Gerardo Palazzo

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

106

SSRN CITATIONS
Rank 45,560

SSRN RANKINGS

Top 45,560

in Total Papers Citations

0

CROSSREF CITATIONS

14

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

A Beta Based Framework for (Lower) Bond Risk Premia

Bank of Italy Temi di Discussione (Working Paper) No. 689
Number of pages: 59 Posted: 31 Oct 2008
Stefano Nobili and Gerardo Palazzo
Bank of Italy and Bank of Italy
Downloads 86 (442,463)
Citation 14

Abstract:

Loading...

Term structure model, bond risk premium, modern portfolio theory

2.

From SMP to PEPP: A Further Look at the Risk Endogeneity of the Central Bank

Mercati, infrastrutture, sistemi di pagamento, 2021
Number of pages: 50 Posted: 15 Apr 2022
Marco Fruzzetti, Giulio Gariano, Gerardo Palazzo and Antonio Scalia
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 20 (776,182)

Abstract:

Loading...

financial risk measurement, unconventional monetary policy, ELA, sovereign risk, Eurosystem financial risk

3.

Explaining and Forecasting Bond Risk Premiums

Financial Analysts Journal, Vol. 66, No. 4, pp. 67-82, 2010
Posted: 11 Aug 2010
Gerardo Palazzo and Stefano Nobili
Bank of Italy and Bank of Italy

Abstract:

Loading...

Portfolio Management, Asset Allocation, Portfolio Theory Foundations, Fixed Income, Term Structure Determination and Yield Spreads, Theories of the Term Structure of Interest Rates