Concepedia

Malvina Marchese

MM

2

Publications

110

Citations

2

H-Index

2018

Active since

Affiliations

City, University of London(Current)

Malvina Marchese is an author at City, University of London specializing in finance, business, and forecasting.

Top concepts

FinanceBusinessEconomicsAccountingManagementStatisticsCredit RiskEngineeringForecastingEconometrics

Publications per year

2018–2020

2

Publications

2

Credit risk in European banks: The bright side of the internal ratings based approach

Doriana Cucinelli, Maria Luisa Di Battista, Malvina Marchese et al. · Journal of Banking & Finance · 2018 · 62 citations

Credit Score, International Finance, Financial Risk Management +12

Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models

Malvina Marchese, Ioannis Kyriakou, Michael Tamvakis et al. · Energy Economics · 2020 · 48 citations

Economics, Volatility Modeling, Multivariate Stochastic Volatility +11

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