Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)

from Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi"
Contact information at EDIRC.
Series data maintained by Giuseppe Marotta ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

08051: Option based forecasts of volatility: An empirical study in the DAX index options market

Silvia Muzzioli

08031: Structural breaks in the lending interest rate pass-through and the euro

Giuseppe Marotta

08014: Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy

Simona Castellani, Chiara Pederzoli and Costanza Torricelli

08013: Is public information really public? The role of newspapers

Riccardo Ferretti and Francesco Pattarin

08012: Differential Evolution for Multiobjective Portfolio Optimization

Thiemo Krink and Sandra Paterlini

08011: Assessing and measuring the equity gap and the equity requirements for innovative SMEs

Elisabetta Gualandri and Valeria Venturelli

07102: Model risk and techniques for controlling market parameters. The experience in Banco Popolare

Michele Bonollo, Davide Morandi, Chiara Pederzoli and Costanza Torricelli

07101: The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market

Silvia Muzzioli

07071: The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance

Davide Ferrari and Sandra Paterlini

07052: Default risk: Poisson mixture and the business cycle

Chiara Pederzoli

07051: Population ageing, household portfolios and financial asset returns: A survey of the literature

Marianna Brunetti