Sfoglia per Autore
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds
2008 Morana, C; Beltratti, A
Modelling Short-Term Interest Rate Spreads in the Euro Money Market
2008 Morana, C; Cassola, N
International Stock Markets Comovements: the Role of Economic and Financial Integration
2008 Morana, C
Factor vector autoregressive estimation: A new approach
2008 Morana, C; Bagliano, F
Estimating, Filtering and Forecasting Realized Betas
2007 Morana, C
The End of the Japanese Stagnation: An Assessment of the Policy Solutions
2007 Morana, C
Structural Econometric Approach to Bidding in the Main Refinancing Operations of the Eurosystem
2007 Morana, C; Cassola, N; Ewerhart, C
Factor Demand Modelling: the Theory and the Practice
2007 Morana, C
Does the Stock Market Affect Income Distribution? Some Empirical Evidence for the US
2007 Beltratti, A; Morana, C
Inflation and Monetary Dynamics in the US: A Quantity-Theory Approach
2007 Morana, C; Bagliano, F
Multivariate modelling of long memory processes with common components
2007 Morana, C
Structural Common Factor Approach to Core Inflation Estimation and Forecasting
2007 Morana, C
A Small Scale Macroeconometric Model for the Euro-12 Area
2006 Morana, C
Volatility of interest rates in the euro area: Evidence from high frequency data
2006 Morana, C; Cassola, N
Structural breaks and common factors in the volatility of the Fama-French factor portfolios
2006 Morana, C; Beltratti, A
The Price Stability Oriented Monetary Policy of the ECB: an Assessment
2006 Morana, C
Estimating long memory in the mark-dollar exchange rate with high frequency data
2006 Morana, C; Beltratti, A
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility
2006 Morana, C; Beltratti, A
Energy Substitution in Italy: introduction
2005 Morana, C
Statistical Benefits of Value at Risk with Long Memory
2005 Morana, C
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