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~accessRights:"free"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Policy research working paper : WPS"
~isPartOf:"Working papers"
~person:"Otranto, Edoardo"
~subject:"Estimation"
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Measuring the effects of unconventional policies on stock market volatility
Lacava, Demetrio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
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2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515678
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On classifying the effects of policy announcements on volatility
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
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2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515683
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3
Volatility jumps and the classification of monetary policy announcements
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
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2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321842
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4
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
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