Similar Search Results

The forecasting performance of corridor implied volatility in the Italian market

Muzzioli, Silvia - In: Computational economics 41 (2013) 3, pp. 359-386

Persistent link: https://www.econbiz.de/10009711323

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

Regional innovation in southern Europe : a poset-based analysis

Damiani, Filippo; Muzzioli, Silvia; De Baets, Bernard - 2022

Persistent link: https://www.econbiz.de/10013258568

Tools and practices for LGBT+ inclusion in tertiary education : the development of the LGBT+ University Inclusion Index and its application to Italian universities

Russo, Tullia; Addabbo, Tindara; Muzzioli, Silvia; De … - 2021

Persistent link: https://www.econbiz.de/10013191458

Option implied moments obtained through fuzzy regression

Muzzioli, Silvia; Gambarelli, Luca; De Baets, Bernard - In: Fuzzy optimization and decision making : a journal of … 19 (2020) 2, pp. 211-238

Persistent link: https://www.econbiz.de/10012225083

Risk aversion connectedness in five European countries

Cipollini, Andrea; Lo Cascio, Iolanda; Muzzioli, Silvia - In: Economic modelling 71 (2018), pp. 68-79

Persistent link: https://www.econbiz.de/10012062452

Marriage and other risky assets : a portfolio approach

Bertocchi, Graziella; Brunetti, Marianna; Torricelli, … - 2009

We study the joint impact of gender and marital status on financial decisions. First, we test the hypothesis that marriage represents - in a portfolio framework - a sort of safe asset, and that this effect is stronger for women. Controlling for a number of observable characteristics, we show...

Persistent link: https://www.econbiz.de/10003808434

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

The internal and cross market efficiency in index option markets : an investigation of the Italian market

Brunetti, M.; Torricelli, Costanza - In: Applied financial economics 17 (2007) 1/3, pp. 25-33

Persistent link: https://www.econbiz.de/10003426998

A parsimonious default prediction model for Italian SMEs

Pederzoli, Chiara; Torricelli, Costanza - In: Banks and bank systems : international research journal 5 (2010) 4, pp. 5-9

Persistent link: https://www.econbiz.de/10008806496