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Breaks and persistency: macroeconomic causes of stock market volatility
Beltratti, A.; Morana, C. - In: Journal of econometrics 131 (2006) 1, pp. 151-178
Persistent link: https://www.econbiz.de/10006747795
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PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Deterministic and Stochastic Methods for Estimation of Intra...
Beltratti, Andrea; Morana, Claudio - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 205-234
Persistent link: https://www.econbiz.de/10006038517
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International house prices and macroeconomic fluctuations
Beltratti, Andrea; Morana, Claudio - In: Journal of banking & finance 34 (2010) 3, pp. 533-546
Persistent link: https://www.econbiz.de/10008352547
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Aggregate hedge funds' flows and returns
Beltratti, Andrea; Morana, Claudio - In: Applied financial economics 18 (2008) 21, pp. 1755
Persistent link: https://www.econbiz.de/10008147896
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Aggregate hedge funds' flows and returns
Beltratti, Andrea; Morana, Claudio - In: Applied financial economics 18 (2008) 19-21, pp. 1755
Persistent link: https://www.econbiz.de/10008167923
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Comovements in international stock markets
Morana, Claudio; Beltratti, Andrea - In: Journal of international financial markets, … 18 (2008) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10007893950
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Structural breaks and common factors in the volatility of the Fama–French factor portfolios
Morana, Claudio; Beltratti, Andrea - In: Applied financial economics 16 (2006) 14, pp. 1059-1074
Persistent link: https://www.econbiz.de/10007630409
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Structural change and long-range dependence in volatility of exchange rates: either, neither or both?
Morana, Claudio; Beltratti, Andrea - In: Journal of empirical finance 11 (2004) 5, pp. 629-658
Persistent link: https://www.econbiz.de/10007229257
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Central bank interventions and exchange rates: an analysis with high frequency data
Morana, Claudio; Beltratti, Andrea - In: Journal of international financial markets, … 10 (2000) 3-4, pp. 349-362
Persistent link: https://www.econbiz.de/10007115844
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Comovements in international stock markets
Morana, Claudio; Beltratti, Andrea - In: Journal of international financial markets, … 18 (2008) 1, pp. 31-46
Persistent link: https://www.econbiz.de/10008880040