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ECONIS (ZBW)
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Assessing the compensation for volatility risk implicit in interest rate derivatives
Fornari, Fabio
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 722-743
Persistent link: https://www.econbiz.de/10009267247
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2
Anstieg und Rückgang der Volatilität der US-Dollar-Zinssätze : was Swaptions aussagen
Fornari, Fabio
- In:
BIZ-Quartalsbericht
(
2005
),
pp. 101-113
Persistent link: https://www.econbiz.de/10003201459
Saved in:
3
Veröffentlichung gesamtwirtschaftlicher Indikatoren und implizite Volatilität an den Swaption-Märkten
Fornari, Fabio
- In:
BIZ-Quartalsbericht
(
2004
),
pp. 87-96
Persistent link: https://www.econbiz.de/10002437576
Saved in:
4
Variances and conditional correlations of EMS exchange rates : an analysis with a multivariate GARCH model
Fornari, Fabio
- In:
Journal of foreign exchange and international finance : …
5
(
1991
)
2
,
pp. 114-130
Persistent link: https://www.econbiz.de/10001129339
Saved in:
5
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
Saved in:
6
Approximating volatility diffusions with CEV-ARCH models
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of economic dynamics & control
30
(
2006
)
6
,
pp. 931-966
Persistent link: https://www.econbiz.de/10003327657
Saved in:
7
The role of financial variables in predicting economic activity
Espinoza, Raphael
;
Fornari, Fabio
;
Lombardi, Marco
- In:
Journal of forecasting
31
(
2012
)
1
,
pp. 15-46
Persistent link: https://www.econbiz.de/10009503698
Saved in:
8
What does a financial shock do? : first international evidence
Fornari, Fabio
;
Stracca, Livio
- In:
Economic policy : a European forum
71
(
2012
),
pp. 407-445
Persistent link: https://www.econbiz.de/10009746721
Saved in:
9
Macroeconomic determinants of carry trade activity
Anzuini, Alessio
;
Fornari, Fabio
- In:
Review of international economics
20
(
2012
)
3
,
pp. 468-488
Persistent link: https://www.econbiz.de/10009680994
Saved in:
10
A stochastic variance model for absolute returns
Fornari, Fabio
- In:
Economics letters
46
(
1994
)
3
,
pp. 211-214
Persistent link: https://www.econbiz.de/10001172371
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