World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
39
Citations
9062
World Ranking
2385
National Ranking
52

Monica Billio publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Monica Billio sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 196 publications — 60th percentile

60% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Monica Billio D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Monica Billio sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 39 D-Index — 38th percentile

38% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Overview

Monica Billio is affiliated with Ca Foscari University of Venice in Italy and works primarily within the domain of Economics, Econometrics, and Finance. Their research spans several subfields including Economics and Econometrics, Finance, Building and Construction, Accounting, and General Economics, Econometrics and Finance.

Their publication record includes a significant number of papers published in well-known venues. Frequent publication venues include:

  • SSRN Electronic Journal
  • Econometrics and Statistics
  • Energy Economics
  • Journal of Banking & Finance
  • Annals of Operations Research

Monica Billio's research interests cover a range of topics within economics and finance. Major topics include:

  • Market Dynamics and Volatility
  • Housing Market and Economics
  • Complex Systems and Time Series Analysis
  • Banking Stability, Regulation, Efficiency
  • Credit Risk and Financial Regulations
  • Financial Markets and Investment Strategies
  • Sustainable Building Design and Assessment

The scientist has collaborated frequently with several coauthors, including:

  • Roberto Casarin
  • Loriana Pelizzon
  • Michele Costola
  • Simone Varotto
  • Carmelo Latino

Their recent papers highlight ongoing contributions to the study of ESG (Environmental, Social, and Governance) ratings and dynamic econometric methods. Selected recent papers include:

  • Inside the ESG ratings: (Dis)agreement and performance, 2021, Corporate Social Responsibility and Environmental Management
  • Inside the ESG Ratings: (Dis)agreement and Performance, 2020, SSRN Electronic Journal
  • Inside the ESG Ratings: (Dis)Agreement and Performance, 2020, SSRN Electronic Journal
  • Bayesian Dynamic Tensor Regression, 2022, Journal of Business and Economic Statistics

In addition to journal articles, Monica Billio has published books through publishers such as Edizioni Ca' Foscari and AIFIRM eBooks. Titles include:

  • Eccellenze cafoscarine nella storia del Dipartimento di Economia, 2022
  • NPE RISK: EVOLUZIONE DELLE METODOLOGIE E DELLE STRATEGIE E GESTIONE DI DE-RISKING, 2023

Best Publications

  • Econometric measures of connectedness and systemic risk in the finance and insurance sectors

    Monica Billio;Mila Getmansky;Andrew W. Lo;Loriana Pelizzon

  • Inside the ESG ratings: (Dis)agreement and performance

    Monica Billio;Michele Costola;Iva Hristova;Carmelo Latino

  • Econometric Measures of Systemic Risk in the Finance and Insurance Sectors

    Monica Billio;Mila Getmansky;Andrew W. Lo;Loriana Pelizzon

  • Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

    Monica Billio;Andrew W. Lo;Andrew W. Lo;Mila Getmansky Sherman;Loriana Pelizzon;Loriana Pelizzon;Loriana Pelizzon

  • Value-at-Risk: a multivariate switching regime approach

    Monica Billio;Loriana Pelizzon;Loriana Pelizzon

  • Bayesian Graphical Models for Structural Vector Autoregressive Processes

    Daniel Felix Ahelegbey;Monica Billio;Roberto Casarin

  • Flexible Dynamic Conditional Correlation Multivariate GARCH models for Asset Allocation

    Monica Billio;Massimiliano Caporin;Michele Gobbo

  • Contagion and Interdependence in Stock Markets: Have they been misdiagnosed?

    Monica Billio;Loriana Pelizzon

  • Measuring Systemic Risk in the Finance and Insurance Sectors

    Monica Billio;Mila Getmansky;Andrew W. Lo;Loriana Pelizzon

  • Multivariate Markov Switching Dynamic Conditional Correlation GARCH representations for contagion analysis

    Monica Billio;Massimiliano Caporin

  • Dynamic risk exposures in hedge funds

    Monica Billio;Mila Getmansky;Loriana Pelizzon

  • Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion

    Monica Billio;Massimiliano Caporin

  • Volatility and shocks spillover before and after EMU in European stock markets

    Monica Billio;Loriana Pelizzon

  • Time-varying combinations of predictive densities using nonlinear filtering

    Monica Billio;Roberto Casarin;Francesco Ravazzolo;Herman K. van Dijk

  • Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis

    Peter Martey Addo;Peter Martey Addo;Monica Billio;Dominique Guegan;Dominique Guegan

  • A generalized Dynamic Conditional Correlation model for portfolio risk evaluation

    Monica Billio;Massimiliano Caporin

  • Crises and Hedge Fund Risk

    Monica Billio;Mila Getmansky;Loriana Pelizzon

  • Crises and Hedge Fund Risk

    Loriana Pelizzon;Monica Billio;Mila Getmansky

  • Inside the ESG ratings: (Dis)agreement and performance

    Monica Billio;Michele Costola;Iva Histova;Carmelo Latino

  • An entropy-based early warning indicator for systemic risk

    Monica Billio;Roberto Casarin;Michele Costola;Andrea Pasqualini

  • Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering

    Monica Billio;Roberto Casarin;Francesco Ravazzolo;Francesco Ravazzolo;H. K. van Dijk;H. K. van Dijk

Frequent Co-Authors

Loriana Pelizzon
Loriana Pelizzon Ca Foscari University of Venice
Massimiliano Caporin
Massimiliano Caporin University of Padua
Herman K. van Dijk
Herman K. van Dijk Erasmus University Rotterdam
Alain Monfort
Alain Monfort École Nationale de la Statistique et de l'Administration Économique
Christian P. Robert
Christian P. Robert Paris Dauphine University
Stefano Battiston
Stefano Battiston University of Zurich
Massimo Guidolin
Massimo Guidolin Bocconi University
Gary Koop
Gary Koop University of Strathclyde
Siem Jan Koopman
Siem Jan Koopman Vrije Universiteit Amsterdam

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