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The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia - In: The quarterly journal of finance 3 (2013) 1, pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
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News sentiment indicators and the cross‐section of stock returns in the European stock market
Gambarelli, Luca; Muzzioli, Silvia - 2022
Persistent link: https://www.econbiz.de/10013258704
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Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market
Gambarelli, Luca; Marchi, Gianluca; Muzzioli, Silvia - 2022
Persistent link: https://www.econbiz.de/10013258708
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Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
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Moment risk premia and the cross-section of stock returns in the European stock market
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Journal of banking & finance 111 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012221095
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A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices
Campisi, Giovanni; Muzzioli, Silvia; De Baets, Bernard - In: International journal of forecasting 40 (2024) 3, pp. 869-880
Persistent link: https://www.econbiz.de/10014547222
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Hedging effectiveness of cryptocurrencies in the European stock market
Gambarelli, Luca; Marchi, Gianluca; Muzzioli, Silvia - In: Journal of international financial markets, … 84 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014333731