| Credit-implied volatility BT Kelly, G Manzo, D Palhares Available at SSRN 2576292, 2019 | 49 | 2019 |
| Political uncertainty, credit risk premium and default risk G Manzo Credit Risk Premium and Default Risk (August 31, 2013), 2013 | 26* | 2013 |
| The impact of sovereign shocks G Manzo, A Picca Management Science 66 (7), 3113-3132, 2020 | 17* | 2020 |
| Deep learning credit risk modeling G Manzo, X Qiao The Journal of Fixed Income 31 (2), 101-127, 2021 | 7 | 2021 |
| Sovereign credit risk G Manzo, P Veronesi Handbook of Fixed‐Income Securities, 561-586, 2016 | 6 | 2016 |
| What Drives Systemic Risk G Manzo Political Uncertainty and Contagion in Credit Markets—Three Essays in …, 2014 | 1 | 2014 |
| Option pricing with respect to the fractional Brownian motion and portfolio selection according to [alpha]-stable distribution G Manzo LUISS Guido Carli, 2010 | | 2010 |
Bryan KellyYale School of ManagementVerified email at yale.edu
