Narrow search
Showing 1 - 10 of 24
Cover Image
(Fractional) beta convergence
Michelacci, Claudio; Zaffaroni, Paolo - 1998
Persistent link: https://www.econbiz.de/10000996557
Cover Image
(Fractional) beta convergence
Michelacci, Claudio; Zaffaroni, Paolo - In: Journal of monetary economics 45 (2000) 1, pp. 129-153
Persistent link: https://www.econbiz.de/10001445796
Cover Image
(Fractional) beta convergence
Michelassi, Claudio - 2000
Persistent link: https://www.econbiz.de/10013439234
Cover Image
Le parità internazionali : verifica empirica ed implicazioni nel caso dello SME
Zaffaroni, Paolo - In: Annali della Fondazione Luigi Einaudi onlus 27 (1994), pp. 103-152
Persistent link: https://www.econbiz.de/10001178208
Cover Image
Long-run growth and business cycle volatility
Michelacci, Claudio - 1997
Persistent link: https://www.econbiz.de/10000963007
Cover Image
Gaussian estimation of long-range dependent volatility in asset prices
Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000964422
Cover Image
Aggregation of simple linear dynamics : exact asymptotic results
Lippi, Marco; Zaffaroni, Paolo - 1998
Persistent link: https://www.econbiz.de/10000986058
Cover Image
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena; Forni, Mario; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011544556
Cover Image
Testing beta-pricing models using large cross-sections
Raponi, Valentina; Robotti, Cesare; Zaffaroni, Paolo - In: The review of financial studies 33 (2020) 6, pp. 2796-2842
Persistent link: https://www.econbiz.de/10012244829
Cover Image
Frequency-band estimation of the number of factors detecting the main business cycle shocks
Avarucci, Marco; Cavicchiol, Maddalena; Forni, Mario; … - 2022
Persistent link: https://www.econbiz.de/10013466051