| Title | Other author(s) | |
|---|---|---|
Risk measures for autocorrelated hedge fund returnsBank of Italy Working Papers [View] (Paper: 831, 17.11.2011) |
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An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoilBank of Italy Working Papers [View] (Paper: 749, 09.04.2010) |
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Financial sector pro-cyclicality: lessons from the crisisBank of Italy Occasional Papers [View] (Paper: 44, 07.04.2009) |