Loading...

← Back to Leaderboard

Monica Billio

Institution: Università Ca' Foscari Venezia

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.unive.it/persone/billio

First Publication: 1999

Most Recent: 2025

RePEc ID: pbi55 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 4.04 1.68 0.25 5.97 86%
Last 10 Years 0.00 7.74 3.36 0.50 11.60 91%
All Time 0.00 11.10 3.36 1.26 15.73 91%

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 8.92

Publications (21)

Year Article Journal Tier Authors
2025 Bond supply expectations and the term structure of interest rates Journal of International Money and Finance B 4
2025 Dissecting the ESG ratings: Does one size fit all? Economics Letters C 4
2025 Compounding geopolitical and energy risks: A clustered stochastic multi-COVOL model Energy Economics A 4
2024 Learning from experts: Energy efficiency in residential buildings Energy Economics A 4
2024 Corrigendum to “Complexity and the default risk of mortgage-backed securities” [Journal of Banking and Finance 155 (2023) 106993] Journal of Banking & Finance B 4
2024 Bayesian Markov-Switching Tensor Regression for Time-Varying Networks Journal of the American Statistical Association B 3
2023 Complexity and the default risk of mortgage-backed securities Journal of Banking & Finance B 4
2023 Bayesian Dynamic Tensor Regression Journal of Business & Economic Statistics A 4
2022 Markov switching panel with endogenous synchronization effects Journal of Econometrics A 4
2020 On the role of domestic and international financial cyclical factors in driving economic growth Applied Economics C 4
2019 Modeling systemic risk with Markov Switching Graphical SUR models Journal of Econometrics A 4
2019 Bayesian nonparametric sparse VAR models Journal of Econometrics A 3
2018 Markov switching GARCH models for Bayesian hedging on energy futures markets Energy Economics A 3
2017 Which market integration measure? Journal of Banking & Finance B 4
2016 Bayesian Graphical Models for STructural Vector Autoregressive Processes Journal of Applied Econometrics B 3
2016 Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model Journal of Applied Econometrics B 4
2013 Time-varying combinations of predictive densities using nonlinear filtering Journal of Econometrics A 4
2012 Econometric measures of connectedness and systemic risk in the finance and insurance sectors Journal of Financial Economics A 4
2008 A System for Dating and Detecting Turning Points in the Euro Area The Manchester School C 4
2000 Value-at-Risk: a multivariate switching regime approach Journal of Empirical Finance C 2
1999 Bayesian estimation of switching ARMA models Journal of Econometrics A 3