EconPapers    
Economics at your fingertips  
 

Details about Chiara Pederzoli

E-mail:
Workplace:Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Facoltà di Economia "Marco Biagi" (Faculty of Economics), Università degli Studi di Modena e Reggio Emilia, (more information at EDIRC)

Access statistics for papers by Chiara Pederzoli.

Last updated 2007-03-16. Update your information in the RePEc Author Service.

Short-id: ppe243


Jump to Journal Articles

Working Papers

2006

  1. Optimal banks behaviour and procyclicality
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

  1. Forward-looking estimation of default probabilities with Italian data
    Heterogeneity and monetary policy, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica Downloads View citations

Journal Articles

2006

  1. Stochastic Volatility and GARCH: a Comparison Based on UK Stock Data
    European Journal of Finance, 2006, 12, (1), 41-59 Downloads

2005

  1. Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities
    Journal of Banking & Finance, 2005, 29, (12), 3121-3140 Downloads View citations
 
 
Page updated 2008-10-03