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Estimating variability in the Italian stock market : an ARCH approach

Fornari, Fabio - In: Open economies review 4 (1993) 4, pp. 403-423

Persistent link: https://www.econbiz.de/10001158482

The conditional capital asset pricing model : an application of the Italian financial market

Fornari, Fabio - In: Journal of foreign exchange and international finance : … 8 (1995) 4, pp. 418-436

Persistent link: https://www.econbiz.de/10001231600

Il contenuto informativo delle opzioni su tassi d'interesse

Fornari, Fabio - In: Giornale degli economisti e annali di economia 55 (1997) 4, pp. 483-514

Persistent link: https://www.econbiz.de/10001221471

The impact of news on the exchange rate of the lira and long-term interest rates

Fornari, Fabio; Monticelli, Carlo; Pericoli, Marcello; … - In: Economic modelling 19 (2002) 4, pp. 611-639

Persistent link: https://www.econbiz.de/10001676459

The Probability Density Function of Interest Rates Implied in the Price of Options

Fornari, Fabio; Violi, Roberto - 2006

The paper contributes to the stochastic volatility literature by developing simulation schemes for the conditional distributions of the price of long term bonds and their variability based on non-standard distributional assumptions and volatility concepts; itillustrates the potential value of...

Persistent link: https://www.econbiz.de/10014058544