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Violi, Roberto's
Scholarly Papers
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Total Downloads
1,895 |
Total
Citations
29 |
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1.
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González, Fernando European Central Bank (ECB) Haas, François Banque de France Persson, Mattias Sveriges Riksbank Toledo, Liliana Bank of Spain Violi, Roberto Bank of Italy Wieland, Martin Deutsche Bundesbank Zins, Carmen Deutsche Bundesbank
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432
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16
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Credit rating agencies, ratings, market dynamics, rating triggers, rating methodologies
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Violi, Roberto Bank of Italy
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397
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Structured Finance, Ratings Transition, Credit Risk Measures, Markov Chains, Random Matrix Theory
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Violi, Roberto Bank of Italy
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254
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Monetary Policy, Financial markets Stabilisation, Asset Prices, Cost of Capital Fluctuations
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Credit Ratings in Structured Finance and the Role of Systemic Risk
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Violi, Roberto Bank of Italy
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Posted:
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02 Jan 11
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Last Revised:
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24 Mar 11
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250
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Violi, Roberto Bank of Italy
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136
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structured finance, systemic risk, credit risk measures, bond pricing
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Violi, Roberto Bank of Italy
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114
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Structured Finance, Systemic Risk, Credit Risk Measures, Bond Pricing
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5.
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Fornari, Fabio European Central Bank (ECB) Violi, Roberto Bank of Italy
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196
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2
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Option Pricing, risk-neutral probability density function, interest rate, risk reversal, monetary policy
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6.
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Panetta, Fabio Bank of Italy Violi, Roberto Bank of Italy
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117
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4
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Equity Premium Puzzle, Stocks, Bonds and Money Market Return, Italian Financial Markets
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7.
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Violi, Roberto Bank of Italy
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111
(125,475)
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European Financial Integration, Capital Income Taxation, Net of Tax Bond and Stock Returns
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Violi, Roberto Bank of Italy
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96
(139,030)
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European Financial Market Integration, Capital Income Taxation, Tax Policy Coordination
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9.
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Angeloni, Ignazio Italian Finance Ministry - International Financial Relations Violi, Roberto Bank of Italy
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42
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3
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Term Structure of Interest Rates, Expectational Model, Probability of Entering EMU
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Records 1 -
9
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