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~isPartOf:"Temi di discussione del Servizio Studi / Banca d'Italia"
~type_genre:"Fallstudie"
~type_genre:"Non-commercial literature"
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Volatility
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Temi di discussione del Servizio Studi / Banca d'Italia
Working paper / National Bureau of Economic Research, Inc.
418
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230
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1
Stock market fluctuations and money demand in Italy, 1913 - 2003
Caruso, Massimo
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2006
Persistent link: https://www.econbiz.de/10013439487
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2
Estimating expectations of shocks using option prices
Di Cesare, Antonio
-
2004
Persistent link: https://www.econbiz.de/10013439376
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3
Gaussian inference on certain long-range dependent volatility models
Zaffaroni, Paolo
-
2003
Persistent link: https://www.econbiz.de/10013439331
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4
Why is the business-cycle behavior of fundamentals alike across exchange-rate regimes
Dedola, Luca
;
Leduc, Sylvain
-
2001
Persistent link: https://www.econbiz.de/10001650625
Saved in:
5
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
Fornari, Fabio
;
Mele, Antonio
-
2001
Persistent link: https://www.econbiz.de/10001581711
Saved in:
6
The impact of news on the exchange rate of the Lira and long-term interest rates
Fornari, Fabio
;
Monticelli, Carlo
;
Pericoli, Marcello
; …
-
1999
Persistent link: https://www.econbiz.de/10013439190
Saved in:
7
Does market transparency matter? : A case study
Scalia, Antonio
;
Vacca, Valerio
-
1999
Persistent link: https://www.econbiz.de/10013439191
Saved in:
8
The probability density function of interest rates implied in the price of options
Fornari, Fabio
-
1998
Persistent link: https://www.econbiz.de/10013453296
Saved in:
9
Struttura per scadenza, premi per il rischio e tassi attesi : evidenza empirica dal mercato dell'eurolira
Drudi, Francesco
-
1997
Persistent link: https://www.econbiz.de/10013439125
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