates of Sovereign Risk Premia for Euro-Area Countries

Antonio Di Cesare, Giusèppe Grande, Michele Manna et al. · SSRN Electronic Journal · 2012 · 104 citations · Full text

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