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Chiara Pederzoli

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This is information that was supplied by Chiara Pederzoli in registering through RePEc. If you are Chiara Pederzoli , 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: Chiara
Middle Name:
Last Name: Pederzoli
Suffix:

RePEc Short-ID: ppe243

Email:
Homepage:
Postal Address:
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Affiliation

Centro Studi di Banca e Finanza (CEFIN)
Dipartimento di Economia "Marco Biagi"
Università degli Studi di Modena e Reggio Emilia
Location: Modena, Italy
Homepage: http://www.cefin.unimore.it/
Email:
Phone:
Fax:
Postal: v.le Berengario 51, 41100 Modena
Handle: RePEc:edi:cbmodit (more details at EDIRC)

Works

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Working papers

  1. Chiara Pederzoli & Costanza Torricelli, 2006. "Optimal banks behaviour and procyclicality," Computing in Economics and Finance 2006 349, Society for Computational Economics.
  2. Giuseppe Marotta & Chiara Pederzoli & Costanza Torricelli, 2005. "Forward-looking estimation of default probabilities with Italian data," Heterogeneity and monetary policy 0504, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.

Articles

  1. Chiara Pederzoli, 2006. "Stochastic Volatility and GARCH: a Comparison Based on UK Stock Data," The European Journal of Finance, Taylor & Francis Journals, vol. 12(1), pages 41-59.
  2. Pederzoli, Chiara & Torricelli, Costanza, 2005. "Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3121-3140, December.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2005-04-30. Author is listed
  2. NEP-MAC: Macroeconomics (1) 2005-04-30. Author is listed

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