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Publications

by members of

Università degli Studi di Bergamo → Dipartimento di Scienze Aziendali

University of Bergamo → Department of Management Sciences

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2024

  1. Antonio Cosma & Andreï Kostyrka & Gautam Tripathi, 2024, "Missing Endogenous Variables in Conditional Moment Restriction Models," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 24-01.

2017

  1. Antonio Cosma & Andreï Kostyrka & Gautam Tripathi, 2017, "Inference in Conditional Moment Restriction Models when there is Selection due to Stratification," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 17-20.

2016

  1. Antonio Cosma & Stefano Galluccio & Paola Pederzoli & Olivier Scaillet, 2016, "Early exercise decision in American options with dividends, stochastic volatility and jumps," Papers, arXiv.org, number 1612.03031, Dec.

2012

  1. Antonio Cosma & Stefano Galluccio & Paola Pederzoli & O. Scaillet, 2012, "Valuing American Options Using Fast Recursive Projections," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-26, Jun.

2009

  1. Antonio Cosma & antonio.cosma@uni.lu & Michel Beine & Robert Vermeulen, 2009, "The Dark Side of Global Integration: Increasing Tail Dependence," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-05.

2006

  1. COSMA, Antonio & GALLI, Fausto, 2006, "A nonparametric ACD model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006067, Aug.

2005

  1. Antonio Cosma & Olivier Scaillet & Rainer von Sachs, 2005, "Multiariate Wavelet-based sahpe preserving estimation for dependant observation," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp144, May.

Journal articles

2020

  1. Cosma, Antonio & Galluccio, Stefano & Pederzoli, Paola & Scaillet, Olivier, 2020, "Early Exercise Decision in American Options with Dividends, Stochastic Volatility, and Jumps," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 1, pages 331-356, February.

2016

  1. Carlo Bellavite Pellegrini & Laura Pellegrini, 2016, "The value of political connections in French industrial listed corporations," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 18, issue 6, pages 704-728.

2013

  1. Carlo Bellavite Pellegrini & Laura Pellegrini & Emiliano Sironi, 2013, "The choice of alternative corporate governance systems: ownership structures and performance in Italian unlisted firms in 2008," International Journal of Trade and Global Markets, Inderscience Enterprises Ltd, volume 6, issue 3, pages 242-261.

2012

  1. Marco Arnone & Carlo Bellavite Pellegrini & Andrea Messa & Laura Pellegrini & Emiliano Sironi, 2012, "Microfinance institutions in Africa, Asia, and Latin America: an empirical analysis of operational efficiency, institutional context and costs," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, volume 5, issue 3, pages 255-271.

2010

  1. Beine, Michel & Cosma, Antonio & Vermeulen, Robert, 2010, "The dark side of global integration: Increasing tail dependence," Journal of Banking & Finance, Elsevier, volume 34, issue 1, pages 184-192, January.
  2. Carlo BELLAVITE PELLEGRINI, & Laura PELLEGRINI & Emiliano SIRONI, 2010, "Why Do Italian Joint Stock Companies Adopt One or Two-Tier Board?," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 118, issue 1, pages 3-25.

Chapters

2019

  1. Antonio Cosma & Andreï V. Kostyrka & Gautam Tripathi, 2019, "Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification," Advances in Econometrics, Emerald Group Publishing Limited, "The Econometrics of Complex Survey Data", DOI: 10.1108/S0731-905320190000039010.

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