Lorenzo Cappiello at IDEAS
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about: Lorenzo Cappiello
Personal Details | Affiliation | Works
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Personal Details
First Name: Lorenzo
Middle Name:
Last Name: Cappiello
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RePEc Short-ID: pca410
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Working papers
Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2006.
"Financial integration of new EU Member States ,"
Working Paper Series
683, European Central Bank.
[Downloadable!]
Lorenzo Cappiello & Peter Hördahl & Arjan Kadareja & Simone Manganelli, 2006.
"The impact of the euro on financial markets ,"
Working Paper Series
598, European Central Bank.
[Downloadable!]
Lorenzo Cappiello & Stéphane Guéné, 2005.
"Measuring market and inflation risk premia in France and in Germany ,"
Working Paper Series
436, European Central Bank.
[Downloadable!]
Lorenzo Cappiello & Bruno Gérard & Simone Manganelli, 2005.
"Measuring comovements by regression quantiles ,"
Working Paper Series
501, European Central Bank.
[Downloadable!]
Lorenzo Cappiello & Nikolaos Panigirtzoglou, 2005.
"Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach ,"
Working Papers
547, Queen Mary, University of London, Department of Economics.
[Downloadable!]
Elizaveta Krylova & Lorenzo Cappiello & Roberto A. De Santis, 2005.
"Explaining exchange rate dynamics - the uncovered equity return parity condition ,"
Working Paper Series
529, European Central Bank.
[Downloadable!]
Simone Manganelli & Lorenzo Cappiello & Bruno Gerard, 2004.
"The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles ,"
Econometric Society 2004 Latin American Meetings
77, Econometric Society.
[Downloadable!]
Andrea Enria & Lorenzo Cappiello & Frank Dierick & Sergio Grittini & Andrew Haralambous & Angela Maddaloni & Philippe Molitor & Fatima Pires & Paolo Poloni, 2004.
"Fair value accounting and financial stability ,"
Occasional Paper Series
13, European Central Bank.
[Downloadable!]
Kevin Sheppard & Robert F. Engle & Lorenzo Cappiello, 2003.
"Asymmetric dynamics in the correlations of global equity and bond returns ,"
Working Paper Series
204, European Central Bank.
[Downloadable!] Published as:
Lorenzo CAPPIELLO & Tom A. Fearnley, 2000.
"International CAPM with Regime Switching GARCH Parameters ,"
FAME Research Paper Series
rp17, International Center for Financial Asset Management and Engineering.
[Downloadable!]
Articles
Lorenzo Cappiello & Robert F. Engle & Kevin Sheppard, 2006.
"Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns ,"
Journal of Financial Econometrics ,
Oxford University Press, vol. 4(4), pages 537-572.
[Downloadable!] (restricted) Other versions:
NEP Fields 8 papers by this author were announced in NEP , and specifically in the following field reports (number of papers):
NEP-BAN : Banking (1) 2006-11-18
NEP-CBA : Central Banking (1) 2006-05-06
NEP-CFN : Corporate Finance (1) 2005-12-01
NEP-EEC : European Economics (4) 2005-10-04 2005-11-12 2006-05-06 2006-11-18 Author is listed
NEP-FIN : Finance (7) 2004-10-30 2005-10-04 2005-10-04 2005-10-15 2005-11-12 2005-12-01 2006-05-06 Author is listed
NEP-FMK : Financial Markets (4) 2005-10-15 2005-11-12 2005-12-01 2006-05-06 Author is listed
NEP-FOR : Forecasting (1) 2005-11-12
NEP-IFN : International Finance (3) 2005-10-04 2005-10-15 2005-11-12 Author is listed
NEP-MAC : Macroeconomics (2) 2005-10-04 2006-05-06 Author is listed
NEP-MON : Monetary Economics (2) 2005-10-04 2006-05-06 Author is listed
NEP-RMG : Risk Management (2) 2005-10-15 2006-05-06 Author is listed
NEP-TRA : Transition Economics (1) 2006-11-18
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This page was last updated on 2009-11-20.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .