Emilio Barone

Luiss - Guido Carli (Dpt. of Economics and Finance)

Professor of Finance

Viale Romania, 32

Rome, 00197

Italy

http://docenti.luiss.it/barone/

SCHOLARLY PAPERS

23

DOWNLOADS
Rank 6,184

SSRN RANKINGS

Top 6,184

in Total Papers Downloads

5,894

CITATIONS
Rank 9,482

SSRN RANKINGS

Top 9,482

in Total Papers Citations

46

Scholarly Papers (23)

1.

The Italian Stock Market: Efficiency and Calendar Anomalies

Number of pages: 25 Posted: 05 Mar 2004
Emilio Barone
Luiss - Guido Carli (Dpt. of Economics and Finance)
Downloads 899 (19,076)
Citation 24

Abstract:

2.

The Valuation of Derivatives: A Survey

Number of pages: 28 Posted: 05 Mar 2004
Emilio Barone
Luiss - Guido Carli (Dpt. of Economics and Finance)
Downloads 726 (26,920)
Citation 2

Abstract:

3.

Pricing Bonds and Bond Options with Default Risk

Number of pages: 43 Posted: 05 Mar 2004
Luiss - Guido Carli (Dpt. of Economics and Finance), Swiss Finance Institute at the University of Lugano and Iason Ltd.
Downloads 665 (26,968)
Citation 2

Abstract:

4.

A Model for Measuring Financial Risks

Number of pages: 24 Posted: 05 Mar 2004
Emilio Barone and Antonio Braghò
Luiss - Guido Carli (Dpt. of Economics and Finance) and San Paolo IMI
Downloads 456 (50,361)
Citation 1

Abstract:

5.

The Valuation of Bonds and Bond Options: Some Empirical Tests

Number of pages: 29 Posted: 05 Mar 2004
Emilio Barone and Domenico Cuoco
Luiss - Guido Carli (Dpt. of Economics and Finance) and University of Pennsylvania - Finance Department
Downloads 334 (72,360)

Abstract:

6.

The Term Structure of Interest Rates: A Test of the Cox, Ingersoll and Ross Model on Italian Treasury Bonds

Number of pages: 27 Posted: 05 Mar 2004
Emilio Barone, Domenico Cuoco and Emerico Zautzik
Luiss - Guido Carli (Dpt. of Economics and Finance), University of Pennsylvania - Finance Department and Bank of Italy
Downloads 292 (83,478)

Abstract:

7.

The Valuation of Puttable Bonds: An Application of the Cox, Ingersoll and Ross Model to Italian Treasury Option Certificates

Number of pages: 17 Posted: 05 Mar 2004
Emilio Barone and Domenico Cuoco
Luiss - Guido Carli (Dpt. of Economics and Finance) and University of Pennsylvania - Finance Department
Downloads 276 (87,772)

Abstract:

8.

An Integrated System for the Management of Interest Rate Risk

Number of pages: 20 Posted: 05 Mar 2004
Emilio Barone and Antonio Braghò
Luiss - Guido Carli (Dpt. of Economics and Finance) and San Paolo IMI
Downloads 267 (94,556)
Citation 1

Abstract:

9.

A Unified VaR Approach

Number of pages: 27 Posted: 05 Mar 2004
Emilio Barone
Luiss - Guido Carli (Dpt. of Economics and Finance)
Downloads 257 (97,198)

Abstract:

10.

The Valuation of Italian Floating Rate Treasuries

Number of pages: 44 Posted: 05 Mar 2004
Emilio Barone and Francesca Folonari
Luiss - Guido Carli (Dpt. of Economics and Finance) and San Paolo IMI
Downloads 238 (107,413)
Citation 1

Abstract:

11.

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 237 (105,130)
Citation 4

Abstract:

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

12.

Index-Linked Bonds from an Academic, Market and Policy-Making Standpoint

Number of pages: 22 Posted: 05 Mar 2004
Emilio Barone and Rainer Masera
Luiss - Guido Carli (Dpt. of Economics and Finance) and Libera Università degli Studi Sociali (LUISS) Guido Carli
Downloads 203 (124,269)
Citation 4

Abstract:

13.

