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Details about Roberto Violi

E-mail:
Phone:+390647924108
Postal address:Banca d'Italia via Nazionale 91 Rome Italy 00184
Workplace:Banca d'Italia (Bank of Italy), (more information at EDIRC)

Access statistics for papers by Roberto Violi.

Last updated 2018-12-14. Update your information in the RePEc Author Service.

Short-id: pvi163


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Working Papers

2018

  1. Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy Downloads

2013

  1. Multimarket Contact in Italian Retail Banking: Competition and Welfare
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)
    See also Journal Article in International Journal of Industrial Organization (2013)

2010

  1. 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 Downloads

1999

  1. 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 (12)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (1999) Downloads View citations (8)

1998

  1. The Probability Density Function of Interest Rates Implied in the Price of Options
    Working Papers, Banca Italia - Servizio di Studi View citations (3)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (1998) Downloads

1997

  1. Long-Term Interest Rate Convergence in Europe and the Probability of EMU
    Working Papers, Banca Italia - Servizio di Studi View citations (11)

1994

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

1985

  1. 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 Downloads
  2. L'analisi delle interdipendenze settoriali in un contesto intertemporale: i modelli teorici e la verifica econometrica
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads
  3. Sentiero di traversa e convergenza
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads View citations (3)

Journal Articles

2013

  1. Multimarket contact in Italian retail banking: Competition and welfare
    International Journal of Industrial Organization, 2013, 31, (5), 368-381 Downloads View citations (7)
    See also Working Paper (2013)

2004

  1. Market dynamics associated with credit ratings: a literature review
    Financial Stability Review, 2004, (4), 53-76 View citations (82)

1999

  1. 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 Downloads

1990

  1. GAITL: A generalised version of the almost ideal and translog demand systems
    Economics Letters, 1990, 34, (2), 127-129 Downloads View citations (12)

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 Downloads

2002

  1. 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 Downloads 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) Downloads View citations (1)
 
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