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Castellano, Rosella
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Cerqueti, Roy
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CDS volatility: the key signal of credit quality
Castellano, Rosella
;
D’Ecclesia, Rita L.
-
2013
Persistent link: https://www.econbiz.de/10010104335
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CDS and rating announcements : changing signaling during the crisis?
Castellano, Rosella
;
Scaccia, Luisa
- In:
Review of managerial science
6
(
2012
)
3
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pp. 239-264
Persistent link: https://www.econbiz.de/10010004800
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The optimal bid/ask spread in a Specialist System
Castellano, Rosella
;
Cerqueti, Roy
- In:
Economic modelling
28
(
2011
)
5
,
pp. 2247-2254
Persistent link: https://www.econbiz.de/10009328703
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Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events
Castellano, Rosella
;
Giacometti, Rosella
- In:
Computational economics
17
(
2001
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10007042318
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