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Domenico Sartore

This is information that was supplied by Domenico Sartore in registering through RePEc. If you are Domenico Sartore, 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:Domenico
Middle Name:
Last Name:Sartore
Suffix:
RePEc Short-ID:psa367
http://venus.unive.it/sartore/

Affiliation

Venezia, Italy
http://www.unive.it/dip.economia

: +39-0412349621
+39-0412349176
Cannaregio, S. Giobbe no 873 , 30121 Venezia
RePEc:edi:dsvenit (more details at EDIRC)

Works

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Working Papers

  1. Fausto Corradin & Domenico Sartore, 2014. "Fund Ratings: The method reconsidered," Working Papers 2014:17, Department of Economics, University of Venice "Ca' Foscari".
  2. Loriana Pelizzon & Domenico Sartore, 2013. "Deciphering the Libor and Euribor Spreads during the subprime crisis," Working Papers 2013: 14, Department of Economics, University of Venice "Ca' Foscari".
  3. Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013. "Bayesian Markov Switching Stochastic Correlation Models," Working Papers 2013:11, Department of Economics, University of Venice "Ca' Foscari".
  4. Monica Billio & Massimiliano Caporin & Loriana Pelizzon & Domenico Sartore, 2012. "CDS Industrial Sector Indices, credit and liquidity risk," Working Papers 2012_09, Department of Economics, University of Venice "Ca' Foscari".
  5. Roberto Casarin & Domenico sartore, 2008. "Matrix-State Particle Filter for Wishart Stochastic Volatility Processes," Working Papers 0816, University of Brescia, Department of Economics.
  6. Monica Billio & Roberto Casarin & Domenico Sartore, 2007. "Bayesian Inference on Dynamic Models with Latent Factors," Working Papers 2007_34, Department of Economics, University of Venice "Ca' Foscari".
  7. Massimiliano Caporin & Domenico Sartore, 2006. "Methodological aspects of time series back-calculation," Working Papers 2006_56, Department of Economics, University of Venice "Ca' Foscari".

Articles

  1. Pelizzon, Loriana & Sartore, Domenico, 2013. "Deciphering the Libor and Euribor Spreads during the subprime crisis," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 565-585.
  2. Roberto Casarin & Marco Lazzarin & Loriana Pelizzon & Domenico Sartore, 2005. "Relative benchmark rating and persistence analysis: Evidence from Italian equity funds," The European Journal of Finance, Taylor & Francis Journals, vol. 11(4), pages 297-308.
  3. Gianluca Bison & Loriana Pellizzon & Domenico Sartore, 2002. "La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati," Moneta e Credito, Economia civile, vol. 55(217), pages 55-75.
  4. Domenico Sartore & Lucia Trevisan & Michele Trova & Francesca Volo, 2002. "US dollar/Euro exchange rate: a monthly econometric model for forecasting," The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 480-501.
  5. Domenico Sartore & Marcello Esposito, 2002. "Guest Editorial," The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 346-351.
  6. Grava Teresa & Pelizzon Loriana & Sartore Domenico, 2000. "La Style Analysis nel mercato azionario italiano," Rivista italiana degli economisti, Società editrice il Mulino, issue 3, pages 387-412.
  7. Monica Billio & Domenico Sartore & Carlo Toffano, 2000. "Combining forecasts: some results on exchange and interest rates," The European Journal of Finance, Taylor & Francis Journals, vol. 6(2), pages 126-145.
  8. Carlo Carraro & Domenico Sartore, 1987. "Square Root Iterative Filter: Theory and Applications to Econometric Models," Annals of Economics and Statistics, GENES, issue 6-7, pages 435-459.
  9. Calliari, S. & Carraro, C. & Sartore, D., 1986. "Intermediate targets and instruments of monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 175-184, June.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 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-ECM: Econometrics (3) 2008-02-09 2008-10-13 2013-06-16. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2008-10-13 2013-06-16. Author is listed
  3. NEP-BAN: Banking (1) 2012-07-23
  4. NEP-MON: Monetary Economics (1) 2013-07-15
  5. NEP-ORE: Operations Research (1) 2013-06-16
  6. NEP-RMG: Risk Management (1) 2012-07-23
  7. NEP-UPT: Utility Models & Prospect Theory (1) 2014-11-17

This author is among the top 5% authors according to these criteria:
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