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Information processing with recursive utility : some intriguing results
Brevik, Frode; D'Addona, Stefano - 2007
Persistent link: https://www.econbiz.de/10003597923
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Is ignorance bliss? : the cost of business-cycle uncertainty
Brevik, Frode; D'Addona, Stefano - In: Macroeconomic dynamics 17 (2013) 4, pp. 728-746
Persistent link: https://www.econbiz.de/10009774993
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Multivariate heavy-tailed models for value-at-risk estimation
Marinelli, Carlo; D'Addona, Stefano; Račev, Svetlozar T. - In: International journal of theoretical and applied finance 15 (2012) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10009624462
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The determinants of risk premia on the Italian stock market : empirical evidence on common factors in asset pricing models
Brighi, Paola; D'Addona, Stefano; Della Bina, Antonio … - In: Economic notes : economic review of Banca Monte dei … 42 (2013) 2, pp. 103-133
Persistent link: https://www.econbiz.de/10009784822
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The British opt-out from the European Monetary Union : empirical evidence from monetary policy rules
D'Addona, Stefano; Musumeci, Ilaria - In: Applied financial economics 23 (2013) 22/24, pp. 1783-1795
Persistent link: https://www.econbiz.de/10010337263
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Asset pricing and the role of macroeconomic volatility
D'Addona, Stefano; Giannikos, Christos - In: Annals of finance 10 (2014) 2, pp. 197-215
Persistent link: https://www.econbiz.de/10010350379
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Too small or too low? : new evidence on the four-factor model
Brighi, Paola; D'Addona, Stefano; Della Bina, Antonio … - In: Modern bank behaviour, (pp. 176-199). 2013
Persistent link: https://www.econbiz.de/10009679450
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Testing external habits in an asset pricing model
Boschi, M.; D'Addona, Stefano; Goenka, Aditya - 2012
Persistent link: https://www.econbiz.de/10009562434
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A comparison of some univariate models for value-at-risk and expected shortfall
Marinelli, Carlo; D'Addona, Stefano; Račev, Svetlozar T. - In: International journal of theoretical and applied finance 10 (2007) 6, pp. 1043-1075
Persistent link: https://www.econbiz.de/10003631000
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Information quality and stock returns revisited
Brevik, Frode; D'Addona, Stefano - 2005
Persistent link: https://www.econbiz.de/10003242859