The Valuation of Multiple Options: An Application to the Exchange Rate Market of the Italian Lira

Number of pages: 23 Posted: 05 Mar 2004
Emilio Barone and Antonella Bucci
Luiss - Guido Carli (Dpt. of Economics and Finance) and SanPaolo IMI s.p.a.
Downloads 133 (180,807)

Abstract:

14.

Implied Volatilities and Arbitrage Opportunities in the Italian Options Market

Number of pages: 30 Posted: 05 Mar 2004
Emilio Barone and Domenico Cuoco
Luiss - Guido Carli (Dpt. of Economics and Finance) and University of Pennsylvania - Finance Department
Downloads 124 (188,722)

Abstract:

Futures-Style Options on Euro-Deposit Futures: Nihil Sub Sole Novi?

Number of pages: 23 Posted: 05 Mar 2004
Emilio Barone and Luca Mengoni
Luiss - Guido Carli (Dpt. of Economics and Finance) and IMI Bank
Downloads 109 (213,920)
Citation 1

Abstract:

Futures-Style Options on Euro-Deposit Futures. Nihil sub Sole Novi?

EUROPEAN FINANCIAL MANAGEMENT, Vol. 3 No. 1, 1997
Posted: 07 Nov 1996
Emilio Barone and Luca Mengoni
Luiss - Guido Carli (Dpt. of Economics and Finance) and IMI Bank

Abstract:

16.

Underwriting Fees and Power Derivatives

Number of pages: 19 Posted: 05 Mar 2004
Emilio Barone and Antonio Castagna
Luiss - Guido Carli (Dpt. of Economics and Finance) and Iason Ltd.
Downloads 108 (207,490)

Abstract:

17.

The Italian Market for 'Premium' Contracts: An Application of Option Pricing Theory

Number of pages: 30 Posted: 05 Mar 2004
Emilio Barone and Domenico Cuoco
Luiss - Guido Carli (Dpt. of Economics and Finance) and University of Pennsylvania - Finance Department
Downloads 88 (239,117)
Citation 3

Abstract:

18.

Italian Treasury Bills: Optimal Diversification of Auction Bids

Number of pages: 26 Posted: 05 Mar 2004
Emilio Barone
Luiss - Guido Carli (Dpt. of Economics and Finance)
Downloads 68 (286,506)

Abstract:

19.

The Information Content of Tips

Number of pages: 20 Posted: 04 Nov 2012
Emilio Barone and Antonio Castagna
Luiss - Guido Carli (Dpt. of Economics and Finance) and Iason Ltd.
Downloads 46 (300,652)

Abstract:

Treasury Inflation-Protected Securities, Cox-Ingersoll-Ross model, Siegel's paradox

20.

Lending of Money and Shares through the Riporti Market of the Milan Stock Exchange

Number of pages: 16 Posted: 05 Mar 2004
Jeffrey C. Williams and Emilio Barone
University of California, Davis and Luiss - Guido Carli (Dpt. of Economics and Finance)
Downloads 44 (339,472)
Citation 3

Abstract:

21.

Capital Requirements, Capital Adequacy and Risk Management

Number of pages: 22 Posted: 07 Mar 2015
Emilio Barone and Rainer Masera
Luiss - Guido Carli (Dpt. of Economics and Finance) and Università degli Studi Guglielmo Marconi
Downloads 19 (394,875)

Abstract:

Capital Requirements, Capital Adequacy, Risk Management

22.

Derivatives and Usury: The Role of Options in Transactions Used to Act in Fraud of the Law

Number of pages: 11 Posted: 02 Nov 2015
Emilio Barone and Gennaro Olivieri
Luiss - Guido Carli (Dpt. of Economics and Finance) and LUISS Guido Carli University
Downloads 0 (379,435)

Abstract:

put-call parity, forwards, box spreads, strangles, interest-rate swaps, collars, caps, floors, flat volatility, spot volatility

23.

Pricing Bonds and Bond Options Under Default Risk

European Financial Management, Vol 4, No 2, July 1998
Posted: 15 Jun 1998
Luiss - Guido Carli (Dpt. of Economics and Finance), Swiss Finance Institute at the University of Lugano and Iason Ltd.

Abstract: