Fabio Fornari - Central Bank Research Hub

Papers by year: All | 2013 | 2011 | 2010 | 2009 | 2008 | 2005 | 2004

Title Other author(s)

What does a financial shock do? First international evidence,

European Central Bank Working papers [View] (Paper: 1522, 07.03.2013)

Macroeconomic determinants of carry trade activity

Bank of Italy Working Papers [View] (Paper: 817, 08.10.2011)

Stock market firm-level information and real economic activity,

European Central Bank Working papers [View] (Paper: 1366, 15.08.2011)

Predicting recession probabilities with financial variables over multiple horizons,

European Central Bank Working papers [View] (Paper: 1255, 15.10.2010)

The role of financial variables in predicting economic activity

European Central Bank Working papers [View] (Paper: 1108, 24.11.2009)

Assessing the compensation for volatility risk implicit in interest rate derivatives

European Central Bank Working papers [View] (Paper: 0859, 01.02.2008)

JEL: G12, G13, G14

The rise and fall of US dollar interest rate volatility: evidence from swaptions

Bank for International Settlements Quarterly Review [View] (Paper: 0509g, 05.09.2005)

JEL: G12, G13, G14

Macroeconomic announcements and implied volatilities in swaption markets

Bank for International Settlements Quarterly Review [View] (Paper: 0409h, 08.09.2004)

JEL: G10, G14

Papers by year: All | 2013 | 2011 | 2010 | 2009 | 2008 | 2005 | 2004