Similar Search Results

Term structure estimation using the Cox, Ingersoll, and Ross model : the case of Italian treasury bonds

Barone, Emilio - In: The journal of fixed income 1 (1991) 3, pp. 87-95

Persistent link: https://www.econbiz.de/10001117906

The Italian market for "premium" contracts : an application of option pricing theory

Barone, Emilio - In: Journal of banking & finance 13 (1989) 4, pp. 709-745

Persistent link: https://www.econbiz.de/10001075345

Comment on Robert J. Shiller's paper: Expanding the scope of individual risk management

Barone, Emilio - In: Economic notes : economic review of Banca Monte dei … 26 (1997) 2, pp. 379-384

Persistent link: https://www.econbiz.de/10001337739

Optimal consumption and equilibrium prices with portfolio constraints and stochastic income

Cuoco, Domenico - In: Journal of economic theory 72 (1997) 1, pp. 33-73

Persistent link: https://www.econbiz.de/10001213786

Pricing bonds and bond options with default risk

Barone, Emilio - In: European financial management : the journal of the … 4 (1998) 2, pp. 231-282

Persistent link: https://www.econbiz.de/10001245489

Futures-style options on Euro-deposit futures : nihil sub sole novi?

Barone, Emilio - In: European financial management : the journal of the … 3 (1997) 1, pp. 99-126

Persistent link: https://www.econbiz.de/10001216129

The Italian stock market : efficiency and calendar anomalies

Barone, Emilio - In: Journal of banking & finance 14 (1990) 2, pp. 483-510

Persistent link: https://www.econbiz.de/10001092352

Index-linked bonds from an academic, market and policy-making standpoint

Barone, Emilio - In: Ricerche economiche 50 (1996) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10001197093

A model for measuring financial risks

Barone, Emilio; Braghò, Antonio - In: Financial markets : imperfect information and risk …, (pp. 155-193). 2001

Persistent link: https://www.econbiz.de/10001621802

Capital Requirements, Capital Adequacy and Risk Management

Barone, Emilio - 2015

The Basle Committee is seeking to amend the 1988 Accord by introducing a new capital adequacy framework for credit institutions. The proposals, put forward in a consultative paper issued in June 1999 (A New Adequacy Framework), have been submitted for comments to the international banking...

Persistent link: https://www.econbiz.de/10013026982