Stefano Risa

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

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0

CROSSREF CITATIONS

18

Scholarly Papers (2)

1.

Nominal and Inflation Indexed Yields: Separating Expected Inflation and Inflation Risk Premia

Number of pages: 51 Posted: 16 Apr 2001
Stefano Risa
affiliation not provided to SSRN
Downloads 1,050 (20,255)
Citation 19

Abstract:

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Inflation, expected inflation, inflation risk premium, inflation indexed bond, affine models

2.

Valuation of Floaters and Options on Floaters Under Special Repo Rates

Number of pages: 23 Posted: 31 Dec 2003
Emilio Barone and Stefano Risa
Luiss - Guido Carli (Dpt. of Economics and Finance) and affiliation not provided to SSRN
Downloads 255 (120,652)
Citation 4

Abstract:

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Floaters, options on floaters, special repo rates, interest-rate models