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Details about Francesca Campolongo

E-mail:
Workplace:Joint Research Centre, European Commission, (more information at EDIRC)

Access statistics for papers by Francesca Campolongo.

Last updated 2019-07-11. Update your information in the RePEc Author Service.

Short-id: pca1227


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Working Papers

2018

  1. The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour?
    JRC Working Papers, Joint Research Centre (Seville site) Downloads View citations (5)

2006

  1. Prediction of bank rating transition probabilities
    Computing in Economics and Finance 2006, Society for Computational Economics

Journal Articles

2017

  1. Contingent conversion convertible bond: New avenue to raise bank capital
    International Journal of Financial Engineering (IJFE), 2017, 04, (01), 1-31 Downloads View citations (3)

2015

  1. Banks under X-rays: business model choices and trading
    Journal of Financial Economic Policy, 2015, 7, (4), 377-400 Downloads

2012

  1. Sense and Sensitivity: An Input Space Odyssey for Asset-Backed Security Ratings
    International Journal of Financial Research, 2012, 3, (4), 46-68 Downloads View citations (2)

2011

  1. Modelling Deposit Insurance Scheme Losses in a Basel 2 Framework
    Journal of Financial Services Research, 2011, 40, (3), 123-141 Downloads View citations (20)

2010

  1. Pricing multiasset equity options: How relevant is the dependence function?
    Journal of Banking & Finance, 2010, 34, (4), 788-801 Downloads View citations (6)

2009

  1. Screening important inputs in models with strong interaction properties
    Reliability Engineering and System Safety, 2009, 94, (7), 1149-1155 Downloads View citations (10)

2006

  1. Sensitivity analysis practices: Strategies for model-based inference
    Reliability Engineering and System Safety, 2006, 91, (10), 1109-1125 Downloads View citations (35)
  2. The importance of jumps in pricing European options
    Reliability Engineering and System Safety, 2006, 91, (10), 1148-1154 Downloads View citations (2)
 
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