Cymwysterau
- PhD: Economics
University of Bath, 2011
Cyfleoedd Project Ôl-radd
’Rydwyf yn fodlon goruchwylio cwrs PhD
Cyhoeddiadau
2024
- CyhoeddwydThe Effects of Stress Testing on US Banks’ Off-Balance Sheet Activities
Calice, G. & Savoia, F., 25 Maw 2024, Yn: Financial Markets, Institutions and Instruments.
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid - CyhoeddwydThe effects of the EBA's stress testing framework on banks' lending
Ahmed, K. & Calice, G., Maw 2024, Yn: Economic Modelling. 132, t. 106624
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
2023
- CyhoeddwydContingent convertible bonds in financial networks
Calice, G., Sala, C. & Tantari, D., Rhag 2023, Yn: Scientific Reports. 13, 1, 22337.
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid - CyhoeddwydHow does oil market volatility impact mutual fund performance?
Alsubaiei, B. J., Calice, G. & Vivian, A., 2023, Yn: International Review of Economics & Finance. 89, PA, t. 1601-1621
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid - CyhoeddwydSovereign Credit Default Swaps and the Currency Forward Bias
Calice, G. & Lin, M-T., Gorff 2023, Yn: Journal of International Financial Markets, Institutions and Money. 86, 101803.
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
2022
- CyhoeddwydThe effects of supervisory stress testing on bank lending: examining large UK banks
Ahmed, K. & Calice, G., 2022, Yn: Journal of Banking Regulation. 24, 2, t. 228-247
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid - CyhoeddwydUS National Banks and Local Economic Fragility
Calice, G. & Gam, YK., Ebr 2022, Yn: Journal of Financial Services Research. 63, 3, t. 313-338
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
2021
- CyhoeddwydExploring risk premium factors for country equity returns
Calice, G. & Lin, M-T., Medi 2021, Yn: Journal of Empirical Finance . 63, t. 294-322
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid - CyhoeddwydSovereign CDS and mutual funds: Global evidence
Alsubaiei, BJ., Calice, G. & Vivian, A., Gorff 2021, Yn: Journal of International Financial Markets, Institutions and Money. 73, 101354.
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
2020
- CyhoeddwydForecasting Option Prices Using Discrete-Time Volatility Models Estimated at Mixed Timescales
Calice, G., Chen, J. & Williams, J., 2020, Yn: Journal of Derivatives. 27, 3, t. 45-74
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid - CyhoeddwydHow does mutual fund flow respond to oil market volatility?
Alsubaiei, B. J., Calice, G. & Vivian, A., Tach 2020, Yn: European Journal of Finance. 30, 1, t. 28-52
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
2019
- CyhoeddwydThe term structure of sovereign credit default swap and the cross-section of exchange rate predictability
Calice, G. & Zeng, M., Rhag 2019, Yn: International Journal of Finance & Economics. 26, 1, t. 445-458
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid - CyhoeddwydUnderstanding US firm efficiency and its asset pricing implications
Calice, G., Kutlu, L. & Zeng, M., Medi 2019, Yn: Empirical Economics. 60, 2, t. 803-827
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
2016
- CyhoeddwydA Markov switching unobserved component analysis of the CDX index term premium
Calice, G., Ioannidis, C. & Miao, RH., Maw 2016, Yn: International Review of Financial Analysis. 44, t. 189-204
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid - CyhoeddwydAre there benefits to being naked? The returns and diversification impact of capital structure arbitrage
Calice, G., Chen, J. & Williams, J. M., 2016, Contemporary Issues in Financial Institutions and Markets. Giradone, C., Hamill, P. & Wilson, J. (gol.). 1st gol. Routledge, Cyfrol II.
Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod
2015
- CyhoeddwydShort-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps
Calice, G., Mio, RH., Sterba, F. & Vasícek, B., Medi 2015, Yn: Journal of Empirical Finance . 33, t. 174-189
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
2014
- CyhoeddwydCDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008-2009 financial crisis
Calice, G., Medi 2014, Yn: Journal of International Financial Markets, Institutions and Money. 32, t. 20-37
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
2013
- CyhoeddwydAre there benefits to being naked? The returns and diversification impact of capital structure arbitrage
Calice, G., Chen, J. & Williams, JM., 2013, Yn: European Journal of Finance. 19, 9, t. 815-840
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid - CyhoeddwydLiquidity Spillovers in Credit Markets During the Eurozone Crisis
Calice, G., Chen, J. & Williams, J. M., 2013, Financial Crisis Containment and Government Guarantees. Edward Elgar Publishing Ltd, t. 230-248
Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod - CyhoeddwydLiquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis
Calice, G., Chen, J. & Williams, J., Ion 2013, Yn: Journal of Economic Behavior and Organization. 85, t. 122-143
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
2012
- CyhoeddwydAn empirical analysis of the impact of the credit default swap index market on large complex financial institutions
Calice, G. & Ioannidis, C., Rhag 2012, Yn: International Review of Financial Analysis. 25, t. 117-130
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid - CyhoeddwydCredit Derivatives and the Default Risk of Large Complex Financial Institutions
Calice, G., Ioannidis, C. & Williams, J., 2012, Yn: Journal of Financial Services Research. 42, 1-2, t. 85-107
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
2011
- CyhoeddwydThe subprime asset-backed securities market and the equity prices of large complex financial institutions
Calice, G., Hyd 2011, Yn: Journal of International Financial Markets, Institutions and Money. 21, 4, t. 585-604
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid