4 citations · 4 across the 4 of their papers we have counts for
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econ.EM2021★ 4 cited
COVID-19 spreading in financial networks: A semiparametric matrix regression model
Billio Monica, Casarin Roberto, Costola Michele +1
Network models represent a useful tool to describe the complex set of financial relationships among heterogeneous firms in the system. In this paper, we propose a new semiparametri…
econ.EM2020
The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach
Monica Billio, Roberto Casarin, Enrica De Cian +2
This paper examines the impact of climate shocks on 13 European economies analysing jointly business and financial cycles, in different phases and disentangling the effects for dif…