Details about Francesca Campolongo

Access statistics for papers by Francesca Campolongo.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pca1227

Working Papers

2023

1. What makes a fair society? Insights and evidence
   JRC Research Reports, Joint Research Centre

2020

2. Time for transformative resilience: the COVID-19 emergency
   JRC Research Reports, Joint Research Centre View citations (11)

2018

3. The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour?
   JRC Research Reports, Joint Research Centre View citations (7)

2006

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

Journal Articles

2020

1. The Resilience of EU Member States to the Financial and Economic Crisis
   Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2020, 148, (2), 569-598 View citations (9)

2017

2. Contingent conversion convertible bond: New avenue to raise bank capital
   International Journal of Financial Engineering (IJFE), 2017, 04, (01), 1-31 View citations (4)

2015

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

2012

4. Sense and Sensitivity: An Input Space Odyssey for Asset-Backed Security Ratings
   International Journal of Financial Research, 2012, 3, (4), 46-68 View citations (2)
5. The Potential Impact of Banking Crises on Public Finances: An Assessment of Selected EU Countries Using SYMBOL
   OECD Journal: Financial Market Trends, 2012, 2011, (2), 73-84

2011

6. Modelling Deposit Insurance Scheme Losses in a Basel 2 Framework
   Journal of Financial Services Research, 2011, 40, (3), 123-141 View citations (28)

2010

7. Pricing multiasset equity options: How relevant is the dependence function?
   Journal of Banking & Finance, 2010, 34, (4), 788-801 View citations (7)

2009

8. Screening important inputs in models with strong interaction properties
   Reliability Engineering and System Safety, 2009, 94, (7), 1149-1155 View citations (11)

2006

9. Sensitivity analysis practices: Strategies for model-based inference
   Reliability Engineering and System Safety, 2006, 91, (10), 1109-1125 View citations (43)
10. The importance of jumps in pricing European options
    Reliability Engineering and System Safety, 2006, 91, (10), 1148-1154 View citations (3)