Collateral eligibility of corporate debt in the Eurosystem
Pelizzon, L., Riedel, M., Simon, Z., & Subrahmanyam, M. G. (2024). "Collateral eligibility of corporate debt in the Eurosystem." The Journal of Financial Economics, 153, 103777.
CV
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Education
- Ph.D in Finance, Goethe University, 2019
- M.S. in Quantitative Finance, Goethe University
- B.S. in Mathematics, Goethe University
- B.S. in Economics and Business Administration, Goethe University
Work experience
- From 10/2022: Post-Doctoral Researcher
- Leibniz Institute for Financial Research SAFE
- Research project: Green Auto Securitization
- 05/21-11/22: Banking Expert (2022), Quantitative Analyst (2021)
- European Stability Mechanism
- Duties: Development and implementation of the Common Backstop to the Single Resolution Fund
- 05/20-01/22: Research Fellow
- Ca’ Foscari University of Venice
- EU Horizon 2020 project: EeDaPP
- 02/14-09/19: Doctoral Researcher
- Leibniz Institute for Financial Research SAFE and Goethe University
- Supervisor: Prof. Loriana Pelizzon
- 04/18-05/19: Doctoral Researcher
- Ca’ Foscari University of Venice
- EU Horizon 2020 project: EeMAP
- Supervisor: Prof. Monica Billio
- 08/17-12/17: Doctoral Researcher
- New York University Stern School of Business
- Supervisor: Prof. Marti G. Subrahmanyam
- 01/09-01/14: Working Student
- Allianz Global Investors
- Duties: Development of investment strategies in the Systematic Equity Portfolio Management division
Skills
- Stata, R, Matlab, SQL, SAS, Python
- English (fluent), German (native), Spanish (intermediate), French (basic)
Publications
How to green the European auto ABS market? A literature survey
Latino, C., Pelizzon, L., & Riedel, M. (2024). "How to green the European Auto ABS market? A literature survey." European Financial Management, 1–24.
Creditworthiness and buildings’ energy efficiency in the Italian mortgage market.
M. Billio, M. Costola, L. Pelizzon, F. Portioli, and D.Vergari, "Creditworthiness and buildings’ energy efficiency in the Italian mortgage market." In: Jurczenko, E. (ed) Climate Investing: New Strategies and Implementation Challenges.
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case
Billio, M., Costola, M., Pelizzon, L., & Riedel, M. (2022). "Buildings’ energy efficiency and the probability of mortgage default: The Dutch case." The Journal of Real Estate Finance and Economics, 65(3), 419-450.
Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?
Donadelli, M., Kizys, R., & Riedel, M. (2017). "Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?." Journal of Financial Markets, 35, 84-103.
Temperature Shocks and Welfare Costs
Donadelli, M., Jüppner, M., Riedel, M., & Schlag, C. (2017). "Temperature shocks and welfare costs." Journal of Economic Dynamics and Control, 82, 331-355.
Which market integration measure?
Billio, M., Donadelli, M., Paradiso, A., & Riedel, M. (2017). "Which market integration measure?." Journal of Banking & Finance, 76, 150-174.
Classification of Crowdfunding in the Financial System
Pelizzon, L., Riedel, M., Tasca, P. (2016). "Classification of Crowdfunding in the Financial System." In: Tasca, P., Aste, T., Pelizzon, L., Perony, N. (eds) Banking Beyond Banks and Money. New Economic Windows.