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, 32, 20-37.
Calice G., Sterba F., Vasicek B., (August 2014), "Short-term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps", European Central Bank Working Paper Series No. 1717, European Central Bank.
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.