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Francesca Lilla

Personal Details

First Name:Francesca
Middle Name:
Last Name:Lilla
Suffix:
RePEc Short-ID:pli1678
[This author has chosen not to make the email address public]

Affiliation

Banca d'Italia

Roma, Italy
http://www.bancaditalia.it/
RePEc:edi:bdigvit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Luigi Infante & Francesca Lilla & Michela E. Pasetto, 2025. "Energy price shocks and their effects on the main macroeconomic variables: a Bayesian SVAR analysis," Questioni di Economia e Finanza (Occasional Papers) 926, Bank of Italy, Economic Research and International Relations Area.
  2. Luigi Infante & Francesca Lilla & Francesco Vercelli, 2023. "The effects of the pandemic on households' financial savings: a Bayesian structural VAR analysis," Temi di discussione (Economic working papers) 1421, Bank of Italy, Economic Research and International Relations Area.
  3. Francesca Lilla, 2021. "Volatility Bursts: A discrete-time option model with multiple volatility components," Temi di discussione (Economic working papers) 1336, Bank of Italy, Economic Research and International Relations Area.
  4. Rachele Foschi & Francesca Lilla & Cecilia Mancini, 2020. "Warnings about future jumps: properties of the exponential Hawkes model," Working Papers 13/2020, University of Verona, Department of Economics.

Articles

  1. Francesca Lilla, 2023. "Volatility Bursts: A Discrete-Time Option Model with Multiple Volatility Components," Journal of Financial Econometrics, Oxford University Press, vol. 21(3), pages 678-713.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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-ORE: Operations Research (2) 2020-09-14 2021-07-12. Author is listed
  2. NEP-ECM: Econometrics (1) 2021-07-12. Author is listed
  3. NEP-EEC: European Economics (1) 2024-03-18. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2021-07-12. Author is listed

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