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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

Persistent link: https://www.econbiz.de/10001640358

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 - 2018

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/10012940258

Scale and scope economies in the European banking systems

Cavallo, Laura; Rossi, Stefania - In: Journal of multinational financial management 11 (2001) 4/5, pp. 515-531

Persistent link: https://www.econbiz.de/10001612594

La regolazione dei servizi idrici nella transizione alla legge Galli

Fazioli, Roberto; Tiraoro, Luisa - In: Economia pubblica : the Italian journal of public … 32 (2002) 4, pp. 149-170

Persistent link: https://www.econbiz.de/10001739422

La remunerazione del capitale investito nelle imprese soggette a regolazione

Cavallo, Laura; Coco, Giuseppe - In: Economia pubblica : the Italian journal of public … 32 (2002) 4, pp. 175-204

Persistent link: https://www.econbiz.de/10001739426

Il diritto societario

Messori, Marcello; Cavallo, Laura; Marano, Angelo - In: Rivista di politica economica 92 (2002) 9/10, pp. 155-239

Persistent link: https://www.econbiz.de/10001959502

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. 497-531

Persistent link: https://www.econbiz.de/10002501234

Index futures activity and stock market volatility : an empirical analysis of the Italian stock exchange

Bologna, Pierluigi - In: Giornale degli economisti e annali di economia 59 (2000) 1, pp. 49-86 = Vol. 113

Persistent link: https://www.econbiz.de/10001647570

Index Futures Activity and Stock Market Volatility : An Empirical Analysis of the Italian Stock Exchange

Bologna, Pierluigi - 2012

This paper examines the impact of MIB30 Index Futures on the volatility of the Italian Stock Exchange. The results suggest that the onset of futures trading may have led to diminished daily volatility. They also suggest that the nature of the volatility itself has not changed between the...

Persistent link: https://www.econbiz.de/10013109107

A note on the implementation of a countercyclical capital buffer in Italy

Alessandri, Piergiorgio; Bologna, Pierluigi; Fiori, Roberta - 2015

Persistent link: https://www.econbiz.de/10011821476