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Information about:
Chiara Pederzoli

Personal Details | Affiliation | Works

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

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Personal Details

First Name: Chiara
Middle Name:
Last Name: Pederzoli
Suffix:

RePEc Short-ID: ppe243

Email:
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
Facoltà di Economia "Marco Biagi" (Faculty of Economics)
Università degli Studi di Modena e Reggio Emilia
Location: Modena, Italy
Homepage: http://www.cefin.unimore.it/
Email:
Phone:
Fax:
Postal: c/o Dipartimento di Economia Aziendale, v.le Berengario 51, 41100 Modena
Handle: RePEc:edi:cbmodit (registered authors at this institution)

Works

Working papers

Chiara Pederzoli & Costanza Torricelli, 2006. "Optimal banks behaviour and procyclicality," Computing in Economics and Finance 2006 349, Society for Computational Economics.
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. [Downloadable!]

Articles

Chiara Pederzoli, 2006. "Stochastic Volatility and GARCH: a Comparison Based on UK Stock Data," European Journal of Finance, Taylor and Francis Journals, vol. 12(1), pages 41-59, January. [Downloadable!] (restricted)
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. [Downloadable!] (restricted)

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):

NEP-FIN: Finance (1) 2005-04-30 Author is listed
NEP-MAC: Macroeconomics (1) 2005-04-30 Author is listed

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This page was last updated on 2008-7-20.

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.