Published in Journal of Financial Economics, 2024
We study in this paper the many implications of the Eurosystem collateral framework for corporate bonds.
Recommended citation: 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.
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Published in European Financial Management, 2024
This literature survey explores the potential avenues for the design of a green auto asset-backed security by focusing on the European auto securitization market.
Recommended citation: Latino, C., Pelizzon, L., & Riedel, M. (2024). "How to green the European Auto ABS market? A literature survey." European Financial Management, 1–24.
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Published in The Journal of Real Estate Finance and Economics , 2021
This paper is about the relationship between building energy efficiency and the probability of mortgage default.
Recommended citation: 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.
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Published in Journal of Financial Markets, 2017
Long before COVID, we studied in this paper the effect of media coverage on infectious diseases on the stock market.
Recommended citation: 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.
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Published in Journal of Economic Dynamics and Control, 2017
This paper examines the welfare implications of rising temperatures.
Recommended citation: Donadelli, M., Jüppner, M., Riedel, M., & Schlag, C. (2017). "Temperature shocks and welfare costs." Journal of Economic Dynamics and Control, 82, 331-355.
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Published in Journal of Banking & Finance, 2017
This paper compares the dynamics of the financial integration process as described by different empirical approaches.
Recommended citation: Billio, M., Donadelli, M., Paradiso, A., & Riedel, M. (2017). "Which market integration measure?." Journal of Banking & Finance, 76, 150-174.
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Published in Wiley, 2022
Recommended citation: 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.
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Published in Springer, 2016
Recommended citation: 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.
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