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Rome, rome 00184
Italy
Bank of Italy
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Credit rating agencies, ratings, market dynamics, rating triggers, rating methodologies
Sovereign Debt, Risk Mutualization, Insurance Fund, ESM, ECB, OMT, CDS Spread, Investment Multiplier, Market Discipline
Emerging Markets Investing, Portfolio Management Strategies, Transaction Costs, Liquidity Risk
Structured Finance, Ratings Transition, Credit Risk Measures, Markov Chains, Random Matrix Theory
structured finance, systemic risk, credit risk measures, bond pricing
Structured Finance, Systemic Risk, Credit Risk Measures, Bond Pricing
Monetary Policy, Financial markets Stabilisation, Asset Prices, Cost of Capital Fluctuations
Option Pricing, risk-neutral probability density function, interest rate, risk reversal, monetary policy
Quantitative Easing, Securitization, Gaussian Copula Function, Senior Debt
Equity Premium Puzzle, Stocks, Bonds and Money Market Return, Italian Financial Markets
European Financial Integration, Capital Income Taxation, Net of Tax Bond and Stock Returns
Fixed income risk premia; business cycle and investor sentiment; active portfolio management; risk-adjusted performance measurement
European Financial Market Integration, Capital Income Taxation, Tax Policy Coordination
Number Theory; Perfect Numbers; Euler’s Sigma-Function; Mersenne’s Primes
Riemann Hypothesis; Riemann Zeta-Function; Dirichlet Eta-Function; Critical Strip; Zeta Zeroes; Prime Number Theorem; Millennium Problems; Dirichlet Series; Generalized Riemann Hypothesis
Term Structure of Interest Rates, Expectational Model, Probability of Entering EMU
Risk Models; Banks; Economic Capital; Regulatory Capital Requirements; Portfolio Choice; Investment Decisions
Competition; multi-market contacts; retail banking; welfare analysis
