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Lorenzo Cappiello

This is information that was supplied by Lorenzo Cappiello in registering through RePEc. If you are Lorenzo Cappiello, 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:Lorenzo
Middle Name:
Last Name:Cappiello
Suffix:
RePEc Short-ID:pca410
[This author has chosen not to make the email address public]
Frankfurt am Main, Germany
http://www.ecb.europa.eu/

: +49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)
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  1. Lorenzo Cappiello & Nikolaos Panigirtzoglou, 2005. "Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach," Working Papers 547, Queen Mary University of London, School of Economics and Finance.
  2. Andrea Enria & Lorenzo Cappiello & Frank Dierick & Sergio Grittini & Andrew Haralambous & Angela Maddaloni & Philippe Molitor & Fatima Pires & Paolo Poloni, 2004. "Fair value accounting and financial stability," Occasional Paper Series 13, European Central Bank.
  3. Simone Manganelli & Lorenzo Cappiello & Bruno Gerard, 2004. "The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles," Econometric Society 2004 Latin American Meetings 77, Econometric Society.
  4. Lorenzo CAPPIELLO & Tom A. Fearnley, 2000. "International CAPM with Regime Switching GARCH Parameters," FAME Research Paper Series rp17, International Center for Financial Asset Management and Engineering.
    repec:ecb:ecbwps:20060683 is not listed on IDEAS
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    repec:ecb:ecbwps:20030204 is not listed on IDEAS
    repec:ecb:ecbwps:20050529 is not listed on IDEAS
    repec:ecb:ecbwps:20050436 is not listed on IDEAS
    repec:ecb:ecbwps:20050501 is not listed on IDEAS
  1. Lorenzo Cappiello & Robert F. Engle & Kevin Sheppard, 2006. "Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(4), pages 537-572.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (7) 2004-10-30 2005-10-04 2005-10-04 2005-10-15 2005-11-12 2005-12-01 2006-05-06. Author is listed
  2. NEP-EEC: European Economics (4) 2005-10-04 2005-11-12 2006-05-06 2006-11-18
  3. NEP-FMK: Financial Markets (4) 2005-10-15 2005-11-12 2005-12-01 2006-05-06
  4. NEP-IFN: International Finance (3) 2005-10-04 2005-10-15 2005-11-12
  5. NEP-MAC: Macroeconomics (2) 2005-10-04 2006-05-06
  6. NEP-MON: Monetary Economics (2) 2005-10-04 2006-05-06
  7. NEP-RMG: Risk Management (2) 2005-10-15 2006-05-06
  8. NEP-BAN: Banking (1) 2006-11-18
  9. NEP-CBA: Central Banking (1) 2006-05-06
  10. NEP-CFN: Corporate Finance (1) 2005-12-01
  11. NEP-FOR: Forecasting (1) 2005-11-12
  12. NEP-TRA: Transition Economics (1) 2006-11-18
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