2 papers
econ.TH2026
Rigidity and default in production networks
Giacomo Como, Fabio Fagnani, Elisa Luciano +2
This paper studies the transmission of productivity shocks in general equilibrium production networks, when firms in different sectors operate under informational rigidity and rely…
q-fin.RM2022
Machine learning techniques in joint default assessment
Margherita Doria, Elisa Luciano, Patrizia Semeraro
This paper studies the consequences of capturing non-linear dependence among the covariates that drive the default of different obligors and the overall riskiness of their credit p…