Danilo V. Mascia

University of Leeds

Leeds, LS2 9JT

United Kingdom

University of Leeds - Faculty of Business

Leeds LS2 9JT

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

406

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Pandemic Risk and Diversification

Number of pages: 78 Posted: 03 Jun 2020 Last Revised: 15 Sep 2020
Enrico Onali and Danilo V. Mascia
University of Exeter Business School and University of Leeds
Downloads 334 (111,659)
Citation 3

Abstract:

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Coronavirus, COVID-19, pandemic crisis, idiosyncratic risk, volatility, diversification

2.

Internal Rating Based Models: Do They Matter for Bank Profit Margins?

Number of pages: 58 Posted: 28 Jun 2019 Last Revised: 30 Jun 2019
Danilo V. Mascia, Kevin Keasey and Francesco Vallascas
University of Leeds, University of Leeds - Division of Accounting and Finance and Durham University
Downloads 72 (392,934)

Abstract:

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Net-Interest Margin, Internal Risk Models, Bank Regulation

3.

Bail‐In Rules and the Pricing of Italian Bank Bonds

European Financial Management, Vol. 25, Issue 5, pp. 1321-1347, 2019
Number of pages: 27 Posted: 19 May 2020
Fabrizio Crespi, Emanuela Giacomini and Danilo V. Mascia
Universita di Cagliari, University of Florida - Warrington College of Business Administration and University of Leeds
Downloads 0 (795,478)
Citation 3
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Abstract:

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bail‐in, bank bonds, cost of funding, too‐big‐to‐fail