Sfoglia per Autore
Integrazione Esg e vincoli regolamentari: analisi di impatto sulla gestione di portafogli
2024-01-01 Patanè, Michele; Ceccherini, Paolo; Anelli, Michele; D’Imperio, Alessia
La gestione dei portafogli finanziari nella dinamica dei tassi: Metodi, strumenti, strategie
2023-01-01 Patane', Michele; Anelli, Michele; Gioia, Alessio
Exploiting the European Volatility Index Features: Anti-Persistence, Skewness, Kurtosis, and the Role of the Hurst Exponent
2023-01-01 Anelli, Michele; Patane', Michele; Zedda, Stefano
The “Perpetually” Efficient Stock Market Nonsense: The Gaslighting Effects
2023-01-01 Anelli, Michele; Patanè, Michele
Stili di investimento tradizionali ed Esg: confronto empirico in termini di rischio/rendimento
2022-01-01 Patane', Michele; Ceccherini, Paolo; D’Imperio, Alessia; Anelli, Michele
The role of CDS market in the price discovery process of the “PIIGS” countries sovereign credit risk during the recent decade of monetary easing
2022-01-01 Anelli, Michele; Patane', Michele
Are Banks Still a Risk Source for Stock Market? Some Empirical Evidences
2022-01-01 Anelli, Michele; Patane', Michele; Zedda, Stefano
The Dynamic Progression of the Redenomination and Sovereign Risk in the Price Discovery Process of Italian Banks’ CDSs
2021-01-01 Cinefra, Francesca; Anelli, Michele; Patane', Michele; Gioia, Alessio
The Evolution of the Lead-lag Markets in the Price Discovery Process of the Sovereign Credit Risk: the Case of Italy
2021-01-01 Anelli, Michele; Patane', Michele; Toscano, Mario; Gioia, Alessio
The role of correlation in systemic risk: mechanisms, effects, and policy implications
2021-01-01 Zedda, Stefano; Patane', Michele; Miggiano, Luana
On the importance of traditional lending activity for banking systems stability
2020-01-01 Zedda, Stefano; Patane', Michele; Miggiano, Luana
The Role of Redenomination Risk in the Price Evolution of Italian Banks’ CDS Spreads
2020-01-01 Anelli, Michele; Patanè, Michele; Toscano, Mario; Zedda, Stefano
CDS-bond basis dynamic and credit spread price discovery: a test for European corporate and sovereign bond markets
2019-01-01 Patane', Michele; Mattia, Tedesco; Stefano, Zedda
Dinamiche di pricing di oro, petrolio e tasso di cambio Euro/Dollaro nelle logiche operative di portafoglio
2018-01-01 Patane', Michele; Mattia, Tedesco; Stefano, Zedda
The "Surprise Effect" of Macro Indicators on the Options Implied Volatilities Dynamics: A Test on the United States-Germany Relationship
2017-01-01 Patane', Michele; Tedesco, Mattia; Zedda, Stefano
Dynamic Relationship of Commodities prices and EUR/USD exchange rate trends in the recent past
2017-01-01 Patane', Michele; Tedesco, Mattia; Zedda, Stefano
Dynamic Relationship of Commodities prices and EUR/USD exchange rate trends in the recent past
2017-01-01 Patane', Michele; Mattia, Tedesco; Stefano, Zedda
Futures prices and basis risk: relationship and strategies
2017-01-01 Patane', Michele
Come funziona la banca
2016-01-01 Patanè, Michele; Diolaiuti, Fabrizio
A Model to Test the Price Discovery of Sovereign Credit Risk in the Eurozone
2016-01-01 Patane', Michele; Giorgione, Alessandro; Vitagliano, Michele
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile