Narrow search
Showing 1 - 6 of 6
Cover Image
Can CDS indexes signal future turmoils in the stock market? : a Markov switching perspective
Castellano, Rosella; Scaccia, Luisa - In: Central European journal of operations research : CEJOR … 22 (2014) 2, pp. 285-305
Persistent link: https://www.econbiz.de/10010356926
Cover Image
A new family of modified Gaussian copulas for market consistent valuation of government guarantees
Cerqueti, Roy; Cesarone, Francesco; Heusch, Maria C.; … - In: Review of managerial science : RMS 18 (2024) 7, pp. 1985-2005
Persistent link: https://www.econbiz.de/10015134056
Cover Image
Forecasting macroeconomic fundamentals in economic crises
Bovi, Maurizio; Cerqueti, Roy - In: Operations research confronting the crisis, (pp. 451-469). 2016
Persistent link: https://www.econbiz.de/10011589832
Cover Image
ESG investing : a chance to reduce systemic risk
Cerqueti, Roy; Ciciretti, Rocco; Dalò, Ambrogio; … - 2020
Persistent link: https://www.econbiz.de/10012487804
Cover Image
ESG investing : a chance to reduce systemic risk
Cerqueti, Roy; Ciciretti, Rocco; Dalò, Ambrogio; … - In: Journal of financial stability 54 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012794137
Cover Image
Dangerous liasons and hot customers for banks
Cerqueti, Roy; Pampurini, Francesca; Pezzola, Annagiulia; … - In: Review of quantitative finance and accounting 59 (2022) 1, pp. 65-89
Persistent link: https://www.econbiz.de/10013459260