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Roberta Fiori · Study

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Roberta Fiori

3 works· latest 2015· 1 institutionscluster: provisional

h-index3

i103

Citations79

Works here3

06

11

15

Most cited in this library

On the Interaction between Market and Credit Risk: A Factor-Augmented Vector Autoregressive (FAVAR) Approach2011 · 29 citations
A Note on the Implementation of the Countercyclical Capital Buffer in Italy2015 · 26 citations
Scenario Based Principal Component Value-at-Risk: An Application to Italian Banks' Interest Rate Risk Exposure2006 · 24 citations

Works

3 shown

A Note on the Implementation of the Countercyclical Capital Buffer in Italy

SSRN Electronic Journal·2015·4 authors·preprint·Open access

26citations

On the Interaction between Market and Credit Risk: A Factor-Augmented Vector Autoregressive (FAVAR) Approach

SSRN Electronic Journal·2011·2 authors·preprint·Open access

29citations

Scenario Based Principal Component Value-at-Risk: An Application to Italian Banks' Interest Rate Risk Exposure

SSRN Electronic Journal·2006·2 authors·preprint·Open access

24citations