Piazza dei Cavalieri, 7
Scuola Normale Superiore
in Total Papers Downloads
Valuation Ratios, Long Run Stock Market Returns
market efficiency, portfolio selection, bootstrap
systemic risk, derivatives, credit default swap
Credit Default Swaps, Credit Rating, sovereign yields, rating agencies
financial innovation, leverage, diversification, endogenous risk, financial crises
price cojumps, Hawkes processes, systemic shocks, high frequency data
credit ratings, market implied ratings, support vector machine, credit default swaps, default risk
sovereign debt, ponzi schemes, EMU
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