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Antonio Di Cesare

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This is information that was supplied by Antonio Di Cesare in registering through RePEc. If you are Antonio Di Cesare , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Antonio
Middle Name:
Last Name: Di Cesare
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RePEc Short-ID: pdi102

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Affiliation

Banca d'Italia
Location: Roma, Italy
Homepage: http://www.bancaditalia.it/
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Postal: Via Nazionale, 91 - 00184 Roma
Handle: RePEc:edi:bdigvit (more details at EDIRC)

Works

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Working papers

  1. Antonio Di Cesare & Giuseppe Grande & Michele Manna & Marco Taboga, 2012. "Recent estimates of sovereign risk premia for euro-area countries," Questioni di Economia e Finanza (Occasional Papers) 128, Bank of Italy, Economic Research and International Relations Area.
  2. Sara Cecchetti & Antonio Di Cesare, 2012. "The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds," Papers 1203.6723, arXiv.org.
  3. Antonio Di Cesare & Philip A. Stork & Casper G. de Vries, 2011. "Risk Measures for Autocorrelated Hedge Fund Returns," Tinbergen Institute Discussion Papers 11-084/2/DSF 23, Tinbergen Institute.
  4. Panetta, Fabio & Correa, Ricardo & Davies, Michael & Di Cesare, Antonio & Marques, José-Manuel & Nadal de Simone, Francisco & Signoretti, Federico & Vespro, Cristina & Vildo, Siret & Wieland, Martin , 2011. "The impact of sovereign credit risk on bank funding conditions," MPRA Paper 32581, University Library of Munich, Germany.
  5. Antonio Di Cesare & Giovanni Guazzarotti, 2010. "An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil," Temi di discussione (Economic working papers) 749, Bank of Italy, Economic Research and International Relations Area.
  6. Fabio Panetta & Paolo Angelini & Ugo Albertazzi & Francesco Columba & Wanda Cornacchia & Antonio Di Cesare & Andrea Pilati & Carmelo Salleo & Giovanni Santini, 2009. "Financial sector pro-cyclicality: lessons from the crisis," Questioni di Economia e Finanza (Occasional Papers) 44, Bank of Italy, Economic Research and International Relations Area.
  7. Di Cesare, Antonio, 2009. "Securitization and Bank Stability," MPRA Paper 16831, University Library of Munich, Germany.
  8. Antonio Di Cesare, 2006. "Do market-based indicators anticipate rating agencies? Evidence for international banks," Temi di discussione (Economic working papers) 593, Bank of Italy, Economic Research and International Relations Area.
  9. Antonio Di Cesare, 2004. "Estimating expectations of shocks using option prices," Temi di discussione (Economic working papers) 506, Bank of Italy, Economic Research and International Relations Area.

Articles

  1. Antonio Cesare, 2006. "Do Market-based Indicators Anticipate Rating Agencies? Evidence for International Banks," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 35(1), pages 121-150, 02.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2009-04-13
  2. NEP-BAN: Banking (4) 2006-07-09 2009-08-22 2010-04-17 2011-08-15. Author is listed
  3. NEP-EEC: European Economics (2) 2011-08-15 2012-09-30
  4. NEP-FIN: Finance (2) 2006-01-24 2006-07-09
  5. NEP-FMK: Financial Markets (3) 2006-01-24 2006-07-09 2011-12-13. Author is listed
  6. NEP-REG: Regulation (1) 2009-08-22
  7. NEP-RMG: Risk Management (3) 2009-08-22 2011-12-13 2012-04-10. Author is listed
  8. NEP-URE: Urban & Real Estate Economics (1) 2009-08-22

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