1. Article › Research › Peer-reviewed

2. A Markov switching unobserved component analysis of the CDX index term premium

   Calice, G., Ioannidis, C. & Miao, RH., Mar 2016, In: International Review of Financial Analysis. 44, p. 189-204

   Research output: Contribution to journal › Article › peer-review

3. An empirical analysis of the impact of the credit default swap index market on large complex financial institutions

   Calice, G. & Ioannidis, C., Dec 2012, In: International Review of Financial Analysis. 25, p. 117-130

   Research output: Contribution to journal › Article › peer-review

4. Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage

   Calice, G., Chen, J. & Williams, JM., 2013, In: European Journal of Finance. 19, 9, p. 815-840

   Research output: Contribution to journal › Article › peer-review

5. CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008-2009 financial crisis

   Calice, G., Sept 2014, In: Journal of International Financial Markets, Institutions and Money. 32, p. 20-37

   Research output: Contribution to journal › Article › peer-review

6. Published

   Contingent convertible bonds in financial networks

   Calice, G., Sala, C. & Tantari, D., Dec 2023, In: Scientific Reports. 13, 1, 22337.

   Research output: Contribution to journal › Article › peer-review

7. Published

   Credit Derivatives and the Default Risk of Large Complex Financial Institutions

   Calice, G., Ioannidis, C. & Williams, J., 2012, In: Journal of Financial Services Research. 42, 1-2, p. 85-107

   Research output: Contribution to journal › Article › peer-review

8. Published

   Exploring risk premium factors for country equity returns

   Calice, G. & Lin, M-T., Sept 2021, In: Journal of Empirical Finance . 63, p. 294-322

   Research output: Contribution to journal › Article › peer-review

9. Forecasting Option Prices Using Discrete-Time Volatility Models Estimated at Mixed Timescales

   Calice, G., Chen, J. & Williams, J., 2020, In: Journal of Derivatives. 27, 3, p. 45-74

   Research output: Contribution to journal › Article › peer-review

10. How does mutual fund flow respond to oil market volatility?

    Alsubaiei, B. J., Calice, G. & Vivian, A., Nov 2020, In: European Journal of Finance. 30, 1, p. 28-52

    Research output: Contribution to journal › Article › peer-review

11. How does oil market volatility impact mutual fund performance?

    Alsubaiei, B. J., Calice, G. & Vivian, A., 2023, In: International Review of Economics & Finance. 89, PA, p. 1601-1621

    Research output: Contribution to journal › Article › peer-review

12. Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis

    Calice, G., Chen, J. & Williams, J., Jan 2013, In: Journal of Economic Behavior and Organization. 85, p. 122-143

    Research output: Contribution to journal › Article › peer-review

13. Short-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., Sept 2015, In: Journal of Empirical Finance . 33, p. 174-189

    Research output: Contribution to journal › Article › peer-review

14. Sovereign CDS and mutual funds: Global evidence

    Alsubaiei, BJ., Calice, G. & Vivian, A., Jul 2021, In: Journal of International Financial Markets, Institutions and Money. 73, 101354.

    Research output: Contribution to journal › Article › peer-review

15. Sovereign Credit Default Swaps and the Currency Forward Bias

    Calice, G. & Lin, M-T., Jul 2023, In: Journal of International Financial Markets, Institutions and Money. 86, 101803.

    Research output: Contribution to journal › Article › peer-review

16. Published

    The Effects of Stress Testing on US Banks’ Off-Balance Sheet Activities

    Calice, G. & Savoia, F., 25 Mar 2024, In: Financial Markets, Institutions and Instruments.

    Research output: Contribution to journal › Article › peer-review

17. The effects of supervisory stress testing on bank lending: examining large UK banks

    Ahmed, K. & Calice, G., 2022, In: Journal of Banking Regulation. 24, 2, p. 228-247

    Research output: Contribution to journal › Article › peer-review

18. Published

    The effects of the EBA's stress testing framework on banks' lending

    Ahmed, K. & Calice, G., Mar 2024, In: Economic Modelling. 132, p. 106624

    Research output: Contribution to journal › Article › peer-review

19. The subprime asset-backed securities market and the equity prices of large complex financial institutions

    Calice, G., Oct 2011, In: Journal of International Financial Markets, Institutions and Money. 21, 4, p. 585-604

    Research output: Contribution to journal › Article › peer-review

20. The term structure of sovereign credit default swap and the cross-section of exchange rate predictability

    Calice, G. & Zeng, M., Dec 2019, In: International Journal of Finance & Economics. 26, 1, p. 445-458

    Research output: Contribution to journal › Article › peer-review

21. US National Banks and Local Economic Fragility

    Calice, G. & Gam, YK., Apr 2022, In: Journal of Financial Services Research. 63, 3, p. 313-338

    Research output: Contribution to journal › Article › peer-review

22. Understanding US firm efficiency and its asset pricing implications

    Calice, G., Kutlu, L. & Zeng, M., Sept 2019, In: Empirical Economics. 60, 2, p. 803-827

    Research output: Contribution to journal › Article › peer-review

23. Chapter › Research › Not peer-reviewed
24. Published

    Are 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. (eds.). 1st ed. Routledge, Vol. II.

    Research output: Chapter in Book/Report/Conference proceeding › Chapter

25. Liquidity 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, p. 230-248

    Research output: Chapter in Book/Report/Conference proceeding › Chapter