ANELLI, MICHELE
ANELLI, MICHELE
Dipartimento di Studi Aziendali e Giuridici
Are Banks Still a Risk Source for Stock Market? Some Empirical Evidences
2022-01-01 Anelli, Michele; Patane', Michele; Zedda, Stefano
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
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
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 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 price discovery process of the sovereign and bank credit risk in a high-volatility framework
2020-01-01 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
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
The “Perpetually” Efficient Stock Market Nonsense: The Gaslighting Effects
2023-01-01 Anelli, Michele; Patane', Michele