Details about Arianna Agosto

Access statistics for papers by Arianna Agosto.

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

Short-id: pag213

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 View citations (9)
   See also Journal Article A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics, Risks, MDPI (2020) View citations (7) (2020)
2. A rank graduation accuracy measure
   DEM Working Papers Series, University of Pavia, Department of Economics and Management
3. Default count-based network models for credit contagion
   DEM Working Papers Series, University of Pavia, Department of Economics and Management View citations (1)
4. Tree Networks to assess Financial Contagion
   MPRA Paper, University Library of Munich, Germany View citations (16)
   See also Journal Article Tree networks to assess financial contagion, Economic Modelling, Elsevier (2020) View citations (16) (2020)

2017

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

2015

6. Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
   See also Journal Article Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX), Journal of Empirical Finance, Elsevier (2016) View citations (37) (2016)

2013

7. Variance matters (in stochastic dividend discount models)
   Papers, arXiv.org View citations (3)
   See also Journal Article Variance matters (in stochastic dividend discount models), Annals of Finance, Springer (2015) View citations (8) (2015)

2010

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

Journal Articles

2021

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

2020

2. A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics
   Risks, 2020, 8, (3), 1-8 View citations (7)
   See also Working Paper A Poisson autoregressive model to understand COVID-19 contagion dynamics, DEM Working Papers Series (2020) View citations (9) (2020)
3. COVID-19 contagion and digital finance
   Digital Finance, 2020, 2, (1), 159-167 View citations (1)
4. Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market
   Risks, 2020, 8, (2), 1-14 View citations (29)
5. Tree networks to assess financial contagion
   Economic Modelling, 2020, 85, (C), 349-366 View citations (16)
   See also Working Paper Tree Networks to assess Financial Contagion, MPRA Paper (2020) View citations (16) (2020)

2019

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

2016

7. Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
   Journal of Empirical Finance, 2016, 38, (PB), 640-663 View citations (37)
   See also Working Paper Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX), CREATES Research Papers (2015) View citations (1) (2015)

2015

8. Variance matters (in stochastic dividend discount models)
   Annals of Finance, 2015, 11, (2), 283-295 View citations (8)
   See also Working Paper Variance matters (in stochastic dividend discount models), Papers (2013) View citations (3) (2013)

2012

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