| Econometric measures of connectedness and systemic risk in the finance and insurance sectors M Billio, M Getmansky, AW Lo, L Pelizzon Journal of financial economics 104 (3), 535-559, 2012 | 1733 | 2012 |
| Value-at-risk: a multivariate switching regime approach M Billio, L Pelizzon Journal of Empirical Finance 7 (5), 531-554, 2000 | 254 | 2000 |
| Measuring sovereign contagion in Europe M Caporin, L Pelizzon, F Ravazzolo, R Rigobon Journal of Financial Stability 34, 150-181, 2018 | 239 | 2018 |
| Econometric measures of systemic risk in the finance and insurance sectors M Billio, M Getmansky, AW Lo, L Pelizzon National Bureau of Economic Research, 2010 | 198 | 2010 |
| Contagion and interdependence in stock markets: Have they been misdiagnosed? M Billio, L Pelizzon Journal of Economics and Business 55 (5-6), 405-426, 2003 | 164 | 2003 |
| Measuring systemic risk in the finance and insurance sectors M Billio, M Getmansky, AW Lo, L Pelizzon Cambridge, MA; Alfred P. Sloan School of Management, Massachusetts Institute …, 2010 | 163 | 2010 |
| Volatility and shocks spillover before and after EMU in European stock markets M Billio, L Pelizzon Journal of Multinational Financial Management 13 (4-5), 323-340, 2003 | 137 | 2003 |
| Dynamic risk exposures in hedge funds M Billio, M Getmansky, L Pelizzon Computational Statistics & Data Analysis 56 (11), 3517-3532, 2012 | 108 | 2012 |
| Crises and hedge fund risk M Billio, M Getmansky Sherman, L Pelizzon University Ca'Foscari of Venice, Dept. of Economics Research Paper Series, 07-14, 2010 | 107 | 2010 |
| Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? L Pelizzon, MG Subrahmanyam, D Tomio, J Uno Journal of Financial Economics 122 (1), 86-115, 2016 | 102 | 2016 |
| Mutual excitation in Eurozone sovereign CDS Y Aït-Sahalia, RJA Laeven, L Pelizzon Journal of Econometrics 183 (2), 151-167, 2014 | 91 | 2014 |
| Are household portfolios efficient? An analysis conditional on housing L Pelizzon, G Weber Journal of Financial and Quantitative Analysis, 401-431, 2008 | 82 | 2008 |
| How does P2P lending fit into the consumer credit market? C De Roure, L Pelizzon, P Tasca Bundesbank Discussion Paper, 2016 | 78 | 2016 |
| P2P lenders versus banks: Cream skimming or bottom fishing? C De Roure, L Pelizzon, AV Thakor SAFE Working Paper, 2019 | 66 | 2019 |
| Efficient portfolios when housing needs change over the life cycle L Pelizzon, G Weber Journal of Banking & Finance 33 (11), 2110-2121, 2009 | 63 | 2009 |
| On a new approach for analyzing and managing macrofinancial risks (corrected) RC Merton, M Billio, M Getmansky, D Gray, AW Lo, L Pelizzon Financial Analysts Journal 69 (2), 22-33, 2013 | 57 | 2013 |
| Credit derivatives, capital requirements and opaque OTC markets A Nicolo, L Pelizzon Journal of Financial Intermediation 17 (4), 444-463, 2008 | 57 | 2008 |
| Sovereign, bank and insurance credit spreads: Connectedness and system networks M Billio, M Getmansky, D Gray, A Lo, RC Merton, L Pelizzon Sloan School of Management Working Paper, Massachusetts Institute of Technology, 2013 | 51 | 2013 |
| Banking beyond banks and money P Tasca, T Aste, L Pelizzon, N Perony Springer, 2016 | 49 | 2016 |
| The microstructure of the European sovereign bond market: A study of the Euro-zone crisis L Pelizzon, MG Subrahmanyam, D Tomio, J Uno Unpublished working paper. New York University, New York, NY, 2013 | 40 | 2013 |
