Fabrizio Lillo
Università di BolognaTalk: An introduction to asymmetric information and financial market microstructure (Tutorial)
Course: When Micro Prudence increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification
Course: Lecture (16 September 2013 - 20 September 2013)
Talk: An introduction to systemic risk (7 July 2014 - 9 July 2014)
Poster: POSTER SESSION: Assessing Systemic Risk Due to Fire Sales Spillover Through Maximum Entropy Network (28 January 2016 )
Poster: POSTER SESSION: When panic makes you blind: a chaotic route to systemic risk (28 January 2016 )
Seminar: POSTER SESSION: Liquidity Dynamics and Illiquidity Cascades in the European Sovereign Bond Market (28 January 2016 )
Communication: The role of volume in order book dynamics: a multivariate Hawkes process analysis (28 January 2016 )
Communication: The Mixture Transition Distribution model for market impact and price dynamics . (29 January 2016 )