Marinela Adriana Finta

Singapore Management University

Li Ka Shing Library

70 Stamford Road

Singapore 178901, 178899

Singapore

SCHOLARLY PAPERS

5

DOWNLOADS

809

SSRN CITATIONS

6

CROSSREF CITATIONS

7

Scholarly Papers (5)

1.

Increasing the Discoverability of Non-English Language Research Papers: A Reverse-Engineering Application of the Pitching Research Template

Number of pages: 57 Posted: 10 Apr 2017 Last Revised: 16 Aug 2017
University of Queensland, University of New South Wales (UNSW), University of Auckland, Macquarie University - Department of Accounting and Corporate Governance, University of Warsaw, University of Queensland, Students, Waikato Management School, University of Queensland, Students, Singapore Management University, ESSEC Business School, University of Queensland, Federal University of Paraiba (UFPB), Meiji University, University of Queensland, Students, University of Queensland, Hochschule Liechtenstein - Institute of Financial Services, Graduate School of Economics, Nagoya City University, Heriot-Watt University, University of Queensland, Business School, Students, Universitas Gadjah Mada (UGM), University of Queensland, National University of Singapore and Department of Applied Finance and Actuarial Studies, Macquarie University
Downloads 283 (117,874)
Citation 8

Abstract:

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pitching research; template; discoverability; non-English language research; Arabic; Chinese; Dutch; French; Greek; Hindi; Indonesian; Japanese; Korean; Lao; Norwegian; Polish; Portuguese; Romanian; Russian; Sinhalese; Spanish; Tamil; Thai; Urdu; Vietnamese; Myanmar; German; Persian Bengali; Filipin

2.

WTI Crude Oil Option-Implied VaR and CVaR: An Empirical Application

Journal of Forecasting, Volume 38, Issue 6, Pages 552-563, Forthcoming , Swiss Finance Institute Research Paper No. 16-53
Number of pages: 25 Posted: 24 Feb 2016 Last Revised: 13 Aug 2019
Giovanni Barone-Adesi, Marinela Adriana Finta, Chiara Legnazzi and Carlo Sala
University of Lugano, Singapore Management University, Swiss Finance Institute and ESADE Business School
Downloads 242 (138,547)
Citation 4

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Option Prices, Risk Measures, VaR and CVaR, Elicitability

3.

Commodity Return Predictability: Evidence from Implied Variance, Skewness and their Risk Premia

31st Australasian Finance and Banking Conference 2018
Number of pages: 46 Posted: 05 Mar 2018 Last Revised: 25 Apr 2019
Marinela Adriana Finta and Jose Renato Haas Ornelas
Singapore Management University and Banco Central do Brasil
Downloads 237 (141,381)

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Commodity Forecast, Implied Volatility, Implied Skewness, Risk Premium

4.

Risk Premium Spillovers Among Stock Markets: Evidence from Higher-Order Moments

Number of pages: 39 Posted: 05 Mar 2018 Last Revised: 12 Oct 2018
Marinela Adriana Finta and Sofiane Aboura
Singapore Management University and Université Paris XIII Nord - Department of Economics and Management
Downloads 47 (433,180)

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Spillovers, Volatility, Skewness, Kurtosis, Risk-Neutral, Risk Premium

5.

Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets

Financial Review, Vol. 52, Issue 1, pp. 145-166, 2017
Number of pages: 22 Posted: 15 Jan 2017
Marinela Adriana Finta, Bart Frijns and Alireza Tourani‐Rad
Singapore Management University, Open University of the Netherlands and Auckland University of Technology
Downloads 0 (726,220)
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Abstract:

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contemporaneous spillovers, identification through heteroskedasticity, volatility spillovers