Profil

PISA Magdalena

Main Referenced Co-authors
WOLFF, Christian  (6)
Bams, Dennis (3)
Bos, Jaap (1)
Main Referenced Keywords
Credit risk (1); Small businesses (1); Spillovers (1);
Main Referenced Disciplines
Finance (23)

Publications (total 23)

The most downloaded
264 downloads
Pisa, M. (2013). Discussion: Covenant Violations and Dynamic Loan Contracting. https://hdl.handle.net/10993/7370

Wolff, C., & Pisa, M. (2016). Finanzierungskonditionen für KMU verschlechtern sich. Börsen-Zeitung.

Wolff, C., & Pisa, M. (2016). Best Paper Prize, International Symposium on Business and Management, April 6-8, 2016.

Wolff, C., & Pisa, M. (2016). Credit risk characteristics of US small business portfolios [Paper presentation]. International Symposium on Business and Management.

Wolff, C., & Pisa, M. (2016). Ripples of risk. VoxEU.

Pisa, M. (2015). Credit in the Economy: Small Business Default Correlation and Firms' Co-movements [Doctoral thesis, Unilu - University of Luxembourg]. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/21227

Pisa, M., Bos, J., & Bams, D. (2015). Trade Credit and firm Comovements. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/22244.

Pisa, M. (2014). Discussion: Disclosure Practices and Option Implied Probability of Default by Ilknur Zer [Paper presentation]. FMA European Meeting 2014.

Pisa, M. (2014). Discussion: Capital Regulation with Heterogeneous Banks by Andreas Barth and Christian Seckinger [Paper presentation]. SGF Conference 2014.

Bams, D., Pisa, M., & Wolff, C. (2014). Ripple Effects from Industry Defaults. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/18897.

Pisa, M. (2013). Modeling default correlation in a US retail loan portfolio [Poster presentation]. 12th International Conference CREDIT 2013.

Pisa, M. (2013). Modeling default correlation in a US retail loan portfolio [Paper presentation]. Seventh Annual Risk Management Conference.

Pisa, M. (2013). Modeling default correlation in a US retail loan portfolio [Paper presentation]. 2013 FMA European Conference.

Pisa, M. (2013). Ripple effects from industry defaults [Poster presentation]. 12th International Conference CREDIT 2013.

Pisa, M. (2013). Modeling default correlation in a US retail loan portfolio [Paper presentation]. EEA-ESEM.

Pisa, M. (2013). Discussion: Are Ratings the Worst Form of Credit Assessment Apart from All the Others? by Andreas Blöchlinger, Markus Leippold and Basile Maire [Paper presentation]. Seventh Annual Risk Management Conference.

Pisa, M. (2013). Discussion: Covenant Violations and Dynamic Loan Contracting.

Pisa, M., Wolff, C., & Bams, D. (2012). Modeling default correlation in a US retail loan portfolio. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9527.

Pisa, M. (2012). Modeling default correlation in a US retail loan portfolio [Paper presentation]. Mathematical Finance Days 2012, Montréal, Canada.

Pisa, M. (2012). Modeling default correlation in a US retail loan portfolio [Paper presentation]. Auckland Finance Meeting, Auckland, New Zealand.

Pisa, M. (2012). Modeling default correlation in a US retail loan portfolio [Paper presentation]. Jamboree, Luxembourg.

Pisa, M. (2012). Modeling default correlation in a US retail loan portfolio [Paper presentation]. 25th Australasian Finance and Banking Conference, Sydney, Australia.

Pisa, M. (2012). Discussion: Early warning systems for currency crises: A multivariate extreme value approach.

Pisa, M. (2012). Discussion: Risk and Dependence Analysis of Australian Stock Market - The Case of Extreme Value Theory.

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