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Domenico Sartore

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

RePEc Short-ID: psa367

Email:
Homepage: http://venus.unive.it/sartore/
Postal Address:
Phone:

Affiliation

(50%) Dipartimento di Economia
Università Ca' Foscari Venezia
Location: Venezia, Italy
Homepage: http://www.unive.it/dip.economia
Email:
Phone: +39-0412349621
Fax: +39-0412349176
Postal: Cannaregio, S. Giobbe no 873 , 30121 Venezia
Handle: RePEc:edi:dsvenit (more details at EDIRC)
(50%) Economics and Organization
School for Advanced Studies in Venice
Location: Venezia, Italy
Homepage: http://www.isav.it/deo/
Email:
Phone: (+39) 041 2201 242
Fax: (+39) 041 2201249
Postal: Dorsoduro 3488/U, 30123 Venezia
Handle: RePEc:edi:eosavit (more details at EDIRC)

Works

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Working papers

  1. Loriana Pelizzon & Domenico Sartore, 2013. "Deciphering the Libor and Euribor Spreads during the subprime crisis," Working Papers 2013: 14, Department of Economics, University of Venice "Ca' Foscari".
  2. Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013. "Bayesian Markov Switching Stochastic Correlation Models," Working Papers 2013:11, Department of Economics, University of Venice "Ca' Foscari".
  3. Monica Billio & Massimiliano Caporin & Loriana Pelizzon & Domenico Sartore, 2012. "CDS Industrial Sector Indices, credit and liquidity risk," Working Papers 2012_09, Department of Economics, University of Venice "Ca' Foscari".
  4. Roberto Casarin & Domenico sartore, 2008. "Matrix-State Particle Filter for Wishart Stochastic Volatility Processes," Working Papers, University of Brescia, Department of Economics 0816, University of Brescia, Department of Economics.
  5. Monica Billio & Roberto Casarin & Domenico Sartore, 2007. "Bayesian Inference on Dynamic Models with Latent Factors," Working Papers 2007_34, Department of Economics, University of Venice "Ca' Foscari".
  6. Massimiliano Caporin & Domenico Sartore, 2006. "Methodological aspects of time series back-calculation," Working Papers 2006_56, Department of Economics, University of Venice "Ca' Foscari".

Articles

  1. Pelizzon, Loriana & Sartore, Domenico, 2013. "Deciphering the Libor and Euribor Spreads during the subprime crisis," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 26(C), pages 565-585.
  2. Roberto Casarin & Marco Lazzarin & Loriana Pelizzon & Domenico Sartore, 2005. "Relative benchmark rating and persistence analysis: Evidence from Italian equity funds," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 11(4), pages 297-308.
  3. Domenico Sartore & Lucia Trevisan & Michele Trova & Francesca Volo, 2002. "US dollar/Euro exchange rate: a monthly econometric model for forecasting," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 8(4), pages 480-501.
  4. Domenico Sartore & Marcello Esposito, 2002. "Guest Editorial," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 8(4), pages 346-351.
  5. Gianluca Bison & Loriana Pellizzon & Domenico Sartore, 2002. "La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati," Moneta e Credito, Economia civile, Economia civile, vol. 55(217), pages 55-75.
  6. Grava Teresa & Pelizzon Loriana & Sartore Domenico, 2000. "La Style Analysis nel mercato azionario italiano," Rivista italiana degli economisti, Società editrice il Mulino, issue 3, pages 387-412.
  7. Teresa GRAVA & Loriana PELIZZON & Domenico SARTORE, 2000. "La Style Analysis nel mercato azionario italiano," Rivista Italiana degli Economisti, SIE - Societa' Italiana degli Economisti (I), vol. 5(3), pages 387-412, December.
  8. Monica Billio & Domenico Sartore & Carlo Toffano, 2000. "Combining forecasts: some results on exchange and interest rates," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 6(2), pages 126-145.
  9. Carlo CARRARO & Domenico SARTORE, 1987. "Square Root Iterative Filter: Theory and Applications to Econometric Models," Annales d'Economie et de Statistique, ENSAE, issue 6-7, pages 435-459.
  10. Calliari, S. & Carraro, C. & Sartore, D., 1986. "Intermediate targets and instruments of monetary policy," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 10(1-2), pages 175-184, June.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2012-07-23
  2. NEP-ECM: Econometrics (3) 2008-02-09 2008-10-13 2013-06-16. Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2008-10-13 2013-06-16. Author is listed
  4. NEP-MON: Monetary Economics (1) 2013-07-15
  5. NEP-ORE: Operations Research (1) 2013-06-16
  6. NEP-RMG: Risk Management (1) 2012-07-23

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