Calice G., (2014), "CDX and iTraxx and their Relation to the Systemically Important Financial Institutions: Evidence from the 2008-2009 Financial Crisis", Journal of International Financial Markets, Institutions & Money, forthcoming.
Calice G., Sterba F., Vasicek B., (2014), "Short-term Determinants of Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps", European Central Bank Working Paper Series, forthcoming.
Calice G., Chen J. and Williams J., (2013), “Liquidity Spillovers in Sovereign Bond and CDS Markets: An Analysis of the Eurozone Sovereign Debt Crisis”, Journal of Economic Behavior and Organization, 85, 122-143.
Calice G., Chen J. and Williams J., (2013), “Are The Benefits to Being Naked? The Returns and Diversification Impact of Capital Structure Arbitrage", European Journal of Finance, 19, 9, 815-840.
Calice G., Ioannidis C. and Williams J., (2012), “Credit Risk Transfer and the Default Risk of Large Complex Financial Institutions", Journal of Financial Services Research, 42, 1-2, 85-107.
Calice G., Ioannidis C., (2012) “An Empirical Analysis of the Impact of the Credit Default Swap Index Market on Large Complex Financial Institutions”, International Review of Financial Analysis, 25, 117-130.
Calice G., (2011), “The Subprime Asset-Backed Securities Market and the Equity Prices of Large Complex Financial Institutions", Journal of International Financial Markets, Institutions & Money, 21, 4, 585-604 .
Calice G., Chen J. and Williams J., (April 2013), “Liquidity Spillovers in Credit Markets During the Eurozone Crisis”, in: “Financial Crisis Containment and Government Guarantees”, John R. LaBrosse, Rodrigo Olivares-Caminal and Dalvinder Singh (eds), Edward Elgar.
Calice G., Ioannidis C. and Williams J., (2011), “Credit Derivatives and the Forecasting of Bank Defaults”, CESifo Working Paper No. 3583.