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Information about:
Bruno Sitzia

Personal Details | Affiliation | Works

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

RePEc Short-ID: psi256

Email:
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

Istituto di Economia Politica "Ettore Bocconi" (Institute of Economics)
Università Commerciale Luigi Bocconi
Location: Milano, Italy
Homepage: http://www.uni-bocconi.it/?proc_id=11&nav_level1=3&nav_level2=16&nav_level3=0
Email:
Phone: 5836.5308
Fax: 5836.5343
Postal: via Gobbi, 5 - 20136 Milano
Handle: RePEc:edi:iebocit (registered authors at this institution)

Works

Working papers

Sitzia, Bruno & Iovino, Doriana, 2008. "Nonlinearities in Exchange rates: Double EGARCH Threshold Models for Forecasting Volatility," MPRA Paper 8661, University Library of Munich, Germany. [Downloadable!]
Galati, Davide & Sitzia, Bruno, 2000. "Sovereign bond ratings and market spreads. a dynamic panel analysis," MPRA Paper 8984, University Library of Munich, Germany. [Downloadable!]

Articles

Matteo Manera & Bruno Sitzia, 2005. "Empirical factor demands and flexible functional forms: a bayesian approach," Economic Systems Research, Taylor and Francis Journals, vol. 17(1), pages 57-75, March. [Downloadable!] (restricted)
Andrea Brasili & Bruno Sitzia, 2003. "Risk Related Non Linearities in Exchange Rates: Evidence from a Panel of Central and Eastern European Countries," Open Economies Review, Springer, vol. 14(2), pages 135-155, April. [Downloadable!] (restricted)

NEP Fields

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

NEP-ECM: Econometrics (1) 2008-05-10 Author is listed
NEP-ETS: Econometric Time Series (1) 2008-05-10 Author is listed
NEP-FOR: Forecasting (1) 2008-05-10 Author is listed
NEP-IFN: International Finance (1) 2008-05-10 Author is listed
NEP-ORE: Operations Research (1) 2008-05-10 Author is listed

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This page was last updated on 2009-11-14.

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.