Piazza San Carlo
Viale di Villa Massimo, 57
LUISS Economics Department
in Total Papers Downloads
in Total Papers Citations
Default Risk, Foreign Debt, Stochastic Optimal Control, Debt Rescheduling, Uncertainty
oil price dynamics, feedback trading, speculation, multivariate
spreads, emerging bond markets, PCA, VAR, contagion
Basel Accord, risk-weighted assets, internal rating models, panel OLS, dynamic system GMM
Bond yields, O-GARCH, O-EWMA, contagion
Commodity Spot and Futures Markets, Hedging, Speculation
Emerging Markets' International Reserves, Cointegration Analysis, Principal Components Analysis.
Equity market, arbitrage, GARCH
Emerging markets reserves, cointegration, P-T components decomposition, asymmetric adjustment
foreign direct investment, international banking, ordered probit
oil price dynamics, feedback trading, multivariate GARCH-M, portfolio allocation
Interest rate pass-through, Cointegration, ESTAR/LSTAR parameterization, EMU
macroprudential regulation, stress test, systemic risk, risk-weighted assets
CDS spreads, Unconventional monetary policy, STCC-GARCH correlation analysis
Commodity spot and futures markets, Dynamic hedging, Speculation, non-linear GARCH, Markov regime switching
Basel Accord, risk-weighted assets, internal rating models, panel data, dynamic system GMM
Implied cost of capital; residual income capital structure; Dynamic system GMM; Banking Industry
Exchange rate, random walk, out-of-sample forecasting
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