Massimiliano Caporin - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2009

Title Other author(s)

Risk spillovers in international equity portfolios

Swiss National Bank Working Papers [View] (Paper: 2012-03, 20.04.2012)

JEL: C13, C22, C51, C53, G17

Measuring sovereign contagion in Europe

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2012/05, 10.04.2012)

JEL: E58, F34, F36, G12, G15

IGNORE! already published - Measuring sovereign contagion in Europe

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2012/05, 10.04.2012)

JEL: E58, F34, F36, G12, G15

On the Predictability of Stock Prices: a Case for High and Low Prices

Swiss National Bank Working Papers [View] (Paper: 2011-11, 14.11.2011)

Forecasting realized (co)variances with a block structure Wishart autoregressive model

Swiss National Bank Working Papers [View] (Paper: 2009-03, 12.06.2009)

Papers by year: All | 2012 | 2011 | 2009