Sfoglia per Autore
Stock prices and bond yields. Can their comovements be explained in terms of present value models?
1992 Beltratti, Andrea; R., Shiller
Actual and warranted relations between asset prices
1993 Beltratti, Andrea; Shiller, Robert J.
The green golden rule
1995 Beltratti, Andrea; Chichilnisky, G; Heal, G.
Stock Returns, the Interest rate and Inflation in The Italian Stock Market: A Long-Run perspective
1997 Beltratti, Andrea; Bagliano, F. C.
Computing value at risk with high frequency data
1999 Beltratti, Andrea; C., Morana
Scenario modeling for the management of international bond portfolios
1999 Beltratti, Andrea; A., Consiglio; S., Zenios
Central bank interventions and exchange rates: An analysis with high frequency data
2000 Beltratti, Andrea; Morana, C.
Deterministic and stochastic methods for estimation of intra-day seasonal components with high frequency data
2001 Beltratti, A.; Morana, C.
The effects of the introduction of the euro on the volatility of European stock markets
2002 Morana, Claudio; Beltratti, Andrea
The cross section of risk premia in the Italian stock market
2002 Beltratti, Andrea; DI TRIA, M.
Scenario modelling for selective hedging strategies
2004 Beltratti, Andrea; Laurent, A; Zenios, S.
Structural change and long run dependence in volatility of exchange rates: Either, neither or both?
2004 Beltratti, Andrea; Morana, Claudio
Structural change and long run dependence in volatility of exchange rates: either, neither or both?
2004 Beltratti, Andrea; Morana, C.
The complementarity between corporate governance and corporate social responsibility
2005 Beltratti, Andrea
Capital market equilibrium with externalities, production, and heterogeneous agents
2005 Beltratti, Andrea
Statistical benefits of value-at-risk with long memory
2005 Beltratti, Andrea; Morana, C.
Breaks and persistency: macroeconomic causes of stock market volatility
2006 Beltratti, Andrea; Morana, C.
Structural breaks in the volatility of the Fama-French factors
2006 Beltratti, Andrea; Morana, C.
Estimating long memory in the mark-dollar exchange rate with high frequency data
2006 Beltratti, Andrea; Morana, C.
Does the stock market affect income distribution? Some empirical evidence for the US
2007 Beltratti, Andrea; Morana, C.
Titolo | Data di pubblicazione | Autore(i) | Rivista | Editore |
---|---|---|---|---|
Stock prices and bond yields. Can their comovements be explained in terms of present value models? | 1-gen-1992 | Beltratti, Andrea; R., Shiller | JOURNAL OF MONETARY ECONOMICS | - |
Actual and warranted relations between asset prices | 1-gen-1993 | Beltratti, Andrea; Shiller, Robert J. | OXFORD ECONOMIC PAPERS | Oxford University Press:Journals Department, Great Clarendon Street, Oxford OX2 6DP United Kingdom:011 44 1865 556767, EMAIL: jnlorders@oup.co.uk, INTERNET: http://www.oup.co.uk, Fax: 011 44 1865 267485 |
The green golden rule | 1-gen-1995 | Beltratti, Andrea; Chichilnisky, G; Heal, G. | ECONOMICS LETTERS | Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598 |
Stock Returns, the Interest rate and Inflation in The Italian Stock Market: A Long-Run perspective | 1-gen-1997 | Beltratti, Andrea; Bagliano, F. C. | GIORNALE DEGLI ECONOMISTI E ANNALI DI ECONOMIA | Universita Commerciale Bocconi:via Sarfatti 25, I 20136 Milan Italy:011 39 02 58363316, EMAIL: gde@uni-bocconi.it, Fax: 011 39 02 58363316 |
Computing value at risk with high frequency data | 1-gen-1999 | Beltratti, Andrea; C., Morana | JOURNAL OF EMPIRICAL FINANCE | Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598 |
Scenario modeling for the management of international bond portfolios | 1-gen-1999 | Beltratti, Andrea; A., Consiglio; S., Zenios | ANNALS OF OPERATIONS RESEARCH | Baltzer Science Publishers BV:PO Box 221, 1400 AE Bussum Netherlands:011 31 35 6954250, EMAIL: publish@baltzer.nl, INTERNET: http://www.baltzer.nl, Fax: 011 31 35 6954258 |
