Details about Domenico Sartore

Access statistics for papers by Domenico Sartore.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: psa367

Working Papers

2019

1. European Social Fund's lifelong learning and regional development: a case study
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"

2018

2. A scoring rule for factor and autoregressive models under misspecification
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"
   See also Journal Article A Scoring Rule for Factor and Autoregressive Models Under Misspecification, Advances in Decision Sciences, Asia University, Taiwan (2020) (2020)
3. Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"
   See also Journal Article Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions, Advances in Decision Sciences, Asia University, Taiwan (2020) (2020)

2016

4. Non Central Moments of the Truncated Normal Variable
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (2)
5. Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"
6. Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (4)

2014

7. Fund Ratings: The method reconsidered
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (3)

2013

8. Bayesian Markov Switching Stochastic Correlation Models
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)
9. Deciphering the Libor and Euribor Spreads during the subprime crisis
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (6)
   See also Journal Article Deciphering the Libor and Euribor Spreads during the subprime crisis, The North American Journal of Economics and Finance, Elsevier (2013) View citations (6) (2013)

2012

10. CDS Industrial Sector Indices, credit and liquidity risk
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)

2008

11. Matrix-State Particle Filter for Wishart Stochastic Volatility Processes
    Working Papers, University of Brescia, Department of Economics View citations (14)
    Also in Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2007) View citations (4)

2007

12. Bayesian Inference on Dynamic Models with Latent Factors
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (5)

2006

13. Methodological aspects of time series back-calculation
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (9)

Journal Articles

2021

1. NON-CENTRAL MOMENTS OF THE TRUNCATED NORMAL VARIABLE IN FINANCE
   Annals of Financial Economics (AFE), 2021, 16, (04), 1-23

2020

2. A Scoring Rule for Factor and Autoregressive Models Under Misspecification
   Advances in Decision Sciences, 2020, 24, (2), 66-103
   See also Working Paper A scoring rule for factor and autoregressive models under misspecification, Working Papers (2018) (2018)
3. Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions
   Advances in Decision Sciences, 2020, 24, (3), 142-217
   See also Working Paper Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions, Working Papers (2018) (2018)

2018

4. A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets
   Journal of Business & Economic Statistics, 2018, 36, (1), 101-114 View citations (18)

2013

5. Deciphering the Libor and Euribor Spreads during the subprime crisis
   The North American Journal of Economics and Finance, 2013, 26, (C), 565-585 View citations (6)
   See also Working Paper Deciphering the Libor and Euribor Spreads during the subprime crisis, Working Papers (2013) View citations (6) (2013)

2005

6. Relative benchmark rating and persistence analysis: Evidence from Italian equity funds
   The European Journal of Finance, 2005, 11, (4), 297-308 View citations (10)

2002

7. Guest Editorial
   The European Journal of Finance, 2002, 8, (4), 346-351 View citations (1)
8. La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati
   Moneta e Credito, 2002, 55, (217), 55-75 View citations (1)
9. US dollar/Euro exchange rate: a monthly econometric model for forecasting
   The European Journal of Finance, 2002, 8, (4), 480-501 View citations (7)

2000

10. Combining forecasts: some results on exchange and interest rates
    The European Journal of Finance, 2000, 6, (2), 126-145 View citations (4)
11. La Style Analysis nel mercato azionario italiano
    Rivista italiana degli economisti, 2000, (3), 387-412

1987

12. Square Root Iterative Filter: Theory and Applications to Econometric Models
    Annals of Economics and Statistics, 1987, (6-7), 435-459 View citations (4)

1986

13. Intermediate targets and instruments of monetary policy
    Journal of Economic Dynamics and Control, 1986, 10, (1-2), 175-184