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Risultati da 21 a 40 di 54
Data di pubblicazione Titolo Autore/i Tipologia Documento allegato
1-gen-2012 The asymptotic for panel models with common shocks Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2013 Independent factor autoregressive conditional density model Ghalanos, Alexios; Rossi, Eduardo; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2013 On the use of cross-sectional measures of uncertainty Driver, Ciaran; Trapani, Lorenzo; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2014 Systemic Risk of European banks over the period 2006-2012 BELLAVITE PELLEGRINI, Carlo; Meoli, Michele; Pellegrini, Laura; Urga, Giovanni 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays
1-gen-2014 Evaluating the accuracy of value-at-risk forecasts: new multilevel tests Leccadito, Arturo; Boffelli, Simona; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2014 Evaluating Correlations in European Government Bond Spreads Boffelli, Simona; Urga, Giovanni 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays
1-gen-2014 Identification robust inference in cointegrating regressions Khalaf, Lynda; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2015 Macroannouncements, bond auctions and rating actions in the European government bond spreads Boffelli, Simona; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2015 Trading strategies with implied forward credit default swap spreads Leccadito, Arturo; Tunaru, Radu S.; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2015 Maximum non-extensive entropy block bootstrap for non-stationary processes Bergamelli, Michele; Novotny, Jan; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2015 Trading price jump clusters in foreign exchange markets Novotný, Jan; Petrov, Dmitri; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2015 True versus spurious long memory: some theoretical results and a Monte Carlo comparison Leccadito, Arturo; Rachedi, Omar; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2016 Financial Econometrics Using Stata Boffelli, Simona; Urga, Giovanni 1.3 Libri - Books::1.3.01 Monografie o trattati scientifici - Books
1-gen-2016 Modelling financial markets comovements during crises: a dynamic multi-factor approach Belvisi, Martin; Pianeti, Riccardo; Urga, Giovanni 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays
1-gen-2016 High- and low-frequency correlations in European government bond spreads and their macroeconomic drivers Boffelli, Simona; Skintzi, Vasiliki D.; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2017 Money market funds, shadow banking and systemic risk in United Kingdom Bellavite Pellegrini, Carlo; Meoli, Michele; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 Systemic risk determinants in the European banking industry during financial crises, 2006-2012 Pellegrini, Carlo Bellavite; Meoli, Michele; Pellegrini, Laura; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 Testing for instability in covariance structures Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States Mogliani, Matteo; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 Testing for Co-Jumps in Financial Markets Novony, Jan; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
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