Central bank interventions and exchange rates: An analysis with high frequency data | 1-gen-2000 | Beltratti, Andrea; Morana, C. | JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS & MONEY | -Binghamton, NY : Haworth Press, c1990- -Mercado International Press:PO Box 371:Carbondale, IL 62903:(618)453-2459, EMAIL: GA1141@SIUCVMB.SIU.EDU, Fax: (618)453-1431 |
Deterministic and stochastic methods for estimation of intra-day seasonal components with high frequency data | 1-gen-2001 | Beltratti, A.; Morana, C. | ECONOMIC NOTES | Siena: Monte dei Paschi. |
The effects of the introduction of the euro on the volatility of European stock markets | 1-gen-2002 | Morana, Claudio; Beltratti, Andrea | JOURNAL OF BANKING & FINANCE | Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598 |
The cross section of risk premia in the Italian stock market | 1-gen-2002 | Beltratti, Andrea; DI TRIA, M. | ECONOMIC NOTES | Siena: Monte dei Paschi. |
Scenario modelling for selective hedging strategies | 1-gen-2004 | Beltratti, Andrea; Laurent, A; Zenios, S. | JOURNAL OF ECONOMIC DYNAMICS & CONTROL | primo editore:North-Holland, Amsterdam attuale:Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598 |
Structural change and long run dependence in volatility of exchange rates: Either, neither or both? | 1-gen-2004 | Beltratti, Andrea; Morana, Claudio | JOURNAL OF EMPIRICAL FINANCE | Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598 |
Structural change and long run dependence in volatility of exchange rates: either, neither or both? | 1-gen-2004 | Beltratti, Andrea; Morana, C. | JOURNAL OF EMPIRICAL FINANCE | Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598 |
The complementarity between corporate governance and corporate social responsibility | 1-gen-2005 | Beltratti, Andrea | GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE | Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591 |
Capital market equilibrium with externalities, production, and heterogeneous agents | 1-gen-2005 | Beltratti, Andrea | JOURNAL OF BANKING & FINANCE | Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598 |
Statistical benefits of value-at-risk with long memory | 1-gen-2005 | Beltratti, Andrea; Morana, C. | THE JOURNAL OF RISK | -London : Incisive Media plc, 1998- -Risk Waters Group Tamsine Green development EditorThe Journal of Risk, E-mail: journals@riskwaters.comTel: +44 (0)20 7484 9700Fax: +44 (0)20 7930 9758 |
Breaks and persistency: macroeconomic causes of stock market volatility | 1-gen-2006 | Beltratti, Andrea; Morana, C. | JOURNAL OF ECONOMETRICS | Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598 |
Structural breaks in the volatility of the Fama-French factors | 1-gen-2006 | Beltratti, Andrea; Morana, C. | APPLIED FINANCIAL ECONOMICS | Routledge Limited ora Taylor & Francis :11 New Fetter Lane, London EC4P 4EE United Kingdom:011 44 20 75839855, INTERNET: http://journals.routledge.com, Fax: 011 44 20 7330245 London : Chapman and Hall, 1991- |
Estimating long memory in the mark-dollar exchange rate with high frequency data | 1-gen-2006 | Beltratti, Andrea; Morana, C. | APPLIED FINANCIAL ECONOMICS LETTERS | Abingdon : Routledge, Taylor & Francis Group |
Does the stock market affect income distribution? Some empirical evidence for the US | 1-gen-2007 | Beltratti, Andrea; Morana, C. | APPLIED ECONOMICS LETTERS | Routledge Limited:11 New Fetter Lane, London EC4P 4EE United Kingdom:011 44 20 75839855, INTERNET: http://journals.routledge.com, Fax: 011 44 20 7330245 |
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