Details about Roberto Savona

Access statistics for papers by Roberto Savona.

Last updated 2021-11-05. Update your information in the RePEc Author Service.

Short-id: psa1189

Working Papers

2019

1. Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data
   Working Papers, Joint Research Centre, European Commission View citations (2)

2015

2. Financial Symmetry and Moods in the Market
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (11)
   Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2014) View citations (1)
   Post-Print, HAL (2015) View citations (5)
   Post-Print, HAL (2014) View citations (4)
   See also Journal Article in PLOS ONE (2015)

2013

3. Rules of Thumb for Banking Crises in Emerging Markets
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (10)
   Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2013) View citations (11)

2012

4. Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (4)
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2015)

2008

5. Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk
   Working Paper Series, European Central Bank View citations (9)
   Also in Working Papers, University of Brescia, Department of Economics (2007) View citations (9)

Journal Articles

2019

1. Sovereign risk zones in Europe during and after the debt crisis
   Quantitative Finance, 2019, 19, (6), 961-980 View citations (6)
2. Taking the right course navigating the ERC universe
   Journal of Asset Management, 2019, 20, (3), 157-174 View citations (1)

2017

3. Mutual Funds Dynamics and Economic Predictors
   The Journal of Financial Econometrics, 2017, 15, (2), 302-330 View citations (2)

2016

4. Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach
   Intelligent Systems in Accounting, Finance and Management, 2016, 23, (1-2), 6-20 View citations (6)
5. Danger Zones for Banking Crises in Emerging Markets
   International Journal of Finance & Economics, 2016, 21, (4), 360-381 View citations (7)

2015

6. Financial Symmetry and Moods in the Market
   PLOS ONE, 2015, 10, (4), 1-21 View citations (10)
   See also Working Paper (2015)
7. Fitting and Forecasting Sovereign Defaults using Multiple Risk Signals
   Oxford Bulletin of Economics and Statistics, 2015, 77, (1), 66-92 View citations (39)
   See also Working Paper (2012)

2014

8. Detecting Early Warnings for Hedge Fund Contagion
   Bankers, Markets & Investors, 2014, (129), 60-73
9. Hedge fund systemic risk signals
   European Journal of Operational Research, 2014, 236, (1), 282-291 View citations (7)
10. Risk and beta anatomy in the hedge fund industry
    The European Journal of Finance, 2014, 20, (1), 1-32 View citations (4)

2012

11. MULTIDIMENSIONAL DISTANCE‐TO‐COLLAPSE POINT AND SOVEREIGN DEFAULT PREDICTION
    Intelligent Systems in Accounting, Finance and Management, 2012, 19, (4), 205-228 View citations (11)

2006

12. Tax‐induced Dissimilarities Between Domestic and Foreign Mutual Funds in Italy
    Economic Notes, 2006, 35, (2), 173-202 View citations (6)