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Economic activity and recession probabilities : information content and predictive power of the term spread in Italy
Brunetti, Marianna; Torricelli, Costanza - In: Applied economics 41 (2009) 16/18, pp. 2309-2322
Persistent link: https://www.econbiz.de/10003883521
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A liquidity risk index as a regulatory tool for systemically important banks? : an empirical assessment across two financial crises
Gianfelice, Gianfranco; Marotta, Giuseppe; Torricelli, … - In: Applied economics 47 (2015) 1/3, pp. 129-147
Persistent link: https://www.econbiz.de/10010463946
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Estimation and arbitrage opportunities for exchange rate baskets
Mercurio, Danilo; Torricelli, Costanza - In: Applied economics 35 (2003) 15, pp. 1689-1698
Persistent link: https://www.econbiz.de/10001819656