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Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'futures effect' immediate? Evidence from the Italian stock exchange using GARCH

Bologna, Pierluigi; Cavallo, Laura - In: Applied Financial Economics 12 (2002) 3, pp. 183-192

The impact of futures trading on the underlying asset volatility, and its characteristics, is still debated both in the economic literature and among practitioners. The aim of this study is to analyse the effect of the introduction of stock index futures on the volatility of the Italian Stock...

Persistent link: https://www.econbiz.de/10009206915

Do environmental variables affect the performance and technical efficiency of the European banking systems? A parametric analysis using the stochastic frontier approach

Cavallo, Laura; Rossi, Stefania - In: The European Journal of Finance 8 (2002) 1, pp. 123-146

The paper compares the efficiency of the European banking systems in view of the constitution of the European Monetary Union. Since competition among banks will increase, it is important to identify the most efficient banking system able to play a role in that market. A parametric approach is...

Persistent link: https://www.econbiz.de/10005471944

Scale and scope economies in the European banking systems

Cavallo, Laura; Rossi, Stefania P. S. - In: Journal of Multinational Financial Management 11 (2001) 4-5, pp. 515-531

Persistent link: https://www.econbiz.de/10005300112

La remunerazione del capitale investito nelle imprese soggette a regolazione

Cavallo, Laura; Coco, Giuseppe - In: ECONOMIA PUBBLICA 2002/4 (2002) 4

Persistent link: https://www.econbiz.de/10010560157

Commento

Cavallo, Laura - In: ECONOMIA PUBBLICA 2002/4 (2002) 4

Persistent link: https://www.econbiz.de/10010560161

The Choice of Equity Partners: An Empirical Analysis on the Determinants of the Willingness to Go Public or to Find a Venture Capital Partner

Becchetti, Leonardo; Cavallo, Laura - In: Rivista internazionale di scienze economiche e … 51 (2004) 4, pp. 497-532

Persistent link: https://www.econbiz.de/10007644030

PAROLE CHIAVE - Il diritto societario

Messori, Marcello; Cavallo, Laura; Marano, Angelo - In: Rivista di politica economica 92 (2002) 9-10, pp. 155-240

Persistent link: https://www.econbiz.de/10007658929

Scale and scope economies in the European banking systems

Cavallo, Laura; Rossi, Stefania P.S. - In: Journal of multinational financial management 11 (2001) 4, pp. 515-532

Persistent link: https://www.econbiz.de/10007112917

Empirical tests of efficiency of the Italian index options market

Cavallo, Laura; Mammola, Paolo - In: Journal of empirical finance 7 (2000) 2, pp. 173-194

Persistent link: https://www.econbiz.de/10007241779

Electricity Derivatives and the Spot Market in Italy. Mitigating Market Power in the Electricity Market

Cavallo, Laura - 2012

The increased uncertainty regarding electricity prices caused by the liberalization of the sector and the launch of wholesale spot electricity markets has led to the development of financial derivatives both in regulated and over-the-counter markets. The ability of the spot market to stimulate...

Persistent link: https://www.econbiz.de/10012713414