Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi"

For technical questions regarding this series, please contact (Giuseppe Marotta)
Series handle: repec:mod:wcefin

• 08051 Option based forecasts of volatility: An empirical study in the DAX index options market
  by Silvia Muzzioli [Downloadable!]
• 08031 Structural breaks in the lending interest rate pass-through and the euro
  by Giuseppe Marotta [Downloadable!]
• 08014 Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy
  by Simona Castellani & Chiara Pederzoli & Costanza Torricelli [Downloadable!]
• 08013 Is public information really public? The role of newspapers
  by Riccardo Ferretti & Francesco Pattarin [Downloadable!]
• 08012 Differential Evolution for Multiobjective Portfolio Optimization
  by Thiemo Krink & Sandra Paterlini [Downloadable!]
• 08011 Assessing and measuring the equity gap and the equity requirements for innovative SMEs
  by Elisabetta Gualandri & Valeria Venturelli [Downloadable!]

• 07102 Model risk and techniques for controlling market parameters. The experience in Banco Popolare
  by Michele Bonollo & Davide Morandi & Chiara Pederzoli & Costanza Torricelli [Downloadable!]
• 07101 The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market
  by Silvia Muzzioli [Downloadable!]
• 07071 The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance
  by Davide Ferrari & Sandra Paterlini [Downloadable!]
• 07052 Default risk: Poisson mixture and the business cycle
  by Chiara Pederzoli [Downloadable!]
• 07051 Population ageing, household portfolios and financial asset returns: A survey of the literature
  by Marianna Brunetti [Downloadable!]

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This page was last updated on 2008-7-10.