Antonio Di Cesare
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Di Cesare |
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author of:
- The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds (RePEc:arx:papers:1203.6723)
by Sara Cecchetti & Antonio Di Cesare - Recent estimates of sovereign risk premia for euro-area countries (RePEc:bdi:opques:qef_128_12)
by Antonio Di Cesare & Giuseppe Grande & Michele Manna & Marco Taboga - Financial sector pro-cyclicality: lessons from the crisis (RePEc:bdi:opques:qef_44_09)
by Fabio Panetta & Paolo Angelini & Ugo Albertazzi & Francesco Columba & Wanda Cornacchia & Antonio Di Cesare & Andrea Pilati & Carmelo Salleo & Giovanni Santini - A Survey of Systemic Risk Indicators (RePEc:bdi:opques:qef_458_18)
by Antonio Di Cesare & Anna Rogantini Picco - Estimating expectations of shocks using option prices (RePEc:bdi:wptemi:td_506_04)
by Antonio Di Cesare - Do market-based indicators anticipate rating agencies? Evidence for international banks (RePEc:bdi:wptemi:td_593_06)
by Antonio Di Cesare - An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil (RePEc:bdi:wptemi:td_749_10)
by Antonio Di Cesare & Giovanni Guazzarotti - Risk measures for autocorrelated hedge fund returns (RePEc:bdi:wptemi:td_831_11)
by Antonio Di Cesare & Philip A. Stork & Casper G. de Vries - Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks (RePEc:bla:ecnote:v:35:y:2006:i:1:p:121-150)
by Antonio, DI Cesare - Risk Measures for Autocorrelated Hedge Fund Returns (RePEc:oup:jfinec:v:13:y:2015:i:4:p:868-895.)
by Antonio Di Cesare & Philip A. Stork & Casper G. de Vries - Securitization and Bank Stability (RePEc:pra:mprapa:16831)
by Di Cesare, Antonio - The impact of sovereign credit risk on bank funding conditions (RePEc:pra:mprapa:32581)
by Panetta, Fabio & Correa, Ricardo & Davies, Michael & Di Cesare, Antonio & Marques, José-Manuel & Nadal de Simone, Francisco & Signoretti, Federico & Vespro, Cristina & Vildo, Siret & Wieland, Martin & - Risk Measures for Autocorrelated Hedge Fund Returns (RePEc:tin:wpaper:20110084)
by Antonio Di Cesare & Philip A. Stork & Casper G. de Vries - A simulation environment for discontinuous portfolio value processes (RePEc:wly:apsmbi:v:17:y:2001:i:1:p:41-55)
by Giorgio Consigli & Antonio Di Cesare