Valentina Raponi

Imperial College Business School

South Kensington Campus

Exhibition Road

London SW7 2AZ, SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

215

SSRN CITATIONS
Rank 21,457

SSRN RANKINGS

Top 21,457

in Total Papers Citations

30

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.

Testing Beta-Pricing Models Using Large Cross-Sections

Number of pages: 58 Posted: 28 Feb 2017
Valentina Raponi, Cesare Robotti and Paolo Zaffaroni
Imperial College Business School, Imperial College Business School and Imperial College Business School
Downloads 203 (150,527)
Citation 5

Abstract:

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beta-pricing models, ex-post risk premia, two-pass cross-sectional regression, large $N$ asymptotics, specification test; unbalanced panel

2.

Short Term Forecasts of Economic Activity: Are Fortnightly Factors Useful?

Bank of Italy Temi di Discussione (Working Paper) No. 1177
Number of pages: 40 Posted: 12 Jul 2018
Libero Monteforte and Valentina Raponi
Bank of Italy and Imperial College Business School
Downloads 12 (570,792)
Citation 27

Abstract:

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factor models, Kalman filter, temporal disaggregation, mixed frequency data, forecasting