Sfoglia per Rivista JOURNAL OF EMPIRICAL FINANCE
Mostrati risultati da 1 a 5 di 5
The Bank-Sovereign Nexus: Evidence from a Non-Bailout Episode
2019 Caporin, Massimiliano; Natvik, Gisle J.; Ravazzolo, Francesco; Santucci de Magistris, Paolo
Conditional tail-risk in cryptocurrency markets
2019 Borri, Nicola
The information in systemic risk rankings
2016 Nucera, FEDERICO CALOGERO; Schwaab, Bernd; Koopman Siem, Jan; Lucas, André
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model
2015 Grassi, Stefano; Santucci de Magistris, Paolo
Long memory and tail dependence in trading volume and volatility
2013 Rossi, Eduardo; Santucci de Magistris, Paolo
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
The Bank-Sovereign Nexus: Evidence from a Non-Bailout Episode | 2019 | Caporin, Massimiliano; Natvik, Gisle J.; Ravazzolo, Francesco; Santucci de Magistris, Paolo | |
Conditional tail-risk in cryptocurrency markets | 2019 | Borri, Nicola | |
The information in systemic risk rankings | 2016 | Nucera, FEDERICO CALOGERO; Schwaab, Bernd; Koopman Siem, Jan; Lucas, André | |
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model | 2015 | Grassi, Stefano; Santucci de Magistris, Paolo | |
Long memory and tail dependence in trading volume and volatility | 2013 | Rossi, Eduardo; Santucci de Magistris, Paolo |
Mostrati risultati da 1 a 5 di 5
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