Università degli Studi di Cagliari
Stefano Zedda
Cooperative credit banks and sustainability: towards a social credit scoring
2024-01-01 Zedda, Stefano; Modina, Michele; Gallucci, Carmen
Credit scoring: Does XGboost outperform logistic regression?A test on Italian SMEs
2024-01-01 Zedda, Stefano
Exploiting the European Volatility Index Features: Anti-Persistence, Skewness, Kurtosis, and the Role of the Hurst Exponent
2023-01-01 Anelli, Michele; Patanè, Michele; Zedda, Stefano
Diagnosing default syndromes: early symptoms of entrepreneurial venture insolvency
2023-01-01 Modina, Michele; Zedda, Stefano
Are Banks Still a Risk Source for Stock Market? Some Empirical Evidences
2022-01-01 Anelli, Michele; Patanè, Michele; Zedda, Stefano
The Role of Correlation in Systemic Risk: Mechanisms, Effects, and Policy Implications
2021-01-01 Zedda, Stefano; Patanè, Michele; Miggiano, Luana
Modeling and simulating cross country banking contagion risks
2021-01-01 Zedda, Stefano; Spinace-Casale, Antonella
The role of redenomination risk in the price evolution of Italian banks’ CDS spreads
2020-01-01 Anelli, Michele; Patanè, Michele; Toscano, Mario; Zedda, Stefano
Using Supra-Covered Bonds to Enhance Liquidity in the Euro Area: Assessment of Advantages for the Banking Sector
2020-01-01 Salto, Matteo; Zedda, Stefano; Zeugner, Stefan
Which interbank net is the safest?
2020-01-01 Zedda, Stefano; Sbaraglia, Simone
Analysis of banks' systemic risk contribution and contagion determinants through the leave-one-out approach
2020-01-01 Zedda, Stefano; Cannas, Giuseppina
Analysis of China Commercial Banks’ Systemic Risk Sustainability through the Leave-One-Out Approach
2020-01-01 Zhang, Xiaoming; Wei, Chunyan; Zedda, Stefano
On the importance of traditional lending activity for banking systems stability
2020-01-01 Zedda, Stefano; Patané, Michele; Miggiano, Luana
CDS-Bond Basis Dynamic and Credit Spread Price Discovery: A Test for European Corporate and Sovereign Bond Markets
2019-01-01 Patanè, Michele; Tedesco, Mattia; Zedda, Stefano
Price Spikes in the Italian Electricity Market: An Economic Analysis
2019-01-01 Zedda, Stefano; Masala, Giovanni Batista
Portfolio strategies for renewable energy share maximization
2019-01-01 Zedda, Stefano
Price spikes in the electricity markets how and why
2018-01-01 Zedda, S; Masala, Gb
Dinamiche di pricing di oro, petrolio e tasso di cambio Euro/Dollaro nelle logiche operative di portafoglio
2018-01-01 Patanè, Michele; Tedesco, Mattia; Zedda, Stefano
Dynamic Relationship of Commodities Prices and EUR/USD Exchange Rate Trends in the Recent Past
2017-01-01 Patanè, Michele; Tedesco, Mattia; Zedda, Stefano
Analysis of Banks’ Systemic Risk Contribution and Contagion Determinants through the Leave-one-out Approach
2017-01-01 Zedda, Stefano; Cannas, Giuseppina
The “Surprise Effect” of Macro Indicators on the Options Implied Volatilities Dynamics: A Test on the United States-Germany Relationship
2017-01-01 Patanè, M; Tedesco, M; Zedda, Stefano
Banking Systems Simulation: Theory, Practice, and Application of Modeling Shocks, Losses, and Contagion
2017-01-01 Zedda, Stefano
Italian Banks’ Paths through the Crisis
2016-01-01 Zedda, Stefano
Will the Bail-in Break the Vicious Circle Between Banks and their Sovereign?
2015-01-01 Galliani, C; Zedda, Stefano
Directs vs. side effects in financial contagion: what weights more?
2015-01-01 Zedda, Stefano
Assistenzialismo o investimento? Una esperienza di istituzione e valutazione di incentivi locali alla nascita di imprese
2015-01-01 Zedda, Stefano
The determinants of interbank contagion: do patterns matter?
