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Publications of Mattia Bevilacqua

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Discussion Papers

Options-based systemic risk, financial distress, and macroeconomic downturns

In this study, we propose an implied forward-looking measure for systemic risk that employs the information from put option prices, the Systemic...

December 2020
DP 107
Mattia Bevilacqua
Radu Tunaru
Davide Vioto

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Jean-Pierre Zigrand on house price cycles and systemic risk

Public trust in scientists and vaccines likely to be damaged ...

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Bankruptcy and the COVID-19 Crisis

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Revenge of the experts: Will COVID-19 renew or diminish publ ...

Options-based systemic risk, financial distress, and macroec ...

Vaccine challenges

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