Details about Francesca Lilla

Access statistics for papers by Francesca Lilla.

Last updated 2025-05-18. Update your information in the RePEc Author Service.

Short-id: pli1678

Working Papers

2025

1. Energy price shocks and their effects on the main macroeconomic variables: a Bayesian SVAR analysis
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area

2023

2. The effects of the pandemic on households' financial savings: a Bayesian structural VAR analysis
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area

2021

3. Volatility Bursts: A discrete-time option model with multiple volatility components
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area
   See also Journal Article Volatility Bursts: A Discrete-Time Option Model with Multiple Volatility Components*, Journal of Financial Econometrics, Oxford University Press (2023) (2023)

2020

4. Warnings about future jumps: properties of the exponential Hawkes model
   Working Papers, University of Verona, Department of Economics

Journal Articles

2023

1. Volatility Bursts: A Discrete-Time Option Model with Multiple Volatility Components*
   Journal of Financial Econometrics, 2023, 21, (3), 678-713
   See also Working Paper Volatility Bursts: A discrete-time option model with multiple volatility components, Temi di discussione (Economic working papers) (2021) (2021)