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CREATES research paper
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Measuring the behavioral component of financial fluctuations : an analysis based on the S&P 500
Caporin, Massimiliano
;
Corazzini, Luca
;
Costola, Michele
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2014
Persistent link: https://www.econbiz.de/10010413842
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Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
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2014
Persistent link: https://www.econbiz.de/10010401692
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The bank-sovereign nexus : evidence from a non-bailout episode
Caporin, Massimiliano
;
Natvik, Gisle James
;
Ravazzolo, …
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2017
Persistent link: https://www.econbiz.de/10011706155
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Volatility jumps and their economic determinants
Caporin, Massimiliano
;
Rossi, Edward
;
Santucci de …
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2014
Persistent link: https://www.econbiz.de/10010394556
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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
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