Details about Stefano d'Addona

Access statistics for papers by Stefano d'Addona.

Last updated 2009-06-05. Update your information in the RePEc Author Service.

Short-id: pda130

Working Papers

2007

1. Information processing with recursive utility: some intriguing results
   University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen

2006

2. Information Quality and Stock Returns Revisited
   Finance, EconWPA
   Also in University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen (2005)

2005

3. International Stock-Bond Correlations in a Simple Affine Asset Pricing Model
   Finance, EconWPA View citations
   See also Journal Article in Journal of Banking & Finance (2006)
4. Time Varying Sensitivities on a GRID architecture
   Finance, EconWPA
   See also Journal Article in International Journal of Theoretical and Applied Finance (IJTAF) (2007)

Journal Articles

2007

1. A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL
   International Journal of Theoretical and Applied Finance (IJTAF), 2007, 10, (06), 1043-1075
2. TIME VARYING SENSITIVITIES ON A GRID ARCHITECTURE
   International Journal of Theoretical and Applied Finance (IJTAF), 2007, 10, (02), 307-329
   See also Working Paper (2005)

2006

3. International stock-bond correlations in a simple affine asset pricing model
   Journal of Banking & Finance, 2006, 30, (10), 2747-2765 View citations
   See also Working Paper (2005)