Giovanni Urga - Publications, H-index & Citations

Price exuberance episodes in private real estate

IF4.2

2025-02-01

PREAI

Coppola, Anna; Urga, Giovanni; Varaldo, Alessandro

Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe

IF4.2

2024-10-01

PREAI

Cincinelli, Peter; Tsolacos, Sotiris; Urga, Giovanni

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2024-07-01

PREAI

Cincinelli, Peter; Pellini, Elisabetta; Urga, Giovanni

Estimation and inference for high dimensional factor model with regime switching

Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts

IF4

2024-04-01

OAAI

Urga, Giovanni; Wang, Fa

Systemic risk in the Chinese financial system: A panel Granger causality analysis

IF7.1

2024-01-01

OAAI

Akgun, Oguzhan; Pirotte, Alain; Urga, Giovanni; Yang, Zhenlin

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2022-07-01

OAAI

Cincinelli, Peter; Pellini, Elisabetta; Urga, Giovanni

The contribution of (shadow) banks and real estate to systemic risk in China 中国 (影子) 银行和房地产对系统性风险的贡献

The role of shadow banking in systemic risk in the European financial system 影子银行在欧洲金融体系系统性风险中的作用

IF4.2

2022-06-01

OAAI

Pellegrini, Carlo Bellavite; Cincinelli, Peter; Meoli, Michele; Urga, Giovanni

JOURNAL OF BANKING & FINANCE

IF3.8

2022-05-01

OAAI

Pellegrini, Carlo Bellavite; Cincinelli, Peter; Meoli, Michele; Urga, Giovanni

Leverage and systemic risk pro-cyclicality in the Chinese financial system

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2021-11-01

OAAI

Cincinelli, Peter; Pellini, Elisabetta; Urga, Giovanni

The contribution of shadow insurance to systemic risk

Forecasting using heterogeneous panels with cross-sectional dependence

IF4.2

2020-12-01

OAAI

Leong, Soon Heng; Pellegrini, Carlo Bellavite; Urga, Giovanni

Combining p-values to test for multiple structural breaks in cointegrated regressions

IF7.1

2020-10-01

OAAI

Akgun, Oguzhan; Pirotte, Alain; Urga, Giovanni

Consistent estimation of time-varying loadings in high-dimensional factor models 高维因子模型中时变载荷的一致性估计

IF4

2019-08-01

OAAI

Bergamelli, Michele; Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni

Money market funds, shadow banking and systemic risk in United Kingdom

IF4

2019-02-01

OAAI

Mikkelsen, Jakob Guldbaek; Hillebrand, Eric; Urga, Giovanni

FINANCE RESEARCH LETTERS

IF6.9

2017-05-01

OAAI

Pellegrini, Carlo Bellavite; Meoli, Michele; Urga, Giovanni

Trading strategies with implied forward credit default swap spreads

JOURNAL OF BANKING & FINANCE

IF3.8

2015-09-01

OAAI

Leccadito, Arturo; Tunaru, Radu S.; Urga, Giovanni

Identification robust inference in cointegrating regressions

Evaluating the accuracy of value-at-risk forecasts: New multilevel tests

IF4

2014-10-01

OAAI

Khalaf, Lynda; Urga, Giovanni

On the use of cross-sectional measures of forecast uncertainty

IF7.1

2014-04-01

OAAI

Leccadito, Arturo; Boffelli, Simona; Urga, Giovanni