Details about Alessandro Palandri
Access statistics for papers by Alessandro Palandri.
Last updated 2016-12-14. Update your information in the RePEc Author Service.
Short-id: ppa483
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Journal Articles
Working Papers
2009
- The Effects of Interest Rate Movements on Assets’ Conditional Second Moments
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
View citations (1)
Journal Articles
2015
- Do negative and positive equity returns share the same volatility dynamics?
Journal of Banking & Finance, 2015, 58, (C), 486-505
View citations (12)
2014
- Risk-free rate effects on conditional variances and conditional correlations of stock returns
Journal of Empirical Finance, 2014, 25, (C), 95-111
2013
- When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?
Review of Finance, 2013, 17, (3), 1099-1139
View citations (10)
2009
- Sequential conditional correlations: Inference and evaluation
Journal of Econometrics, 2009, 153, (2), 122-132
View citations (25)