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Details about Arianna Agosto

Workplace:Dipartimento di Scienze Economiche e Aziendali (Department of Economics and Business), Università degli Studi di Pavia (University of Pavia), (more information at EDIRC)

Access statistics for papers by Arianna Agosto.

Last updated 2021-06-24. Update your information in the RePEc Author Service.

Short-id: pag213


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Working Papers

2020

  1. A Poisson autoregressive model to understand COVID-19 contagion dynamics
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads View citations (4)
    See also Journal Article in Risks (2020)
  2. A rank graduation accuracy measure
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads
  3. Default count-based network models for credit contagion
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads View citations (1)
  4. Tree Networks to assess Financial Contagion
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in Economic Modelling (2020)

2017

  1. Covariance of random stock prices in the Stochastic Dividend Discount Model
    Papers, arXiv.org Downloads

2015

  1. Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
    See also Journal Article in Journal of Empirical Finance (2016)

2013

  1. Variance matters (in stochastic dividend discount models)
    Papers, arXiv.org Downloads View citations (3)
    See also Journal Article in Annals of Finance (2015)

2010

  1. Applying default probabilities in an exponential barrier structural model
    Economics and Quantitative Methods, Department of Economics, University of Insubria Downloads

Journal Articles

2021

  1. Financial contagion through space-time point processes
    Statistical Methods & Applications, 2021, 30, (2), 665-688 Downloads

2020

  1. A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics
    Risks, 2020, 8, (3), 1-8 Downloads View citations (2)
    See also Working Paper (2020)
  2. COVID-19 contagion and digital finance
    Digital Finance, 2020, 2, (1), 159-167 Downloads View citations (1)
  3. Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market
    Risks, 2020, 8, (2), 1-14 Downloads View citations (10)
  4. Tree networks to assess financial contagion
    Economic Modelling, 2020, 85, (C), 349-366 Downloads View citations (6)
    See also Working Paper (2020)

2019

  1. Stochastic dividend discount model: covariance of random stock prices
    Journal of Economics and Finance, 2019, 43, (3), 552-568 Downloads View citations (1)

2016

  1. Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
    Journal of Empirical Finance, 2016, 38, (PB), 640-663 Downloads View citations (20)
    See also Working Paper (2015)

2015

  1. Variance matters (in stochastic dividend discount models)
    Annals of Finance, 2015, 11, (2), 283-295 Downloads View citations (5)
    See also Working Paper (2013)

2012

  1. Exploiting default probabilities in a structural model with nonconstant barrier
    Applied Financial Economics, 2012, 22, (8), 667-679 Downloads
 
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