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Torricelli, Costanza
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ECONIS (ZBW)
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Rating systems, procyclicality and Basel II : an evaluation in a general equilibrium framework
Pederzoli, Chiara
;
Torricelli, Costanza
;
Tsomocos, …
- In:
Annals of finance
6
(
2010
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003939546
Saved in:
2
Capital requirements and business cycle regimes : forward-looking modelling of default probabilities
Pederzoli, Chiara
;
Torricelli, Costanza
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3121-3140
Persistent link: https://www.econbiz.de/10003203855
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3
Futures market and spot price volatility : a model for a storable commodity
Torricelli, Costanza
- In:
European journal of political economy
10
(
1994
)
2
,
pp. 339-355
Persistent link: https://www.econbiz.de/10001170519
Saved in:
4
I mercati futures : teorie, modelli e applicazioni
Torricelli, Costanza
-
1992
Persistent link: https://www.econbiz.de/10000892699
Saved in:
5
A survey in the theory of futures markets
Torricelli, Costanza
- In:
Ricerche economiche
43
(
1989
)
4
,
pp. 516-542
Persistent link: https://www.econbiz.de/10001129219
Saved in:
6
The influence of futures on spot price volatility in a model for a storable commodity
Torricelli, Costanza
-
1991
Persistent link: https://www.econbiz.de/10013419692
Saved in:
7
Is financial fragility a matter of illiquidity? : an appraisal for Italian households
Brunetti, Marianna
;
Giarda, Elena
;
Torricelli, Costanza
- In:
The review of income and wealth : journal of the …
62
(
2016
)
4
,
pp. 628-649
Persistent link: https://www.econbiz.de/10011626709
Saved in:
8
Estimation and arbitrage opportunities for exchange rate baskets
Mercurio, Danilo
;
Torricelli, Costanza
- In:
Applied economics
35
(
2003
)
15
,
pp. 1689-1698
Persistent link: https://www.econbiz.de/10001819656
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9
Estimation and arbitrage opportunities for exchange rate baskets
Mercurio, Danilo
;
Torricelli, Costanza
-
2001
Persistent link: https://www.econbiz.de/10001609560
Saved in:
10
The information in the term structure of German interest rates
Boero, Gianna
;
Torricelli, Costanza
- In:
The European journal of finance
8
(
2002
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10001636180
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