Ilaria Piatti

University of Oxford - Said Business School

Park End Street

Oxford, OX1 1HP

Great Britain

SCHOLARLY PAPERS

5

DOWNLOADS
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946

CITATIONS
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SSRN RANKINGS

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in Total Papers Citations

3

Scholarly Papers (5)

1.

Dividend Growth Predictability and the Price-Dividend Ratio

Swiss Finance Institute Research Paper No. 12-42
Number of pages: 74 Posted: 05 Jun 2012 Last Revised: 22 Apr 2014
Ilaria Piatti and Fabio Trojani
University of Oxford - Said Business School and Swiss Finance Institute
Downloads 412 (69,206)
Citation 4

Abstract:

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Predictability, Predictive regression, Present-value model, State-space model, Bootstrap, Likelihood ratio test

2.

Predictable Risks and Predictive Regression in Present-Value Models

Saïd Business School WP 2017-11
Number of pages: 96 Posted: 15 Mar 2011 Last Revised: 03 Aug 2017
Ilaria Piatti and Fabio Trojani
University of Oxford - Said Business School and Swiss Finance Institute
Downloads 317 (93,334)
Citation 7

Abstract:

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Predictability, Present-value models, Predictive regression, Persistence, Term structure of risk

3.

Heterogeneous Beliefs about Rare Event Risk in the Lucas Orchard

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, Saïd Business School WP 2014-5
Number of pages: 59 Posted: 23 Apr 2014 Last Revised: 18 Feb 2017
Ilaria Piatti
University of Oxford - Said Business School
Downloads 178 (166,015)
Citation 10

Abstract:

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Heterogeneous beliefs, Systemic disasters, Lucas orchard, Variance risk premium, Correlation risk premium, Predictability

4.

Subjective Bond Risk Premia and Belief Aggregation

Saïd Business School WP 2019-06 [Updated version of SBS WP 2016-36]
Number of pages: 64 Posted: 25 Apr 2019
Andrea Buraschi, Ilaria Piatti and Paul Whelan
Imperial College Business School, University of Oxford - Said Business School and Copenhagen Business School
Downloads 39 (421,037)

Abstract:

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Bond Risk Premia, Rational Expectations, Heterogeneous Beliefs, Aggregation

5.

Rationality and Subjective Bond Risk Premia

Saïd Business School WP 2016-36 [Previous version of SBS WP 2019-06]
Posted: 19 Jan 2017 Last Revised: 25 Apr 2019
Andrea Buraschi, Ilaria Piatti and Paul Whelan
Imperial College Business School, University of Oxford - Said Business School and Copenhagen Business School

Abstract:

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Rational Expectations, Cross-Section of Beliefs, Bond Risk Premia,