Fabrizio Ferriani

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

6

DOWNLOADS

392

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

The Dynamics of Price Jumps in the Stock Market: An Empirical Study on Europe and U.S.

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39 Posted: 02 Mar 2017 Last Revised: 18 Nov 2017
Fabrizio Ferriani and Patrick Zoi
Bank of Italy and Bank of Italy
Downloads 153 (240,648)
Citation 2

Abstract:

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Jumps, Contagion, Hawkes process, high-frequency data

2.

More Distance, More Remittance? Remitting Behaviour, Travel Costs and the Size of the Informal Channel

Number of pages: 34 Posted: 27 Feb 2018 Last Revised: 23 Oct 2018
Fabrizio Ferriani and Giacomo Oddo
Bank of Italy and Bank of Italy
Downloads 143 (254,266)
Citation 1

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remittances, immigration, informal flows, travel costs

3.

Risk Premium in the Era of Shale Oil

Bank of Italy Temi di Discussione (Working Paper) No. 1215, April 2019
Number of pages: 53 Posted: 06 Aug 2019
Bank of Italy, Bank of Italy, Bank of Italy and Imperial College London
Downloads 62 (434,051)
Citation 2

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shale oil, futures, risk premium, hedging, speculation, limits to arbitrage

4.

U.S. Shale Producers: A Case of Dynamic Risk Management?

Bank of Italy Temi di Discussione (Working Paper) No. 1211, March 2019
Number of pages: 48 Posted: 06 Aug 2019
Fabrizio Ferriani and Giovanni Veronese
Bank of Italy and Bank of Italy
Downloads 26 (600,887)
Citation 1

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dynamic risk management, hedging, derivatives, shale revolution, oil price collapse

5.

An Early Warning System for Less Significant Italian Banks

Bank of Italy Occasional Paper No. 480, February 2019
Number of pages: 42 Posted: 06 Aug 2019
Bank of Italy, Bank of Italy, Bocconi University, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 8 (733,279)
Citation 1

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early warning system, default, less significant institutions, CAMELS, banking supervision

6.

More Distance, More Remittance? Remitting Behavior, Travel Cost, and the Size of the Informal Channel

Economic Notes, Vol. 48, Issue 3, pp. n/a-n/a, 2019
Number of pages: 23 Posted: 14 May 2020
Fabrizio Ferriani and Giacomo Oddo
Bank of Italy and Bank of Italy
Downloads 0 (810,019)
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Abstract:

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immigration, informal flows, remittances, travel costs