Sara Cecchetti - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2013 | 2012

Title Other author(s)

A quantitative analysis of risk premia in the corporate bond market

Bank of Italy Working Papers [View] (Paper: 1141, 25.10.2017)

JEL: B26, C02, F30, G12, G15

Assessing the risks of asset overvaluation: models and challenges

Bank of Italy Working Papers [View] (Paper: 1114, 03.05.2017)

JEL: B26, C02

Contagion and fire sales in banking networks

Bank of Italy Working Papers [View] (Paper: 1050, 28.01.2016)

JEL: C62, D85, G21, G28

Tail comovement in option-implied inflation expectations as an indicator of anchoring

Bank of Italy Working Papers [View] (Paper: 1025, 21.07.2015)

JEL: C14, C58, E31, E44, G13

Forward-looking robust portfolio selection

Bank of Italy Working Papers [View] (Paper: 913, 11.06.2013)

A dynamic default dependence model

Bank of Italy Working Papers [View] (Paper: 892, 14.12.2012)

JEL: B26, C02, C53

Papers by year: All | 2017 | 2016 | 2015 | 2013 | 2012