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115
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75
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22
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1
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
Saved in:
2
Climate risk definition and measures : asset pricing models and stock returns
Capriotti, Alessio
;
Cipollini, Andrea
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550912
Saved in:
3
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
4
Risk aversion connectedness in five European countries
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Economic modelling
71
(
2018
),
pp. 68-79
Persistent link: https://www.econbiz.de/10012062452
Saved in:
5
Option-based forecasts of volatility : an empirical study in the DAX-index options market
Muzzioli, Silvia
- In:
The European journal of finance
16
(
2010
)
5/6
,
pp. 561-586
Persistent link: https://www.econbiz.de/10008698557
Saved in:
6
The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
7
The forecasting performance of corridor implied volatility in the Italian market
Muzzioli, Silvia
- In:
Computational economics
41
(
2013
)
3
,
pp. 359-386
Persistent link: https://www.econbiz.de/10009711323
Saved in:
8
Fiscal policy in an intertemporal framework
Cipollini, Andrea
-
2000
Persistent link: https://www.econbiz.de/10001533808
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9
A multiperiod binomial model for pricing options in a vague world
Muzzioli, Silvia
;
Torricelli, Costanza
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 861-887
Persistent link: https://www.econbiz.de/10001855983
Saved in:
10
A model for pricing an option with a fuzzy payoff
Muzzioli, Silvia
;
Torricelli, Costanza
- In:
Fuzzy economic review : the review of the International …
6
(
2001
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10001780115
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