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Simone Varotto

Global rank #13879 84%

Institution: University of Reading

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.icmacentre.ac.uk/index.php?id=127

First Publication: 2000

Most Recent: 2020

RePEc ID: pva329 ↗

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 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 2.51 0.00 2.51
All Time 0.00 0.00 5.87 0.00 6.20

Publication Statistics

Raw Publications 7
Coauthorship-Adjusted Count 6.56

Publications (7)

Year Article Journal Tier Authors
2020 The differential impact of leverage on the default risk of small and large firms Journal of Corporate Finance B 4
2019 Liquidity and shadow banking Journal of International Money and Finance B 2
2018 Systemic risk and bank size Journal of International Money and Finance B 2
2015 Time varying price discovery Economics Letters C 3
2013 Credit and liquidity components of corporate CDS spreads Journal of Banking & Finance B 3
2012 Stress testing credit risk: The Great Depression scenario Journal of Banking & Finance B 1
2000 Stability of rating transitions Journal of Banking & Finance B 3