2014-01-01 Zedda, Stefano; Cannas, G; Galliani, C.
Financial Activities Taxes, Bank Levies and Systemic Risk
2014-01-01 Cannas, G; Cariboni, J; Marchesi, M; Nicodème, G; Petracco Giudici, M; Zedda, Stefano
Financial activities taxes, bank levies, and systemic risk
2014-01-01 Cannas, G.; Cariboni, J.; Marchesi, M.; Nicodème, G.; Petracco Giudici, M.; Zedda, S.
Basel III: a macro-economic cost-benefit analisys
2013-01-01 Marchesi, M; DE LISA, Riccardo; Zedda, Stefano; Campolongo, F; Cariboni, J.
Application of the SYMBOL model for state aid assessment: a pilot study on the Slovenian banking system
2012-01-01 Petracco Giudici, M; Cariboni, J; Maccaferri, S; Zedda, Stefano
JRC REPORT ON LARGE EU BANKING GROUPS
2012-01-01 J., Cariboni; H., Joenssons; J., Jesinghaus; Zedda, Stefano; S., Maccaferri; C., Galliani; F., DI GIROLAMO; G., Cannas
SYMBOL leaflet ufficiale della Commissione Europea
2012-01-01 Zedda, Stefano
THE CONTRIBUTION OF INDIVIDUAL BANKS TO SYSTEMIC RISK: LIGHTERS AND FUEL FOR BURNING CRISES
2012-01-01 Zedda, Stefano
The EU sovereign debt crisis: potential effects on EU banking systems and policy options
2012-01-01 Zedda, Stefano; Cariboni, J; Marchesi, M; Petracco Giudici, M; Salto, M.
Financial activities taxes and banks' systemic risk
2012-01-01 Cannas, G.; Cariboni, J.; Marchesi, M.; Nicodème, G.; Petracco Giudici, M.; Zedda, S.
A simulation approach to distinguish risk contribution roles to systemic crises
2012-01-01 Zedda, Stefano; Pagano, A; Cannas, G.
The mitigation role of collaterals and guarantees under Basel II
2012-01-01 DE LISA, Riccardo; Galliani, C; Marchesi, M; Vallascas, F; Zedda, Stefano
The role of contagion in financial crises: an uncertainty test on interbank patterns
2012-01-01 Zedda, Stefano; Cannas, G; Galliani, C; DE LISA, Riccardo
European deposit guarantee schemes: revision of risk based contributions using CDS spreads
2012-01-01 Galliani, C; DE LISA, Riccardo; Zedda, Stefano
Public finances in EMU
2011-01-01 Zedda, Stefano; Campolongo, F; Cariboni, J; Marchesi, M; Petracco, M; Salto, M.
Modelling deposit insurance scheme losses in a Basel 2 framework
2011-01-01 DE LISA, Riccardo; Zedda, Stefano; Vallascas, F; Campolongo, F; Marchesi, M.
Deposit insurance schemes: target fund and risk-based contributions in line with Basel II regulation
2010-01-01 Campolongo, F; DE LISA, Riccardo; Zedda, Stefano; Vallascas, F; Marchesi, M.
TRESHOLDS FOR RATINGS' FORECAST DEFAULT PROBABILITIES: SOME QUANTITATIVE EVIDENCES
2009-01-01 DE LISA, Riccardo; Marchesi, M; Zedda, Stefano
Assessing the effects of collaterals and guarantees on loan pricing under the IRB approach: a comparative-static analysis
2006-01-01 DE LISA, Riccardo; M., Marchesi; Zedda, Stefano; F., Vallascas
A comparison between some multi-agent simulation models for financial markets
2004-01-01 Zedda, Stefano
Abstract dei lavori presentati al XXVII Convegno annuale AMASES
2004-01-01 Zedda, Stefano
UN MODELLO DI SIMULAZIONE PER I MERCATI FINANZIARI
2003-01-01 Zedda, Stefano
Alcune considerazioni sulle formule per il calcolo approssimato della redditività e del costo dell’indebitamento aziendale
2002-01-01 Zedda, Stefano
L’analisi delle componenti principali con metodologia robusta: una verifica sui dati di borsa
2000-01-01 Zedda, Stefano
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