Details about Andrea Berardi

Access statistics for papers by Andrea Berardi.

Last updated 2012-05-28. Update your information in the RePEc Author Service.

Short-id: pbe705

Working Papers

2002

1. Does the term structure forecast
   University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA View citations (3)

Journal Articles

2009

1. Term Structure, Inflation, and Real Activity
   Journal of Financial and Quantitative Analysis, 2009, 44, (4), 987-1011 View citations (20)

2005

2. Term Structure Forecasts of Long-Term Consumption Growth
   Journal of Financial and Quantitative Analysis, 2005, 40, (2), 241-258 View citations (12)

2004

3. Predicting default probabilities and implementing trading strategies for emerging markets bond portfolios
   Emerging Markets Review, 2004, 5, (4), 447-469 View citations (8)

1995

4. Estimating the Cox, ingersoll and Ross model of the term structure: a multivariate approach
   Ricerche Economiche, 1995, 49, (1), 51-74 View citations (1)