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Caporin, Massimiliano
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012244841
Saved in:
2
A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir
;
Caporin, Massimiliano
-
2018
Persistent link: https://www.econbiz.de/10011946466
Saved in:
3
The bank-sovereign nexus : evidence from a non-bailout episode
Caporin, Massimiliano
;
Natvik, Gisle James
;
Ravazzolo, …
-
2017
Persistent link: https://www.econbiz.de/10011706155
Saved in:
4
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011629466
Saved in:
5
On the (ab)use of Omega?
Caporin, Massimiliano
;
Costola, Michele
;
Jannin, Gregory
; …
-
2015
Persistent link: https://www.econbiz.de/10011632567
Saved in:
6
Rational learning for risk-averse investors by conditioning on behavioral choices
Costola, Michele
;
Caporin, Massimiliano
-
2015
Persistent link: https://www.econbiz.de/10011632577
Saved in:
7
Volatility jumps and their economic determinants
Caporin, Massimiliano
;
Rossi, Edward
;
Santucci de …
-
2014
Persistent link: https://www.econbiz.de/10010394556
Saved in:
8
Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
-
2014
Persistent link: https://www.econbiz.de/10010401692
Saved in:
9
Measuring the behavioral component of financial fluctuations : an analysis based on the S&P 500
Caporin, Massimiliano
;
Corazzini, Luca
;
Costola, Michele
-
2014
Persistent link: https://www.econbiz.de/10010413842
Saved in:
10
Market volatility, optimal portfolios and naive asset allocations
Caporin, Massimiliano
;
Pelizzon, Loriana
-
2012
-
First draft
Persistent link: https://www.econbiz.de/10011628996
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