Details about Roberto Violi

Access statistics for papers by Roberto Violi.

Last updated 2023-09-15. Update your information in the RePEc Author Service.

Short-id: pvi163

Working Papers

2021

1. Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism
   SciencePo Working papers Main, HAL
   Also in Post-Print, HAL (2021)
   LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2018) View citations (4)
   See also Journal Article Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism, Annals of Operations Research, Springer (2021) (2021)

2013

2. Multimarket Contact in Italian Retail Banking: Competition and Welfare
   MPRA Paper, University Library of Munich, Germany View citations (17)
   See also Journal Article Multimarket contact in Italian retail banking: Competition and welfare, International Journal of Industrial Organization, Elsevier (2013) View citations (13) (2013)

2010

3. Credit ratings in structured finance and the role of systemic risk
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area

2004

4. Market dynamics associated with credit ratings: a literature review
   Occasional Paper Series, European Central Bank View citations (88)
   See also Journal Article Market dynamics associated with credit ratings: a literature review, Financial Stability Review, Banque de France (2004) View citations (88) (2004)

1999

5. Is there an Equity Premium Puzzle in Italy? A Look at Asset Returns, Consumption and Financial Structure Data Over the Last Century
   Working Papers, Banca Italia - Servizio di Studi View citations (15)
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (1999) View citations (15)

1998

6. The Probability Density Function of Interest Rates Implied in the Price of Options
   Working Papers, Banca Italia - Servizio di Studi View citations (2)
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (1998) View citations (2)

1997

7. Long-Term Interest Rate Convergence in Europe and the Probability of EMU
   Working Papers, Banca Italia - Servizio di Studi View citations (10)

1994

8. Recent Fiscal Developments in the European Countries of the G-7
   IMF Policy Discussion Papers, International Monetary Fund

1985

9. Financial Panic, Rational Expectations (Equilibrium) and Chaotic Dynamics: Power and Limits of Financial Market Stabilization under Stocastic Money Interest Rate and the Role of Internationl Asymmetries
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
10. L'analisi delle interdipendenze settoriali in un contesto intertemporale: i modelli teorici e la verifica econometrica
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
11. Sentiero di traversa e convergenza
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (3)

Journal Articles

2021

1. Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism
   Annals of Operations Research, 2021, 299, (1), 617-657
   See also Working Paper Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism, SciencePo Working papers Main (2021) (2021)

2013

2. Multimarket contact in Italian retail banking: Competition and welfare
   International Journal of Industrial Organization, 2013, 31, (5), 368-381 View citations (13)
   See also Working Paper Multimarket Contact in Italian Retail Banking: Competition and Welfare, MPRA Paper (2013) View citations (17) (2013)

2004

3. Market dynamics associated with credit ratings: a literature review
   Financial Stability Review, 2004, (4), 53-76 View citations (88)
   See also Working Paper Market dynamics associated with credit ratings: a literature review, Occasional Paper Series (2004) View citations (88) (2004)

1999

4. Structure par terme des taux d'intérêt, volatilité et primes de risque: applications au marché de l'Eurolire
   Économie et Prévision, 1999, 140, (4), 21-34

1990

5. GAITL: A generalised version of the almost ideal and translog demand systems
   Economics Letters, 1990, 34, (2), 127-129 View citations (15)

Chapters

2011

1. Optimal active portolio management and relative performance drivers: theory and evidence
   A chapter in Portfolio and risk management for central banks and sovereign wealth funds, 2011, vol. 58, pp 187-209

2002

2. Interactions between cash and derivatives bond markets: some evidence for the euro area
   A chapter in Market functioning and central bank policy, 2002, vol. 12, pp 222-267 View citations (5)
   Also in A chapter in The changing shape of fixed income markets: a collection of studies by central bank economists, 2001, vol. 05, pp 67-112 (2001) View citations (6)