Sfoglia per Autore

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Mostrati risultati da 21 a 40 di 118
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
On the volatilities of tourism stocks and oil 2020 Caporin M. + ANNALS OF TOURISM RESEARCH - -
Financial Time Series: Methods and Models 2020 Caporin, Massimiliano + JOURNAL OF RISK AND FINANCIAL MANAGEMENT - -
Analytical Gradients of Dynamic Conditional Correlation Models 2020 Caporin, Massimiliano + JOURNAL OF RISK AND FINANCIAL MANAGEMENT - -
Scenario-based forecast for the electricity demand in Qatar and the role of energy efficiency improvements 2019 Massimiliano CaporinTommaso Di Fonzo + ENERGY POLICY - -
The bank-sovereign nexus: Evidence from a non-bailout episode 2019 Massimiliano Caporin + JOURNAL OF EMPIRICAL FINANCE - -
Asymmetry and leverage in GARCH models: a News Impact Curve perspective 2019 Caporin, MassimilianoCostola, Michele APPLIED ECONOMICS - -
Decomposing and backtesting a flexible specification for CoVaR 2019 Caporin M. + JOURNAL OF BANKING & FINANCE - -
Testing persistence of WTI and brent long-run relationship after the shale oil supply shock 2019 Caporin, MassimilianoFontini, FulvioTalebbeydokhti, Elham ENERGY ECONOMICS - -
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data? 2019 Caporin, Massimiliano + INTERNATIONAL REVIEW OF ECONOMICS & FINANCE - -
Estimation and model-based combination of causality networks among large US banks and insurance companies 2019 Caporin M. + JOURNAL OF EMPIRICAL FINANCE - -
A multilevel factor approach for the analysis of CDS commonality and risk contribution 2019 Caporin M. + JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS & MONEY - -
Measuring the Behavioural Component of the S&P 500 and its Relationship to Financial Stress and Aggregated Earnings Surprises 2019 Caporin, MassimilianoCorazzini, LucaCostola, Michele BRITISH JOURNAL OF MANAGEMENT - -
The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk 2018 Bonaccolto, G.Caporin, M.GUPTA, RAJ KUMAR PHYSICA. A - -
Systemic events and diffusion of jumps 2018 massimiliano caporingiovanni bonaccoltoZAMBON, NANCY - - Book of Short Papers SIS 2018
On the (Ab)use of Omega? 2018 Caporin, Massimiliano + JOURNAL OF EMPIRICAL FINANCE - -
Asset allocation strategies based on penalized quantile regression 2018 BONACCOLTO, GIOVANNICaporin, Massimiliano + COMPUTATIONAL MANAGEMENT SCIENCE - -
Traffic Lights for Systemic Risk Detection 2018 Massimiliano Caporin + - - Book of Short Papers SIS 2018
Conditional Quantile-Located VaR 2018 Massimiliano CaporinGiovanni Bonaccolto + - - Book of Short Papers SIS 2018
Measuring sovereign contagion in Europe 2018 Caporin, Massimiliano + JOURNAL OF FINANCIAL STABILITY - -
A Multidimensional Analysis of the Relationship Between Corporate Social Responsibility and Firms' Economic Performance 2018 BLASI, SILVIACaporin, MassimilianoFontini, Fulvio ECOLOGICAL ECONOMICS - -
Mostrati risultati da 21 a 40 di 118
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