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Paladino, Giovanna's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
2,492 |
Total
Citations
19 |
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1.
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Stein, Jerome L. Brown University - Division of Applied Mathematics Paladino, Giovanna IntesaSanpaolo
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561
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5
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Default Risk, Foreign Debt, Stochastic Optimal Control, Debt Rescheduling, Uncertainty
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2.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paladino, Giovanna IntesaSanpaolo
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403
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oil price dynamics, feedback trading, speculation, multivariate
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3.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paladino, Giovanna IntesaSanpaolo
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309
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4
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spreads, emerging bond markets, PCA, VAR, contagion
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4.
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Stein, Jerome L. Brown University - Division of Applied Mathematics Paladino, Giovanna IntesaSanpaolo
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195
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4
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5.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paladino, Giovanna IntesaSanpaolo
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152
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2
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Bond yields, O-GARCH, O-EWMA, contagion
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6.
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Beltratti , Andrea Bocconi University - Department of Finance Paladino, Giovanna IntesaSanpaolo
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03 Oct 11
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Last Revised:
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04 Jan 12
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151
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7.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paladino, Giovanna IntesaSanpaolo
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134
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Emerging Markets' International Reserves, Cointegration Analysis, Principal Components Analysis.
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8.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paladino, Giovanna IntesaSanpaolo
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124
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Commodity Spot and Futures Markets, Hedging, Speculation
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9.
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Paladino, Giovanna IntesaSanpaolo Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche
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122
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3
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Equity market, arbitrage, GARCH
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10.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paladino, Giovanna IntesaSanpaolo
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105
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1
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Emerging markets reserves, cointegration, P-T components decomposition, asymmetric adjustment
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11.
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Paladino, Giovanna IntesaSanpaolo
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91
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foreign direct investment, international banking, ordered probit
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12.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paladino, Giovanna IntesaSanpaolo
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77
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oil price dynamics, feedback trading, multivariate GARCH-M, portfolio allocation
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13.
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Beltratti , Andrea Bocconi University - Department of Finance Paladino, Giovanna IntesaSanpaolo
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68
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Basel Accord, risk-weighted assets, internal rating models, panel OLS, dynamic system GMM
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14.
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Gandolfo, Giancarlo Accademia dei Lincei Paladino, Giovanna IntesaSanpaolo Padoan, Pier Carlo University of Rome I - Department of Public Economics
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Exchange rate, random walk, out-of-sample forecasting
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