Fornari, Fabio
VIAF ID: 92304048 (Personal)
Permalink: http://viaf.org/viaf/92304048
Preferred Forms
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100 1 _ ‡a Fornari, Fabio
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100 1 _ ‡a Fornari, Fabio
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100 1 _ ‡a Fornari, Fabio
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100 1 _ ‡a Fornari, Fabio
4xx's: Alternate Name Forms (2)
Works
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Assessing the compensation for volatility risk implicit in interest rate derivatives |
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Asymmetries and nonlinearities in economic activity |
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The impact of news on the exchange rate of the lira and long-term interest rates |
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The probability density function of interest rates implied in the price of options |
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Sign- and volatility-switching ARCH models : theory and applications to international stock markets |
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The size of the equity premium |
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Stochastic volatility in financial markets : crossing the bridge to continuous time |
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Variabilità dei tassi d'interesse e contenuto informativo delle opzioni |
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