| Synthetic leverage and margining in non-bank financial institutions A Ianiro, C Weistroffer, SM Zema Financial Stability Review May 2022, 83-85, 2022 | 3 | 2022 |
| Directed acyclic graph based information shares for price discovery SM Zema Journal of Economic Dynamics and Control 139, 104434, 2022 | 2 | 2022 |
| Mesoscopic structure of the stock market and portfolio optimization SM Zema, G Fagiolo, T Squartini, D Garlaschelli arXiv preprint arXiv:2112.06544, 2021 | 2 | 2021 |
| Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data SM Zema Empirical Economics 65, 1799–1822, 2023 | | 2023 |
| A non-Normal framework for price discovery: The independent component based information shares measure SM Zema LEM, Laboratory of Economics and Management, Institute of Economics, Scuola …, 2023 | | 2023 |
| Cross-asset correlations in a more inflationary environment and challenges for diversification strategies B Mosk, L Pangallo, SM Zema Financial Stability Review November 2022, 46-49, 2022 | | 2022 |
| Lessons learned from initial margin calls during the March 2020 market turmoil T Carraro, LF Rousová, O Furtuna, M Ghio, K Kallage, CO Donnell, ... Financial Stability Review November 2021, 101-104, 2021 | | 2021 |
Giorgio FagioloFull Professor of Economics, Sant'Anna School of Advanced StudiesEmail verificata su sssup.it
