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 7,316

SSRN RANKINGS

Top 7,316

in Total Papers Downloads

6,153

SSRN CITATIONS
Rank 22,191

SSRN RANKINGS

Top 22,191

in Total Papers Citations

22

CROSSREF CITATIONS

11

Ideas:
“  Equity-based Credit-risk Models  ”

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 1,004 (21,745)
Citation 17

Abstract:

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2.

Pricing Bonds and Bond Options with Default Risk

Number of pages: 43 Posted: 05 Mar 2004
Luiss - Guido Carli (Dpt. of Economics and Finance), University of Lugano and Iason Ltd.
Downloads 791 (30,551)
Citation 2

Abstract:

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3.

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 775 (31,381)

Abstract:

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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 471 (60,316)
Citation 1

Abstract:

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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 348 (86,365)

Abstract:

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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 318 (95,493)
Citation 1

Abstract:

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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 300 (101,772)

Abstract:

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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 273 (112,598)

Abstract:

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9.

A Unified VAR Approach

Number of pages: 27 Posted: 05 Mar 2004
Emilio Barone
Luiss - Guido Carli (Dpt. of Economics and Finance)
Downloads 266 (115,727)
Citation 1

Abstract:

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10.

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 (120,930)
Citation 4

Abstract:

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

11.

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 248 (124,396)

Abstract:

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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 213 (144,389)
Citation 2

Abstract:

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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 139 (210,005)

Abstract:

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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 132 (218,910)
Citation 1

Abstract:

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15.

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 123 (231,014)

Abstract:

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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 112 (248,580)

Abstract:

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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:

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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 94 (278,674)
Citation 4

Abstract:

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18.

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 74 (322,442)

Abstract:

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

19.

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 72 (327,314)

Abstract:

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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 51 (388,676)
Citation 2

Abstract:

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21.

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 50 (392,063)
Citation 2

Abstract:

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

22.

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 44 (413,180)

Abstract:

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Capital Requirements, Capital Adequacy, Risk Management

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), University of Lugano and Iason Ltd.

Abstract:

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