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Baruník, Jozef, Bevilacqua, Mattia and Faff, Robert (2024) Dynamic industry uncertainty networks and the business cycle. Journal of Economic Dynamics and Control, 159. ISSN 0165-1889
Bevilacqua, Mattia, Tunaru, Radu and Vioto, Davide (2023) Options-based systemic risk, financial distress, and macroeconomic downturns. Journal of Financial Markets, 65. ISSN 1386-4181
Baruník, Jozef, Bevilacqua, Mattia and Tunaru, Radu (2022) Asymmetric network connectedness of fears. Review of Economics and Statistics, 104 (6). 1304 - 1316. ISSN 0034-6535
Bevilacqua, Mattia, Morelli, David and Uzan, Paola Sultana Renée (2021) Striking the implied volatility of US drone companies. International Review of Financial Analysis, 77. ISSN 1057-5219
Bevilacqua, Mattia and Tunaru, Radu (2021) The SKEW index: extracting what has been left. Journal of Financial Stability, 53. ISSN 1572-3089
Bevilacqua, Mattia, Tunaru, Radu and Vioto, Davide (2020) Options-based systemic risk, financial distress, and macroeconomic downturns. Systemic Risk Centre Discussion Papers (107). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.