Details about Chiara Pederzoli
Access statistics for papers by Chiara Pederzoli.
Last updated 2007-03-16. Update your information in the RePEc Author Service.
Short-id: ppe243
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Journal Articles
Working Papers
2006
- Optimal banks behaviour and procyclicality
Computing in Economics and Finance 2006, Society for Computational Economics
2005
- Forward-looking estimation of default probabilities with Italian data
Heterogeneity and monetary policy, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica
View citations (6)
Journal Articles
2006
- Stochastic Volatility and GARCH: a Comparison Based on UK Stock Data
The European Journal of Finance, 2006, 12, (1), 41-59
View citations (10)
2005
- Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities
Journal of Banking & Finance, 2005, 29, (12), 3121-3140
View citations (37)