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Loriana Pelizzon

Global rank #10632 88%

Institution: Leibniz-Institut für Finanzmarktforschung SAFE (Sustainable Architecture for Finance in Europe)

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.wiwi.uni-frankfurt.de/en/departments/finance/lehrstuhl/prof-loriana-pelizzon/home-profess

First Publication: 2008

Most Recent: 2022

RePEc ID: ppe207 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.40 0.67 0.00 1.47
Last 10 Years 0.00 0.90 0.67 0.00 2.48
All Time 0.00 2.08 5.19 0.00 9.35

Publication Statistics

Raw Publications 10
Coauthorship-Adjusted Count 7.30

Publications (10)

Year Article Journal Tier Authors
2022 Risk pooling, intermediation efficiency, and the business cycle Journal of Economic Dynamics and Control B 3
2021 Portfolio similarity and asset liquidation in the insurance industry Journal of Financial Economics A 5
2016 Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? Journal of Financial Economics A 4
2014 Mutual excitation in Eurozone sovereign CDS Journal of Econometrics A 3
2014 Liquidity Coinsurance and Bank Capital Journal of Money, Credit, and Banking B 4
2012 Econometric measures of connectedness and systemic risk in the finance and insurance sectors Journal of Financial Economics A 4
2009 Efficient portfolios when housing needs change over the life cycle Journal of Banking & Finance B 2
2008 Credit derivatives, capital requirements and opaque OTC markets Journal of Financial Intermediation B 2
2008 Diversification and ownership concentration Journal of Banking & Finance B 2
2008 Are Household Portfolios Efficient? an Analysis Conditional on Housing Journal of Financial and Quantitative Analysis B 2